Theory of Probability and Mathematical Statistics Short Title: Theory Probab. Math. Stat. Publisher: American Mathematical Society (AMS), Providence, RI ISSN: 0094-9000; 1547-7363/e Online: https://www.ams.org/journals/tpms/all_issues.html Original: Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka Comments: Journal; Indexed cover-to-cover; From Vol. 82 (2011) - Vol. 101 (2020) translation from: Teor. Ĭmovirn. Mat. Stat. Documents Indexed: 1,162 Publications (since 1973) References Indexed: 370 Publications with 6,832 References. all top 5 Latest Issues 109 (2023) 108 (2023) 107 (2022) 106 (2022) 105 (2021) 104 (2021) 103 (2020) 102 (2020) 101 (2020) 100 (2020) 99 (2019) 98 (2019) 97 (2018) 96 (2018) 95 (2017) 94 (2017) 93 (2016) 92 (2016) 91 (2015) 90 (2015) 89 (2014) 88 (2014) 87 (2013) 86 (2013) 85 (2012) 84 (2012) 83 (2011) 82 (2011) 58 (1999) 50 (1995) 49 (1994) 48 (1994) 47 (1993) 46 (1993) 1992 (1992) 45 (1992) 44 (1992) 43 (1991) 42 (1991) 41 (1990) 40 (1990) 39 (1989) 38 (1989) 37 (1988) 36 (1988) 35 (1987) 34 (1987) 33 (1986) 32 (1986) 31 (1985) 30 (1985) 29 (1984) 28 (1984) 27 (1983) 26 (1983) 25 (1982) 24 (1982) 23 (1981) 22 (1981) 21 (1980) 20 (1980) 19 (1980) 18 (1979) 17 (1979) 16 (1978) 15 (1978) 12 (1978) 11 (1978) 10 (1978) 14 (1977) 13 (1977) 9 (1977) all top 5 Authors 58 Mishura, Yuliya Stepanivna 41 Kozachenko, Yuriĭ Vasyl’ovych 32 Girko, Vyacheslav Leonidovich 32 Moklyachuk, Mykhaĭlo Pavlovych 26 Kartashov, Mykola Valentynovych 25 Ivanov, Aleksandr Vladimirovich 23 Leonenko, Nikolai N. 22 Anisimov, Vladimir Vladislavovič 22 Dorogovtsev, Anatoliĭ Yakovych 22 Silvestrov, Dmitrii 21 Matsak, Ivan K. 17 Kukush, Oleksandr Georgiĭovych 16 Maĭboroda, Rostyslav Yevgenovych 16 Yadrenko, Mykhaĭlo Ĭosypovych 15 Zakusylo, Oleg K. 14 Klesov, Oleg I. 14 Petunin, Yuriĭ Ivanovich 14 Radchenko, Vadym Mykolaĭovych 13 Buldygin, Valeriĭ Volodymyrovych 13 Golomoziy, Vitaliy 13 Ponomarenko, A. I. 12 Korolyuk, Volodymyr Semenovych 12 Shevchenko, Georgiy M. 12 Zinchenko, Nadiya M. 10 Kulinich, Grygoriĭ Logvynovych 9 Gusak, Dmytro V. 9 Kurchenko, A. A. 9 Lin’kov, Yurii N. 9 Malyarenko, Anatoliy A. 9 Olenko, Andriy Yakovych 9 Ryzhov, Yu. M. 9 Sakhno, Lyudmyla Mykhaĭlivna 8 Alekseev, V. G. 8 Bondarev, Borys Volodymyrovych 8 Kolchinskiĭ, Vladimir I’ich 8 Masol, Volodymyr I. 8 Molchanov, Ilya S. 8 Shklyar, Sergiĭ Volodymyrovych 8 Skorokhod, Anatoliĭ Volodymyrovych 7 Borysenko, Oleksandr Danylovych 7 Ralchenko, Kostiantyn V. 7 Solntsev, S. A. 7 Veretennikov, Alexander Yu. 6 Bodnar, Taras 6 Filonov, Yu. P. 6 Nasirova, Tamilla I. 6 Samoilenko, Igor V. 6 Shurenkov, V. M. 6 Sugakova, Olena Volodymyrivna 5 Bodnarchuk, I. M. 5 Borovskikh, Yuri V. 5 Ezhov, Igor’ Ivanovich 5 Kaplan, Eh. I. 5 Kulik, Alexey M. 5 Kuznētsova, O. M. 5 Makhno, Sergeĭ Yakovlevich 5 Mazur, Stepan 5 Mirzakhmedov, Mirfazil Abdilkhakovich 5 Rojtgarts, A. D. 5 Vysochanskij, D. F. 5 Yurachkivsky, Andriĭ P. 4 Amosova, N. N. 4 Bodnarchuk, S. V. 4 Braverman, Michael Sh. 4 Butsan, G. P. 4 Dalets’kyĭ, Yuriĭ L’vovych 4 Gushchin, Aleksandr Aleksandrovich 4 Khusanbaev, Ya. M. 4 Kushnirenko, Svitlana V. 4 Lebedev, Eugene O. 4 Marushin, M. N. 4 Motsa, Andrei I. 4 Oleshko, T. A. 4 Omarov, S. O. 4 Ostrovsky, Eugeny 4 Piterbarg, Vladimir Il’ich 4 Ponomarenko, O. Ī. 4 Radchenko, A. N. 4 Rakhimov, Gairat M. 4 Shevlyakov, Andrej Yu. 4 Sreehari, Maddipatla 4 Tatarinov, S. V. 4 Torbin, Grygoriy Myroslavovych 4 Tursunov, G. T. 4 Velikoivanenko, A. I. 4 Zili, Mounir 3 Al-Madani, M. Ghaleb 3 Anh, Vo V. 3 Bardadym, Tamara Alexeevna 3 Davidovich, S. S. 3 Dubovets’ka, I. I. 3 Ibramkhalilov, I. Sh. 3 Ignat, Yu. I. 3 Kuritsyn, Yu. G. 3 Kushnir, O. O. 3 Luz, M. M. 3 Madreimov, I. 3 Moklyachuk, Oksana M. 3 Molchan, George M. 3 Moskvichova, K. K. ...and 563 more Authors all