×

Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka

Short Title: Teor. Ĭmovirn. Mat. Stat.
Publisher: Taras Shevchenko National University of Kiev (Kyïvs’kyĭ Universytet Im. Tarasa Shevchenka), Faculty of Mechanics and Mathematics, Department of Probability Theory, Statistics and Actuarial Mathematics, Kiev
ISSN: 0868-6904
Online: http://probability.univ.kiev.ua/tims/index.php
Translation: Theory of Probability and Mathematical Statistics
Predecessor: Teoriya Veroyatnosteĭ i Matematicheskaya Statistika
Comments: Journal; No longer indexed; From Vol. 83 (2010) - Vol. 101 (2019) translated in: Theory Probab. Math. Stat. As of Vol. 102 (2020) published as: Theory Probab. Math. Stat.
Documents Indexed: 552 Publications (1994–2010)
all top 5

Authors

31 Kozachenko, Yuriĭ Vasyl’ovych
30 Mishura, Yuliya Stepanivna
21 Maĭboroda, Rostyslav Yevgenovych
18 Buldygin, Valeriĭ Volodymyrovych
18 Matsak, Ivan K.
13 Kartashov, Mykola Valentynovych
11 Klesov, Oleg I.
11 Korolyuk, Volodymyr Semenovych
11 Shevchenko, Georgiy M.
10 Sugakova, Olena Volodymyrivna
9 Yurachkivsky, Andriĭ P.
8 Bondarev, Borys Volodymyrovych
8 Gusak, Dmytro V.
8 Koval’, Valerij O.
8 Kukush, Oleksandr Georgiĭovych
8 Pratsiovytyi, Mykola
8 Yadrenko, Mykhaĭlo Ĭosypovych
7 Limnios, Nikolaos
7 Radchenko, Vadym Mykolaĭovych
7 Steinebach, Josef G.
6 Ivanov, Aleksandr Vladimirovich
6 Kushnir, O. O.
6 Leonenko, Nikolai N.
6 Moklyachuk, Mykhaĭlo Pavlovych
6 Silvestrov, Dmitrii
5 Anisimov, Vladimir Vladislavovič
5 Kovalenko, Igor Mykolaĭovych
5 Kulinich, Grygoriĭ Logvynovych
5 Kurchenko, Oleksandr O.
5 Melnikov, Aleksander Viktorovich
5 Olenko, Andriy Yakovych
5 Pashko, A. O.
5 Petunin, Yuriĭ Ivanovich
5 Pogány, Tibor K.
5 Swishchuk, Anatoliy
5 Voina, O. A.
5 Zakusylo, Oleg K.
5 Zinchenko, Nadiya M.
4 Aissani, Djamil
4 Iksanov, Aleksander M.
4 Khusanbaev, Ya. M.
4 Masol, Viktoriya V.
4 Orsingher, Enzo
4 Posashkov, Sergij V.
4 Prakasa Rao, B. L. S.
4 Skorokhod, Anatoliĭ Volodymyrovych
4 Torbin, Grygoriy Myroslavovych
3 Degtyar, S. V.
3 Ezhov, Igor’ Ivanovich
3 Giuliano Antonini, Rita
3 Goncharenko, Ya. V.
3 Il’chenko, Svitlana A.
3 Il’jenko, A. B.
3 Kadankova, Tat’yana V.
3 Krasnitskiĭ, Sergeĭ M.
3 Leonenko, M. M.
3 Lin’kov, Yu. M.
3 Masol, Volodymyr I.
3 Melnik, Sergei A.
3 Ponomarenko, A. I.
3 Ponomarenko, O. Ī.
3 Portenko, Mykola Ivanovych
3 Ryzhov, A. Yu.
3 Samoilenko, Igor V.
3 Semenovs’ka, Nataliya V.
3 Sharakhmetov, Shaturgun
3 Yeleyko, Yaroslav I.
3 Zolota, Aelita V.
2 Ahn, V. V.
2 Albrecher, Hansjörg
2 Androshchuk, Taras O.
2 Angulo, José Miguel
2 Anh, Vo V.
2 Baev, Artem V.
2 Bardadym, T. O.
2 Belyaev, Yuriĭ Konstantinovich
2 Bratijchuk, M. S.
2 Carkovs, Jevgenijs
2 Conti, Pier Luigi
2 Derieva, O. M.
2 Endzhyrgli, M. V.
2 Filonov, Yu. P.
2 Girko, Vyacheslav Leonidovich
2 Indlekofer, Karl-Heinz
2 Ivanenko, Dmytro O.
2 Ivan’ko, Yu. O.
2 Kadankov, Viktor F.
2 Kaminskii, A. B.
2 Kane, Selly
2 Klykavka, B. M.
2 Krvavych, Yurij V.
2 Kubajchuk, O. O.
2 Kulik, Alexey M.
2 Kushnirenko, Svitlana V.
2 Lavrent’yev, O. S.
2 Lebedev, Eugene O.
2 Ling, Chengxiu
2 Lodatko, N.
2 Lysak, Nataliya P.
2 Makhno, Sergeĭ Yakovlevich
...and 274 more Authors

Publications by Year

Citations contained in zbMATH Open

186 Publications have been cited 597 times in 511 Documents Cited by Year
A survey of recursive trees. Zbl 0933.05038
Smythe, Robert T.; Mahmoud, Hosam M.
55
1994
Normal modified stable processes. Zbl 1026.60058
Barndorff-Nielsen, Ole E.; Shephard, Neil
30
2001
Estimation for the discretely observed telegraph process. Zbl 1242.62091
Iacus, S. M.; Yoshida, N.
