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Publications in Math-Net.Ru |
Citations |
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2017 |
| 1. |
S. V. Anulova, “Non-uniqueness of solutions of the Hamilton–Jacobi–Bellman equation for time-average control”, Avtomat. i Telemekh., 2017, no. 8, 91–99   ; Autom. Remote Control, 78:8 (2017), 1430–1437   |
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2015 |
| 2. |
S. V. Anulova, “Quadratic Lyapunov function for stochastic mechanical systems with switching impacts”, Avtomat. i Telemekh., 2015, no. 10, 67–73 ; Autom. Remote Control, 76:10 (2015), 1765–1770 |
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2014 |
| 3. |
A. V. Nazin, S. V. Anulova, A. A. Tremba, “A mirror descent algorithm for minimization of mean Poisson flow driven losses”, Avtomat. i Telemekh., 2014, no. 6, 30–38 ; Autom. Remote Control, 75:6 (2014), 1010–1016 |
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2010 |
| 4. |
S. V. Anulova, “Maximizing the time until a controlled random walk in the quadrant hits the boundary”, Probl. Upr., 2010, no. 1, 7–11 |
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2008 |
| 5. |
S. V. Anulova, “Approximation of initial loading of infinite-server systems”, Avtomat. i Telemekh., 2008, no. 7, 59–67   ; Autom. Remote Control, 69:7 (2008), 1154–1161 |
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1990 |
| 6. |
S. V. Anulova, “Functional limit theorems for semimartingales in a polyhedron and
their applications to queueing networks”, Dokl. Akad. Nauk SSSR, 314:3 (1990), 526–530 ; Dokl. Math., 42:2 (1991), 479–483 |
| 7. |
S. V. Anulova, R. Sh. Liptser, “Diffusion approximation for processes with normal reflection”, Teor. Veroyatnost. i Primenen., 35:3 (1990), 417–430 ; Theory Probab. Appl., 35:3 (1990), 411–423 |
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| 8. |
S. V. Anulova, “Counterexamples: a stochastic differential equation with linearly increasing coefficients may have an explosive solution within a domain”, Teor. Veroyatnost. i Primenen., 35:2 (1990), 329–331 ; Theory Probab. Appl., 35:2 (1990), 336–338 |
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1989 |
| 9. |
S. V. Anulova, “Functional limit theorems for semimartingales in a convex domain”, Dokl. Akad. Nauk SSSR, 307:4 (1989), 777–781 ; Dokl. Math., 40:1 (1990), 132–136 |
| 10. |
S. V. Anulova, A. Yu. Veretennikov, N. V. Krylov, R. Sh. Liptser, A. N. Shiryaev, “Stochastic calculus”, Itogi Nauki i Tekhniki. Ser. Sovrem. Probl. Mat. Fund. Napr., 45 (1989), 5–253 |
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1986 |
| 11. |
S. V. Anulova, “Behavior of a control system in a sliding regime under small perturbations”, Avtomat. i Telemekh., 1986, no. 6, 25–29 ; Autom. Remote Control, 47:6 (1986), 752–757 |
| 12. |
S. V. Anulova, “The effect of random perturbations on the functioning of a control system in the sliding mode”, Avtomat. i Telemekh., 1986, no. 4, 41–47 ; Autom. Remote Control, 47:4 (1986), 474–479 |
| 13. |
S. V. Anulova, “An estimate of the probability that a degenerate diffusion process hits a set of positive measure”, Izv. Akad. Nauk SSSR Ser. Mat., 50:2 (1986), 211–241 ; Math. USSR-Izv., 28:2 (1987), 201–231 |
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1981 |
| 14. |
S. V. Anulova, “Diffusion processes: Discontinuous coefficients, degenerate diffusion, randomized drift”, Dokl. Akad. Nauk SSSR, 260:5 (1981), 1036–1040 |
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| 15. |
S. V. Anulova, “On stochastic differential equations with boundary conditions in a half-plane”, Izv. Akad. Nauk SSSR Ser. Mat., 45:3 (1981), 491–508 ; Math. USSR-Izv., 18:3 (1982), 423–437 |
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1980 |
| 16. |
S. V. Anulova, “Brownian motion Markovian stopping times with given laws”, Teor. Veroyatnost. i Primenen., 25:2 (1980), 366–369 ; Theory Probab. Appl., 25:2 (1981), 362–366 |
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| 17. |
S. V. Anulova, “On the control of Brownian motion in a half-plane with an
oblique reflection on the boundary”, Teor. Veroyatnost. i Primenen., 25:1 (1980), 44–58 ; Theory Probab. Appl., 25:1 (1980), 41–57 |
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1978 |
| 18. |
S. V. Anulova, “On processes with Lévy generating operator in a half-space”, Izv. Akad. Nauk SSSR Ser. Mat., 42:4 (1978), 708–750 ; Math. USSR-Izv., 13:1 (1979), 9–51 |
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| 19. |
S. V. Anulova, “Non-uniqueness of solutions of the Hamilton-Jacobi-Bellman equation for time-average control”, Avtomat. i Telemekh., 0 |
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| Presentations in Math-Net.Ru |
| 1. |
Об эргодическом уравнении Беллмана для управляемой одномерной диффузии
A. Yu. Veretennikov, S. V. Anulova
Dobrushin Mathematics Laboratory Seminar
March 5, 2019 16:00
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| 2. |
Неравенство Харнака для диффузии со скачками: параболический случай со сравнимыми распределениями скачков
S. V. Anulova
Seminar on Probability Theory and Mathematical Statistics
October 12, 2012 18:00
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| 3. |
Harnack inequality for diffusion with jumps: parabolic case with comparable distributions of jumps
S. V. Anulova, A. Yu. Veretennikov
Dobrushin Mathematics Laboratory Seminar
October 2, 2012 16:00
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| 4. |
Физический смысл оператора отражения Скорохода
S. V. Anulova
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
November 24, 2011
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| 5. |
30 лет оценке Крылова–Сафонова вероятности попадания диффузионного процесса во множество положительной меры (приложения и последние обобщения)
S. V. Anulova
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
November 19, 2009 15:30
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| 6. |
Многомерная теорема сравнения для решений задачи Скорохода в клине и ее приложения к управлению сносом броуновского движения
S. V. Anulova
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
April 23, 2009 15:30
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| 7. |
Об одной задаче оптимального управления с броуновским движением
S. V. Anulova
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
November 9, 2006
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