## Theory of Stochastic Processes

 Short Title: Theory Stoch. Process. Publisher: TBiMC Scientific Publishers, Kiev ISSN: 0321-3900 Online: http://tsp.imath.kiev.ua/published/http://www.mathnet.ru/php/archive.phtml?jrnid=thsp&wshow=contents&option_lang=eng Predecessor: Teoriya Sluchaĭnykh Protsessov Comments: This journal is available open access.
 Documents Indexed: 754 Publications (since 1995)
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### Authors

 26 Silvestrov, Dmitrii 19 Kulik, Alexey M. 16 Dorogovtsev, Andriĭ Anatoliĭovych 15 Portenko, Mykola Ivanovych 14 Kukush, Oleksandr Georgiĭovych 14 Mishura, Yuliya Stepanivna 13 Buldygin, Valeriĭ Volodymyrovych 12 Kopytko, Bogdan I. 12 Lin’kov, Yurii N. 11 Ivanov, Aleksandr Vladimirovich 11 Moklyachuk, Mykhaĭlo Pavlovych 11 Pilipenko, Andrey Yu. 10 Gusak, Dmytro V. 10 Klesov, Oleg I. 9 Kozachenko, Yuriĭ Vasyl’ovych 8 Aryasova, Olga V. 8 Korolyuk, Volodymyr Semenovych 8 Malyarenko, Anatoliy A. 8 Zinchenko, Nadiya M. 7 Chani, Aleksandr S. 7 Olenko, Andriy Yakovych 7 Steinebach, Josef G. 6 Glinyanaya, E. V. 6 Orlovsky, Igor V. 6 Ponomarenko, Oleksandr 6 Shaikhet, Leonid Efimovich 5 Agaeva, Cherkez A. 5 Drozdenko, Myroslav O. 5 Hellström, Thomas 5 Iksanov, Aleksander M. 5 Makhno, Sergeĭ Yakovlevich 5 Skorokhod, Anatoliĭ Volodymyrovych 5 Yadrenko, Mikhaĭlo Iosipovich 5 Yurachkivsky, Andriĭ P. 4 Bondarev, Borys Volodymyrovych 4 Borysenko, Oleksandr Danylovych 4 Chernyak, Oleksandr I. 4 Gasanenko, Vitalii Alekseevich 4 Knopov, Pavel S. 4 Kurchenko, Oleksandr O. 4 Lakatos, László 4 Limnios, Nikolaos 4 Mandrekar, Vidyadhar S. 4 Marynych, Alexander V. 4 Masol, Volodymyr I. 4 Masyutka, Aleksandr Yu. 4 Osypchuk, Mykhailo M. 4 Perun, Yuriy 4 Riabov, Georgii V. 4 Rudenko, Alexey V. 4 Shevchuk, R. V. 4 Vasylyk, Ol’ga I. 4 Veretennikov, Alexander Yu. 4 Yamnenko, Rostyslav E. 4 Yanevich, Tetyana O. 4 Zwanzig, Silvelyn 3 Alsmeyer, Gerold 3 Alvarez-Andrade, Sergio 3 Bardadym, Tamara Alexeevna 3 Belyaev, Yuriĭ Konstantinovich 3 Bishwal, Jaya P. N. 3 Blazhievska, I. P. 3 Borysenko, Olga V. 3 Brayman, Volodymyr B. 3 Chernetskij, Vasily A. 3 Dorogovtsev, Anatoliĭ Yakovych 3 Fazekas, István 3 Ferger, Dietmar 3 Fomichov, V. V. 3 Ilchenko, Alexandr V. 3 Kadankova, Tat’yana V. 3 Karnaukh, E. V. 3 Knopova, Victoria Pavlovna 3 Kolesnik, Alexander D. 3 Kolesnikov, Alexander V. 3 Kolodij, Alexander M. 3 Korenovska, Ia. A. 3 Kuchkina, Natalia V. 3 Leonenko, Nikolai N. 3 Maĭboroda, Rostyslav Yevgenovych 3 Malenko, Andrii 3 Nishchenko, Iryna I. 3 Pogorui, Anatoliy A. 3 Polshkov, Yulian Nikolaevich 3 Prakasa Rao, B. L. S. 3 Pupashenko, Mykhailo 3 Seneta, Eugene 3 Shevchenko, Georgiy M. 3 Silvestrova, Evelina D. 3 Tsapovska, Zhanneta Ya. 3 Vallois, Pierre 3 Yasinsky, Volodymyr 3 Zakusilo, Oleg K. 3 Zinchenko, Nadiia M. 2 Alekseychuk, Anton Nikolaevich 2 Aliyev, Soltan Ali Ogli 2 Androshchuk, Taras O. 2 Bondarenko, Anna 2 Bonner, Richard F. 2 Borovkova, Svetlana ...and 493 more Authors
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### Fields

