• A
  • A
  • A
  • АБВ
  • АБВ
  • АБВ
  • A
  • A
  • A
  • A
  • A
Обычная версия сайта
  • RU
  • EN
  • HSE University
  • Publications
  • Articles
  • On Higher Order Moments and Rates of Convergence for SDEs with Switching
  • RU
  • EN
Расширенный поиск
Высшая школа экономики
Национальный исследовательский университет
Priority areas
  • business informatics
  • economics
  • engineering science
  • humanitarian
  • IT and mathematics
  • law
  • management
  • mathematics
  • sociology
  • state and public administration
by year
  • 2027
  • 2026
  • 2025
  • 2024
  • 2023
  • 2022
  • 2021
  • 2020
  • 2019
  • 2018
  • 2017
  • 2016
  • 2015
  • 2014
  • 2013
  • 2012
  • 2011
  • 2010
  • 2009
  • 2008
  • 2007
  • 2006
  • 2005
  • 2004
  • 2003
  • 2002
  • 2001
  • 2000
  • 1999
  • 1998
  • 1997
  • 1996
  • 1995
  • 1994
  • 1993
  • 1992
  • 1991
  • 1990
  • 1989
  • 1988
  • 1987
  • 1986
  • 1985
  • 1984
  • 1983
  • 1982
  • 1981
  • 1980
  • 1979
  • 1978
  • 1977
  • 1976
  • 1975
  • 1974
  • 1973
  • 1972
  • 1971
  • 1970
  • 1969
  • 1968
  • 1967
  • 1966
  • 1965
  • 1964
  • 1963
  • 1958
  • More
Subject
News
October 14, 2026
At HSE University–St Petersburg, Experts Discuss How AI Changes Tourist Routes and Cultural Heritage
Neural networks are no longer simple travel assistants; now they decide what to include on the route and what to skip. Artificial intelligence changes how people perceive a place and shapes the image of tourist centres. At the II International Scientific and Practical Conference ’Information Technologies in the Preservation and Promotion of Cultural Heritage,’ researchers discussed who controls algorithmic solutions and in what ways, and whether authentic traditions get lost in them.
October 12, 2026
Road Injuries Leading Cause of Death Among Men Aged 10 to 39
Worldwide, road injuries are the leading cause of death among males aged 10–39. An international team of researchers reached this conclusion as part of the Global Burden of Disease Study 2023, analysing data from 204 countries between 1990 and 2023. Their findings have been published in The Lancet Public Health, with HSE University Professor Vasily Vlassov listed among the collaborators.
October 8, 2026
HSE Experts Take Part in 23rd Annual Meeting of Valdai Discussion Club
The 23rd Annual Meeting of the Valdai Discussion Club was held from September 28 to October 1, 2026 under the theme ‘Responsibility for the Future: Limits of the Possible, or Limitless Possibilities?’ The forum brought together 120 experts from 40 countries, including representatives of China, the United States, India, Brazil, the United Kingdom, Germany, Egypt, Iran, and Japan.

 

Have you spotted a typo?
Highlight it, click Ctrl+Enter and send us a message. Thank you for your help!

Publications
  • Books
  • Articles
  • Chapters of books
  • Working papers
  • Report a publication
  • Research at HSE

?

On Higher Order Moments and Rates of Convergence for SDEs with Switching

Moscow Mathematical Journal. 2024. Vol. 24. No. 1. P. 107–124.
Veretennikov A.

Second order recurrence are established for a d-dimensional diffusion with an additive Wiener process, with switching, and with one recurrent and one transient regime and constant switching intensities, under suitable conditions. As a corollary, the rate of convergence towards the invariant regime of order t^{−2} is claimed. The approach is based on embedded Markov chains and a priori bounds for the moments of the diffusion component at times of jumps of the discrete component, as well as on certain simple martingale properties.