15
2008
Catalytic branching random walk and queuing systems with random number of independent servers. Zbl 1097.60068
Vatutin, V. A.; Topchij, V. A.; Yarovaya, E. B.
14
2003
Asymptotic analysis of a measure of variation. Zbl 1150.62363
Albrecher, H.; Teugels, J. L.
12
2006
Limiting behaviour of moving average processes under negative association assumption. Zbl 1199.60074
Chen, P.; Hu, T.-C.; Volodin, A.
12
2007
Boundedness, limits, and stability of solutions of a perturbation of a nonhomogeneous renewal equation on a semiaxis. Zbl 1224.60190
Kartashov, M. V.
11
2009
Approximation of fractional Brownian motion by Wiener integrals. Zbl 1224.60079
Mishura, Yu. S.; Banna, O. L.
8
2008
Exponential asymptotic for a perturbed renewal equation. Zbl 0946.60080
Silvestrov, D. S.
8
1995
On some features of asymptotically quasi-inverse functions and their applications. I. Zbl 1103.26001
Buldygin, V. V.; Klesov, O. I.; Steinebach, J.
8
2005
Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance. Zbl 0998.60059
Svishchuk, A. V.; Kazmerchuk, Yu. I.
8
2001
Malliavin calculus for Lévy processes with arbitrary Lévy measures. Zbl 1123.60040
Kulik, A. M.
8
2005
Strong stability in retrial queues. Zbl 1050.60073
Berdjoudj, Louisa; Aissani, Djamil
8
2003
Necessary and sufficient condition for the Lamperti invariance principle. Zbl 1050.60040
Račkauskas, Alfredas; Suquet, Charles
8
2003
Conditions for the existence and smoothness of the distribution density of the Ornstein-Uhlenbeck process with Lévy noise. Zbl 1224.60213
Bodnarchuk, S. V.; Kulyk, O. M.
7
2008
A subgeometric estimate of the stability for time-homogeneous Markov chains. Zbl 1224.60030
Golomozyj, V. V.
7
2009
The upper bound for the number of complete mappings. Zbl 0945.60005
Cooper, K.; Kovalenko, I. M.
7
1995
Diffusion approximation of evolutionary systems with equilibrium in asymptotic split phase space. Zbl 1075.60099
Korolyuk, Vladimir S.; Limnios, Nicolaos
7
2005
The stochastic stability of interest rates with jump changes. Zbl 0990.60059
Svishchuk, A. V.; Kalemanova, A. V.
7
2000
Spectral theory of renormalized fractional random fields. Zbl 1029.60040
Anh, V. V.; Leonenko, N. N.
7
2002
Representations for the rate of convergence of birth-death processes. Zbl 1026.60100
van Doorn, Erik A.
7
2001
Path properties of multifractal Brownian motion. Zbl 1224.60080
Ral’chenko, K. V.; Shevchenko, G. M.
6
2009
Abelian and Tauberian theorems for random fields on two-point homogeneous spaces. Zbl 1097.60035
Malyarenko, A. A.
6
2004
Measurement and performance of the strong stability method. Zbl 1125.60094
Bouallouche, Louiza; Aissani, Djamil
6
2005
Threshold structure of optimal stopping strategies for American type option. II. Zbl 1102.91048
Jönsson, H.; Kukush, A. G.; Silvestrov, D. S.
6
2005
Properties of maximum likelihood estimates in diffusion and fractional Brownian models. Zbl 1051.62067
Rudomino-Dusyatska, N.
6
2003
Approximation of a stochastic integral with respect to fractional Brownian motion by integrals with respect to absolutely continuous processes. Zbl 1118.60049
Androshchuk, T. O.
5
2005
Estimation of mean positions and concentrations from observations of a two-component mixture of symmetric distributions. Zbl 1223.62021
Maiboroda, R.
5
2008
Consistency of the least squares estimator of the amplitudes and angular frequencies of a sum of harmonic oscillations in models with long-range dependence. Zbl 1223.62145
Ivanov, A. V.
5
2009
On exponential bounds for mixing and the rate of convergence for Student processes. Zbl 1224.60127
Abourashchi, N.; Veretennikov, A. Yu.
5
2009
Sufficient conditions for the characteristic function of a two-dimensional isotropic distribution. Zbl 0941.60034
Pasenchenko, O. Yu.
5
1995
Some remarks on the testing of smooth changes in the linear drift of a stochastic process. Zbl 0980.62076
Steinebach, Josef
5
2000
Motions with finite velocity analyzed with order statistics and differential equations. Zbl 1097.60088
De Gregorio, A.; Orsinger, E.; Sakhno, L.
5
2004
Evaluation of bias in higher-order spectral estimation. Zbl 1224.62077
Ahn, V. V.; Leonenko, N. N.; Sakhno, L. M.
4
2009
Comparing the efficiency of structural and functional methods in measurement error models. Zbl 1222.62086
Schneeweiss, H.; Kukush, A.
4
2009
On the central limit theorem for aperiodic dynamical systems and application. Zbl 0938.37007
De la Rue, T.; Ladouceur, S.; Peskir, G.; Weber, M.
4
1997
Extrapolation of time-homogeneous random fields that are isotropic on a sphere. II. Zbl 0951.60056
Moklyachuk, M. P.
4
1995
On asymptotic normality of estimators of unit impulse responses of linear systems. II. Zbl 0927.62097
Buldygin, V. V.; Fu, Li
4
1996
Wavelet estimates of density by observations from mixtures. Zbl 1071.62033
Pokhyl’ko, D.
4
2005
Black-Scholes formula for a market in a random environment. Zbl 0989.60056
Griego, R. J.; Svishchuk, A. V.
4
2000
On a deductive logic-based spatiotemporal random field theory. Zbl 1027.60026
Christakos, G.
4
2002
A location invariant moment-type estimator. II. Zbl 1193.62053
Ling, Cheng-Xiu; Peng, Zuoxiang; Nadarajah, Saralees
4
2007
Threshold structure of optimal stopping strategies for American type option. I. Zbl 1101.91040
Jönsson, H.; Kukush, A. G.; Silvestrov, D. S.
4
2004
Minimum \(L_1\)-norm estimation for fractional Ornstein-Uhlenbeck type processes. Zbl 1097.62075
Prakasa Rao, B. L. S.
4
2004
Stochastic fractional order differential models on fractals. Zbl 1050.60047
Ruiz-Medina, M. E.; Angulo, J. M.; Ahn, V. V.
4
2002
Wavelet orthogonal approximation of fractional generalized random fields on bounded domains. Zbl 1118.60043
Angulo, J. M.; Ruiz-Medina, M. D.; Anh, V. V.
3
2005
Lundberg approximation for the risk function in an almost homogeneous environment. Zbl 1116.60039
Kartashov, M. V.; Stroev, O. M.
3
2005
Interpolation of multidimensional stationary sequences. Zbl 1117.62103
Moklyachuk, M. P.; Masyutka, O. Yu.
3
2005
Tauberian theorems for random fields with an OR spectrum. I. Zbl 1115.60056
Olenko, A. Ya.
3
2005
A Tauberian theorem for the fields with \(OR\) spectrum. II. Zbl 1150.60027
Olenko, A. Ya.
3
2006
Inhomogeneous perturbations of a renewal equation and the Cramér-Lundberg theorem for a risk process with variable premium rates. Zbl 1224.91065
Kartashov, M. V.
3
2008
Approximation of \(\text{SSub}_{\varphi}(\Omega)\) stochastic processes in the space \(L_p(\mathbb T)\). Zbl 1224.60067
Kozachenko, Yu. V.; Kamenshchikova, O. E.
3
2008
Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1224.91194
Mishura, Yu. S.; Posashkova, S. V.; Shevchenko, G. M.
3
2008
The convergence of Galton-Watson branching processes with immigration to a diffusion process. Zbl 1224.60218
Khusanbaev, Ya. M.
3
2008
Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I. Zbl 1224.60061
Mishura, Yu. S.; Shevchenko, G. M.; Yukhnovs’kyj, Yu. V.
3
2009
The calculation and estimation of the exponential ergodicity exponent for general Markov processes and chains with recurrent kernels. Zbl 0945.60061
Kartashov, M. V.
3
1996
On a class of perturbed generators of stable processes. Zbl 0943.60067
Löbus, J.-U.; Portenko, M. I.
3
1995
On the rate of convergence of series of random variables. Zbl 0941.60043
Num, E.; Rosalskyj, A.
3
1995
Diffusion approximation for integral functionals in the double merging and averaging scheme. Zbl 0955.60041
Korolyuk, V. S.; Limnios, N.
3
1999
Strong consistency of the maximum spacing estimate. Zbl 0921.62025
Ekström, Magnus
3
1996
Random fields evolution: Nonanticipating integration and differentiation. Zbl 1027.60045
Di Nunno, G.
3
2002
A location invariant moment-type estimator. I. Zbl 1193.62052
Ling, Cheng-Xiu; Peng, Zuoxiang; Nadarajah, Saralees
3
2007
Justification of the Fourier method for hyperbolic equations with random initial conditions. Zbl 1106.35152
Kozachenko, Yu. V.; Slyvka, G. I.
3
2004
A criterion for testing hypotheses about the covariance function of a Gaussian stationary process. Zbl 1097.62077
Kozachenko, Yu. V.; Fedoryanych, T. V.
3
2004
Asymptotic normality of improved weighted empirical distribution functions. Zbl 1097.62042
Maiboroda, R.; Kubajchuk, O.
3
2004
Accuracy and reliability of models of stochastic processes of the space \(\text{Sub}_{\varphi}(\Omega)\). Zbl 1100.60016
Kozachenko, Yu. V.; Rozora, I. V.
3
2004
Strong stability in a G/M/1 queueing system. Zbl 1097.60076
Benaouicha, Mustapha; Aissani, Djamil
3
2004
Mixed empirical stochastic point processes in compact metric spaces. II. Zbl 1164.60350
Petunin, Yu. I.; Semeiko, M. G.
3
2006
Multidimensional weakly stationary random functions on semigroups. Zbl 1118.60026
Ponomarenko, O. I.; Perun, Yu. D.
2
2005
On the ruin probability of insurance company functioning on the \((B,S)\)-market. Zbl 1150.91421
Baev, A. V.; Bondarev, B. V.
2
2006
Multidimensional additive stationary random functions on the convex structures. Zbl 1150.60015
Ponomarenko, O. I.; Perun, Yu. D.
2
2006
Fractal properties of some Bernoulli convolutions. Zbl 1224.60082
Goncharenko, Ya. V.; Prats’ovytyj, M. V.; Torbin, G. M.
2
2008
Convergence of option rewards for Markov type price processes modulated by stochastic indices. I. Zbl 1224.91199
Silvestrov, D. S.; Jönsson, H.; Stenberg, F.
2
2008
Inequalities for the distributions of functionals of sub-Gaussian vectors. Zbl 1224.60112
Buldygin, V. V.; Pechuk, E. D.
2
2009
Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure. Zbl 1224.60156
Zubchenko, V. P.; Mishura, Yu. S.
2
2009
The heat equation with random initial conditions from Orlicz spaces. Zbl 1224.60113
Kozachenko, Yu. V.; Veresh, K. I.
2
2009
Convergence of option rewards for Markov type price processes modulated by stochastic indices. II. Zbl 1224.91200
Silvestrov, D. S.; Jönsson, H.; Stenberg, F.
2
2009
Asymptotic behavior of the distribution of the maximum of a Chentsov field on polygonal lines. Zbl 1224.60075
Kruglova, N. V.
2
2009
A limit theorem for random fields with a singularity in the spectrum. Zbl 1224.60115
Olenko, A. Ya.; Klykavka, B. M.
2
2009
Second-order random linear functionals. I. Zbl 0943.60005
Ponomarenko, A. I.
2
1996
Strong law of large numbers on partially ordered sets. Zbl 0943.60025
Klesov, O. I.; Rychlik, Z.
2
1998
Envelop moments conditions and Donsker classes. Zbl 0941.60059
Dudley, R. M.; Kolchinskyj, V. I.
2
1994
On the explosiveness of nonhomogeneous age-dependent branching processes. Zbl 0948.60077
Vatutin, V. A.
2
1995
Limit theorems of large deviations for the logarithm of the likelihood ratio. Zbl 0941.60053
Lin’kov, Yu. M.; Medvedeva, M. I.
2
1995
On ruin probability for a risk process with bounded reserves. Zbl 0955.60072
Kartashov, N. V.
2
1999
On product of random measure and real measure. Zbl 1074.60060
Radchenko, V. M.
2
2005
Diffusion approximation of integral functionals in merging and averaging scheme. Zbl 0958.60038
Korolyuk, V. S.; Limnios, N.
2
1998
Renormalization and homogenization of solutions of the inhomogeneous heat equation with a linear potential and of the related Burgers equation with random data. Zbl 1004.60017
Leonenko, N. N.; Mel’nikova, O. O.
2
2000
The perturbed renewal equation and diffusion type approximation for risk processes. Zbl 1004.60086
Silvestrov, D. S.
2
2000
Exponential approximation of distributions. Zbl 1029.60020
Roussas, G. G.; Bhattacharya, D.
2
2002
Higher order statistics and multivariate vector Hermite polynomials for nonlinear analysis of multidimensional time series. Zbl 1026.62090
Terdik, Gy.
2
2002
On the asymptotic behavior of solutions of a certain class of one-dimensional Itô stochastic differential equations. Zbl 0923.60072
Kulinich, G. L.; Kas’kun, E. P.
2
1997
On the distribution of the position of a randomly accelerated particle. Zbl 0923.60059
Conti, Pier Luigi; Orsingher, Enzo
2
1997
A limit theorem for stochastic equations with the local time. Zbl 0998.60058
Makhno, S. Ya.
2
2001
An explicit formula for the solution of certain optimal control problems on domains with corners. Zbl 0990.60043
Dupuis, P.; Ramanan, K.
2
2000
The Skorokhod representation and strong invariance principle. Zbl 0990.60029
Zinchenko, N. M.
2
2000
Stochastic processes of the classes \(V(\varphi,\psi)\). Zbl 0990.60036
Kozachenko, Yu. V.; Vasylyk, O. I.
2
2000
Strong stability in a Jackson queueing network. Zbl 1199.60321
Lekadir, O.; Aissani, D.
2
2007
An exact solution of the risk equation with a step current reserve function. Zbl 1098.62137
Kerekesha, D. P.
2
2004
A precise upper bound for the error of interpolation of stochastic processes. Zbl 1097.60023
Olenko, A. Ya.; Pogány, T. K.
2
2004
Boundedness, limits, and stability of solutions of a perturbation of a nonhomogeneous renewal equation on a semiaxis. Zbl 1224.60190
Kartashov, M. V.
11
2009
A subgeometric estimate of the stability for time-homogeneous Markov chains. Zbl 1224.60030
Golomozyj, V. V.
7
2009
Path properties of multifractal Brownian motion. Zbl 1224.60080
Ral’chenko, K. V.; Shevchenko, G. M.
6
2009
Consistency of the least squares estimator of the amplitudes and angular frequencies of a sum of harmonic oscillations in models with long-range dependence. Zbl 1223.62145
Ivanov, A. V.
5
2009
On exponential bounds for mixing and the rate of convergence for Student processes. Zbl 1224.60127
Abourashchi, N.; Veretennikov, A. Yu.
5
2009
Evaluation of bias in higher-order spectral estimation. Zbl 1224.62077
Ahn, V. V.; Leonenko, N. N.; Sakhno, L. M.
4
2009
Comparing the efficiency of structural and functional methods in measurement error models. Zbl 1222.62086
Schneeweiss, H.; Kukush, A.
4
2009
Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I. Zbl 1224.60061
Mishura, Yu. S.; Shevchenko, G. M.; Yukhnovs’kyj, Yu. V.
3
2009
Inequalities for the distributions of functionals of sub-Gaussian vectors. Zbl 1224.60112
Buldygin, V. V.; Pechuk, E. D.
2
2009
Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure. Zbl 1224.60156
Zubchenko, V. P.; Mishura, Yu. S.
2
2009
The heat equation with random initial conditions from Orlicz spaces. Zbl 1224.60113
Kozachenko, Yu. V.; Veresh, K. I.
2
2009
Convergence of option rewards for Markov type price processes modulated by stochastic indices. II. Zbl 1224.91200
Silvestrov, D. S.; Jönsson, H.; Stenberg, F.
2
2009
Asymptotic behavior of the distribution of the maximum of a Chentsov field on polygonal lines. Zbl 1224.60075
Kruglova, N. V.
2
2009
A limit theorem for random fields with a singularity in the spectrum. Zbl 1224.60115
Olenko, A. Ya.; Klykavka, B. M.
