Dokuchaev Nikolai G

Publications in Math-Net.Ru

1. Spectral representation of non-vanishing signals and the prediction problem
   
   Probl. Peredachi Inf., 60:3 (2024),  26–34
2. Near-ideal predictors and causal filters for discrete-time signals
   
   Probl. Peredachi Inf., 59:2 (2023),  32–48
3. Predictors for high frequency signals based on rational polynomial approximation of periodic exponentials
   
   Probl. Peredachi Inf., 58:4 (2022),  84–94
4. On data compression and recovery for sequences using constraints on the spectrum range
   
   Probl. Peredachi Inf., 57:4 (2021),  74–78
5. On differentiation of functionals containing the first exit of a diffusion process from a domain
   
   Teor. Veroyatnost. i Primenen., 59:1 (2014),  159–168
6. Parabolic Itô equations with nonsmooth nonlinearity and duality approach
   
   Teor. Veroyatnost. i Primenen., 48:1 (2003),  22–42
7. Local sojourn time of diffusion and degenerating processeson a mobile surface
   
   Teor. Veroyatnost. i Primenen., 43:2 (1998),  226–247
8. Cordes conditions and some alternative conditions for parabolic equations and Itô equations with discontinuous diffusions
   
   Differ. Uravn., 33:4 (1997),  522–531
9. Equations for probability distributions of local time on surface for diffusion processes and control problems
   
   Zap. Nauchn. Sem. POMI, 244 (1997),  96–118
10. Control of Cordes-type diffusion with incomplete observation and in a game-theoretic problem
    
    Differ. Uravn., 32:8 (1996),  1051–1062
11. Optimal stopping of a random process in a problem with additional restrictions
    
    Teor. Veroyatnost. i Primenen., 41:4 (1996),  884–892
12. Parabolic equations without a Cauchy boundary condition and problems of the control of diffusion processes. II
    
    Differ. Uravn., 31:8 (1995),  1409–1418
13. Parabolic equations without a Cauchy boundary condition and problems of the control of diffusion processes. I
    
    Differ. Uravn., 30:10 (1994),  1738–1749
14. Existence of optimal controls and necessary conditions for optimality for partially observable diffusion processes
    
    Differ. Uravn., 30:9 (1994),  1498–1507
15. Distributions of Itô processes: estimates for the density and for conditional expectations of integral functionals
    
    Teor. Veroyatnost. i Primenen., 39:4 (1994),  825–833
16. Integral estimates for solutions of ordinary differential equations in the case of a break on the boundary of the domain
    
    Differ. Uravn., 28:11 (1992),  1890–1900
17. Integral estimates for ordinary differential equations and their application to nonsmooth problems of optimal control
    
    Differ. Uravn., 27:10 (1991),  1679–1691
18. Solvability of equations that are analogues of Bellman equations in a problem of the control of diffusion processes with integral constraints and with incomplete feedback
    
    Differ. Uravn., 27:3 (1991),  403–414
19. Boundary value problems for functionals of Itô processes
    
    Teor. Veroyatnost. i Primenen., 36:3 (1991),  464–481
20. Solution of boundary value problems on a graph by the operational method
    
    Differ. Uravn., 26:11 (1990),  2006–2008
21. Transversality conditions for the stochastic maximum principle
    
    Differ. Uravn., 24:7 (1988),  1266–1269
22. On the first exit times for homogeneous diffusion processes
    
    Teor. Veroyatnost. i Primenen., 31:3 (1986),  565–566
23. Optimal programmed control of a stochastic plant with constraints on the state for every time instant
    
    Avtomat. i Telemekh., 1984, no. 7,  49–57