Anulova Svetlana Vladimirovna

Publications in Math-Net.Ru

1. Non-uniqueness of solutions of the Hamilton–Jacobi–Bellman equation for time-average control
   
   Avtomat. i Telemekh., 2017, no. 8,  91–99
2. Quadratic Lyapunov function for stochastic mechanical systems with switching impacts
   
   Avtomat. i Telemekh., 2015, no. 10,  67–73
3. A mirror descent algorithm for minimization of mean Poisson flow driven losses
   
   Avtomat. i Telemekh., 2014, no. 6,  30–38
4. Maximizing the time until a controlled random walk in the quadrant hits the boundary
   
   Probl. Upr., 2010, no. 1,  7–11
5. Approximation of initial loading of infinite-server systems
   
   Avtomat. i Telemekh., 2008, no. 7,  59–67
6. Functional limit theorems for semimartingales in a polyhedron and their applications to queueing networks
   
   Dokl. Akad. Nauk SSSR, 314:3 (1990),  526–530
7. Diffusion approximation for processes with normal reflection
   
   Teor. Veroyatnost. i Primenen., 35:3 (1990),  417–430
8. Counterexamples: a stochastic differential equation with linearly increasing coefficients may have an explosive solution within a domain
   
   Teor. Veroyatnost. i Primenen., 35:2 (1990),  329–331
9. Functional limit theorems for semimartingales in a convex domain
   
   Dokl. Akad. Nauk SSSR, 307:4 (1989),  777–781
10. Stochastic calculus
    
    Itogi Nauki i Tekhniki. Ser. Sovrem. Probl. Mat. Fund. Napr., 45 (1989),  5–253
11. Behavior of a control system in a sliding regime under small perturbations
    
    Avtomat. i Telemekh., 1986, no. 6,  25–29
12. The effect of random perturbations on the functioning of a control system in the sliding mode
    
    Avtomat. i Telemekh., 1986, no. 4,  41–47
13. An estimate of the probability that a degenerate diffusion process hits a set of positive measure
    
    Izv. Akad. Nauk SSSR Ser. Mat., 50:2 (1986),  211–241
14. Diffusion processes: Discontinuous coefficients, degenerate diffusion, randomized drift
    
    Dokl. Akad. Nauk SSSR, 260:5 (1981),  1036–1040
15. On stochastic differential equations with boundary conditions in a half-plane
    
    Izv. Akad. Nauk SSSR Ser. Mat., 45:3 (1981),  491–508
16. Brownian motion Markovian stopping times with given laws
    
    Teor. Veroyatnost. i Primenen., 25:2 (1980),  366–369
17. On the control of Brownian motion in a half-plane with an oblique reflection on the boundary
    
    Teor. Veroyatnost. i Primenen., 25:1 (1980),  44–58
18. On processes with Lévy generating operator in a half-space
    
    Izv. Akad. Nauk SSSR Ser. Mat., 42:4 (1978),  708–750
19. Non-uniqueness of solutions of the Hamilton-Jacobi-Bellman equation for time-average control
    
    Avtomat. i Telemekh.,  0