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The problem of the exit of a random process to the boundary of a domain and its application to the study of the behavior of stock prices
International Journal of Dynamics and Control. 2025. Vol. 13. No. 5. Article 201.
Sergei Semakov
We consider the problem of the exit of a diffusion Markov process to the boundary of a given domain. We concentrate on the one-dimensional case and solve the problem of finding the probability that the first exit of the process beyond the established corridor will occur at a given time. We apply the obtained results to the study of the behavior of the stock price when this behavior is described by the well-known model of Samuelson, according to which the relative change in price is the sum of the non-random trend and the Wiener process.
Lev Pyatko, Sergey Aksenov, Regular and Chaotic Dynamics 2026 Vol. 31 No. 5 P. 794–813
In the circular restricted three-body problem, families of periodic and quasi-periodic orbits exist in the vicinity of the libration points and are of significant interest for practical applications. This work presents a neural network-based algorithm for orbit construction and station-keeping, applicable to both periodic and quasi-periodic orbits near collinear libration points. The method employs a ...
Added: October 19, 2026
Vorontsova T., М.: Академия, 2025.
The textbook has been prepared in accordance with the requirements of the federal state educational standards for secondary vocational education and is intended for studying the professional modules “Information Security in Information and Telecommunication Systems and Networks Using Software and Hardware‑Software Tools, Including Cryptographic Protection Tools” and “Information Security in Automated Systems Using Software and ...
Added: October 19, 2026
Naumov A., Рубцов А. С., Samsonov S. et al., Успехи математических наук 2026 Т. 81 № 4 (490) С. 161–162
Краткое сообщение рассматривает Моментные оценки для стохастической аппроксимации ...
Added: October 17, 2026
Roman Avdeev, Yulia Zaitseva, Mediterranean Journal of Mathematics 2026 Vol. 23 No. 7 Article 224
We provide an infinite series of commutative finite-dimensional Gorenstein local algebras A_n for n ≥ 2. We give an elementary proof that the maximal ideal of every algebra A_n possesses a one-dimensional subspace that is different from the socle and invariant under the automorphism group of A_n. The latter implies that the algebras A_n fail ...
Added: October 17, 2026
Gordin V. A., Efremenko D., Boundary-Layer Meteorology 2026 Vol. 192 No. 51
An inverse problem of reconstructing the turbulent exchange tensor from large archives of observed wind profiles within the Åkerblom–Ekman (A-E) model framework is investigated using high-vertical-resolution radiosonde observations. The reconstructed tensor provides improved agreement between modeled and observed wind profiles compared to classical formulations based on real turbulent exchange coefficient. Instead of the classical A-E ...
Added: October 16, 2026
Kuznetsov A. P., Sedova Y. V., Stankevich N., Chaos, Solitons and Fractals 2026 Vol. 213 No. 12 Article 119309
We analyze the interaction of a quasi-periodic subsystem, in which two-, three-, and four- frequency quasi-periodic oscillations are possible, with a chaotic subsystem. A discrete version is obtained via the Euler scheme from the corresponding flow model. The dynamics of individual subsystems are discussed, including quasi-periodic bifurcations of invariant tori and the occur rence of ...
Added: October 16, 2026
Aleksei Samarin, Nazarenko A., Nazarenko D. et al., Machine Learning and Knowledge Extraction 2026 Vol. 8 No. 10 Article 330
Automated microscopic image analysis is essential for quantitative microbiology, yet manual acquisition and generic recognition models struggle with morphological variability and scene artifacts. We address both ends of this pipeline. First, we present a low-cost, open-source acquisition system, based on an Arduino UNO R3 microcontroller and NEMA 17 stepper motors, that automates focusing, magnification, and ...
Added: October 14, 2026
Mamedov I., Fofanov M., Lukianchenko P. et al., IEEE Access 2026 No. 14 P. 26662–26671
DreamBooth-style personalization, which often relies on one or a few images, can memorize context (background, pose, lighting) rather than learning the subject’s identity, thereby reducing fidelity and limiting prompt-driven edits. P-LoRA (Probability LoRA) is introduced as a training-time modification that biases diffusion timestep sampling and utilizes importance weights, ensuring that the overall objective remains unchanged. ...
Added: October 14, 2026
Parkhomenko V., Kulikova S., Buzmakov A. V., Lobachevskii Journal of Mathematics 2026 Vol. 47 No. 6 P. 2979–2992
The stability of formal concepts and its generalization as robustness are considered in the paper. We use an approximation of stability in the form of Δ-measure for fast calculations. A computationally efficient method for calculating robustness based on subcontexts is presented. We also present a new method to analytically evaluate the number of preimages for ...
Added: October 14, 2026
Kuznetsov A. P., Sedova Y. V., Sataev I. R. et al., Mathematics and Computers in Simulation 2027 Vol. 2 P. 574–592
Universal bifurcation structures on the parameter plane of nonlinear systems, known as shrimps, are discussed. An overview of numerous examples from various fields of science is given. Shrimps are typical for both maps of different dimensions and flows. The varieties of shrimp are discussed and relevant examples are given. The similarity property on the parameter ...
Added: October 14, 2026
Springer, 2026.
This book highlights cutting-edge research in the field of network science, offering scientists, researchers, students and practitioners a unique update on the latest advances in theory and a multitude of applications. It presents the peer-reviewed proceedings of the XIV International Conference on Complex Networks and their Applications (COMPLEX NETWORKS 2025). The carefully selected papers cover ...
Added: October 13, 2026
Springer, 2026.
This book offers a comprehensive overview of the latest research, innovations, and practical applications in the field of sustainability, with a focus on construction materials and their use in building and civil engineering structures. As an outcome of the 3rd International Conference on Sustainability: Developments and Innovations (ICSDI 2026), this book presents a selection of ...
Added: October 13, 2026
Dmitriev A., Kornilov V., Batienkov R., Lecture Notes in Civil Engineering 2026 Vol. 886 P. 249–255
Numerous studies have provided compelling evidence that the probability distribution of avalanche sizes follows a power law, and that 1/f noise is present in the stochastic dynamics of landslides. We present a theoretical explanation of these phenomena within the framework of self-organized criticality theory, proposing a discrete-time model in the form of a sandpile cellular ...
Added: October 13, 2026
Dmitriev A., Shulman I., Lebedev A., Studies in Computational Intelligence 2026 Vol. 1265 P. 266–273
A discrete-time model is presented for the self-organization of the X/Twitter social network to the edge of a phase transition, characterized by avalanche-like propagation of information in the network. The model is based on the analogy between the critical dynamics of the X social network and sandpile cellular automata with Manna rule on the Chung-Lu ...
Added: October 13, 2026
Makarov D. M., Kalikin N., Fashchevsky K. A. et al., Electrochimica Acta 2026 Vol. 579 Article 150159
Machine learning (ML) has become a powerful tool for accelerating the development of carbon-based supercapacitors;
however, most published models assume that a single predictive framework can describe both conventional
porous carbons and hybrid carbon electrodes. Here, we test this assumption using a comprehensive
benchmark dataset and an extended literature-curated dataset enriched with synthesis- and electrolyte-related
descriptors. Three ML algorithms ...
Added: October 13, 2026
Zhang Z., Ilvovsky D., Information Processing and Management 2026 Vol. 63 No. 7
Transformer-based Large Language Models (LLMs) rely on Key-Value (KV) cache to accelerate autoregressive decoding, but memory and compute requirements still grow with context length, limiting deployment on resource-constrained devices. Existing training-free KV cache compression methods mainly rely on attention-driven retention heuristics, which may under preserve structurally informative tokens under tight cache budgets, especially when such ...
Added: October 13, 2026
Gusein-Zade S., Campillo A., Delgado F., Mathematische Zeitschrift 2026 Vol. 314 No. 1 P. 1–22
For a subfield $\K$ of the field $\C$ of complex numbers, we consider curve and divisorial valuations on the algebra $\K[[x,y]]$ of formal power series in two variables with the coefficients in $\K$. We compute the semigroup Poincar\'e series and the classical Poincar\'e series of a (discrete, rank one) valuation on it. ...
Added: October 13, 2026
No Species Is an Island, Entire of Itself: Genetic Speciation Algorithm with Interplay among Species
Gromov V., Sohrabi M., Fathollahi-Fard A., International Journal of Engineering, Transactions B: Applications 2027 Vol. 40 No. 5 P. 1437–1460
This paper, with a particular emphasis on Genetic Algorithm (GA), proposes a novel approach that integrates clustering mechanisms, predator-prey dynamics, and a distinctive selection strategy for generating subsequent populations. The proposed evolutionary algorithm, referred to as Genetic Speciation Algorithm with Interplay Among Species (GSAIS), is comprehensively evaluated against several variants of GAs as well as ...
Added: October 12, 2026
Mishuris G., Meylan M. H., Pelinovsky E., Journal of Fluid Mechanics 2026 Vol. 1045 Article A4
In this paper, we revisit the classic problem of a wave field on a sloping beach of an arbitrary angle and propose a general approach that allows the computation of regular solutions of the problem regardless of the angle. We use the Mellin-transform technique, reducing the problem to singular integral equations with fixed-point singularities of ...
Added: October 12, 2026
Sergei L. Semakov, , in: Proceedings of the 2026 12th International Conference on Control, Decision and Information Technologies (CoDIT) (Italy, Bari, July 13–16, 2026).: IEEE, 2026. P. 153–156.
The problem of the first achievement of a given level by a random process is considered. The previously obtained general results are specified for a smooth Gaussian process. ...
Added: August 24, 2026
Semenov P., Математика в школе 2024 № 4 С. 34–40
Simple examples are given to show that
the independence of two random events is a very
rare circumstance. It is shown how to estimate its
frequency. Open questions are posed ...
Added: March 14, 2026
Семаков С. Л., Автоматика и телемеханика 2025 № 12 С. 104–118
This paper considers the problem of estimating the probability of the following event: a continuous random process will first reach a given level at some time from a given variation interval of the independent variable. The general results obtained previously are specified for a smooth Gaussian process. The estimates are calculated for different values of ...
Added: February 23, 2026
Sizykh N., Кудрявцева Н. С., Управление большими системами: сборник трудов 2025 № 118 С. 250–285
Numerous studies in the field of forecasting securities prices, particularly stock prices, are aimed at finding more accurate and effective models. However, attention to multivariate forecasting, which allows for more accurate forecasts, remains underappreciated, as its implementation requires a significant increase in computing resources. Therefore, the selection of more simplified yet effective models is relevant. ...
Added: February 3, 2026
Semakov S., Semakov I., IEEE Transactions on Aerospace and Electronic Systems 2022 Vol. 58 No. 6 P. 5425–5442
We propose the method for calculating the probability of a safe landing for ship-based aircraft. We define a safe landing as the event that the initial touch of the landing surface by an aircraft occurs on a given segment of the deck, and at the time of this contact, the phase coordinates of the aircraft ...
Added: August 9, 2025