Research target: Mathematics
Language: English
Text on another site
Keywords: диффузияpositive recurrenceswitchingпереключениеположительная возвратность diffusion2-recurrence2-возвратность
Similar publications
Моментные оценки для стохастической аппроксимации
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
An infinite series of Gorenstein local algebras failing the affine homogeneity property
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
Turbulent Exchange Tensor in the Atmospheric Boundary Layer: An Inverse-Problem Approach Using Radiosonde Wind Observations with High Vertical Resolution
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
Diversity of chaos with additional zero Lyapunov exponents in heterogeneous ensemble of quasi-periodic and chaotic systems
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
A Reproducible Microscopy Acquisition Pipeline and Microscopy-Aware Attention for Classification, Detection, and Segmentation of Microorganisms
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
On Calculation of Robustness and Stability of Formal Concepts Based on Delta Measure
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
Shrimps as a fundamental object of nonlinear dynamics. Overview, properties and quasi-periodic generalization
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
Poincaré series of valuations on functions over a subfield of complex numbers
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
Wave scattering by a sloping beach of an arbitrary angle. Revisited: regular solution
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
Дифференциальная геометрия и топология. Курс лекций
Gusein-Zade S., М.: МЦНМО, 2026.
Книга содержит курс лекций по дифференциальной геометрии и топологии, читавшихся автором на механико-математическом факультете МГУ в разные годы. В дополнениях приводятся некоторые сюжеты (связности в расслоениях, теорема Фробениуса, производные Ли и др.), которые были включены в курс в отдельные годы либо содержались в аналогичных курсах лекций в Независимом московском университете. Для студентов математических и физических специальностей. ...
Added: October 12, 2026
О воспроизводимости анализа временных рядов на основе матричных профилей
Брычков М. Е., Незнанов А.А., Программирование 2026 № 4 С. 50–66
The matrix profile (MP) quickly became one of the most important time series preprocessing methods when it was introduced in 2016, facilitating the solution of a wide range of time series analysis problems, in particular anomaly and pattern detection problems. The high significance has led to the emergence of various tools for MP calculating, but ...
Added: October 9, 2026
Теория вероятностей и математическая статистика. Олимпиадные задачи
М.: Юрайт, 2026.
The Collection of Olympiad Problems (COP) in Probability Theory and Mathematical Statistics (PTMS) is offered as a teaching aid primarily for university students and faculty as a developmental supplementary resource, expanding the range of problems to be solved in lectures, seminars, and out-of-class independent work with students in various formats, including (as the title suggests) ...
Added: October 9, 2026
Человеко-машинная система анализа и улучшения качества условий проживания населения
Aleskerov F. T., Вайншток А. П., Делахова А. М. et al., Информационные процессы 2026 Т. 26 № 3 С. 895–913
The development and effective management of territorial entities are priority issues for all states, particularly in the context of the digital transformation of public administration. Over the past decade, the integration of information technologies into municipal and regional planning has significantly altered approaches to strategic development, service delivery, and public engagement. This paper describes the ...
Added: October 9, 2026
Linear dependencies, polynomial factors in the Duke–Erdős forbidden sunflower problem
Kupavskii A., Noskov F., Forum of Mathematics, Sigma 2026 Vol. 14 Article 124
We call a family of $s$ sets $\{F_1, \ldots, F_s\}$ a sunflower with $s$ petals if, for any distinct $i, j \in [s]$, one has $F_i \cap F_j = \cap_{u = 1}^s F_u$. The set $C = \cap_{u = 1}^s F_u$ is called the {\it core} of the sunflower. It is a classical result of ...
Added: October 8, 2026
Modulational Instability and Wave Dynamics in the Rotated Modified Gardner–Whitham Equation
Flamarion M. V., Pelinovsky E., Chaos, Solitons and Fractals 2026 Vol. 213 No. 2 Article 119245
This article concerns the study of modulational instability in the rotated-modified Gardner–Whitham (rmGW) equation. This model incorporates both quadratic and cubic nonlinearities, similarly to the Gardner equation, while also retaining the fully dispersive character of the Whitham equation together with a large-scale dispersive term analogous to that in the Ostrovsky equation. Using a classical multiple-scale asymptotic expansion, we ...
Added: October 8, 2026
Автоматизированное построение математических теорий
Люксембург А. А., УРСС, 2005.
Изучается возможность автоматизированного построения математических теорий. Рассматривается дедуктивная система, основанная на языке логики предикатов первого порядка, объектами системы являются математические выражения или формулы, которые описывают математические объекты или их свойства. В дедуктивной системе выводятся математические определения и теоремы. Для доказательства теорем используются методы автоматического доказательства. Разработан алгоритм, выводящий часть формул системы. Для решения задачи используется аппарат математической ...
