Перегляд за автором "Makhno, S.Ya."

Результати 1-3 з 3

Functional iterated logarithm law for a Wiener process

Budkov, D.S.; Makhno, S.Ya. (2007)

The functional iterated logarithm law for a Wiener process in the Bulinskii form for great and small times is proved.
The limit stochastic equation changes type

Makhno, S.Ya. (2005)

We study the weak convergence of solutions of the Itˆo stochastic equation, whose coeffcients depend on a small parameter. Conditions under which the limit process changes the type and will be a solution of the stochastic ...
Limit theorems for backward stochastic equations

Makhno, S.Ya.; Yerisova, I.A. (2008)

Результати 1-3 з 3

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