Olga V. Aryasova
National Academy of Sciences of Ukraine
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Publication
Featured researches published by Olga V. Aryasova.
Random Operators and Stochastic Equations | 2009
Olga V. Aryasova; Andrey Pilipenko
Abstract We consider a Brownian motion on the plane with semipermeable membranes on n rays that have a common endpoint in the origin. We obtain the necessary and sufficient conditions for the process to reach the origin and we show that the probability of hitting the origin is equal to zero or one.
Stochastics An International Journal of Probability and Stochastic Processes | 2014
Olga V. Aryasova; Andrey Pilipenko
We construct a stochastic flow generated by an stochastic differential equation with its drift being a function of bounded variation and its noise being a stable process with exponent from (1,2). It is proved that the flow is non-coalescing and Sobolev differentiable with respect to the initial data. The representation for the derivative is given.
Electronic Journal of Probability | 2012
Olga V. Aryasova; Andrey Pilipenko
Electronic Communications in Probability | 2014
Olga V. Aryasova; Andrey Pilipenko
arXiv: Probability | 2009
Olga V. Aryasova; Mykola I. Portenko
Lithuanian Mathematical Journal | 2013
Olga V. Aryasova; Alessandro De Gregorio; Enzo Orsingher
Archive | 2005
Olga V. Aryasova; Mykola I. Portenko
arXiv: Probability | 2016
Olga V. Aryasova; Andrey Pilipenko
arXiv: Probability | 2011
Olga V. Aryasova; Andrey Pilipenko
Archive | 2011
Olga V. Aryasova; Andrey Pilipenko