top 5 Fields 991 Probability theory and stochastic processes (60-XX) 338 Statistics (62-XX) 51 Functional analysis (46-XX) 40 Measure and integration (28-XX) 37 Partial differential equations (35-XX) 35 Systems theory; control (93-XX) 28 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 25 Linear and multilinear algebra; matrix theory (15-XX) 22 Operations research, mathematical programming (90-XX) 21 Approximations and expansions (41-XX) 20 Numerical analysis (65-XX) 19 Operator theory (47-XX) 18 Ordinary differential equations (34-XX) 17 Real functions (26-XX) 14 Integral equations (45-XX) 12 Harmonic analysis on Euclidean spaces (42-XX) 11 Special functions (33-XX) 9 Sequences, series, summability (40-XX) 9 General topology (54-XX) 8 General and overarching topics; collections (00-XX) 8 Number theory (11-XX) 7 History and biography (01-XX) 7 Topological groups, Lie groups (22-XX) 7 Global analysis, analysis on manifolds (58-XX) 6 Difference and functional equations (39-XX) 6 Computer science (68-XX) 6 Information and communication theory, circuits (94-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 4 Integral transforms, operational calculus (44-XX) 3 Group theory and generalizations (20-XX) 3 Abstract harmonic analysis (43-XX) 3 Differential geometry (53-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Combinatorics (05-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Fluid mechanics (76-XX) 2 Quantum theory (81-XX) 2 Biology and other natural sciences (92-XX) 1 Field theory and polynomials (12-XX) 1 Algebraic geometry (14-XX) 1 Functions of a complex variable (30-XX) 1 Potential theory (31-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Mechanics of deformable solids (74-XX) 1 Relativity and gravitational theory (83-XX) 1 Astronomy and astrophysics (85-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 361 Publications have been cited 1,022 times in 750 Documents Cited by ▼ Year ▼ Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations. Zbl 1482.60079 Mishura, Yuliya; Veretennikov, Alexander 51 2020 Limit theorems for distributions of eigenvalues of random symmetric matrices. Zbl 0717.60047 Girko, V. L. 24 1990 Criteria for uniform ergodicity and strong stability of Markov chains with a common phase space. Zbl 0586.60058 Kartashov, N. V. 20 1985 Compound kernel estimates for the transition probability density of a Lévy process in \(\mathbb R^{n}\). Zbl 1322.60057 Knopova, Victoria 14 2014 Maximal coupling procedure and stability of discrete Markov chains. II. Zbl 1322.60150 Kartashov, M. V.; Golomozyĭ, V. V. 13 2013 Mixed stochastic delay differential equations. Zbl 1322.60097 Shevchenko, G. 13 2014 A white noise approach to phase space Feynman path integrals. Zbl 1285.60071 Bock, W.; Grothaus, M. 13 2012 Justification of the \(3\sigma\) rule for unimodal distributions. Zbl 0486.60018 Vysochanskij, D. F.; Petunin, Yu. I. 12 1980 Maximal coupling procedure and stability of discrete Markov chains. I. Zbl 1322.60149 Kartashov, M. V.; Golomozyĭ, V. V. 12 2013 Distribution of the product of a singular Wishart matrix and a normal vector. Zbl 1331.62266 Bodnar, T.; Mazur, Stepan; Okhrin, Y. 12 2015 Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059 Mishura, Yu.; Ralchenko, K.; Shevchenko, G. 11 2019 Banach spaces of random variables of sub-Gaussian type. Zbl 0626.60026 Kozachenko, Yu. V.; Ostrovskij, E. I. 10 1986 Wave equation with a stochastic measure. Zbl 1371.60105 Bodnarchuk, I. M. 10 2017 On the integrability of the coupling moment for time-inhomogeneous Markov chains. Zbl 1322.60147 Golomoziy, V. V.; Kartashov, N. V. 10 2014 Interpolation of functionals of stochastic sequences with stationary increments. Zbl 1343.60039 Luz, M. M.; Moklyachuk, M. P. 9 2013 Weak convergence of weighted additive functionals of long-range dependent fields. Zbl 1409.60082 Alodat, T.; Olenko, A. 9 2018 On the convergence of products of independent random variables. Zbl 0451.60036 Skorokhod, T. A. 8 1978 Quadratic Gaussian random processes. Zbl 0451.60045 Ryzhov, Yu. M. 8 1978 An inequality for the coupling moment in the case of two inhomogeneous Markov chains. Zbl 1322.60148 Golomozyĭ, V. V. 8 2015 Minimax-robust filtering problem for stochastic sequences with stationary increments. Zbl 1332.60059 Luz, M. M.; Moklyachuk, M. P. 8 2014 Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. Zbl 1409.60061 Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu. 8 2018 Dividends with tax and capital injection in a spectrally negative Lévy risk model. Zbl 1416.91219 Schmidli, H. 8 2018 The Hajek-Renyi inequality for random fields and the strong law of large numbers. Zbl 0459.60019 Klesov, O. I. 7 1981 Fractal properties of random variables with independent \(Q_\infty\)-symbols. Zbl 1300.60055 Nikiforov, R. O.; Torbin, G. M. 7 2013 Maximal coupling and stability of discrete non-homogeneous Markov chains. Zbl 1333.60160 Golomozyĭ, V. V.; Kartashov, M. V. 7 2015 Two component binary statistical experiments with persistent linear regression. Zbl 1416.62506 Koroliouk, D. V. 7 2015 Interpolation of periodically correlated stochastic sequences. Zbl 1411.60050 Dubovets’ka, I. I.; Masyutka, O. Yu.; Moklyachuk, M. P. 7 2012 On a Markov analogue of continuous-time \(Q\)-processes. Zbl 1287.60103 Imomov, Azam A. 7 2012 The mean coupling time for independent discrete renewal processes. Zbl 1284.60146 Kartashov, M. V.; Golomozyĭ, V. V. 7 2012 On the distribution of the maximum of the telegraph process. Zbl 1476.60182 Cinque, F.; Orsingher, E. 7 2020 A solution of the problem of detecting hidden periodicities. Zbl 0485.60044 Ivanov, A. V. 6 1980 On the circle law. Zbl 0579.60025 Girko, V. L. 6 1983 Limit theorems for recurrent processes of semi-Markov type. Zbl 0733.60102 Anisimov, V. V.; Aliev, A. O. 6 1990 Asymptotics of the probability of large excursions for a nonstationary Gaussian process. Zbl 0433.60030 Piterbarg, V. I.; Prisyazhnyuk, V. P. 6 1979 Heat equation in a multidimensional domain with a general stochastic measure. Zbl 1357.60065 Bodnarchuk, I. M.; Shevchenko, G. M. 6 2016 On extreme values of some regenerative processes. Zbl 1409.60136 Zakusylo, O. K.; Matsak, I. K. 6 2018 Discriminant analysis in small and large dimensions. Zbl 1446.62136 Bodnar, T.; Mazur, S.; Ngailo, E.; Parolya, N. 6 2020 On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension. Zbl 1447.60037 Bodnar, T.; Mazur, S.; Muhinyuza, S.; Parolya, N. 6 2019 Subordination principles for the multi-dimensional space-time-fractional diffusion-wave equation. Zbl 1461.35007 Luchko, Yu. 6 2019 The averaging principle for switching processes. Zbl 0835.60018 Anisimov, V. V. 5 1992 Properties of integrals with respect to a general stochastic measure in a stochastic heat equation. Zbl 1232.60043 Radchenko, V. M. 5 2011 Random processes in Orlicz spaces. I. Zbl 0587.60034 Kozachenko, Yu. V. 5 1985 Characterizations of a geometric class of distributions. Zbl 0719.62023 Stepanov, A. V. 5 1990 On classes of limit distributions in a summation scheme. Zbl 0393.60045 Zakusilo, O. K. 5 1978 Limit behavior of the number of solutions of a system of random linear equations over a finite field and a finite ring. Zbl 0449.60018 Kovalenko, I. N.; Levitskaya, A. A. 5 1977 An investigation of an \(\mathrm{M}^\theta /\mathrm{G}/1/m\) queueing system with service mode switching. Zbl 1329.60324 Zhernovyĭ, K. Yu. 5 2013 Riemann integral of a random function and the parabolic equation with a general stochastic measure. Zbl 1329.60218 Radchenko, V. 5 2013 