Pidkuĭko, M.; Pidkuĭko, S. On approximation of implied volatility in local volatility models. (Ukrainian. English summary) Zbl 1324.91084 Mat. Visn. Nauk. Tov. Im. Shevchenka 11, 97-108 (2014). MSC: 91G99 60H10 91B70 91G20 PDFBibTeX XMLCite \textit{M. Pidkuĭko} and \textit{S. Pidkuĭko}, Mat. Visn. Nauk. Tov. Im. Shevchenka 11, 97--108 (2014; Zbl 1324.91084)
Kachanovskyj, Mykola Extended stochastic integrals with respect to Lévy process on spaces of generalized functions. (English) Zbl 1289.60094 Mat. Visn. Nauk. Tov. Im. Shevchenka 10, 169-188 (2013). MSC: 60H05 60G51 47A05 PDFBibTeX XMLCite \textit{M. Kachanovskyj}, Mat. Visn. Nauk. Tov. Im. Shevchenka 10, 169--188 (2013; Zbl 1289.60094)
Slyvka-Tylyshchak, Anna; Marina, Izabella Justification of the Fourier method for round membrane vibrations with random initial conditions from Orlicz space. (Ukrainian. English summary) Zbl 1265.60088 Mat. Visn. Nauk. Tov. Im. Shevchenka 9, 330-349 (2012). MSC: 60G35 35L20 PDFBibTeX XMLCite \textit{A. Slyvka-Tylyshchak} and \textit{I. Marina}, Mat. Visn. Nauk. Tov. Im. Shevchenka 9, 330--349 (2012; Zbl 1265.60088)
Shevchuk, Roman Inhomogeneous diffusion processes on the half-line generated by a differential operator with Feller-Wentzel boundary condition. (Ukrainian. English summary) Zbl 1265.60154 Mat. Visn. Nauk. Tov. Im. Shevchenka 8, 243-257 (2011). MSC: 60J60 PDFBibTeX XMLCite \textit{R. Shevchuk}, Mat. Visn. Nauk. Tov. Im. Shevchenka 8, 243--257 (2011; Zbl 1265.60154)
Tverdokhlib, Ivan; Vovk, Myroslava; Prytula, Mykola; Prykarpatskyj, Yarema Analysis of economical equilibrium of the Cobb-Douglas type consumption mathematical model with fuzzy given parameters of associated financial network. (Ukrainian. English summary) Zbl 1265.60143 Mat. Visn. Nauk. Tov. Im. Shevchenka 8, 217-229 (2011). MSC: 60J20 91B06 90C70 PDFBibTeX XMLCite \textit{I. Tverdokhlib} et al., Mat. Visn. Nauk. Tov. Im. Shevchenka 8, 217--229 (2011; Zbl 1265.60143)
Osypchuk, Mykhajlo; Portenko, Mykola Limit distribution for local times at zero of a sequence of diffusion processes. (Ukrainian. English summary) Zbl 1265.60152 Mat. Visn. Nauk. Tov. Im. Shevchenka 8, 167-183 (2011). MSC: 60J60 60H10 PDFBibTeX XMLCite \textit{M. Osypchuk} and \textit{M. Portenko}, Mat. Visn. Nauk. Tov. Im. Shevchenka 8, 167--183 (2011; Zbl 1265.60152)
Matsak, Ivan; Plichko, Anatolij Remarks on the Glivenko-Cantelli theorem in a separable metric space. (Ukrainian. English summary) Zbl 1289.60001 Mat. Visn. Nauk. Tov. Im. Shevchenka 7, 133-143 (2010). Reviewer: Valeriy Samoylenko (Kyïv) MSC: 60B10 60B12 60G50 PDFBibTeX XMLCite \textit{I. Matsak} and \textit{A. Plichko}, Mat. Visn. Nauk. Tov. Im. Shevchenka 7, 133--143 (2010; Zbl 1289.60001)
