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Found 187 Documents (Results 1–100)

Limit theorems for \(p\)-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for Paleo-climatic data. (English) Zbl 1218.60027

Duan, Jinqiao (ed.) et al., Recent development in stochastic dynamics and stochastic analysis. Dedicated to Zhi-Yuan Zhang on the occasion of his 75th birthday. Hackensack, NJ: World Scientific (ISBN 978-981-4277-25-9/hbk). Interdisciplinary Mathematical Sciences 8, 161-175 (2010).
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Infinitely divisible limit processes for the Ewens sampling formula. (English. Russian original) Zbl 1018.60003

Lith. Math. J. 42, No. 3, 232-242 (2002); translation from Liet. Mat. Rink. 42, No. 3, 294-307 (2002).
MSC:  60B10 60E07
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On a functional limit theorem for time series constructed from shot noise processes. (English. Ukrainian original) Zbl 0990.60028

Theory Probab. Math. Stat. 63, 21-25 (2001); translation from Teor. Jmovirn. Mat. Stat. 63, 21-25 (2000).
MSC:  60F17
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Convergence in Skorokhod topology for compositions of stochastic processes. (English) Zbl 0973.60029

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 298-306 (2000).
MSC:  60F17 60G40
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Skorokhod space and Skorokhod topology in probabilistic considerations during 1956–1999. (English) Zbl 0973.60007

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 281-297 (2000).
MSC:  60B10 60F05 60F17
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A remark on Skorokhod topologies for the Skorokhod reflection problem. (English) Zbl 0971.60003

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 126-131 (2000).
MSC:  60B10 34D05 93D20
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An application of Skorokhod’s \(M_1\)-topology. (English) Zbl 0971.60004

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 111-118 (2000).
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The origins of Skorokhod’s topology. (English) Zbl 0971.60005

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 61-65 (2000).
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On Skorokhod’s convergence. (English) Zbl 0969.60008

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 53-60 (2000).
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Limit theorems for stochastic processes. (English) Zbl 0969.60007

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 23-52 (2000).
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Anatolij Vladimirovich Skorokhod (on his 70th birthday). (English. Ukrainian original) Zbl 0972.01038

Ukr. Math. J. 52, No. 9, 1321-1323 (2000); translation from Ukr. Mat. Zh. 52, No. 9, 1155-1157 (2000).
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On topological properties of the Skorokhod space. (English. Russian original) Zbl 0946.54029

Theory Probab. Appl. 43, No. 4, 640-644 (1998); translation from Teor. Veroyatn. Primen. 43, No. 4, 781-786 (1998).
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Weak convergence of stochastic integrals and differential equations. I. (English) Zbl 0862.60041

Graham, C. (ed.) et al., Probabilistic models for nonlinear partial differential equations. Lectures given at the 1st session of the Centro Internazionale Matematico Estivo, Montecatini Terme, Italy, May 22-30, 1995. Berlin: Springer. Lect. Notes Math. 1627, 1-41 (1996).
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Asymptotics of iteration of i.i.d. symmetric stable processes. (English) Zbl 0881.60005

Brunner, E. (ed.) et al., Research developments in probability and statistics. Festschrift in honor of Madan L. Puri on the occasion of his 65th birthday. Utrecht: VSP. 3-10 (1996).
MSC:  60B10 60E07
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