Impact of the stress factor on the price of widow’s pensions. Proofs. Zbl 1348.60111 Golomozyĭ, V. V.; Kartashov, M. V.; Kartashov, Yu. M. 5 2016 Binary statistical experiments with persistent nonlinear regression. Zbl 1331.62095 Koroliouk, D. V. 5 2015 An estimate of the expectation of the excess of a renewal sequence generated by a time-inhomogeneous Markov chain if a square-integrable majorizing sequence exists. Zbl 1371.60152 Golomozyĭ, V. V. 5 2017 Cross-correlogram estimators of impulse response functions. Zbl 1431.62434 Kozachenko, Yu. V.; Rozora, I. V. 5 2016 On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector. Zbl 1359.62171 Kotsiuba, I.; Mazur, Stepan 5 2016 Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations. Zbl 1322.60091 Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S. 5 2015 Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation. Zbl 1454.60100 Zili, M.; Zougar, E. 5 2020 Transfer principle for \(n\)th order fractional Brownian motion with applications to prediction and equivalence in law. Zbl 1488.60099 Sottinen, T.; Viitasaari, L. 5 2019 Some limit theorems for empirical measures. Zbl 0486.60005 Kolchinskij, V. I. 4 1980 On the convergence rate in a theorem of Heyde. Zbl 0861.60054 Klesov, O. I. 4 1993 Second order necessary conditions of optimality for stochastic systems with variable delay. Zbl 1238.93122 Agayeva, Ch. A. 4 2011 Conditions for the consistency of the total least squares estimator in an errors-in-variables linear regression model. Zbl 1328.62345 Shklyar, S. V. 4 2011 The sub-Gaussian norm of a binary random variable. Zbl 1300.60063 Buldygin, V. V.; Moskvichova, K. K. 4 2013 The Banach spaces \(\mathbf{F}_\psi (\Omega )\) of random variables. Zbl 1305.60025 Kozachenko, Yu. V.; Mlavets’, Yu. Yu. 4 2013 Diffusion approximation of systems with weakly ergodic Markov perturbations. II. Zbl 1337.60198 Veretennikov, A. Yu.; Kulik, A. M. 4 2014 The multivariate Black & Scholes market: conditions for completeness and no-arbitrage. Zbl 1304.91215 Dhaene, J.; Kukush, A.; Linders, D. 4 2014 Rate of convergence of option prices by using the method of pseudomoments. Zbl 1345.60018 Mishura, Yu. S.; Munchak, E. Yu. 4 2016 Analytic properties of infinite-horizon survival probability in a risk model with additional funds. Zbl 1339.91063 Mishura, Yu. S.; Ragulina, O. Yu.; Stroev, O. M. 4 2015 Stochastic asymptotic expansion of correlogram estimator of the correlation function of random noise in nonlinear regression model. Zbl 1346.60043 Ivanov, O. V.; Moskvichova, K. K. 4 2015 Asymptotic behavior of integral functionals of unstable solutions of one-dimensional Itô stochastic differential equations. Zbl 1322.60090 Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S. 4 2014 Quasi-stationary distributions for perturbed discrete time regenerative processes. Zbl 1335.60165 Petersson, Mikael 4 2014 Stability of a tandem of queueing systems with Bernoulli noninstantaneous transfer of customers. Zbl 1277.60165 Zorin, A. V. 4 2012 Extended Poisson equation for weakly ergodic Markov processes. Zbl 1278.60098 Veretennikov, A. Yu.; Kulik, A. M. 4 2012 Approximation of the solution to the parabolic equation driven by stochastic measure. Zbl 1465.60060 Manikin, B. I.; Radchenko, V. M. 4 2020 Wave equation with a stable noise. Zbl 1402.60079 Pryhara, L. I.; Shevchenko, G. M. 4 2018 On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators. Zbl 1488.60118 Buchak, K. V.; Sakhno, L. M. 4 2019 Limit behavior of the Rosenblatt Ornstein-Uhlenbeck process with respect to the Hurst index. Zbl 1488.60136 Slaoui, M.; Tudor, C. A. 4 2019 Order of approximation in the central limit theorem for associated random variables and a moderate deviation result. Zbl 1481.60059 Sreehari, M. 4 