Klesov O.I.

Application of stochastic, statistical and functional methods to analysis of asymptotic behavior of random fields

The project is aimed at studying asymptotic behavior of random fields and functionals related to them, as well as applications of obtained results to the theory of random processes, statistics of random processes, mathematical analysis and mathematical physics. While solving the set of tasks the following results were obtained.

Investigation of the asymptotic properties of pseudo-regularly varying functions and generalized renewal processes

The aim of this research project was to study the asymptotic behavior of pseudo-regular functions and their analogues in stochastic analysis - generalized renewal processes, as well as applications of the results obtained to the theory of stochastic processes, statistics of stochastic processes, mathematical analysis and mathematical physics.
In this project:

Pseudo-regular and special functions and their application to problems of stochastic analysis

The aim of the project was a further development of the theory of pseudo-regular and special functions and their applications to limit theorems of renewal theory, study of asymptotic behaviour of solutions to stochastic and deterministic differential equations, investigation of linear and non-linear models in stochastic analysis, statistics of stochastic processes with long-term and short-term dependence, integral equations and transforms.
In the project: