Some maximum principles for stochastic equations
The representation of Carathéodory operators
Extension of the averaging method to stochastic equations
Some explicit conditions for maximal local diffusions in one-dimensional case
On homogeneous linear differential equations with random perturbations
The weak exponential stability and periodic solutions of Ito stochastic equations with small stochastic terms
A note to the unicity of generalized differential equations
Correction to the paper “Continuous dependence of holomorphic functions on partly given boundary values”
Conditions for strong maximality of local diffusions in multi-dimensional case
Continuous dependence of holomorphic functions on partly given boundary values
Holomorphic extension of a function whose odd derivatives are summable
Conditions for maximal local diffusions in multi-dimensional case
The topological structure of the set of stable solutions of a differential system
The class of functions fulfilling the inequality
The exponential stability and periodic solutions of Ito stochastic equations with small stochastic terms
Об обращении теоремы Четаева
Интегральная устойчивость
Liouville formula for systems of linear homogeneous Itô stochastic differential equations
A dynamical system in a Hilbert space with a weakly attractive nonstationary point
A differential equation is a Hilbert space with all solutions bounded but with so finite nontrivial invariant measure is constructed. In fact, it is shown that all solutions to this equation converge weakly to the origin, nonetheless, there is no stationary point. Moreover, so solution has a non-empty -set.
Weak averaging of stochastic evolution equations
A theorem on continuous dependence of solutions to stochastic evolution equations on coefficients is established, covering the classical averaging procedure for stochastic parabolic equations with rapidly oscillating both the drift and the diffusion term.
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