13 citations · 36 across the 9 of their papers we have counts for
9 papers
Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochasic heat equations
Olha Hopkalo, Lyudmyla Sakhno
The paper presents bounds for the distributions of suprema for a particular class of sub-Gaussian type random fields defined over spaces with anisotropic metrics. The results are a…
Investigation of Airy equations with random initial conditions
Lyudmyla Sakhno
The paper investigates properties of mean-square solutions to the Airy equation with random initial data given by stationary processes. The result on the modulus of continiuty of t…
Models of space-time random fields on the sphere
Mirko D'Ovidio, Enzo Orsingher, Lyudmyla Sakhno
We study general models of random fields associated with non-local equations in time and space. We discuss the properties of the corresponding angular power spectrum and find asymp…
Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions
Yuriy Kozachenko, Enzo Orsingher, Lyudmyla Sakhno +1
In the paper we consider higher-order partial differential equations from the class of linear dispersive equations. We investigate solutions to these equations subject to random in…
Properties of Poisson processes directed by compound Poisson-Gamma subordinators
Khrystyna Buchak, Lyudmyla Sakhno
In the paper we consider time-changed Poisson processes where the time is expressed by compound Poisson-Gamma subordinators and derive the expressions for their hitting t…
Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions
Yu. Kozachenko, E. Orsingher, L. Sakhno +1
In the present paper we continue the investigation of solutions to higher-order heat-type equations with random initial conditions, which play the important role in many applied ar…
Compositions of Poisson and Gamma processes
Khrystyna Buchak, Lyudmyla Sakhno
In the paper we study the models of time-changed Poisson and Skellam-type processes, where the role of time is played by compound Poisson-Gamma subordinators and their inverse (or…
Asymptotics for functionals of powers of a periodogram
Lyudmyla Sakhno
We present large sample properties and conditions for asymptotic normality of linear functionals of powers of the periodogram constructed with the use of tapered data.
Equations of Mathematical Physics and Compositions of Brownian and Cauchy processes
Luisa Beghin, Enzo Orsingher, Lyudmyla Sakhno
We consider different types of processes obtained by composing Brownian motion , fractional Brownian motion and Cauchy processes in different manners. We…