Перегляд за автором "Korolyuk, V.S."

Сортувати за: Порядок: Результатів:

  • Diffusion approximation of stochastic Markov models with persistent regression 
    Koroliuk, D.; Korolyuk, V.S. (Український математичний журнал, 1995)
    Sequences of sums of identically distributed random variables forming a homogeneous Markov chain are approximated by a time-discrete autoregression process of Ornstein-Uhlenbeck type.
  • Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes 
    Korolyuk, V.S.; Limnios, N. (Український математичний журнал, 2005)
    We consider an evolutionary system switched by a semi-Markov process. For this system, we obtain an inhomogeneous diffusion approximation results where the initial process is compensated by the averaging function in the ...
  • Singularly perturbed stochastic systems 
    Korolyuk, V.S. (Український математичний журнал, 1997)
    Problems of singular perturbation of reducible invertible operators are classified and their applications to the analysis of stochastic Markov systems represented by random evolutions are considered. The phase merging, ...