Matsak, Ivan; Plichko, Anatolij On the law of large numbers in Banach lattice. (Ukrainian. English summary) Zbl 1199.60023 Mat. Visn. Nauk. Tov. Im. Shevchenka 6, 179-194 (2009). MSC: 60B12 60G50 PDFBibTeX XMLCite \textit{I. Matsak} and \textit{A. Plichko}, Mat. Visn. Nauk. Tov. Im. Shevchenka 6, 179--194 (2009; Zbl 1199.60023)
Yashchuk, Anton Itô-Wiener expansion for stopping times. (Ukrainian. English summary) Zbl 1199.60126 Mat. Visn. Nauk. Tov. Im. Shevchenka 5, 215-224 (2008). MSC: 60G15 60G40 PDFBibTeX XMLCite \textit{A. Yashchuk}, Mat. Visn. Nauk. Tov. Im. Shevchenka 5, 215--224 (2008; Zbl 1199.60126)
Rudenko, Oleksij Itô-Wiener expansion and properties of local time for Gaussian random field. (Ukrainian. English summary) Zbl 1199.60180 Mat. Visn. Nauk. Tov. Im. Shevchenka 5, 183-201 (2008). MSC: 60G60 PDFBibTeX XMLCite \textit{O. Rudenko}, Mat. Visn. Nauk. Tov. Im. Shevchenka 5, 183--201 (2008; Zbl 1199.60180)
Malyk, Igor About existence and uniqueness of the strong solution of the Volterra stochastic integro-differential equation with Skorokhod integral. (Ukrainian. English summary) Zbl 1199.60254 Mat. Visn. Nauk. Tov. Im. Shevchenka 5, 135-150 (2008). MSC: 60H99 PDFBibTeX XMLCite \textit{I. Malyk}, Mat. Visn. Nauk. Tov. Im. Shevchenka 5, 135--150 (2008; Zbl 1199.60254)
Lukashiv, Taras Approximate synthesis of optimal control of systems of stochastic differential-functional Itô-Skorokhod equations with a small parameter. (Ukrainian. English summary) Zbl 1199.60217 Mat. Visn. Nauk. Tov. Im. Shevchenka 5, 126-134 (2008). MSC: 60H10 49J55 PDFBibTeX XMLCite \textit{T. Lukashiv}, Mat. Visn. Nauk. Tov. Im. Shevchenka 5, 126--134 (2008; Zbl 1199.60217)
Kyshakevych, Bogdan Yu.; Prykarpats’kyj, Anatohy K.; Tverdokhlib, Ivan P. A method of associated Markov process for studying competitive stock market models with bi-variant quality function within a bank portfolio. (Ukrainian. English summary) Zbl 1195.91146 Mat. Visn. Nauk. Tov. Im. Shevchenka 5, 69-88 (2008). MSC: 91G10 60J20 91G80 PDFBibTeX XMLCite \textit{B. Yu. Kyshakevych} et al., Mat. Visn. Nauk. Tov. Im. Shevchenka 5, 69--88 (2008; Zbl 1195.91146)
Izyumtseva, Olga On the local time of self-intersection for a Wiener process generated by a singular measure. (Ukrainian. English summary) Zbl 1199.60105 Mat. Visn. Nauk. Tov. Im. Shevchenka 5, 47-61 (2008). MSC: 60G07 PDFBibTeX XMLCite \textit{O. Izyumtseva}, Mat. Visn. Nauk. Tov. Im. Shevchenka 5, 47--61 (2008; Zbl 1199.60105)
Dorogovtsev, Andriy; Popov, Mykhaylo On narrowness of conditional expectation operators in spaces of measurable functions. (Ukrainian. English summary) Zbl 1199.46075 Mat. Visn. Nauk. Tov. Im. Shevchenka 5, 36-46 (2008). Reviewer: Anatolij Plichko (Krak’ow) MSC: 46E30 60E05 47B38 PDFBibTeX XMLCite \textit{A. Dorogovtsev} and \textit{M. Popov}, Mat. Visn. Nauk. Tov. Im. Shevchenka 5, 36--46 (2008; Zbl 1199.46075)
