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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

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

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. V.
1
2019
Properties and distributions of values of fractal functions related to \(Q_2\)-representations of real numbers. Zbl 1453.28014
Pratsiovytyi, M. V.; Ratushniak, S. P.
1
2019
Approximation of solutions of the wave equation driven by a stochastic measure. Zbl 1431.60063
Radchenko, V. M.; Stefans’ka, N. O.
1
2019
Wavelet analysis of a multifractional process in an arbitrary Wiener chaos. Zbl 1488.60091
Ayache, A.; Esmili, Y.
1
2019
Schrödinger equation with Gaussian potential. Zbl 1488.60084
Hu, Y.
1
2019
Weak convergence of weighted additive functionals of long-range dependent fields. Zbl 1409.60082
Alodat, T.; Olenko, A.
9
2018
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
On extreme values of some regenerative processes. Zbl 1409.60136
Zakusylo, O. K.; Matsak, I. K.
6
2018
Wave equation with a stable noise. Zbl 1402.60079
Pryhara, L. I.; Shevchenko, G. M.
4
2018
Increasing domain asymptotics for the first Minkowski functional of spherical random fields. Zbl 1409.60085
Leonenko, N. N.; Ruiz-Medina, M. D.
3
2018
Spectral expansions of random sections of homogeneous vector bundles. Zbl 1414.83106
Malyarenko, A.
3
2018
Asymptotic expansions for power-exponential moments of hitting times for nonlinearly perturbed semi-Markov processes. Zbl 1409.60108
Silvestrov, D. S.; Silvestrov, S. D.
3
2018
PageRank for networks, graphs, and Markov chains. Zbl 1402.60115
Engström, C.; Silvestrov, S.
3
2018
Fourier series and Fourier-Haar series for stochastic measures. Zbl 1402.60061
Radchenko, V. M.; Stefans’ka, N. O.
3
2018
Consistency of the least squares estimators of parameters in the texture surface sinusoidal model. 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. Zbl 1402.60113
Bouzebda, S.; Limnios, N.
1
2018
The study of basic risk processes by discrete-time non-homogeneous Markov processes. Zbl 1402.60089
D’Amico, G.; Gismondi, F.; Janssen, J.; Manca, R.; Petroni, F.; Di Prignano, E. Volpe
1
2018
Consistent estimation in Cox proportional hazards model with measurement errors and unbounded parameter set. Zbl 1402.62227
Kukush, A. G.; Chernova, O. O.
1
2018
Properties of highly reliable systems with protection in the case of Poisson renewal process. Zbl 1402.60116
Kushnir, O. O.; Kushnir, V. P.
1
2018
Wave equation with a stochastic measure. Zbl 1371.60105
Bodnarchuk, I. M.
10
2017
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
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
Point processes subordinated to compound Poisson processes. Zbl 1371.60087
Kobylych, K. V.; Sakhno, L. M.
3
2017
Fourier transform of general stochastic measures. Zbl 1371.60090
Radchenko, V. M.; Stefans’ka, N. O.
3
2017
Non-central limit theorems and convergence rates. Zbl 1390.60183
Anh, Vo; Olenko, Andriy; Vaskovych, V.
2
2017
Asymptotics for time-changed diffusions. Zbl 1390.60295
Capitanelli, Raffaela; D’Ovidio, Mirko
2
2017
Large deviations of regression parameter estimate in the models with stationary sub-Gaussian noise. Zbl 1390.60109
Ivanov, A. V.
2
2017
Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes. 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
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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.
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Cited in 197 Journals

