Мои книги и статьи
Книги
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Nikolai Victorovich Norin,
The expended stochastic integral in linear spaces with differentiable measures
and related topics, World Scientific, Singapore-New Jersey-London-Hong
Kong, 1996, 272 pp.
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Гумляева С.Д., Лобузов А.А., Норин Н.В., Задачи по теории случайных
процессов, Москва, 1993, 68 стр.
Papers
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Норин Н.В., Первая краевая задача для уравнения теплопроводности относительно
функций на банаховом пространстве. // В сб. Краевые задачи, Пермский Политехн.
Институт, Пермь, 1980, стр. 63-67.
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Норин Н.В., Задача Дирихле для уравнения теплопроводности относительно
функций на банаховом пространстве. // В сб. Некоторые вопросы математики
и механики, Московский Государственный Университет, Москва, 1981, стр. 40-41.
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Норин Н.В., Теорема единственности для первой краевой задачи
на бесконечномерном пространстве. // В сб. Математические методы решени
инженерных задач, Москва, 1983, стр. 87-90.
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Норин Н.В., Тепловые потенциалы на гильбертовом пространстве.// Матем.
заметки. - 1984. - т. 35, N. 4. - c. 531-548.
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Норин Н.В., Analyticity of infinite-dimensional heat potentials, Math.
Notes, 37 (1985), pp. 205-210.
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Норин Н.В., An extended stochastic integral for non-Gaussian measures in
a locally convex spaces, Russian Math. Surveys, 41 (1986), no. 3,
pp. 229-230.
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Норин Н.В., Stochastic integrals and differentiable measures, Theory Probab.
Appl., 32 (1987), pp.107-116.
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Норин Н.В., Two commutation theorems with extended stochastic integral
for non-Gaussian measures, in All--Union School on ergodic theory of Markov
processes. Kyzyl (1987), p. 43. (In Russian.)
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Норин Н.В., On the representation of Gaussian functionals with help of
the extended stochastic integrals, in Differential equations, Harmonic
analysis and their applications, Moskov. Gos. Univ., Moscow, 1987, pp.
98-100. (In Russian.)
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Норин Н.В., Two results on differentiable measures, in Extremal Problems,
Functional Analysis and their applications, Moskov. Gos. Univ., Moscow,
1988, pp. 87-90. (In Russian.)
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Норин Н.В., Extended vector stochastic integral in Sobolev spaces of Wiener
functionals, in Abstr. Fifth Int. Vilnius Conf. on Probab. Theory and Math.
Statist., 4 (1989), pp. 109-110. (In Russian.)
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Norin N.V., Vector extended stochastic integral in Sobolev spaces of Wiener
functionals, Proc. of Fifth Int. Vilnius Conf. on Probab. Theory and Math.
Statist., 1989, Ed. B. Grigelionis et al. VSP/Mokslas, 2 (1990),
pp. 244-256.
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Норин Н.В., An abstract stochastic integral equation containing a vector
extended stochastic integral, Math. Notes, 49 (1991), pp. 332-334.
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Norin N.V., Ito's formula for randomized extended stochastic integral,
in Abstr. Sixth Japan--USSR symp. on probab. theory, Kiev. (1991), p. 110.
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Норин Н.В., Ito's formula for extended stochastic integral with randomized
time, Soviet Math. Dokl., 44 (1991), pp. 489-495.
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Норин Н.В., A probabilistic solution of some integro-differential equation,
in Absracts of Third All--Union conf. ``New approaches to solutions of
differential equations'', Drogobych, 1991, M.: VTs AN SSSR (1991), p. 97.
(In Russian.)
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Норин Н.В., Randomized Ito's processes, in Functional and stochastic analysis
and their applications, Moskov. Gos. Univ., Moscow, 1991, pp. 58-62. (In
Russian.)
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Norin N.V., Randomized extended stochastic integrals with jumps, in Proc.
of Sixth Japan--USSR symp. on probab. theory, (Kiev. August, 1991), Eds.
A.N.Shiryaev et al., World Scientific, Singapore, 1992, pp. 215-237.
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Норин Н.В., The quadratic variation of extended stochastic integral in
an abstract Wiener space, in Random processes and infinite-dimensional
analysis, Ed. A.V. Skorokhod et al., Akad. Nauk Ukrainy, Inst. Mat., Kiev,
1992, pp. 91-100. (In Russian.)
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Норин Н.В., Ito's formula for extended stochastic integral with nonanticipating
kernel, Teor. Veroyatnost. i Prim., 39 (1994), pp.743-765. (In Russian.)
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Norin N.V., Ito formula for Stratonovich-Ogava Extended Stochastic Integral
with Nonrandom Kernel. 3rd World Congress of the Bernoulli Society
and 57th Annual Meeting of the Institute of Mathematical Statistics (June
20-25, 1994, The Univ. of North Carolina at Chapel Hill, The William and
Ida Friday Continuing Education Center), Abstracts, p. 80.
(Link
to Congress program)
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N.V.Norin, Commutation relations for mixtures of Gaussian measures, in
Exploring stochastic laws, Eds.: A.V. Skorohod and Yu.V. Borovskikh., VSP,
1995, pp. 343-349.
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Норин Н.В., One formula for surface Gaussian measure and its applications,
Theory of random processes, 1 (17) (1995), no. 1, pp. 88-94. (In
Russian.)
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Norin N.V., Ito-Wick decomposition for the mixtures of Gaussian measures,
in Frontiers in Pure and Applied Probability. II: Proc. of the Fourth Russian-Finnish
Symp. on Probab. Theory and Math. Statist. (Moscow, October 3-8, 1993),
Eds. A.N. Shirayev et al., TVP, Moscow, 1996. pp. 153-162.
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Norin N.V., Differentiability properties of mixtures of Gaussian measures,
in Statistics and Control for Stochastic Processes V: Festschrift in Honour
of Professor A.N. Shiryaev, Ed. A.A. Novikov, TVP, Moscow, 1996. (to appear)
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Норин Н.В. and O.G. Smolyanov, Some results on logarithmic derivatives
on locally convex spaces, Mat. Zametki, 54 (1993), pp. 135-138.
(In Russian.)
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Норин Н.В. and O.G. Smolyanov, Logarithmic derivatives of measures
and Gibbs distributions, DAN, 354 (1997) no 4,
pp. 456-460. (In Russian.)
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Норин Н.В., V.N. Sorokin, A.S. Vshivtsev, Spectral
problem for Schroedinger equation with degenerate polynomial potential
of the even degree, Izvestia vuzov. Fizika, 39 (1996) no 5,
pp. 55-70. (In Russian.)
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Норин Н.В., V.N. Sorokin, A.S. Vshivtsev, Solution
of the spectral problem for Schroedinger equation with degenerate polynomial
potential of the even degree, Teoreticheskaya i Matematicheskaya fizika,
109
(1996)
no 1, pp. 107-123. (In Russian.)