Alexandra Rodkina - researchr alias

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Viewing Publication 1 - 16 from 16

2023

Noisy prediction-based control leading to stability switchElena Braverman, Alexandra Rodkina. mcs, 213:418-443, November 2023. [doi]

2020

Stabilization of cycles for difference equations with a noisy PF controlElena Braverman, Josef Diblík, Alexandra Rodkina, Zdenek Smarda. automatica, 115:108862, 2020. [doi]

On local stability of stochastic delay nonlinear discrete systems with state-dependent noiseJosef Diblík, Alexandra Rodkina, Zdenek Smarda. amc, 374:125019, 2020. [doi]

2018

Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equationsCónall Kelly, Alexandra Rodkina, Eeva Maria Rapoo. jcam, 334:39-57, 2018. [doi]

2016

On asymptotic optimality of Merton's myopic portfolio strategies under time discretizationAlexandra Rodkina, Nikolai Dokuchaev. imamci, 33(4):979-996, 2016. [doi]

2013

Corrigendum: On the use of a discrete form of the Itô formula in the article 'Almost sure asymptotic stability analysis of the -Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations'Gregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, Alexandra Rodkina. lmsjcm, 16:366-372, 2013. [doi]

Difference equations of Ricker and logistic types under bounded stochastic perturbations with positive meanElena Braverman, Alexandra Rodkina. cma, 66(11):2281-2294, 2013. [doi]

Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equationCónall Kelly, Peter Palmer, Alexandra Rodkina. cma, 66(11):2220-2230, 2013. [doi]

2012

θ-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbationsGregory Berkolaiko, Evelyn Buckwar, Cónall Kelly, Alexandra Rodkina. lmsjcm, 15:71-83, 2012. [doi]

On difference equations with asymptotically stable 2-cycles perturbed by a decaying noiseElena Braverman, Alexandra Rodkina. cma, 64(7):2224-2232, 2012. [doi]

2010

Preserving positivity in solutions of discretised stochastic differential equationsJohn A. D. Appleby, Malgorzata Guzowska, Cónall Kelly, Alexandra Rodkina. amc, 217(2):763-774, 2010. [doi]

2008

Stabilization and Destabilization of Nonlinear Differential Equations by NoiseJohn A. D. Appleby, Xuerong Mao, Alexandra Rodkina. tac, 53(3):683-691, 2008. [doi]

2007

On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion termAlexandra Rodkina, Michael V. Basin. scl, 56(6):423-430, 2007. [doi]

2006

On delay-dependent stability for a class of nonlinear stochastic delay-differential equationsAlexandra Rodkina, Michael Basin. mcss, 18(2):187-197, 2006. [doi]

On delay-dependent stability for discrete nonlinear stochastic systems with state delay and Volterra diffusion termAlexandra Rodkina, Michael V. Basin. amcc 2006: 1-6 [doi]

1999

On stability of cutting processes in presence of random noisesAlexandra Rodkina, Marian Wiercigroch. eucc 1999: 3726-3730 [doi]

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