B. V. Bondarev

From MaRDI portal
Person:464909

Available identifiers

zbMath Open bondarev.borys-volodymyrovychMaRDI QIDQ464909

List of research outcomes

PublicationDate of PublicationType
Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums2015-03-18Paper
Estimating the unknown parameter in weak-signal systems2014-10-30Paper
Some problems for Clark's model. I. Estimating the non-ruin probability for an insurance company2014-10-24Paper
Some problems for Clark's model. II. A solution for Merton's portfolio problem2014-10-24Paper
A method to find a stabilizing control for an accumulation fund with functions of an insurance company2014-06-30Paper
On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market2014-06-05Paper
https://portal.mardi4nfdi.de/entity/Q28508492013-10-01Paper
https://portal.mardi4nfdi.de/entity/Q28508502013-10-01Paper
https://portal.mardi4nfdi.de/entity/Q28508572013-10-01Paper
https://portal.mardi4nfdi.de/entity/Q28503692013-09-26Paper
On the Rate of Convergence of Solution of Differential Equation Disturbed by “Physical” White Noise to a Solution of Appropriate Diffusion Equation. Exponential Mixing2013-02-04Paper
https://portal.mardi4nfdi.de/entity/Q48993592013-01-08Paper
https://portal.mardi4nfdi.de/entity/Q48993612013-01-08Paper
https://portal.mardi4nfdi.de/entity/Q29016132012-07-31Paper
https://portal.mardi4nfdi.de/entity/Q29016422012-07-31Paper
https://portal.mardi4nfdi.de/entity/Q28966022012-07-16Paper
https://portal.mardi4nfdi.de/entity/Q28966152012-07-16Paper
https://portal.mardi4nfdi.de/entity/Q28966272012-07-16Paper
https://portal.mardi4nfdi.de/entity/Q28966312012-07-16Paper
Mixing ``in the sense of Ibragimov. Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of Wiener processes. Some applications. II2012-03-19Paper
On the ε-sufficient control in one merton problem with “physical” white noise2011-02-22Paper
Mixing “In the sense of Ibragimov.” Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of wiener processes. Some applications. I2011-02-22Paper
https://portal.mardi4nfdi.de/entity/Q30774142011-02-22Paper
https://portal.mardi4nfdi.de/entity/Q30774162011-02-22Paper
https://portal.mardi4nfdi.de/entity/Q35526022010-04-22Paper
https://portal.mardi4nfdi.de/entity/Q35526032010-04-22Paper
https://portal.mardi4nfdi.de/entity/Q33933202009-08-19Paper
https://portal.mardi4nfdi.de/entity/Q33933382009-08-19Paper
https://portal.mardi4nfdi.de/entity/Q53249942009-08-08Paper
https://portal.mardi4nfdi.de/entity/Q53250422009-08-08Paper
https://portal.mardi4nfdi.de/entity/Q53253312009-08-08Paper
https://portal.mardi4nfdi.de/entity/Q36077532009-02-28Paper
https://portal.mardi4nfdi.de/entity/Q36077612009-02-28Paper
https://portal.mardi4nfdi.de/entity/Q36077692009-02-28Paper
https://portal.mardi4nfdi.de/entity/Q36077752009-02-28Paper
https://portal.mardi4nfdi.de/entity/Q35416552008-11-26Paper
https://portal.mardi4nfdi.de/entity/Q35054682008-06-18Paper
https://portal.mardi4nfdi.de/entity/Q54302732007-12-16Paper
https://portal.mardi4nfdi.de/entity/Q54302772007-12-16Paper
https://portal.mardi4nfdi.de/entity/Q54302922007-12-16Paper
https://portal.mardi4nfdi.de/entity/Q54302982007-12-16Paper
Evaluation of the probability of bankruptcy for a model of insurance company2007-12-16Paper
https://portal.mardi4nfdi.de/entity/Q35946282007-08-09Paper
Invariance principle for one class of Markov chains with fast Poisson time. Estimate for the rate of convergence2007-05-29Paper
Order reduction for a system of stochastic differential equations with a small parameter in the coefficient of the leading derivative. Estimate for the rate of convergence2007-05-29Paper
https://portal.mardi4nfdi.de/entity/Q54875262006-09-19Paper
https://portal.mardi4nfdi.de/entity/Q54875352006-09-19Paper
https://portal.mardi4nfdi.de/entity/Q54875392006-09-19Paper
https://portal.mardi4nfdi.de/entity/Q54875462006-09-19Paper
https://portal.mardi4nfdi.de/entity/Q54875472006-09-19Paper
https://portal.mardi4nfdi.de/entity/Q54875492006-09-19Paper
https://portal.mardi4nfdi.de/entity/Q54875552006-09-19Paper
https://portal.mardi4nfdi.de/entity/Q54875602006-09-19Paper
Estimates for the Rate of Convergence in Ordinary Differential Equations under the Action of Random Processes with Fast Time2006-07-20Paper
A Stochastic Analog of Bogolyubov's Second Theorem2006-07-20Paper
https://portal.mardi4nfdi.de/entity/Q46767762005-05-20Paper
https://portal.mardi4nfdi.de/entity/Q46767782005-05-20Paper
https://portal.mardi4nfdi.de/entity/Q46767872005-05-20Paper
https://portal.mardi4nfdi.de/entity/Q46771212005-05-20Paper
https://portal.mardi4nfdi.de/entity/Q44554342004-03-16Paper
https://portal.mardi4nfdi.de/entity/Q44554422004-03-16Paper
https://portal.mardi4nfdi.de/entity/Q44554492004-03-16Paper
https://portal.mardi4nfdi.de/entity/Q44554592004-03-16Paper
https://portal.mardi4nfdi.de/entity/Q44554602004-03-16Paper
https://portal.mardi4nfdi.de/entity/Q44554682004-03-16Paper
https://portal.mardi4nfdi.de/entity/Q44554302004-03-16Paper
https://portal.mardi4nfdi.de/entity/Q44554312004-03-16Paper
https://portal.mardi4nfdi.de/entity/Q44554322004-03-16Paper
https://portal.mardi4nfdi.de/entity/Q44223302003-09-03Paper
https://portal.mardi4nfdi.de/entity/Q45299212002-05-07Paper
https://portal.mardi4nfdi.de/entity/Q27849722002-04-24Paper
https://portal.mardi4nfdi.de/entity/Q27849742002-04-24Paper
https://portal.mardi4nfdi.de/entity/Q27715182002-02-17Paper
https://portal.mardi4nfdi.de/entity/Q27398352001-09-16Paper
https://portal.mardi4nfdi.de/entity/Q27404132001-09-16Paper
https://portal.mardi4nfdi.de/entity/Q27369882001-09-11Paper
https://portal.mardi4nfdi.de/entity/Q27370182001-09-11Paper
https://portal.mardi4nfdi.de/entity/Q27222272001-07-11Paper
On estimate of convergence rate to Ito’s equation. The case of uniform strong intermixing2000-07-12Paper
