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Основы теории случайных процессов: от обобщений схемы Бернулли до модели Блэка-Шоулза
M. :
Higher School of Economics Publishing House, 2026.
Keywords: математика
Publication based on the results of:
Guterman A., Jonoska N., Kreines E. et al., Proceedings of the Edinburgh Mathematical Society 2026 Vol. 69 No. 3 P. 1041–1057
We provide four equivalent combinatorial conditions for a simple assembly graph (rigid vertex graph where all vertices are of degree 1 or 4) to have the largest number of Hamiltonian sets of polygonal paths relative to its size. These conditions serve to prove the conjecture that such a maximum, which is equal to 𝐹_(2𝑛+1) −1, ...
Added: September 27, 2026
Shishkina E., Современная математика. Фундаментальные направления 2026 Т. 72 № 1 С. 52–67
In this paper, we construct a weighted Sobolev space of fractional order based on the
generalized Bessel potential.We apply these results to the analysis of the singular fractional Schr¨odinger
equation. To solve the Cauchy problem for this equation, we prove an estimate that relates the norm of
the solution to the norm of the initial condition in the ...
Added: September 26, 2026
Shishkina E., Computational Mathematics and Mathematical Physics 2026 Vol. 66 No. 5 P. 804–815
This article demonstrates that the Laplace–Bessel operator generates a strongly continuous
semigroup on a weighted Lebesgue space. Using this semigroup, we define the fractional Laplace–
Bessel operator via Balakrishnan’s formula. Furthermore, we derive three distinct representations for
fractional powers of the negative Laplace–Bessel operator. ...
Added: September 26, 2026
Kolokoltsov V., Shishkina E., Journal of Theoretical Probability 2026 P. 39–83
In this paper, we introduce a new construction of fractional derivatives and integrals
with respect to a function, based on a matrix approach. We believe that this is a powerful
tool in both analytical and numerical calculations.We begin with the differential
operator with respect to a function that generates a semigroup. By discretizing this
operator, we obtain a matrix ...
Added: September 26, 2026
Petr Kucheriaviy, Bulletin of the Australian Mathematical Society 2026
We prove that an analogue of Rogers’ theorem on sieving holds for an order if and only if the order is a Dedekind domain. We also prove that it holds for a finite commutative ring if and only if the ring is a direct product of local rings with linearly ordered ideals. ...
Added: September 25, 2026
Пелевин Ф. Е., Математические заметки 2026 Т. 120 № 1 С. 159–163
Две не равные тождественно нулю функции (последовательности элементов некоторого поля) будем называть эквивалентными, если они удовлетворяют функциональному уравнению типа теорем сложения тэта-функций. Основной результат работы состоит в том, что рассматриваемое отношение действительно является отношением эквивалентности. ...
Added: September 25, 2026
Shimanogov I. N., Vyalyi M., Siberian Mathematical Journal 2026 Vol. 67 No. 5 P. 1203–1212
We consider a class of Boolean algebras formed by intersections of regular languages with
a given language. In the case where such an algebra is isomorphic to the algebra of regular languages,
we prove the existence of an isomorphism that is computable using oracles for the regular realizability
problem and the infinite regular realizability problem. This result yields ...
Added: September 25, 2026
Ramazanov I., Bukh A., Shepelev Igor A., Chaos 2026 No. 36 P. 083150–083150
We investigate how stochastic Poisson impulsive forcing influences the spatiotemporal dynamics of a two-dimensional network of Hindmarsh–Rose neurons. Unlike continuous noise, impulsive forcing introduces discrete, state-dependent perturbations, making the system response highly sensitive to both the statistics and the spatial structure of the input. In most of the parameter space, stochastic impulses destabilize the initial ...
Added: September 24, 2026
Levashev V., / Series arXiv "math". 2026. No. 2609.06010.
We prove that continuous A-bilinear pairings on the ring of Laurent series that are invariant under continuous automorphisms coincide, up to a constant, with the pairing given by the residue of a differential form over any commutative associative ring with identity. ...
Added: September 24, 2026
Sokolov V., Adler V. E., Journal of Geometry and Physics 2026 Vol. 227 Article 105860
The group reduction procedure is applied to vector generalizations of the NLS, mKdV,
and KdV equations. The resulting ODE systems admit isomonodromic Lax representations
and are multicomponent generalizations of the Painlevé equations P 1, P 2, P 34, and P 4.
Some of them can be interpreted as nonautonomous deformations of well-known systems
integrable in the Liouville sense, in ...
Added: September 24, 2026
Sokolov V., BALAKHNEV M. Y., Ufa Mathematical Journal 2026 Vol. 18 No. №3 P. 85–93
A collection of miscellaneous continuous, semi-discrete, and discrete integrable
systems can be associated with each integrable evolution equation of the KdV type. We provide them for the Schwarz — KdV equation and generalize to the vector case. The existence
of these vector generalizations is a non-trivial found fact, no mathematical explanation of
which is known yet. ...
Added: September 24, 2026
Yakovlev E., Maksimov D. A., Mathematical notes 2026 Vol. 120 No. 3 P. 483–496
Smooth principal bundles whose total spaces and bases are time oriented Lorentzian manifolds and whose projections are Lorentzian submersions preserving time orientations are studied. Previously, the authors showed that the chronologicity, causality, and stable causality always lift from the base to the space of a Lorentzian bundle. For strong causality and global hyperbolicity, this holds ...
Added: September 24, 2026
Sokolov V., Shabat G. B., Tsiganov A. V., Journal of Geometry and Physics 2026 Vol. 220
We consider Novikov equations for commutative ring generated by differential operators of
orders 3,4,5. We present an explicit Hamiltonian form of these equations. Using the method
of compatible Poisson brackets, we find a separation of variables on a hyperelliptic curve
of genus 2 for the Novikov equations ...
Added: September 24, 2026
Marshakov A., Yung A., Ievlev E. et al., Physical Review D - Particles, Fields, Gravitation and Cosmology 2026 No. 114 P. 1–22
We continue the study of non-Abelian vortex string in 4D N ¼ 2 supersymmetric QCD (SQCD) as critical superstring, and extend this analysis to UðNÞ gauge theory with arbitrary even N and Nf ¼ 2N number of quarks. We introduce a special mass deformation and show that the SQCD hadron spectrum is still given by ...
Added: September 24, 2026
Demina M.V., Nechitailo V., Analysis and Mathematical Physics 2026 Vol. 16 No. 5 P. 1–25
We present a method of finding non-Liouvillian first integrals of rational two-dimensional differential systems. The method is based on the existence of two independent invariants that satisfy a linear second-order ordinary differential equation with respect to one of the variables. We call systems with this property R-integrable. These invariants are not necessarily polynomial; they can ...
Added: September 24, 2026
Bitter I., Konakov V., Mathematical notes 2026 Vol. 120 No. 4 P. 599–615
The paper provides a generalization of the local limit theorem on the convergence
of inhomogeneous Markov chains to the diffusion limit for the case in which the corresponding
coefficients of the process satisfy weak regularity conditions and coincide only asymptotically.
In particular, the drift coefficients under consideration can be unbounded with at most linear
growth, and the bounds reflect ...
Added: September 24, 2026
Pyatov P. N., Pivovarov P. A., / Series math "arxiv.org". 2026. No. 2609.06274.
We investigate a special ansats that allows for an iterative solution of the constant Yang-Baxter equation. Testing this ansatz, we construct four sequences of the constant R-matrices. In each sequence the R-matrices act on the tensor squares of vector spaces of linearly growing dimensions. Each R-matrix also depends on a single complex parameter.
By analyzing the ...
Added: September 24, 2026
Koldanov A. P., Koldanov P., М.: Издательский дом НИУ ВШЭ, 2026.
В учебном пособии излагается одно из основных направлений одновременной проверки статистических гипотез, а именно теория построения процедур, контролирующих вероятность хотя бы одного ошибочного отвержения. Подробно излагаются первые задачи и процедуры одновременной проверки статистических гипотез, предложенные Фишером. В качестве методологической основы этой теории выбран метод замыкания, в сравнении с которым излагаются основные процедуры, контролирующие вероятность хотя ...
Added: August 30, 2026
М.: ООО «Макс Пресс», 2026.
В настоящем сборнике представлены тезисы докладов участников семинара "Интеграция основного и дополнительного физико-математического образования", проходившего 11 февраля 2026 года в ГБОУ Школа №2007 ФМШ г. москвы, а также другие публикации, посвящённые вопросам дополнительного физико-математического образования. ...
Added: May 11, 2026
Bronevich A., Lepskiy A., М.: Издательский дом НИУ ВШЭ, 2026.
The textbook covers the basic parts of fuzzy set theory as fuzzy relations, fuzzy numbers, fuzzy logical inference, and applications of fuzzy mathematics to data analysis (fuzzy regression, fuzzy clustering, fuzzy classification) and decision making (fuzzy optimization, multicriteria decisions based on fuzzy data, fuzzy data ranking, fuzzy modeling). Each chapter ends with a section of ...
Added: April 3, 2026
Красноярск: ИВМ СО РАН, 2025.
Содержит статьи по материалам докладов, представленных на V Конференции математических центров России, г. Красноярск, 11-16 августа 2025 г. ...
Added: January 16, 2026
Ли О. В., Педагогическая информатика 2025 № 1 С. 141–148
This article discusses the goals and objectives, recommendations for the use of intelligent information systems in the training of mathematics teachers on the basis of additional education. A comparative analysis of information systems and intelligent information systems is provided. Problems in the use of intelligent information systems in education are considered. ...
Added: January 15, 2026
Материалы для подготовки к вступительным экзаменам по математике в 9-й класс Лицея НИУ ВШЭ. 2-е изд.
Гиляровская А. В., Рудько Ю. С., Salimova A. et al., М.: Издательский дом НИУ ВШЭ, 2026.
Настоящее пособие предназначено для учащихся 8-х классов, которые планируют поступать в 9-й класс Лицея НИУ ВШЭ. В пособии приведены демоварианты 1-го и 2-го этапов вступительных испытаний в 9-й класс Лицея НИУ ВШЭ, разборы заданий из этих вариантов, описаны критерии оценивания. Представлены варианты для самостоятельной подготовки к вступительным испытаниям 1-го и 2-го этапов в 9-й класс. ...
Added: November 30, 2025
Гиляровская А. В., Рудько Ю. С., Salimova A. et al., М.: Издательский дом НИУ ВШЭ, 2026.
Настоящее пособие предназначено для учащихся 9-х классов, которые планируют поступать в 10-й класс Лицея НИУ ВШЭ. В пособии приведены демоварианты первого и второго этапов вступительных испытаний в 10-й класс Лицея НИУ ВШЭ, разборы заданий из этих вариантов, описаны критерии оценивания. Представлены варианты для самостоятельной подготовки к первому и второму этапам вступительных испытаний в 10-й класс. ...
Added: November 26, 2025