Vas’kovskii, M. M. Analog of the Kolmogorov equations for one-dimensional stochastic differential equations controlled by fractional Brownian motion with Hurst exponent \(H\in (0,1)\). (English. Russian original) Zbl 1498.60240 Differ. Equ. 58, No. 1, 9-14 (2022); translation from Differ. Uravn. 58, No. 1, 11-16 (2022). MSC: 60H10 60H05 60G22 PDFBibTeX XMLCite \textit{M. M. Vas'kovskii}, Differ. Equ. 58, No. 1, 9--14 (2022; Zbl 1498.60240); translation from Differ. Uravn. 58, No. 1, 11--16 (2022) Full Text: DOI
Vas’kovskii, M. M. Existence and uniqueness of solutions of differential equations weakly controlled by rough paths with an arbitrary positive Hölder exponent. (English. Russian original) Zbl 1485.60087 Differ. Equ. 57, No. 10, 1279-1291 (2021); translation from Differ. Uravn. 57, No. 10, 1305-1317 (2021). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60L20 60H15 PDFBibTeX XMLCite \textit{M. M. Vas'kovskii}, Differ. Equ. 57, No. 10, 1279--1291 (2021; Zbl 1485.60087); translation from Differ. Uravn. 57, No. 10, 1305--1317 (2021) Full Text: DOI
Kachan, I. V. Stability of linear stochastic differential equations of mixed type with fractional Brownian motions. (English. Russian original) Zbl 1475.60103 Differ. Equ. 57, No. 5, 570-586 (2021); translation from Differ. Uravn. 57, No. 5, 590-606 (2021). MSC: 60H10 60H05 60G22 PDFBibTeX XMLCite \textit{I. V. Kachan}, Differ. Equ. 57, No. 5, 570--586 (2021; Zbl 1475.60103); translation from Differ. Uravn. 57, No. 5, 590--606 (2021) Full Text: DOI
Vas’kovskii, M. M.; Karpovich, A. A. Finiteness of moments of solutions to mixed-type stochastic differential equations driven by standard and fractional Brownian motions. (English. Russian original) Zbl 1470.60167 Differ. Equ. 57, No. 2, 148-154 (2021); translation from Differ. Uravn. 57, No. 2, 162-168 (2021). MSC: 60H10 60G22 PDFBibTeX XMLCite \textit{M. M. Vas'kovskii} and \textit{A. A. Karpovich}, Differ. Equ. 57, No. 2, 148--154 (2021; Zbl 1470.60167); translation from Differ. Uravn. 57, No. 2, 162--168 (2021) Full Text: DOI
Vas’kovskii, M. M. Stability and attraction of solutions of nonlinear stochastic differential equations with standard and fractional Brownian motions. (English. Russian original) Zbl 1376.60067 Differ. Equ. 53, No. 2, 157-170 (2017); translation from Differ. Uravn. 53, No. 2, 160-173 (2017). Reviewer: Nikolaos Halidias (Athens) MSC: 60H10 60G22 34F05 34D20 PDFBibTeX XMLCite \textit{M. M. Vas'kovskii}, Differ. Equ. 53, No. 2, 157--170 (2017; Zbl 1376.60067); translation from Differ. Uravn. 53, No. 2, 160--173 (2017) Full Text: DOI
Levakov, A. A.; Vas’kovskii, M. M. Properties of solutions of stochastic differential equations with standard and fractional Brownian motions. (English. Russian original) Zbl 1354.60060 Differ. Equ. 52, No. 8, 972-980 (2016); translation from Differ. Uravn. 52, No. 8, 1011-1019 (2016). MSC: 60H10 60G22 60J65 PDFBibTeX XMLCite \textit{A. A. Levakov} and \textit{M. M. Vas'kovskii}, Differ. Equ. 52, No. 8, 972--980 (2016; Zbl 1354.60060); translation from Differ. Uravn. 52, No. 8, 1011--1019 (2016) Full Text: DOI
Levakov, A. A.; Vas’kovskii, M. M. Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator. (English. Russian original) Zbl 1307.60082 Differ. Equ. 50, No. 8, 1053-1069 (2014); translation from Differ. Uravn. 50, No. 8, 1060-1076 (2014). Reviewer: Toader Morozan (Bucureşti) MSC: 60H10 60G22 60J65 PDFBibTeX XMLCite \textit{A. A. Levakov} and \textit{M. M. Vas'kovskii}, Differ. Equ. 50, No. 8, 1053--1069 (2014; Zbl 1307.60082); translation from Differ. Uravn. 50, No. 8, 1060--1076 (2014) Full Text: DOI
Levakov, A. A.; Vas’kovskii, M. M. Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motions and with discontinuous coefficients. (English. Russian original) Zbl 1291.60120 Differ. Equ. 50, No. 2, 189-202 (2014); translation from Differ. Uravn. 50, No. 2, 187-200 (2014). MSC: 60H10 PDFBibTeX XMLCite \textit{A. A. Levakov} and \textit{M. M. Vas'kovskii}, Differ. Equ. 50, No. 2, 189--202 (2014; Zbl 1291.60120); translation from Differ. Uravn. 50, No. 2, 187--200 (2014) Full Text: DOI