 588 Probability theory and stochastic processes (60-XX) 184 Statistics (62-XX) 84 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 27 Systems theory; control (93-XX) 25 Numerical analysis (65-XX) 23 Operations research, mathematical programming (90-XX) 21 Measure and integration (28-XX) 16 Partial differential equations (35-XX) 14 Functional analysis (46-XX) 12 General and overarching topics; collections (00-XX) 11 Mathematics education (97-XX) 10 Operator theory (47-XX) 9 Ordinary differential equations (34-XX) 9 Dynamical systems and ergodic theory (37-XX) 8 History and biography (01-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 7 Global analysis, analysis on manifolds (58-XX) 7 Statistical mechanics, structure of matter (82-XX) 7 Biology and other natural sciences (92-XX) 6 Number theory (11-XX) 6 Computer science (68-XX) 5 Sequences, series, summability (40-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 3 Difference and functional equations (39-XX) 3 Mechanics of particles and systems (70-XX) 2 Real functions (26-XX) 2 Integral equations (45-XX) 1 Topological groups, Lie groups (22-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Differential geometry (53-XX) 1 Fluid mechanics (76-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Quantum theory (81-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX)

### Citations contained in zbMATH Open

261 Publications have been cited 694 times in 578 Documents Cited by Year
Stability of stochastic hereditary systems with Markov switching. Zbl 0939.60049
Shaikhet, Leonid E.
1996
The distribution of the maximum of a Lévy process with positive jumps of phase-type. Zbl 1026.60043
Mordecki, Ernesto
2002
Arbitrage with fractional Brownian motion? Zbl 1152.91028
Bender, Christian; Sottinen, Tommi; Valkeila, Esko
2007
On stochastic averaging and mixing. Zbl 1224.60181
Abourashchi, N.; Veretennikov, A. Yu.
2010
Modern state and development perspectives of Lyapunov functionals method in the stability theory of stochastic hereditary systems. Zbl 0893.60029
Shaikhet, Leonid E.
1996
Mixed large deviation and ergodic theorems for nonlinear perturbed regenerative processes. Zbl 0946.60079
Englund, Erling; Silvestrov, Dmitrii S.
1997
Limit theorems for the number of occupied boxes in the Bernoulli sieve. Zbl 1249.60029
Gnedin, Alexander; Iksanov, Alexander; Marynych, Alexander
2010
The explicit probability distribution of a six-dimensional random flight. Zbl 1224.82017
Kolesnik, Alexander D.
2009
On a $$\text{GI}|\text{G}|1$$ retrial queueing system with a FIFO queueing discipline. Zbl 1026.60104
Koba, E. V.
2002
Robust procedures in time series analysis. Zbl 0967.62074
Moklyachuk, Mikhail
2000
On a cyclic-waiting queueing system. Zbl 0893.60059
Lakatos, Lásló
1996
Coupling method for Markov chains under integral Doeblin type condition. Zbl 1026.60087
Veretennikov, A. Yu.
2002
Probability distributions with independent Q-symbols and transformations preserving the Hausdorff dimension. Zbl 1142.60032
Torbin, Grygoriy
2007
Game theory and convex optimization methods in robust estimation problems. Zbl 0973.62083
Moklyachuk, Mikhail
2001
Exponential rate of $$L_p$$-convergence of intrinsic martingales in supercritical branching random walks. Zbl 1224.60086
Alsmeyer, G.; Iksanov, A.; Polotskiy, S.; Rösler, U.
2009
Perturbed risk processes: a review. Zbl 0954.60036
Schmidli, Hanspeter
1999
Upper bounds of maximum values of average differential and linear characteristic probabilities of Feistel cipher with adder modulo $$2^m$$. Zbl 1142.60302
Alekseychuk, A. N.; Kovalchuk, L.
2006
Semi-Markov reward models for disability insurance. Zbl 1141.60056
Stenberg, Fredrik; Manca, Raimondo; Silvestrov, Dmitrii
2006
Linear stochastic differential equations in the dual of a multi-Hilbertian space. Zbl 1224.60160
Gawarecki, L.; Mandrekar, V.; Rajeev, B.
2008
On estimation for discretely observed diffusion: a review. