G. Kulinich

most citedAsymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter

2 citations · 4 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2017★ 2 cited

Asymptotic behavior of functionals of the solutions to inhomogeneous Itô stochastic differential equations with nonregular dependence on parameter

Grigorij Kulinich, Svitlana Kushnirenko

The asymptotic behavior, as $T \to \infty$ , of some functionals of the form $I_{T} (t) = F_{T} (ξ_{T} (t)) + \int_{0}^{t} g_{T} (ξ_{T} (s)) d W_{T} (s)$ , $t \geq 0$ is studied. Here $ξ_{T} (t)$ is the solution to th…

math.PR2016★ 2 cited

Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter

Grigorij Kulinich, Svitlana Kushnirenko, Yuliia Mishura

We study the asymptotic behavior of mixed functionals of the form $I_{T} (t) = F_{T} (ξ_{T} (t)) + \int_{0}^{t} g_{T} (ξ_{T} (s)) d ξ_{T} (s)$ , $t \geq 0$ , as $T \to \infty$ . Here $ξ_{T} (t)$ is a strong solution of…