2
2009
An estimator of the location parameter obtained from observations with admixtures. Zbl 1223.62025
Sugakova, O.
1
2009
A generalization of Karamata’s theorem on the asymptotic behavior of integrals. Zbl 1224.26007
Buldygin, V. V.; Pavlenkov, V. V.
1
2009
Convergence with respect to the parameter of a series and the differentiability of barrier option prices with respect to the barrier. Zbl 1224.91158
Kulik, O. M.; Mishura, Yu. S.; Solovejko, O. M.
1
2009
Estimation for the discretely observed telegraph process. Zbl 1242.62091
Iacus, S. M.; Yoshida, N.
15
2008
Approximation of fractional Brownian motion by Wiener integrals. Zbl 1224.60079
Mishura, Yu. S.; Banna, O. L.
8
2008
Conditions for the existence and smoothness of the distribution density of the Ornstein-Uhlenbeck process with Lévy noise. Zbl 1224.60213
Bodnarchuk, S. V.; Kulyk, O. M.
7
2008
Estimation of mean positions and concentrations from observations of a two-component mixture of symmetric distributions. Zbl 1223.62021
Maiboroda, R.
5
2008
Inhomogeneous perturbations of a renewal equation and the Cramér-Lundberg theorem for a risk process with variable premium rates. Zbl 1224.91065
Kartashov, M. V.
3
2008
Approximation of \(\text{SSub}_{\varphi}(\Omega)\) stochastic processes in the space \(L_p(\mathbb T)\). Zbl 1224.60067
Kozachenko, Yu. V.; Kamenshchikova, O. E.
3
2008
Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1224.91194
Mishura, Yu. S.; Posashkova, S. V.; Shevchenko, G. M.
3
2008
The convergence of Galton-Watson branching processes with immigration to a diffusion process. Zbl 1224.60218
Khusanbaev, Ya. M.
3
2008
Fractal properties of some Bernoulli convolutions. Zbl 1224.60082
Goncharenko, Ya. V.; Prats’ovytyj, M. V.; Torbin, G. M.
2
2008
Convergence of option rewards for Markov type price processes modulated by stochastic indices. I. Zbl 1224.91199
Silvestrov, D. S.; Jönsson, H.; Stenberg, F.
2
2008
Difference approximation of the local times of multidimensional diffusions. Zbl 1224.60197
Kulik, Aleksey M.
1
2008
An optimal joint estimator for regression and dispersion parameters in errors-in-variables nonlinear models. Zbl 1223.62111
Malenko, A. L.; Kukush, O. G.
1
2008
Asymptotic properties of an estimator for the drift coefficient of a stochastic differential equation with fractional Brownian motion. Zbl 1224.60139
Kasyts’ka, E. I.; Knopov, P. S.
1
2008
Limiting behaviour of moving average processes under negative association assumption. Zbl 1199.60074
Chen, P.; Hu, T.-C.; Volodin, A.
12
2007
A location invariant moment-type estimator. II. Zbl 1193.62053
Ling, Cheng-Xiu; Peng, Zuoxiang; Nadarajah, Saralees
4
2007
A location invariant moment-type estimator. I. Zbl 1193.62052
Ling, Cheng-Xiu; Peng, Zuoxiang; Nadarajah, Saralees
3
2007
Strong stability in a Jackson queueing network. Zbl 1199.60321
Lekadir, O.; Aissani, D.
2
2007
Ruin probability for an insurer investing in several risky assets. Zbl 1199.62034
Bratyk, M. V.
1
2007
Sufficient conditions for the convergence of local-time type functionals of Markov approximations. Zbl 1199.60287
Kartashov, Yu. M.
1
2007
An estimate for the ruin probability in a model with variable premiums and with investments in a bond and several stocks. Zbl 1194.91090
Androshchuk, M. O.
1
2007
Markov renewal limit theorems. Zbl 1199.60318
Degtyar’, S. V.
1
2007
On the asymptotic degeneration of systems of linear inhomogeneous stochastic differential equations. Zbl 1199.60213
Il’chenko, Oleksander
1
2007
Overshoot functionals for almost semicontinuous processes defined on a Markov chain. Zbl 1199.60163
Karnaukh, E. V.
1
2007
Random motions in inhomogeneous media. Zbl 1199.60349
Orsingher, E.; Ratanov, N. E.
1
2007
Asymptotic analysis of a measure of variation. Zbl 1150.62363
Albrecher, H.; Teugels, J. L.
12
2006
A Tauberian theorem for the fields with \(OR\) spectrum. II. Zbl 1150.60027
Olenko, A. Ya.
3
2006
Mixed empirical stochastic point processes in compact metric spaces. II. Zbl 1164.60350
Petunin, Yu. I.; Semeiko, M. G.
3
2006
On the ruin probability of insurance company functioning on the \((B,S)\)-market. Zbl 1150.91421
Baev, A. V.; Bondarev, B. V.
2
2006
Multidimensional additive stationary random functions on the convex structures. Zbl 1150.60015
Ponomarenko, O. I.; Perun, Yu. D.
2
2006
Stability of transient quasi-homogeneous Markov semigroups and estimate of ruin probability. Zbl 1164.60405
Kartashov, M. V.
2
2006
On the problem of filtration of vector stationary sequences. Zbl 1164.60358
Moklyachuk, M. P.; Masyutka, O. Yu.
2
2006
On the generalized differentiability on the initial data of the flow generated by stochastic equation with reflection. Zbl 1164.60385
Pylypenko, A. Yu.
2
2006
Depending on parameter integrals with respect to random measures. Zbl 1164.60371
Radchenko, V. M.
2
2006
On the supremum of martingale connected with branching random walk. Zbl 1150.60429
Iksanov, O.; Negadajlov, P.