2019 A generalized Itô formula for two-parameter martingales. II. Zbl 0629.60051 Mishura, Yu. S. 3 1986 Sufficient conditions for relative compactness of measures corresponding to two-parameter strong martingales. Zbl 0629.60052 Mishura, Yu. S. 3 1987 Limit theorems for switching processes. Zbl 0663.60030 Anisimov, V. V. 3 1988 On the central limit theorem for empirical measures. Zbl 0504.60024 Kolchinskij, V. I. 3 1982 Limit theorems for some classes of random processes related to semi- Markov random walks. Zbl 0504.60075 Skorokhod, A. V.; Nasirova, T. I. 3 1982 An averaging principle for switching recurrent sequences. Zbl 0834.60041 Anisimov, V. V. 3 1991 Analytic properties of some classes of pre-Gaussian random processes. Zbl 0840.60035 Kozachenko, Yu. V.; Oleshko, T. A. 3 1993 Properties of solutions of stochastic differential equations with random coefficients, non-Lipschitz diffusion, and Poisson measures. Zbl 1232.60048 Zubchenko, V. P. 3 2011 An estimate for the rate of convergence of a difference scheme applied to a stochastic differential equation with an additional process parameter. Zbl 1232.60052 Mishura, Yuliya S.; Shvaĭ, O. V. 3 2011 Adaptive estimates for the parameter of a mixture of two symmetric distributions. Zbl 1232.62045 Sugakova, Olena 3 2011 On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. Zbl 1382.60071 Avram, Florin; Zhou, Xiaowen 3 2017 Spectral estimation in the presence of missing data. Zbl 1411.62249 Bahamonde, Natalia; Doukhan, Paul 3 2017 Robust estimation for continuous-time linear models with memory. Zbl 1392.62283 Ginovyan, Mamikon S.; Sahakyan, Artur A. 3 2017 Decomposition of two-parameter martingales into orthogonal components. Zbl 0473.60048 Mishura, Yu. S. 3 1980 The consistency of an estimate of a parameter of a stochastic differential equation. Zbl 0394.62064 Dorogovtsev, A. Ya. 3 1978 On the convergence of random fields in the J-topology. Zbl 0433.60056 Mishura, Yu. S. 3 1979 Some properties of random vectors of the form \(\sum^{\infty}_0A^1\xi_1\). Zbl 0448.60038 Zakusilo, O. K. 3 1977 Linear statistical problems for stationary isotropic random fields on a sphere. I. Zbl 0451.60057 Moklyachuk, M. P.; Yadrenko, M. I. 3 1979 A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval. Zbl 1243.60034 Banna, O. L.; Mishura, Yu. S. 3 2011 Properties of trajectories of a multifractional Rosenblatt process. Zbl 1248.60045 Shevchenko, Georgiĭ 3 2011 On the distribution of storage processes from the class \(V(\varphi,\psi)\). Zbl 1241.90009 Yamnenko, R. E.; Shramko, O. S. 3 2011 Filtration of linear functionals of periodically correlated sequences. Zbl 1353.60041 Dubovets’ka, I. I.; Moklyachuk, M. P. 3 2013 Limit theorems for the maximal residuals in linear and nonlinear regression models. Zbl 1312.60069 Ivanov, A. V.; Matsak, I. K. 3 2013 Optimal stopping time problem for random walks with polynomial reward functions. Zbl 1300.60058 Mishura, Yu. S.; Tomashyk, V. V. 3 2013 An estimate of the stability for nonhomogeneous Markov chains under classical minorization condition. Zbl 1329.60254 Golomozyĭ, V. V. 3 2014 Distributional hyperspace-convergence of argmin-sets in convex \(M\)-estimation. Zbl 1525.60008 Ferger, Dietmar 1 2023 Random Lipschitz-Killing curvatures: reduction principles, integration by parts and Wiener chaos. Zbl 1495.60043 Vidotto, A. 2 2022 Infinitesimal invariance of completely random measures for 2D Euler equations. Zbl 07618871 Grotto, Francesco; Peccati, Giovanni 2 2022 On local path behavior of surgailis multifractional processes. Zbl 1495.60021 Ayache, A.; Bouly, F. 1 2022 Finite dimensional models for random microstructures. Zbl 1495.60061 Grigoriu, M. 1 2022 On spectral theory of random fields in the ball. Zbl 1515.60157 