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September 9, 2026
‘Balkan Hospitality Opens Doors: Studying Dialects on the Verge of Extinction
You cannot study spoken dialects from books. Instead, you need to go to a village, seek out its elders, and earn the trust of local residents before you can record hours of spontaneous stories. This is how Natalia Muravleva, Associate Professor at the Faculty of Humanities, conducts her research. Her internship in Serbia continued her long-standing study of dialects spoken by Macedonian settlers. In this interview, she discusses how diaspora cultural centres help researchers reach informants, why native speakers need to be interviewed only in their own language (otherwise, as she puts it, they may 'break'), and how a single field season helped her finalise her monograph. She also shares warm memories of autumn in Belgrade and of colleagues with whom grammar can be discussed in three languages at once.
September 9, 2026
Scientists Train Neural Network to Generate Process Plans from 3D Models
Researchers at the HSE FCS AI and Digital Science Institute have developed CAD2TechSpec, a framework that converts 3D models of mechanical parts into machining process plans—step-by-step instructions for machine tools. The solution aims to reduce the time required for the design and preparation of technical process documentation in mechanical engineering, aircraft manufacturing, and other high-tech industries. The study findings have been published in PeerJ Computer Science.
September 7, 2026
Biologists Discover 'Molecular Fingerprint' of Preeclampsia
Researchers at HSE University employed a new method to model hypoxia in placental cells during pregnancies complicated by preeclampsia and identified molecular markers of tissue hypoxia. Since hypoxia is one of the key mechanisms underlying preeclampsia, these findings are important for a more accurate and timely diagnosis of the disease and for the development of effective treatment methods. The paper has been published in Placenta.

 

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Устойчивость переходных плотностей диффузий Ито при возмущении коэффициентов.

.
Kozhina A.
Language: Russian
Text on another site
Keywords: метод параметрикса
Publication based on the results of:
Стохастические и функционально-аналитические методы в исследовании сложных динамических процессов в экономике (2014)

In book

Материалы Международного молодежного научного форума "ЛОМОНОСОВ-2015"
Материалы Международного молодежного научного форума "ЛОМОНОСОВ-2015"
М.: МАКС Пресс, 2015.
Similar publications
Local Limit Theorems and Strong Approximations for Robbins-Monro Procedures
Konakov V., Mammen E., / Series arXiv "math". 2023. No. 2304.10673.
The Robbins-Monro algorithm is a recursive, simulation-based stochastic procedure to approximate the zeros of a function that can be written as an expectation. It is known that under some technical assumptions, Gaussian limit distributions approximate the stochastic performance of the algorithm. Here, we are interested in strong approximations for Robbins-Monro procedures. The main tool for ...
Added: April 24, 2023
Differential Equations on Measures and Functional Spaces
Kolokoltsov V., Switzerland: Birkhauser/Springer, 2019.
This is an advanced text on ordinary differential equations (ODES) in Banach and more general locally convex spaces, most notably the ODEs on measures and various function spaces. It yields the concise exposition of the fundamentals with the fast, but rigorous and systematic transition to the up-fronts of modern research in linear and nonlinear partial ...
Added: November 14, 2019
Random Walks in Nonhomogeneous Poisson Environment
Davydov Y., Konakov V., , in: Modern problems of stochastic analysis and statistics - Selected contributions in honor of Valentin Konakov.: Heidelberg: Springer, 2017. P. 3–24.
In the first part of the paper we consider a "random flight" process in  \(R^d\)   and obtain the weak limits under different transformations of the Poissonian switching times.  In the second part we construct diffusion approximations for this process and investigate their accuracy. To prove the weak convergence result we use the approach of ...
Added: December 9, 2017
Nonlinear Trend Exclusion Procedure for Models defined by Stochastic Differential and Difference Equations
Konakov V., Markova A., Automation and Remote Control 2017 Vol. 78 No. 8 P. 1438–1448
We consider the diffusion process and its approximation by Markov chain with nonlinear unbounded trends. The usual parametrix method is not applicable because these models have unbounded trends. We describe a procedure that allows to exclude nonlinear unbounded trend and move to stochastic differential equation with bounded drift and diffusion coefficients. A similar procedure is ...
Added: August 28, 2017
Устойчивость переходных плотностей вырожденных диффузий
Kozhina A., Теория вероятностей и ее применения 2016 Т. 3 № 61 С. 570–579
Мы изучаем устойчивость переходных плотностей относительно возмущений коэффициентов для вырожденного диффузионного процесса типа А.Н. Колмогорова. Естественные приложения данных результатов существуют в различных областях: от финансовой математики до кинетических моделей. ...
Added: October 10, 2016
Устойчивость переходных плотностей диффузий Ито и Марковских цепей при возмущении коэффициентов
Kozhina A., В кн.: Двадцать третья международная конференция "Математика. Компьютер. Образование."Вып. 23.: М., Ижевск: [б.и.], 2016. С. 177–177.
Рассматриваются вопросы устойчивости переходных плотностей диффузий Ито и марковских цепей относительно возмущений коэффициентов. ...
Added: January 27, 2016
Linear trend exclusion for models defined with stochastic differential and difference equations
Konakov V., Markova A., Automation and Remote Control 2015 Vol. 76 No. 10 P. 1771–1783
We consider a sequence of Markov chains that weakly converge to a diffusion process. We assume that the trend contains a linearly growing component. The usual parametrix method does not apply since the trend is unbounded. We show how to modify the parametrix method in order to get local limit theorems in this case. ...
Added: October 23, 2015
Метод параметрикса и представление решений некоторых стохастических дифференциальных уравнений (СДУ).
Kozhina A., В кн.: Материалы Международного молодежного научного форума «ЛОМОНОСОВ-2014».: М.: МАКС Пресс, 2014.
В данной работе рассматриваются функции  f(X_t) на решениях СДУ. Применяя метод параметрикса в форме Мак-Кина и Зингера, автором было получено представление для f(X_t),  использующее лишь коэффициенты исходного СДУ для X_t. При этом, для подынтегральных функций f_k были получены явные представления в виде рядов. Таким образом,  предлагаемый подход позволяет представить f(X_t)  в виде конечного ряда с остаточным членом ,причем члены ряда зависят только ...
Added: October 12, 2015
Процедура исключения линейного тренда для моделей, описываемых стохастическими дифференциальными и разностными уравнениями
Konakov V., Markova A., Автоматика и телемеханика 2015 № 10 С. 74–89
We consider a sequence of Markov chains that weakly converge to a diffusion process. We assume that the trend contains a linearly growing component. The usual parametrix method does not apply since the trend is unbounded. We show how to modify the parametrix method in order to get local limit theorems in this case. ...
Added: December 10, 2014
Метод параметрикса для диффузий и цепей Маркова
Konakov V., / Издательство попечительского совета механико-математического факультета МГУ. Серия WP BRP "STI". 2012. № 2012.
В основе настоящего учебного пособия лежит специальный курс по выбору студента, прочитанный автором на механико - математическом факультете МГУ им. М.В. Ломоносова в 2010-2012 учебных годах. Пособие знакомит читателя с методом параметрикса и его дискретным аналогом, развитым в самое последнее время автором пособия и его коллегами-соавторами. Оно объединяет воедино материал, который ранее содержался только в ...
Added: December 5, 2012
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