Diffusion approximation of normalized integrals of weakly dependent processes and its applications2000-06-29Paper
Estimation of rated influence in parabolic systems. \(L_2\)-approach2000-04-09Paper
https://portal.mardi4nfdi.de/entity/Q49402442000-03-02Paper
https://portal.mardi4nfdi.de/entity/Q49402722000-03-02Paper
https://portal.mardi4nfdi.de/entity/Q49403652000-03-02Paper
Some properties of multiparameter random fields2000-03-02Paper
https://portal.mardi4nfdi.de/entity/Q49397402000-03-01Paper
https://portal.mardi4nfdi.de/entity/Q49397592000-03-01Paper
https://portal.mardi4nfdi.de/entity/Q49399442000-03-01Paper
https://portal.mardi4nfdi.de/entity/Q49377572000-02-15Paper
Bernstein inequality under averaging of elliptic systems in periodic random media2000-01-30Paper
https://portal.mardi4nfdi.de/entity/Q42640101999-09-15Paper
Optimal solution control for a first-order partial stochastic differential equation1999-08-18Paper
О неравенстве Колмогорова - Гаека - Реньи для нормированных интегралов от процессов со слабой зависимостью1998-11-05Paper
https://portal.mardi4nfdi.de/entity/Q38431001998-08-24Paper
Evaluation of calculated influences in parabolic Systems. L1-approach1998-06-14Paper
Functional law of iterated logarithm for normalized integrals of processes with weak dependence1998-03-17Paper
Functional law of the iterated logarithm for fields and its applications1998-03-17Paper
On averaging elliptic systems in periodic random media1997-11-10Paper
Problems on discord of stochastic processes1997-01-07Paper
Functional law of iterated logarithm for normalized integrals of processes with weak dependence1997-01-01Paper
Functional law of the iterated logarithm for fields and its applications1997-01-01Paper
On the Kolmogorov-Hájek-Renyi inequality and its applications1996-07-07Paper
On the solution of ill-posed problems with weakly dependent data errors1996-03-31Paper
Exponential inequalities in stochastic approximation procedures1996-03-20Paper
https://portal.mardi4nfdi.de/entity/Q48627771996-02-14Paper
https://portal.mardi4nfdi.de/entity/Q48650721996-02-14Paper
Large-deviation inequalities for parameter estimators in stochastic systems1996-01-08Paper
On the functional of action for multiparameter random fields1995-11-09Paper
https://portal.mardi4nfdi.de/entity/Q42821231994-05-25Paper
https://portal.mardi4nfdi.de/entity/Q42821261994-05-25Paper
Estimation of Nonlinearity Parameter in Initial-Boundary Value Problems with Gaussian Perturbations1993-09-22Paper
https://portal.mardi4nfdi.de/entity/Q40375901993-05-18Paper
Averaging in hyperbolic systems subject to weakly dependent random perturbations1993-03-18Paper
https://portal.mardi4nfdi.de/entity/Q40075221992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q40075931992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q39869821992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q39870051992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q39798731992-06-26Paper
Averaging in parabolic systems subject to weakly dependent random actions. The \(L_ 2\)-approach1992-06-25Paper
Estimates of probabilities of large deviations on problems of estimation of rated effects. I1992-06-25Paper
Averagings in stochastic systems with dependence on the whole past1992-06-25Paper
Averaging in parabolic systems, subjected to weakly dependent random perturbations. The \(L_ 1\)-approach1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q39775361992-06-25Paper
Averaging in hyperbolic systems subject to weakly dependent random perturbations1992-01-01Paper
Estimates of capacities of plane condensers1991-01-01Paper
Averaging in parabolic systems subject to weakly dependent random actions. The L2-approach1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57500531990-01-01Paper
Averaging stochastic systems under weakly dependent perturbations1990-01-01Paper
Averaging stochastic systems under weakly dependent perturbations1990-01-01Paper
Stochastic approximation in ill-posed problems under random errors1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33496951990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34907111990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57517561989-01-01Paper
Exponential bounds in stochastic approximation procedures1989-01-01Paper
Averages in curvilinear boundaries of stochastic hyperbolic systems1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34856901989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38229811989-01-01Paper
Kolmogorov statistic in the case of a piecewise-continuous distribution function1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30330721988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33549101988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34943601988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38065621988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38198031988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37873021987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37666701985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30422371983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36589701982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39406891981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38849101980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39599991979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38768701978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40468521974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40468531974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40578831974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q51829301973-01-01Paper

Research outcomes over time


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