Leonenko, Nikolai; Malyarenko, Anatoliy; Olenko, Andriy 1 2022 Isotropic random spin weighted functions on \(S^2\) vs isotropic random fields on \(S^3\). Zbl 07618874 Stecconi, Michele 1 2022 Stochastic elliptic operators defined by non-Gaussian random fields with uncertain spectrum. Zbl 1485.60051 Soize, C. 3 2021 Limit theorems for prices of options written on semi-Markov processes. Zbl 1480.91294 Scalas, E.; Toaldo, B. 2 2021 For which functions are \(f(X_t)-\mathbb{E} f(X_t)\) and \(g(X_t)/\mathbb{E} g(X_t)\) martingales? Zbl 1490.60100 Kühn, F.; Schilling, R. L. 2 2021 Fractional stochastic partial differential equation for random tangent fields on the sphere. Zbl 1473.35671 Anh, V. V.; Olenko, A.; Wang, Y. G. 2 2021 Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients. Zbl 1473.60100 Tappe, S. 2 2021 The dual Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations. Zbl 1485.60062 Tappe, S. 1 2021 On the least squares estimator asymptotic normality of the multivariate symmetric textured surface parameters. Zbl 07450429 Ivanov, A. V.; Savych, I. M. 1 2021 Convergence results for the time-changed fractional Ornstein-Uhlenbeck processes. Zbl 1470.60111 Ascione, G.; Mishura, Yu.; Pirozzi, E. 1 2021 Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation. Zbl 1470.60175 Avetisian, D. A.; Ralchenko, K. V. 1 2021 Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise. Zbl 1473.60101 Zili, M.; Zougar, E. 1 2021 Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations. Zbl 1482.60079 Mishura, Yuliya; Veretennikov, Alexander 51 2020 On the distribution of the maximum of the telegraph process. Zbl 1476.60182 Cinque, F.; Orsingher, E. 7 2020 Discriminant analysis in small and large dimensions. Zbl 1446.62136 Bodnar, T.; Mazur, S.; Ngailo, E.; Parolya, N. 6 2020 Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation. Zbl 1454.60100 Zili, M.; Zougar, E. 5 2020 Approximation of the solution to the parabolic equation driven by stochastic measure. Zbl 1465.60060 Manikin, B. I.; Radchenko, V. M. 4 2020 The equation for vibrations of a fixed string driven by a general stochastic measure. Zbl 1508.60064 Bodnarchuk, I. M.; Radchenko, V. M. 3 2020 Bounded in the mean of order \(p\) solutions of a difference equation with a jump of the operator coefficient. Zbl 1458.39016 Gorodnii, M. F.; Gonchar, I. V. 3 2020 The wave equation in the three-dimensional space driven by a general stochastic measure. Zbl 1446.60042 Bodnarchuk, I. M.; Radchenko, V. M. 3 2020 Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors. Zbl 1446.62245 Kharin, Yu. S.; Voloshko, V. A. 3 2020 Exponential ergodicity for diffusions with jumps driven by a Hawkes process. Zbl 1477.60075 Dion, Charlotte; Lemler, Sarah; Löcherbach, Eva 3 2020 On Davie’s uniqueness for some degenerate SDEs. Zbl 1470.60162 Priola, Enrico 3 2020 Estimates of stability of transition probabilities for non-homogeneous Markov chains in the case of the uniform minorization. Zbl 1455.60119 Golomozyĭ, V. V. 2 2020 Testing hypotheses for measures with different masses: four optimization problems. Zbl 1456.62028 Gushchin, A. A.; Leshchenko, S. S. 2 2020 The asymptotic normality for the least squares estimator of parameters in a two dimensional sinusoidal model of observations. Zbl 1446.62354 Ivanov, O. V.; Lymar, O. V. 2 2020 Limit theorems for singular Skorohod integrals. Zbl 1485.60053 Bell, Denis; Bolaños, Raul; Nualart, David 2 2020 A test on mean-variance efficiency of the tangency portfolio in high-dimensional setting. Zbl 1470.91248 Muhinyuza, Stanislas 2 2020 Improved local approximation for multidimensional diffusions: the G-rates. Zbl 1455.60089 Bodnarchuk, S.; Ivanenko, D.; Kohatsu-Higa, A.; Kulik, A. 1 2020 Asymptotic behavior of a solution of the non-autonomous logistic