The following pages link to V. K. Yasins'kyj (Q199832):
Displaying 39 items.
- Optimal control in diffusion stochastic nonlinear functional-differential ITO equations with Markov parameters and external Markov switching (Q334251) (← links)
- (Q380650) (redirect page) (← links)
- Optimal linear filtering for systems of stochastic differential equations with Poisson perturbations (Q380653) (← links)
- Stability in impulsive systems with Markov perturbations in averaging scheme. II. Averaging principle for impulsive Markov systems and stability analysis based on averaged equations (Q464841) (← links)
- Analysis of oscillations in quasilinear stochastic dynamic hereditary systems (Q465969) (← links)
- Stability of stochastic dynamic random-structure systems with aftereffect and Markov switchings (Q465987) (← links)
- Mean square stability of the solutions of autonomous dynamic diffusion systems with finite aftereffect with regard for random factors (Q466385) (← links)
- Stabilization of oscillations of a bar under the action of forces dependent on Markov processes (Q557493) (← links)
- Stochastic \(m\)-point Cauchy problem for parabolic equation with semi-Wiener perturbations (Q722053) (← links)
- (Q946709) (redirect page) (← links)
- Stability of diffusion stochastic functional differential equations with Markov parameters (Q946710) (← links)
- Approximate synthesis of optimal control over quasilinear stochastic differential equations with a small parameter and Poisson perturbations (Q946772) (← links)
- Existence of the \(l\)-th moment of a solution to a stochastic functional-differential equation with the entire prehistory (Q1008311) (← links)
- Stability of solutions of stochastic functional-differential equations with Poisson switchings and entire prehistory (Q1040357) (← links)
- Lyapunov function method for investigation of stability of stochastic Itô random-structure systems with impulse Markov switchings. I: General theorems on the stability of stochastic impulse systems (Q1040384) (← links)
- Mean-square asymptotic stability of the trivial solution of stochastic functional-differential equations (Q1146647) (← links)
- Stability of stochastic systems of random structure with Markov switchings and perturbations (Q1709461) (← links)
- Analysis of exponential stability of a linear stochastic oscillator under small diffusive disturbances (Q1780232) (← links)
- Stability in impulsive systems with Markov perturbations in averaging scheme. I: Averaging principle for impulsive Markov systems (Q2247821) (← links)
- Parametric continuity of solutions to stochastic functional differential equations with Poisson perturbations (Q2263231) (← links)
- Stability in the first approximation of random-structure diffusion systems with aftereffect and external Markov switchings (Q2263260) (← links)
- Synthesis of optimal control of dynamic systems with infinite aftereffect, a small parameter, and Poisson perturbations (Q2467990) (← links)
- The Kalman-Bucy filter for linear stochastic dynamic systems with discontinuous trajectories (Q2487880) (← links)
- Optimal control of stochastic dynamic systems with past history and Poisson switchings (Q2571528) (← links)
- Stabilization of jump values of stocks and bonds in the \((B,S)\)-market model (Q2850848) (← links)
- (Q3608020) (← links)
- Stability of stochastic differential equations with the variable lag in the presence of Poisson perturbations (Q3973701) (← links)
- (Q4034986) (← links)
- (Q4674882) (← links)
- (Q4674883) (← links)
- (Q4677280) (← links)
- (Q4677281) (← links)
- (Q4939847) (← links)
- (Q4940467) (← links)
- (Q4940470) (← links)
- (Q5487470) (← links)
- Reduction of a linear system of differential equations with a singular matrix multiplying the derivatives (Q5904260) (← links)
- Stability of solutions of stochastic functional differential equations with an infinite previous history and Poisson switchings. II (Q5942030) (← links)
- Iterative procedure for the solution of Sylvester generalized matrix equation (Q5951318) (← links)