1
2006
Mixed empirical random point processes in compact metric spaces. I. Zbl 1150.60381
Petunin, Yu. I.; Semejko, M. G.
1
2006
Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations containing fractional Brownian motion with Hurst index \(H<1/2\). I. Zbl 1164.60378
Kozachenko, Yu. V.; Mishura, Yu. S.
1
2006
On some features of asymptotically quasi-inverse functions and their applications. I. Zbl 1103.26001
Buldygin, V. V.; Klesov, O. I.; Steinebach, J.
8
2005
Malliavin calculus for Lévy processes with arbitrary Lévy measures. Zbl 1123.60040
Kulik, A. M.
8
2005
Diffusion approximation of evolutionary systems with equilibrium in asymptotic split phase space. Zbl 1075.60099
Korolyuk, Vladimir S.; Limnios, Nicolaos
7
2005
Measurement and performance of the strong stability method. Zbl 1125.60094
Bouallouche, Louiza; Aissani, Djamil
6
2005
Threshold structure of optimal stopping strategies for American type option. II. Zbl 1102.91048
Jönsson, H.; Kukush, A. G.; Silvestrov, D. S.
6
2005
Approximation of a stochastic integral with respect to fractional Brownian motion by integrals with respect to absolutely continuous processes. Zbl 1118.60049
Androshchuk, T. O.
5
2005
Wavelet estimates of density by observations from mixtures. Zbl 1071.62033
Pokhyl&rsquo;ko, D.
4
2005
Wavelet orthogonal approximation of fractional generalized random fields on bounded domains. Zbl 1118.60043
Angulo, J. M.; Ruiz-Medina, M. D.; Anh, V. V.
3
2005
Lundberg approximation for the risk function in an almost homogeneous environment. Zbl 1116.60039
Kartashov, M. V.; Stroev, O. M.
3
2005
Interpolation of multidimensional stationary sequences. Zbl 1117.62103
Moklyachuk, M. P.; Masyutka, O. Yu.
3
2005
Tauberian theorems for random fields with an OR spectrum. I. Zbl 1115.60056
Olenko, A. Ya.
3
2005
Multidimensional weakly stationary random functions on semigroups. Zbl 1118.60026
Ponomarenko, O. I.; Perun, Yu. D.
2
2005
On product of random measure and real measure. Zbl 1074.60060
Radchenko, V. M.
2
2005
PRV property of functions and asymptotic behaviour of solutions to stochastic differential equations. Zbl 1123.60044
Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G.
2
2005
The ergodicity and stability of quasi-homogeneous Markov semigroups of operators. Zbl 1124.60060
Kartashov, M. V.
2
2005
Laws of iterated logarithm for stochastic integrals of generalized sub-Gaussian processes. Zbl 1120.60023
Castellucci, A.; Antonini, R. Giuliano
1
2005
Random attractor for the reaction-diffusion equation perturbed by a stochastic càdlàg process. Zbl 1114.37028
Kapustyan, O. V.; Valero, J.; Pereguda, O. V.
1
2005
On joint distribution of supremum, infimum and values of semi-continuous process with independent increments. Zbl 1075.60093
Kadankova, T. V.
1
2005
Improved estimates for moments by observations from mixtures. Zbl 1070.62017
Majboroda, R.; Kubajchuk, O.
1
2005
An estimate of the mean square error of interpolation of stochastic processes. Zbl 1124.60035
Olenko, A. Ya.
1
2005
Euler approximations of anticipating quasilinear stochastic differential equations. Zbl 1124.60054
Shevchenko, Georgij
1
2005
Abelian and Tauberian theorems for random fields on two-point homogeneous spaces. Zbl 1097.60035
Malyarenko, A. A.
6
2004
Motions with finite velocity analyzed with order statistics and differential equations. Zbl 1097.60088
De Gregorio, A.; Orsinger, E.; Sakhno, L.
5
2004
Threshold structure of optimal stopping strategies for American type option. I. Zbl 1101.91040
Jönsson, H.; Kukush, A. G.; Silvestrov, D. S.
4
2004
Minimum \(L_1\)-norm estimation for fractional Ornstein-Uhlenbeck type processes. Zbl 1097.62075
Prakasa Rao, B. L. S.
4
2004
Justification of the Fourier method for hyperbolic equations with random initial conditions. Zbl 1106.35152
Kozachenko, Yu. V.; Slyvka, G. I.
3
2004
A criterion for testing hypotheses about the covariance function of a Gaussian stationary process. Zbl 1097.62077
Kozachenko, Yu. V.; Fedoryanych, T. V.
3
2004
Asymptotic normality of improved weighted empirical distribution functions. Zbl 1097.62042
Maiboroda, R.; Kubajchuk, O.
3
2004
Accuracy and reliability of models of stochastic processes of the space \(\text{Sub}_{\varphi}(\Omega)\). Zbl 1100.60016
Kozachenko, Yu. V.; Rozora, I. V.
3
2004
Strong stability in a G/M/1 queueing system. Zbl 1097.60076
Benaouicha, Mustapha; Aissani, Djamil
3
2004
An exact solution of the risk equation with a step current reserve function. Zbl 1098.62137
Kerekesha, D. P.
2
2004
A precise upper bound for the error of interpolation of stochastic processes. Zbl 1097.60023
Olenko, A. Ya.; Pogány, T. K.
2
2004
Estimates of distributions of components in a mixture from censoring data. Zbl 1098.62126
Ryzhov, A. Yu.
1
2004
The local asymptotic normality of a family of measures generated by solutions of stochastic differential equations with a small fractional Brownian motion. Zbl 1097.60045
Androshchuk, T.
1
2004
An estimate for the loss probability in a queueing system of the \(\text{MAP/G}/m/0\) type in the case of light traffic. Zbl 1097.60075
Baum, D.; Kovalenko, I. M.
1
2004
An application of the correlation structure of a Markov chain for the estimation of shift parameters in queueing systems. Zbl 1101.62069
Voĭna, O. A.; Chaplya, E.
1
2004
Catalytic branching random walk and queuing systems with random number of independent servers. Zbl 1097.60068
Vatutin, V. A.; Topchij, V. A.; Yarovaya, E. B.
14
2003
Strong stability in retrial queues. Zbl 1050.60073
Berdjoudj, Louisa; Aissani, Djamil
8
2003
Necessary and sufficient condition for the Lamperti invariance principle. Zbl 1050.60040
Račkauskas, Alfredas; Suquet, Charles
8
2003
Properties of maximum likelihood estimates in diffusion and fractional Brownian models. Zbl 1051.62067
Rudomino-Dusyatska, N.
6
2003
One limit theorem for stochastic networks and its applications. Zbl 1050.60087
Lebedev, E. O.
2
2003
Ergodicity and stability of non-stationary queueing system. Zbl 1050.60075
Andreev, D. B.; Elesin, M. A.; Krylov, E. A.; Kuznetsov, A. V.; Zeifman, A. I.
1
2003
Two-boundary problems for random walk with geometrically distributed negative jumps. Zbl 1050.60049
Kadankova, T. V.
1
2003
Spectral theory of renormalized fractional random fields. Zbl 1029.60040
Anh, V. V.; Leonenko, N. N.
7
2002
On a deductive logic-based spatiotemporal random field theory. Zbl 1027.60026
Christakos, G.
4
2002
Stochastic fractional order differential models on fractals. Zbl 1050.60047
Ruiz-Medina, M. E.; Angulo, J. M.; Ahn, V. V.
4
2002
Random fields evolution: Nonanticipating integration and differentiation. Zbl 1027.60045
Di Nunno, G.
3
2002
...and 86 more Documents
all top 5

Cited by 654 Authors

15 Leonenko, Nikolai N.
12 Golomoziy, Vitaliy
12 Kozachenko, Yuriĭ Vasyl’ovych
11 Mishura, Yuliya Stepanivna
10 Aissani, Djamil
9 Kartashov, Mykola Valentynovych
9 Mahmoud, Hosam M.
8 Olenko, Andriy Yakovych
8 Ruiz-Medina, María Dolores
8 Silvestrov, Dmitrii
7 Maĭboroda, Rostyslav Yevgenovych
6 Angulo, José Miguel
6 Anh, Vo V.
6 Ivanov, Aleksandr Vladimirovich
6 Jumarie, Guy M.
6 Moklyachuk, Mykhaĭlo Pavlovych
6 Porcu, Emilio
6 Prakasa Rao, B. L. S.
6 Rozora, Iryna V.
5 Bhamidi, Shankar
5 Bulinskaya, Ekaterina Vladimirovna
5 De Gregorio, Alessandro
5 Javanian, Mehri
5 Kulik, Alexey M.
5 Steinebach, Josef G.
5 Sugakova, Olena Volodymyrivna
5 Yarovaya, Elena B.
4 Banna, Oksana L.
4 Chabanyuk, Yaroslav M.
4 Chen, Pingyan
4 Devroye, Luc P. J. A.
4 Giraudo, Davide
4 Kuznetsov, N. Yu.
4 Matsak, Ivan K.
4 Nikitin, Anatolii V.
4 Orsingher, Enzo
4 Račkauskas, Alfredas Yurgevich
4 Sakhno, Lyudmyla Mykhaĭlivna
4 Shen, Guangjun
4 Shevchenko, Georgiy M.
4 Suquet, Charles
4 Zhang, Shibin
3 Abbas, Karim
3 Akbash, K. S.
3 Albrecher, Hansjörg
3 Bareche, Aïcha
3 Bondarev, Borys Volodymyrovych
3 Cinque, Fabrizio
3 Cooper, Colin
3 de la Peña, Victor H.