stochastic differential equation. Zbl 1455.60075 Borysenko, O. D.; Borysenko, D. O. 1 2020 Stationary limits of shot noise processes. Zbl 1455.60120 Verovkin, G. K.; Marynych, A. V. 1 2020 Conditions for the sample continuity with probability one for square-Gaussian stochastic processes. Zbl 1455.60059 Kozachenko, Yu. V.; Rozora, I. V. 1 2020 On the asymptotic merging of the set of nodes in stochastic networks. Zbl 1455.60123 Lebedev, E. O.; Livinska, G. V. 1 2020 A limit theorem for extreme values of discrete random variables and its applications. Zbl 1455.60049 Matsak, I. K. 1 2020 Noninformative Bayesian inference for heterogeneity in a generalized marginal random effects meta-analysis. Zbl 1446.62091 Bodnar, O. 1 2020 Editorial. Zbl 07351632 1 2020 On synchronized Fleming-Viot particle systems. Zbl 1467.82047 Cérou, Frédéric; Guyader, Arnaud; Rousset, Mathias 1 2020 Fokker-Planck equation for dissipative 2D Euler equations with cylindrical noise. Zbl 1466.60128 Flandoli, Franco; Grotto, Francesco; Luo, Dejun 1 2020 Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059 Mishura, Yu.; Ralchenko, K.; Shevchenko, G. 11 2019 On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension. Zbl 1447.60037 Bodnar, T.; Mazur, S.; Muhinyuza, S.; Parolya, N. 6 2019 Subordination principles for the multi-dimensional space-time-fractional diffusion-wave equation. Zbl 1461.35007 Luchko, Yu. 6 2019 Transfer principle for \(n\)th order fractional Brownian motion with applications to prediction and equivalence in law. Zbl 1488.60099 Sottinen, T.; Viitasaari, L. 5 2019 On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators. Zbl 1488.60118 Buchak, K. V.; Sakhno, L. M. 4 2019 Limit behavior of the Rosenblatt Ornstein-Uhlenbeck process with respect to the Hurst index. Zbl 1488.60136 Slaoui, M.; Tudor, C. A. 4 2019 Order of approximation in the central limit theorem for associated random variables and a moderate deviation result. Zbl 1481.60059 Sreehari, M. 4 2019 Persistence and extinction in a stochastic nonautonomous logistic model of population dynamics. Zbl 1447.60083 Borysenko, O. D.; Borysenko, D. O. 3 2019 Fractional Stokes-Boussinesq-Langevin equation and Mittag-Leffler correlation decay. Zbl 1488.60076 Anh, V. V.; Leonenko, N. N. 3 2019 Wave equation in the plane driven by a general stochastic measure. Zbl 1447.60089 Bodnarchuk, I. M.; Radchenko, V. M. 3 2019 Wave equation for a homogeneous string with fixed ends driven by a stable random noise. Zbl 1436.60067 Rusanyuk, L. I.; Shevchenko, G. M. 3 2019 On a new Sheffer class of polynomials related to normal product distribution. Zbl 1481.60046 Azmoodeh, E.; Gasbarra, D. 2 2019 Stein-Haff identity for the exponential family. Zbl 1436.62196 Alfelt, G. 1 2019 Asymptotic results for certain weak dependent variables. Zbl 1431.60028 Arab, I.; Oliveira, P. E. 1 2019 Construction of the Karhunen-Loève model for an input Gaussian process in a linear system by using the output process. Zbl 1447.60066 Kozachenko, Yu. V.; Rozora, I. V. 1 2019 Goodness-of-fit test in the Cox proportional hazards model with measurement errors. Zbl 1431.62447 Kukush, A. G.; Chernova, O. O. 1 2019 Ehrenfest-Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion. Zbl 1431.60041 Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N. 1 2019 Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model. Zbl 1435.60028 Lohvinenko, S. S.; Ralchenko, K. 