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  • Analysis of stochastic events described by the fractional stochastic equations, Langevin dynamics with elastic collisions, analysis of extremal events 

Analysis of stochastic events described by the fractional stochastic equations, Langevin dynamics with elastic collisions, analysis of extremal events 

Priority areas of development: mathematics
2019
The project has been carried out as part of the HSE Program of Fundamental Studies.

Publications:


Grabchak M., Molchanov S. Limit theorems for random exponentials: the bounded support case // Theory of Probability and Its Applications. 2019. Vol. 63. No. 4. P. 634-647. doi
Manita O. A., Veretennikov A. On convergence of 1D Markov diffusions to heavy-tailed invariant density // Moscow Mathematical Journal. 2019. Vol. 19. No. 1. P. 89-106. doi
Jabir J. M., Profeta C. A stable Langevin model with diffusive-reflective boundary conditions // Stochastic Processes and their Applications. 2019. Vol. 129. No. 11. P. 4269-4293. doi
Molchanov S., Vainberg B. Population dynamics with moderate tails of the underlying random walk // SIAM Journal on Mathematical Analysis. 2019. Vol. 51. No. 3. P. 1824-1835. doi
Cranston M., Molchanov S. On the critical behavior of a homopolymer model // Science China Mathematics. 2019. Vol. 62. No. 8. P. 1463-1476. doi
Kolokoltsov V. The probabilistic point of view on the generalized fractional partial differential equations // Fractional Calculus and Applied Analysis. 2019. Vol. 22. No. 3. P. 543-600. doi
Palamarchuk E. S. On Upper Functions for Anomalous Diffusions Governed by Time-Varying Ornstein-Uhlenbeck Process / Пер. с рус. // Theory of Probability and Its Applications. 2019. Vol. 64. No. 2. P. 209-228. doi
Grabchak M., Molchanov S. The alloy model: Phase transitions and diagrams for a random energy model with mixtures // Markov Processes and Related Fields. 2019. Vol. 25. No. 4. P. 591-613.
Веретенников А. Ю. О слабых решениях сильно вырожденных СДУ // Автоматика и телемеханика. 2020. № 3. С. 1-15.
Veretennikov A. On polynomial recurrence for reliability system with a warm reserve / Cornell University. Series cond-mat "arxiv.org". 2019.
Veretennikov A. On Polynomial Recurrence for Reliability System with a Warm Reserve // Markov Processes and Related Fields. 2019. Vol. 25. P. 745-761.
Veretennikov A., Veretennikova M. On convergence rate for homogeneous Markov chains / Cornell University. Series "Working papers by Cornell University". 2019.
Kelbert M., Chernov A., Shemendyuk A. Fair insurance premium level in connected SIR model under epidemic outbreak / Cornell University. Series "Working papers by Cornell University". 2019. No. 1910.04809v1.
Kelbert M., Moreno-Franco H. A. HJB equations with gradient constraint associated with controlled jump-diffusion processes // SIAM Journal on Control and Optimization. 2019. Vol. 57. No. 3. P. 2185-2213. doi
Frikha N., Konakov V., Menozzi S. Well-posedness of some non-linear stable driven SDEs / Cornell University. Series arxive "math". 2019. No. 1910.05945.
Falaleev A., Konakov V. Convergence of some classes of random flights in Wasserstein distance / Cornell University. Series arxive "math". 2019. No. 1910.03862.
Chernov A., Kelbert M., Shemendyuk A. Optimal vaccine allocation during the mumps outbreak in two SIR centres // Mathematical Medicine and Biology. 2019 doi
Molchanov S., Panov V. Limit theorems for the alloy-type random energy model // Stochastics-An International Journal of Probability and Stochastic Processes. 2019. Vol. 91. No. 5. P. 754-772. doi
Panov V., Samarin E. Multivariate asset-pricing model based on subordinated stable processes // Applied Stochastic Models in Business and Industry. 2019. Vol. 35. P. 1060-1076. doi