|
Home
|
Chapter
|
News |
Personalities |
Service |
e-Journal
| History
| Pantheon | Bibliography
Rus /
Eng
|
Contacts |
Forum |
Links |
Vitalii Gasanenko
Doctor of Science,
Senior Research of Theory
Probability and Mathematical Statistic,
Department of Theory of Random
Processes, Institute of Mathematics National
Academy of Science of Ukraine.
Research
Interest:
-
Boundary problems of
random processes (small deviation, sojurn problems of random
processes into domain with time-depended boundaries, viability, etc).
-
Modeling, analysis,
simulation and prediction of random events and phenomena (raring
processes,
-
safety and reliability of
technological processes and constructions, financial mathematics,
VOIP- technology , etc)
Selected Publications:
-
The total asymptotic expansion of stay
probability of diffusion processes into thin domains with the moving
boundaries, Ukrainian Math. Journ. (51) 1999, pp.1155-1164.
-
Probabilistic approaches in assessments of
strength reliability of NPP’s concrete containment, with
V.B.Krytskyy, ESS’2000, 12-th European Simulation Symposium,
September 28-30, Hamburg, Germany, pp. 557-581.
-
To asymptotic of sojurn time probability of
Poisson process between divergent boundaries, Ukrainian, Math. Journ.
(53) 2001, pp. 14-22.
-
On invariant sets for stochastic differential
equations, Theory Stochastic Processes, 9(25), 2003, pp.60-64.
-
Limit theorems for number of diffusion processes
which did not absorb by boundaries, with A. Fedullo, Central
European Journal of Mathematics 4(4) 2006, pp. 624-634.
e-mail:
gs@imath.kiev.ua or
gsn@ckc.com.ua
|