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Zbl 1412.62126 Ivanov, A. V.; Malyar, O. V. 2 2018 Multi-channel queueing networks with interdependent input flows in heavy traffic. Zbl 1409.60133 Lebedev, E. O.; Chechelnitsky, O. A.; Livinska, G. V. 2 2018 The asymptotic behavior of the total number of particles in a critical branching process with immigration. Zbl 1402.60108 Khusanbaev, Ya. M. 2 2018 Mild solution of the parabolic equation driven by a \(\sigma \)-finite stochastic measure. Zbl 1409.60099 Vertsimakha, O. O.; Radchenko, V. M. 1 2018 Consistency of the orthogonal regression estimator in an implicit linear model with errors in variables. Zbl 1412.62093 Dashkov, O. O.; Kukush, A. G. 1 2018 A comparative study for two newly developed estimators for the slope in the functional EIV linear model. Zbl 1415.62048 Al-Sharadqah, A. A. 1 2018 The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions. 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Zbl 1390.60270 Silvestrov, D. S. 1 2017 Log-Gaussian Cox processes in infinite-dimensional spaces. Zbl 1382.60074 Torres, A.; Frías, M. P.; Ruiz-Medina, M. D. 1 2017 On the \(G\)-isomorphism of probability and dimensional theories of representations of real numbers and fractal faithfulness of systems of coverings. Zbl 1414.11096 Garko, I. I.; Nikiforov, R. O.; Torbin, G. M. 1 2017 Distributions of overshoots for almost continuous stochastic processes defined on a Markov chain. Zbl 1371.60065 Gerych, M. S. 1 2017 On a redundant system with renewals. Zbl 1371.60154 Dovgaĭ, B. V.; Matsak, I. K. 1 2017 ...and 261 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 907 Authors 22 Mishura, Yuliya Stepanivna 17 Kozachenko, Yuriĭ Vasyl’ovych 15 Golomoziy, Vitaliy 15 Ivanov, Aleksandr Vladimirovich 15 Radchenko, Vadym Mykolaĭovych 14 Moklyachuk, Mykhaĭlo Pavlovych 12 Matsak, Ivan K. 11 Sakhno, Lyudmyla Mykhaĭlivna 10 Leonenko, Nikolai N. 9 Korolyuk, Volodymyr Semenovych 9 Silvestrov, Dmitrii 8 Girko, Vyacheslav Leonidovich 8 Olenko, Andriy Yakovych 8 Prakasa Rao, B. L. S. 8 Ralchenko, Kostiantyn V. 8 Zeifman, Alexander Izrailevich 7 Imomov, Azam Abdurakhimovich 7 Kukush, Oleksandr Georgiĭovych 7 Mazur, Stepan 6 Anisimov, Vladimir Vladislavovič 6 Huang, Xing 6 Orsingher, Enzo 6 Shevchenko, Georgiy M. 6 Troshki, Viktor B. 6 Tudor, Ciprian A. 5 Ascione, Giacomo 5 Bodnar, Taras 5 Kaleta, Kamil 5 Kartashov, Mykola Valentynovych 5 Korolev, Viktor Yur’evich 5 Kulik, Alexey M. 5 Maĭboroda, Rostyslav Yevgenovych 5 Shklyar, Sergiĭ Volodymyrovych 5 Torbin, Grygoriy Myroslavovych 5 Veretennikov, Alexander Yu. 4 Alodat, Tareq 4 Bock, Wolfgang 4 Christofides, Tasos C. 4 Cinque, Fabrizio 4 Ginovyan, Mamikon S. 4 Kharin, Yuriĭ Sëmenovich 4 Kulinich, Grygoriĭ Logvynovych 4 Kumanogo, Naoto 4 Kushnirenko, Svitlana V. 4 Ma, Chunsheng 4 Pirozzi, Enrica 4 Piterbarg, Vladimir Il’ich 4 Ren, Panpan 4 Samoilenko, Igor V. 4 Schilling, René Leander 4 Schmidli, Hanspeter 4 Skorokhod, Tatjana A. 4 Voloshko, Valeriĭ Anatol’evich 4 Wang, Feng-Yu 4 Wu, Jianglun 4 Yamnenko, Rostyslav E. 4 Zhang, Haisen 4 Zhang, Xu 3 Aissani, Djamil 3 Al-Sharadqah, Ali A. 3 Alfelt, Gustav 3 Anh, Vo V. 3 Bodnarchuk, I. M. 3 Borysenko, Oleksandr Danylovych 3 Dovgyĭ, S. O. 3 Dozzi, Marco E. 3 Formica, Maria Rosaria 3 Grzywny, Tomasz 3 Gut, Allan 3 Huang, Jianfei 3 Ianevych, Tetiana O. 3 Ivanenko, Dmytro O. 3 Ivanoff, B. Gail 3 Knopova, Victoria Pavlovna 3 Lebedev, Eugene O. 3 Luz, Maksym 3 Malyarenko, Anatoliy A. 3 Masyutka, Oleksandr Yu. 3 Meyn, Sean P. 3 Ostrovsky, Eugeny 3 Parolya, Nestor R. 3 Petersson, Mikael 3 Ragulina, Olena 3 Reisinger, Christoph 3 Rozora, Iryna V. 3 Ruiz-Medina, María Dolores 3 Shen, Guangjun 3 Silvestrov, Sergei D. 3 Sirota, Leonid 3 Stefans’ka, N. O. 3 Steinebach, Josef G. 3 Troshki, N. V. 3 Vasylyk, Ol’ga I. 3 Yukich, Joseph Elliott 3 Zili, Mounir 3 Zorine, Andrei V. 3 Zougar, Eya 2 Abola, Benard 2 Akbash, Kateryna 2 Albeverio, Sergio A. ...and 807 more Authors all top 5 Cited in 197 Journals 111 Theory of Probability and Mathematical Statistics 52 Modern Stochastics. 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