Torbin, Grygorij Probabilistic approach to transformations preserving the fractal dimension. (Ukrainian. English summary) Zbl 1174.28312 Mat. Visn. Nauk. Tov. Im. Shevchenka 4, 275-283 (2007). MSC: 28A80 60G30 11K55 28A78 PDFBibTeX XMLCite \textit{G. Torbin}, Mat. Visn. Nauk. Tov. Im. Shevchenka 4, 275--283 (2007; Zbl 1174.28312)
Novosyadlo, Andrij On the problem of constructing a diffusion process admitting a generalized transfer vector and a diffusion matrix. (Ukrainian. English summary) Zbl 1199.60293 Mat. Visn. Nauk. Tov. Im. Shevchenka 4, 227-241 (2007). MSC: 60J60 PDFBibTeX XMLCite \textit{A. Novosyadlo}, Mat. Visn. Nauk. Tov. Im. Shevchenka 4, 227--241 (2007; Zbl 1199.60293)
Kononchuk, Pavlo; Kopytko, Bohdan On the semigroup of Feller operators that describes a diffusion process on the half-line with nonlocal boundary conditions. (Ukrainian. English summary) Zbl 1199.60291 Mat. Visn. Nauk. Tov. Im. Shevchenka 4, 134-143 (2007). MSC: 60J60 PDFBibTeX XMLCite \textit{P. Kononchuk} and \textit{B. Kopytko}, Mat. Visn. Nauk. Tov. Im. Shevchenka 4, 134--143 (2007; Zbl 1199.60291)
Yelejko, Yaroslav; Zhernovyj, Yurij Stationary characteristics of the single-server queuing loss system with falling out possibility of the working server. (Ukrainian. English summary) Zbl 1199.60339 Mat. Visn. Nauk. Tov. Im. Shevchenka 4, 90-99 (2007). MSC: 60K25 PDFBibTeX XMLCite \textit{Y. Yelejko} and \textit{Y. Zhernovyj}, Mat. Visn. Nauk. Tov. Im. Shevchenka 4, 90--99 (2007; Zbl 1199.60339)
Bobylyak, Andrij A method of finding an optimal strategy for a Markov decision process based on properties of the eigenvectors. (Ukrainian. English summary) Zbl 1199.60273 Mat. Visn. Nauk. Tov. Im. Shevchenka 4, 17-25 (2007). MSC: 60J20 PDFBibTeX XMLCite \textit{A. Bobylyak}, Mat. Visn. Nauk. Tov. Im. Shevchenka 4, 17--25 (2007; Zbl 1199.60273)
Yelejko, Yaroslav; Bugrij, Nataliya Existence of limit distribution for a family of functionals of semi-Markov processes. (Ukrainian. English summary) Zbl 1142.60398 Mat. Visn. Nauk. Tov. Im. Shevchenka 3, 25-37 (2006). MSC: 60K15 PDFBibTeX XMLCite \textit{Y. Yelejko} and \textit{N. Bugrij}, Mat. Visn. Nauk. Tov. Im. Shevchenka 3, 25--37 (2006; Zbl 1142.60398)
Yelejko, Yaroslav; Zhernovyj, Yurij Probability of a dangerous state of composite rods and joins with random forces and initial deflections. (Ukrainian. English summary) Zbl 1152.74351 Mat. Visn. Nauk. Tov. Im. Shevchenka 2, 72-82 (2005). MSC: 74K10 60A10 PDFBibTeX XMLCite \textit{Y. Yelejko} and \textit{Y. Zhernovyj}, Mat. Visn. Nauk. Tov. Im. Shevchenka 2, 72--82 (2005; Zbl 1152.74351)
Bugrij, Nataliya Investigation of asymptotic of solution of the Markov renewal equation. (Ukrainian. English summary) Zbl 1142.60394 Mat. Visn. Nauk. Tov. Im. Shevchenka 2, 17-25 (2005). MSC: 60K15 PDFBibTeX XMLCite \textit{N. Bugrij}, Mat. Visn. Nauk. Tov. Im. Shevchenka 2, 17--25 (2005; Zbl 1142.60394)