05.13.16 (Computer techniques, mathematical modelling, and mathematical methods with an application to scientific researches)
E-mail:
Keywords:
random processes,
invariants of a stochastic systems,
program control of stochastic systems.
UDC:
517
Subject:
Stochastic differential equations, Random processes, program control with probability 1.
Main publications:
E. V. Karachanskaya, “Momentnye kharakteristiki i dinamika polozheniya diffundiruyuschei na sfere tochki pod deistviem puassonovskikh skachkov”, Vestnik Tikhookeanskogo gosudarstvennogo universiteta, 2012, № 1(24), 69–72
E. V. Karachanskaya, “Postroenie mnozhestva differentsialnykh uravnenii
s zadannym mnozhestvom pervykh integralov”, Vestnik Tikhookeanskogo gosudarstvennogo universiteta, 2011, № 3(22), 47–56
E. V. Karachanskaya, “Postroenie programmnykh upravlenii
s veroyatnostyu 1 dlya dinamicheskoi sistemy s puassonovskimi
vozmuscheniyami”, Vestnik Tikhookeanskogo gosudarstvennogo universiteta, 2011, № 2(21), 51–60
E. Karachanskaya (Chalykh), “Dynamics of random chains of finite size with an infinite number
of elements in ${\mathbb R}^{2} $”, Theory of Stochastic
Processes, 2010, no. 2, 58–68
E. V. Chalykh, “Programmnoe upravlenie s veroyatnostyu 1 dlya otkrytykh sistem”, Obozrenie prikladnoi i promyshlennoi matematiki, 14:2 (2007), 253–254
V. A. Dubko, S. V. Zubarev, E. V. Karachanskaya, “Solution of the characteristic equation for some nonclassical diffusion model”, Mathematical notes of NEFU, 28:1 (2021), 12–26
2020
2.
E. V. Karachanskaya, “Stochastization of classical models with dynamical invariants”, Mathematical notes of NEFU, 27:1 (2020), 69–87
E. V. Karachanskaya, A. P. Petrova, “Modeling of the programmed control with probability 1 for some financial tasks”, Mathematical notes of NEFU, 25:1 (2018), 25–37
E. V. Karachanskaya, A. P. Petrova, “Non-random functions and solutions of Langevin-type stochastic differential equations”, Mathematical notes of NEFU, 23:3 (2016), 55–69
2015
5.
E. V. Karachanskaya, “A “direct” method to prove the generalized Itô–Venttsel' formula for a generalized stochastic differential equation”, Mat. Tr., 18:1 (2015), 27–47; Siberian Adv. Math., 26:1 (2016), 17–29
V. A. Dubko, E. V. Karachanskaya, “Stochastic First Integrals, Kernel Functions for Integral Invariants and the Kolmogorov equations”, Dal'nevost. Mat. Zh., 14:2 (2014), 200–216
E. V. Karachanskaya, “The generalized Itô–Venttsel' formula in the case of a noncentered Poisson measure, a stochastic first integral, and a first integral”, Mat. Tr., 17:1 (2014), 99–122; Siberian Adv. Math., 25:3 (2015), 191–205
E. V. Karachanskaya, “Construction of programmed controls for a dynamic system based on the set of its first integrals”, CMFD, 42 (2011), 125–133; Journal of Mathematical Sciences, 199:5 (2014), 547–555
Elena V. Karachanskaya (Chalykh), “Dynamics of random chains of finite size with an infinite number of elements in $ {\mathbb R}^{2} $”, Theory Stoch. Process., 16(32):2 (2010), 58–68
E. V. Chalykh, “Constructing the set of program controls with probability 1 for one class of stochastic systems”, Avtomat. i Telemekh., 2009, no. 8, 110–122; Autom. Remote Control, 70:8 (2009), 1364–1375
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