Стохастичний аналіз

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: