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    1. http://new.math.msu.su/department/probab/bsk_28_04.pdf
    ... МГУ ) In the classical quickest detection problem, one must detect as quickly as possible when a Brownian motion without drift "changes"into a Brownian motion with positive drift. ...
    [ Текст ]  Ссылки http://new.math.msu.su/department/probab/bsk_28_04.pdf -- 194.0 Кб -- 16.03.2013
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    2. http://new.math.msu.su/department/probab/rusjap09.doc
    ... minimax quickest detection problem for the Brownian motion 16:10 - 16:30 G.PERELMAN ... with drawdowns and rallies of a Brownian motion with drift 15:20 - 15:40 Coffee 15 ... Maximal inequality for skew Brownian motion 12:50 - 13:30 K.NISHIDE. ...
    [ Текст ]  Ссылки http://new.math.msu.su/department/probab/rusjap09.doc -- 30.5 Кб -- 07.09.2009
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    3. http://new.math.msu.su/department/probab/staff/cv_shiryaev.pdf
    ... properties to the case of a [1] An extension of P. Lґ Brownian motion with drift ... 2] Stopping Brownian motion without anticipation as close as possible to its ... 5 [4] Maximal inequalities for reflected Brownian motion with drift. Teor. Imovir. ...
    [ Текст ]  Ссылки http://new.math.msu.su/department/probab/staff/cv_shiryaev.pdf -- 76.2 Кб -- 03.11.2008
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    4. Andrei Vladimirovich Fursikov | Department: General Problems of Control.
    ... A.V. Fursikov has derived several fundamental results in the theory of fluid motion control. ... fluid, filling all of the 3-dimentional space, by controlling the motion of the fluid on the boundary of the body, as well as ...
    [ Сохраненная копия ]  Ссылки http://new.math.msu.su/department/opu/node/244?language=en -- 26.7 Кб -- 10.04.2016
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    5. http://new.math.msu.su/department/probab/staff/esteem%20indicators.pdf
    ... for a wide class of functionals of a Brownian motion; · new predictable criteria of existence of stochastic integral with ... generalised Bayesian formulations; · new results on the quickest detection of the unpredictable times for the Brownian motion ...
    [ Текст ]  Ссылки http://new.math.msu.su/department/probab/staff/esteem%20indicators.pdf -- 64.7 Кб -- 15.04.2008
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    6. http://new.math.msu.su/department/probab/spec/Materialy_po_kursam_Tutubalina/Finstat/Bashelie/Bachelier100years.pdf
    ... Having in mind American and path-dependent options, Bachelier calculates the probability that the Brownian motion does not exceed a fixed level and finds the distribution of the supremum of the Brownian motion. 344 j.-m. courtault et al. ...
    [ Текст ]  Ссылки http://new.math.msu.su/department/probab/spec/Materialy_po_kursam_Tutubalina/Finstat/Bashelie/Bachelier100years.pdf -- 110.7 Кб -- 20.03.2014
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    7. http://new.math.msu.su/content_root/programs/kaf/special/terver/stan-shir.doc
    ... Springer, 2000. 2. Revuz D., Yor M. Continuous martingales and Brownian motion. Springer, 1999. 3. Ширяев А.Н. Вероятность. ...
    [ Текст ]  Ссылки http://new.math.msu.su/content_root/programs/kaf/special/terver/stan-shir.doc -- 80.5 Кб -- 10.11.2008
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    8. http://new.math.msu.su/content_root/programs/kaf/special/uprug/dinzad-pog.doc
    ... 11. Love A.E.H. The propagation of wave-motion in an isotropic elastic solid medium. Proceedings of the London Mathematical Society. Second series. ...
    [ Текст ]  Ссылки http://new.math.msu.su/content_root/programs/kaf/special/uprug/dinzad-pog.doc -- 280.5 Кб -- 10.11.2008
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    9. http://new.math.msu.su/unc/study/A5_1.doc
    ... 10, 1953. 5. Craggs J.W. " Wave motion in Plastic-Elastic strings ". Journ.of the Mech . and Phys of Solids, ? 4, 1954. ... 9. Cristescu H. " Rapid Motions of extensible strings ".Mathematical Institute, Bucharest, Rumania,1964. ...
    [ Текст ]  Ссылки http://new.math.msu.su/unc/study/A5_1.doc -- 444.0 Кб -- 14.03.2008
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    10. Mikhail Ilych Zelikin | Department: General Problems of Control. Faculty of
    ... of applied problems, such as the problem of optimal control over the rotation of a solid body, the problem of control over the motion of a material point of variable mass in Newtonian force field (the problem of space navigation), problems of robotics and ...
    [ Сохраненная копия ]  Ссылки http://new.math.msu.su/department/opu/node/245?language=en -- 28.1 Кб -- 10.04.2016
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