Random Operators and Stochastic Equations

The limit G-Law for the solutions of systems of linear algebraic equations with independent random coefficients under the G-Lindeberg condition

RAP-method (random perturbation method) for finding 𝑆-minimax control vectors and parameter estimates for some linear systems with random coefficients

A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes

Convergence of random bounded linear operators in the Skorokhod space

Continuous distributions whose functions preserve tails of an 𝐴-continued fraction representation of numbers

Stochastic partial functional integrodifferential equations driven by a sub-fractional Brownian motion, existence and asymptotic behavior

Internal stabilization of stochastic 3D Navier–Stokes–Voigt equations with linearly multiplicative Gaussian noise

V-density for eigenvalues of random block matrices with independent blocks whose entries have different variances and expectations

Note on the permanence of stochastic population models

Fast decay of eigenfunction correlators in long-range continuous random alloys

Existence results for systems of coupled impulsive neutral functional differential equations driven by a fractional Brownian motion and a Wiener process

Existence, uniqueness and stability of impulsive stochastic neutral functional differential equations driven by Rosenblatt process with varying-time delays

Hyers–Ulam stability for coupled random fixed point theorems and applications to periodic boundary value random problems

On the scale mixtures of multivariate skew slash distributions

The RESPECT method. Simple proof of finding estimates from below for minimal singular eigenvalues of random matrices whose entries have zero means and bounded variances

𝑉-law for random block matrices under the generalized Lindeberg condition