Stochastic measures, stochastic integration, stochastic partial differential equations, regularity properties of random processes, averaging principle
Research Fields:
Mathematics
Previous and Current Research
- Integration with respect to stochastic measures
- Path properties of stochastic measures
- Stochastic partial differential equations driven by stochastic measures
- Averaging principle for equations driven by stochastic measures
- Stochastic equations driven by stochastic measures in Hilbert spaces
- Integration of random functions with respect to deterministic measures
Our research deals with stochastic measures (L0-valued vector measures) as stochastic integrator. Martingals, fractional Brownian motion, stable measures are the partial cases of stochastic measures.
Path properties of related processes were studied. For some equations driven by stochastic measures existence and uniqueness of solutions, regularity properties of the solutions were investigated.
Now we study new classes of partial differential equation driven by stochastic measures, equations in infinite-dimensional spaces, asymptotic behavior of the solutions.
We maintain collaboration with Friedrich-Schiller University of Jena (Germany).
Future Projects and Goals
- Asymptotic behavior of the solutions of equations driven by SMs
- Averaging of the systems with slow and fast motions driven by SMs
- Approximate methods for equations driven by SMs
- Properties of equations with symmetric integral of random function with respect to SMs
Selected Publications
Radchenko V.
Averaging principle for equation driven by a stochastic measure.
Stochastics. 2019. Vol. 91 (6). P. 905-915.
Radchenko V.
Averaging principle for the heat equation driven by a general
stochastic measure
Statistics and Probability Letters. 2019. Vol. 146. P. 224-230.
Radchenko V.
Stratonovich-type integral with respect to a general stochastic measure.
Stochastics. 2016. Vol. 88 (7). P. 1060-1072.
Radchenko V.
Evolution equations with general stochastic measures in Hilbert space.
Theory of Probability and Its Applications. 2015. Vol. 59 (2). P. 328-339.
Radchenko V.
Stochastic partial differential equations driven by general stochastic measures.
In: Modern Stochastics and Appl. (V.Korolyuk, N.Limnios, Yu.Mishura, L.Sakhno, G.Shevchenko, Eds.), Springer, 2014. P. 143-156.
Radchenko V., Zähle M.
Heat equation with a general stochastic measure on nested fractals.
Statistics and Probability Letters. 2012. Vol. 82 (3). P. 699-704.
Radchenko V.
Paths of stochastic measures and Besov spaces.
Theory of Probability and Its Applications. 2010. Vol. 59 (1). P. 160-168.
Radchenko V.
Mild solution of the heat equation with a general stochastic measure.
Studia Mathematica. 2009. Vol. 194 (3). P. 231-251.
Radchenko V.
Besov regularity of stochastic measures.
Statistics and Probability Letters. 2007. Vol. 77 (8). P. 822-825.
Radchenko V.
Averaging principle for equation driven by a stochastic measure.
Stochastics. 2019. Vol. 91 (6). P. 905-915.
Radchenko V.
Averaging principle for the heat equation driven by a general
stochastic measure.
Statistics and Probability Letters. 2019. Vol. 146. P. 224-230.
Contacts
Homepage: http://mmtest.univ.kiev.ua/eng/ppages/radchenko/
vradchenko@univ.kiev.ua
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