3 Djurčić, Dragan Ž.
3 Ekström, Magnus
3 Fernández-Pascual, Rosaura
3 Ianevych, Tetiana O.
3 Jiang, Feng
3 Khimka, U. T.
3 Kokonendji, Célestin Clotaire
3 Ladoucette, Sophie A.
3 Masyutka, Oleksandr Yu.
3 Mateu, Jorge
3 Meoli, Alessandra
3 Nadarajah, Saralees
3 Neininger, Ralph
3 Peng, Zuoxiang
3 Qiu, Dehua
3 Radchenko, Vadym Mykolaĭovych
3 Shklyar, Sergiĭ Volodymyrovych
3 Šuvak, Nenad
3 Torgašev, Aleksandar
3 Troshki, Viktor B.
3 Vahidi-Asl, Mohammad Q.
3 Vargas, Vincent
3 Volný, Dalibor
3 Yamnenko, Rostyslav E.
3 Zhang, Xinsheng
2 Amini, Omid
2 Autin, Florent
2 Bally, Vlad
2 Banerjee, Sayan
2 Barndorff-Nielsen, Ole Eiler
2 Beghin, Luisa
2 Bertoin, Jean
2 Bhattacharya, Debasis
2 Bodnarchuk, S. V.
2 Buldygin, Valeriĭ Volodymyrovych
2 Cleanthous, Galatia
2 Di Nunno, Giulia
2 Doronin, Alexey
2 Dubovets’ka, I. I.
2 Nguyen Tien Dung
2 Feng, Qunqiang
2 Friesen, Martin
2 Ginovyan, Mamikon S.
2 Gneiting, Tilmann
2 Gregori, Pablo
2 Griffiths, Simon
2 Gyllenberg, Mats
2 Hušková, Marie
2 Iacus, Stefano Maria
2 Imany-Nabiyyi, Ramin
...and 554 more Authors
all top 5

Cited in 163 Journals

67 Theory of Probability and Mathematical Statistics
20 Journal of Applied Probability
19 Cybernetics and Systems Analysis
19 Methodology and Computing in Applied Probability
14 Communications in Statistics. Theory and Methods
14 Stochastic Processes and their Applications
14 Modern Stochastics. Theory and Applications
12 Statistics & Probability Letters
12 The Annals of Applied Probability
10 Ukrainian Mathematical Journal
10 Journal of Statistical Planning and Inference
10 Journal of Mathematical Sciences (New York)
8 Journal of Theoretical Probability
7 Journal of Mathematical Analysis and Applications
7 Lithuanian Mathematical Journal
6 The Annals of Probability
6 Bernoulli
5 Journal of Multivariate Analysis
5 Stochastic Analysis and Applications
5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 Computers & Mathematics with Applications
4 Test
4 Random Operators and Stochastic Equations
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Abstract and Applied Analysis
4 Journal of Inequalities and Applications
3 Acta Informatica
3 Advances in Applied Probability
3 Journal of Computational and Applied Mathematics
3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
3 Probability Theory and Related Fields
3 Random Structures & Algorithms
3 Electronic Journal of Probability
3 Matematychni Studiï
3 Stochastic Environmental Research and Risk Assessment
3 Brazilian Journal of Probability and Statistics
3 Electronic Journal of Statistics
3 Probability Surveys
3 Journal of Probability and Statistics
2 Discrete Applied Mathematics
2 Information Processing Letters
2 Journal of Statistical Physics
2 Scandinavian Journal of Statistics
2 Chaos, Solitons and Fractals
2 Theory of Probability and its Applications
2 The Annals of Statistics
2 Applied Mathematics and Optimization
2 Journal of Econometrics
2 Mathematics and Computers in Simulation
2 Operations Research Letters
2 Applied Mathematics Letters
2 Journal of Applied Mathematics and Stochastic Analysis
2 Annals of Operations Research
2 Applications of Mathematics
2 Computational Statistics
2 Computational Statistics and Data Analysis
2 Monte Carlo Methods and Applications
2 Mathematical Problems in Engineering
2 International Journal of Theoretical and Applied Finance
2 Journal of Applied Statistics
2 Extremes
2 Statistical Inference for Stochastic Processes
2 Differential Equations
2 Stochastics and Dynamics
2 Journal of Applied Mathematics and Computing
2 North American Actuarial Journal
2 Mediterranean Journal of Mathematics
2 Advances in Difference Equations
2 Stochastics
2 Proceedings of the Steklov Institute of Mathematics
2 Journal of Mathematical Inequalities
2 Science China. Mathematics
2 Sankhyā. Series A
1 The Canadian Journal of Statistics
1 Discrete Mathematics
1 Israel Journal of Mathematics
1 Journal of Computational Physics
1 Journal of the Franklin Institute
1 Journal of Mathematical Biology
1 Mathematical Notes
1 Metrika
1 Moscow University Mathematics Bulletin
1 Periodica Mathematica Hungarica
1 Physica A
1 Applied Mathematics and Computation
1 Biometrical Journal
1 Collectanea Mathematica
1 Functiones et Approximatio. Commentarii Mathematici
1 Journal of the Indian Institute of Science
1 Osaka Journal of Mathematics
1 Proceedings of the American Mathematical Society
1 SIAM Journal on Control and Optimization
1 Statistica Neerlandica
1 Theoretical Computer Science
1 Transactions of the American Mathematical Society
1 Insurance Mathematics & Economics
1 Bulletin of the Korean Mathematical Society
1 Probability and Mathematical Statistics
1 Acta Mathematica Hungarica
1 Statistics
...and 63 more Journals
all top 5

Cited in 38 Fields

379 Probability theory and stochastic processes (60-XX)
153 Statistics (62-XX)
53 Combinatorics (05-XX)
39 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
31 Numerical analysis (65-XX)
22 Operations research, mathematical programming (90-XX)
21 Computer science (68-XX)
17 Systems theory; control (93-XX)
16 Partial differential equations (35-XX)
16 Harmonic analysis on Euclidean spaces (42-XX)
13 Ordinary differential equations (34-XX)
11 Real functions (26-XX)
7 Measure and integration (28-XX)
7 Special functions (33-XX)
6 Statistical mechanics, structure of matter (82-XX)
6 Biology and other natural sciences (92-XX)
5 Dynamical systems and ergodic theory (37-XX)
5 Operator theory (47-XX)
5 Information and communication theory, circuits (94-XX)
4 Approximations and expansions (41-XX)
3 Number theory (11-XX)
3 Sequences, series, summability (40-XX)
3 Abstract harmonic analysis (43-XX)
3 Integral transforms, operational calculus (44-XX)
3 Functional analysis (46-XX)
2 History and biography (01-XX)
2 Mathematical logic and foundations (03-XX)
2 Integral equations (45-XX)
2 Calculus of variations and optimal control; optimization (49-XX)
2 Differential geometry (53-XX)
1 Functions of a complex variable (30-XX)
1 General topology (54-XX)
1 Mechanics of particles and systems (70-XX)
1 Mechanics of deformable solids (74-XX)
1 Fluid mechanics (76-XX)
1 Optics, electromagnetic theory (78-XX)
1 Quantum theory (81-XX)
1 Geophysics (86-XX)

Citations by Year