Added: October 7, 2026
Decision support system for improving the quality of life of the population
Aleskerov F. T., Chaika E., Дерендяев А. Б. et al., Procedia Computer Science 2026 No. 287 P. 590–595
Under conditions of dynamic socio-economic changes, effective planning and decision-making are key factors in ensuring a high quality of life for the population in territories. This paper presents a decision support system for territorial administrations for the development and implementation of sustainable development strategies, using one of the regions of the Russian Federation – the ...
Added: October 7, 2026
Space-Time Fluctuations in a Quasi-static Limit
Bernardin C., Gonçalves P., Olla S., Mathematical Physics Analysis and Geometry 2024 Vol. 27 No. 7
We consider the macroscopic limit for the space-time density fluctuations in the open symmetric simple exclusion in the quasi-static scaling limit. We prove that the distribution of these fluctuations converge to a gaussian space-time field that is delta correlated in time but with long-range correlations in space. ...
Added: October 6, 2026
Water confined in heterogeneous clay–quartz pores: Structure and dynamics from atomistic simulations
Glushak A., Tararushkin E., Smirnov G., Colloids and Surfaces A: Physicochemical and Engineering Aspects 2027 Vol. 752 Article 141756
The molecular-scale behavior of water in heterogeneous clay–quartz systems is critical for understanding cementation processes in natural soils and compacted bentonite, which is crucial for oil recovery and nuclear waste disposal barriers construction. Here we investigate how heterogeneity of mixed Na-montmorillonite and α-quartz surfaces affect water structure and dynamics in nanopores of 2.5 to 60 Å ...
Added: September 15, 2026
On Positive Recurrence of the Mn/GI/1/∞ Model
Veretennikov A., Mathematics 2023 Vol. 11 No. 21 Article 4514
Positive recurrence for a single-server queueing system is established under generalized service intensity conditions, without the assumption of the existence of a service density distribution function, but with a certain integral type lower bound as a sufficient condition. Positive recurrence implies the existence of the invariant distribution and a guaranteed slow convergence to it in ...
Added: July 16, 2026
On averaged expected cost control for 1D controlled ergodic diffusions with switching
Veretennikov A., Markov Processes and Related Fields 2023 Vol. 23 No. 2 P. 259–294
The ergodic Bellman's (HJB) equation is proved for a one-dimensional controlled diffusion with switching with variable diffusion and drift coefficients both depending on control; the intensities of transitions of the discrete component are constant. Its existence and uniqueness is established. Also, the convergence of the reward iteration improvement algorithm is established to the cost constant ...
Added: July 16, 2026
On Markov–up processes and their recurrence properties
Veretennikov A., Veretennikova M., Reliability: Theory & Applications 2022 Vol. 17 No. 3(69) P. 273–291
A simple model of the new notion of ``Markov up'' processes is proposed; its positive recurrence and ergodic properties are shown under the appropriate conditions. ...
Added: July 16, 2026
Positive recurrence of a solution of an SDE with variable switching intensities
Veretennikov A., Stochastics and Partial Differential Equations: Analysis and Computations 2022 Vol. 10 P. 1165–1179
Positive recurrence of a $d$-dimensional diffusion with an additive Wiener process, with switching and with one recurrent and one transient regimes and variable switching intensities is established under suitable conditions. The approach is based on embedded Markov chains. ...
Added: July 15, 2026
Exciton diffusion in MoS2 monolayer from first-principles molecular dynamics
Fominykh N., Stegailov V., Journal of Chemical Physics 2025 Vol. 163 No. 11 Article 114704
First-principles modeling of exciton dynamics coupled with lattice vibrations is important for understanding exciton mobility, which is crucial for various applications. In order to shed light on such coupled exciton–lattice dynamics, in this paper, we use a restricted open-shell Kohn–Sham approach, which is a computationally efficient method for electronic structure calculations in the lowest excited ...
Added: September 16, 2025
  • About
  • About
  • Key Figures & Facts
  • Sustainability at HSE University
  • Faculties & Departments
  • International Partnerships
  • Faculty & Staff
  • HSE Buildings
  • HSE University for Persons with Disabilities
  • Public Enquiries
  • Studies
  • Admissions
  • Programme Catalogue
  • Undergraduate
  • Graduate
  • Exchange Programmes
  • Summer University
  • Summer Schools
  • Semester in Moscow
  • Business Internship
  • Research
  • International Laboratories
  • Research Centres
  • Research Projects
  • Monitoring Studies
  • Conferences & Seminars
  • Academic Jobs
  • Yasin (April) International Academic Conference on Economic and Social Development
  • Media & Resources
  • Publications by staff
  • HSE Journals
  • Publishing House
  • iq.hse.ru: commentary by HSE experts
  • Library
  • Economic & Social Data Archive
  • Video
  • HSE Repository of Socio-Economic Information
  • HSE1993–2026
  • Contacts
  • Copyright
  • Privacy Policy
  • Site Map
Edit