111 Theory of Probability and Mathematical Statistics
52 Modern Stochastics. Theory and Applications
29 Cybernetics and Systems Analysis
28 Statistics & Probability Letters
24 Stochastic Processes and their Applications
22 Ukrainian Mathematical Journal
19 Journal of Multivariate Analysis
16 Journal of Mathematical Sciences (New York)
15 Communications in Statistics. Theory and Methods
12 Random Operators and Stochastic Equations
11 Journal of Mathematical Analysis and Applications
11 Journal of Theoretical Probability
10 Electronic Journal of Probability
8 Journal of Soviet Mathematics
8 Probability Theory and Related Fields
8 Methodology and Computing in Applied Probability
7 Lithuanian Mathematical Journal
7 Journal of Applied Probability
7 Acta Applicandae Mathematicae
7 The Annals of Applied Probability
6 Journal of Differential Equations
6 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
6 Bernoulli
6 Fractional Calculus & Applied Analysis
5 The Annals of Probability
5 Journal of Statistical Planning and Inference
5 Stochastic Analysis and Applications
5 Statistical Inference for Stochastic Processes
5 Stochastics and Dynamics
5 Stochastics
5 Electronic Journal of Statistics
4 Journal of Statistical Physics
4 Applied Mathematics and Computation
4 Journal of Computational and Applied Mathematics
4 SIAM Journal on Control and Optimization
4 Siberian Mathematical Journal
4 Acta Mathematica Hungarica
4 Monte Carlo Methods and Applications
4 Electronic Communications in Probability
4 Journal of Siberian Federal University. Mathematics & Physics
3 Theory of Probability and its Applications
3 Cybernetics
3 Journal of Time Series Analysis
3 Journal de Mathématiques Pures et Appliquées. Neuvième Série
3 Test
3 Communications in Nonlinear Science and Numerical Simulation
3 Brazilian Journal of Probability and Statistics
3 Discrete and Continuous Dynamical Systems. Series S
3 Journal of Pseudo-Differential Operators and Applications
3 Carpathian Mathematical Publications
3 Cogent Mathematics
2 International Journal of Modern Physics B
2 Bulletin of the Australian Mathematical Society
2 Computers & Mathematics with Applications
2 Journal of Mathematical Physics
2 Mathematical Notes
2 Metrika
2 Nuclear Physics. B
2 Reports on Mathematical Physics
2 The Annals of Statistics
2 Applied Mathematics and Optimization
2 BIT
2 Mathematische Nachrichten
2 Transactions of the American Mathematical Society
2 Insurance Mathematics & Economics
2 Japan Journal of Industrial and Applied Mathematics
2 SIAM Journal on Mathematical Analysis
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Potential Analysis
2 Georgian Mathematical Journal
2 Top
2 Bulletin des Sciences Mathématiques
2 Discrete and Continuous Dynamical Systems
2 Mathematical Problems in Engineering
2 Finance and Stochastics
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Journal of Inequalities and Applications
2 ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik
2 International Journal of Theoretical and Applied Finance
2 International Journal of Applied Mathematics and Computer Science
2 Econometric Theory
2 Nonlinear Analysis. Modelling and Control
2 Differentsial’nye Uravneniya i Protsessy Upravleniya
2 Quantitative Finance
2 Decisions in Economics and Finance
2 Acta Mathematica Scientia. Series B. (English Edition)
2 Advances in Applied Mathematics and Mechanics
2 Probability Surveys
2 International Journal of Stochastic Analysis
2 Japanese Journal of Statistics and Data Science
1 Advances in Applied Probability
1 Communications in Mathematical Physics
1 Computer Methods in Applied Mechanics and Engineering
1 International Journal of Solids and Structures
1 Israel Journal of Mathematics
1 Journal d’Analyse Mathématique
1 Journal of Mathematical Biology
1 Mathematical Methods in the Applied Sciences
1 Nonlinearity
1 Theoretical and Computational Fluid Dynamics
...and 97 more Journals
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Cited in 44 Fields

561 Probability theory and stochastic processes (60-XX)
219 Statistics (62-XX)
68 Partial differential equations (35-XX)
48 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
34 Numerical analysis (65-XX)
33 Operations research, mathematical programming (90-XX)
32 Systems theory; control (93-XX)
23 Linear and multilinear algebra; matrix theory (15-XX)
21 Operator theory (47-XX)
19 Real functions (26-XX)
16 Quantum theory (81-XX)
15 Measure and integration (28-XX)
14 Computer science (68-XX)
13 Ordinary differential equations (34-XX)
12 Number theory (11-XX)
12 Biology and other natural sciences (92-XX)
10 Harmonic analysis on Euclidean spaces (42-XX)
9 Statistical mechanics, structure of matter (82-XX)
8 Functional analysis (46-XX)
8 Information and communication theory, circuits (94-XX)
7 Calculus of variations and optimal control; optimization (49-XX)
7 Mechanics of deformable solids (74-XX)
6 Special functions (33-XX)
6 Dynamical systems and ergodic theory (37-XX)
6 Difference and functional equations (39-XX)
6 Fluid mechanics (76-XX)
5 History and biography (01-XX)
5 Combinatorics (05-XX)
5 Approximations and expansions (41-XX)
4 Integral transforms, operational calculus (44-XX)
4 Global analysis, analysis on manifolds (58-XX)
3 Potential theory (31-XX)
3 Integral equations (45-XX)
2 Sequences, series, summability (40-XX)
2 Geophysics (86-XX)
1 General and overarching topics; collections (00-XX)
1 Group theory and generalizations (20-XX)
1 Functions of a complex variable (30-XX)
1 Abstract harmonic analysis (43-XX)
1 Convex and discrete geometry (52-XX)
1 Algebraic topology (55-XX)
1 Mechanics of particles and systems (70-XX)
1 Relativity and gravitational theory (83-XX)
1 Mathematics education (97-XX)

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