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Publications in Math-Net.Ru |
Citations |
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2023 |
| 1. |
I. V. Mel'nikova, V. A. Bovkun, “Connection between discrete financial models and continuous models with Wiener and Poisson processes”, Computer Research and Modeling, 15:3 (2023), 781–795  |
| 2. |
Irina V. Melnikova, Vadim A. Bovkun, “Stochastic equations and equations for probabilistic characteristics of processes with damped jumps”, Bulletin of Irkutsk State University. Series Mathematics, 45 (2023), 73–88 |
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2021 |
| 3. |
I. V. Melnikova, U. A. Alekseeva, V. A. Bovkun, “Equations related to stochastic processes: semigroup approach and Fourier transform”, CMFD, 67:2 (2021), 324–348 |
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| 4. |
I. V. Mel'nikova, V. A. Bovkun, “Semigroups of operators related to stochastic processes in an extension of the Gelfand-Shilov classification”, Trudy Inst. Mat. i Mekh. UrO RAN, 27:4 (2021), 74–87  |
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2020 |
| 5. |
V. A. Bovkun, “Forward and backward equations for the probability characteristics of Levy type processes in spaces of distributions”, Trudy Inst. Mat. i Mekh. UrO RAN, 26:2 (2020), 68–78 |
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2017 |
| 6. |
I. V. Mel'nikova, U. A. Alekseeva, V. A. Bovkun, “The connection between infinite-dimensional stochastic problems and problems for probabilistic characteristics”, Trudy Inst. Mat. i Mekh. UrO RAN, 23:3 (2017), 191–205 |
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2016 |
| 7. |
V. A. Bovkun, “Construction of models in the form of stochastic Cauchy problems”, Trudy Inst. Mat. i Mekh. UrO RAN, 22:4 (2016), 94–101  |
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| 8. |
V. A. Bovkun, “Generalized solutions for stochastic problems in the Ito form in Gelfand–Shilov spaces”, Vestn. Yuzhno-Ural. Gos. Un-ta. Ser. Matem. Mekh. Fiz., 8:2 (2016), 5–13 |
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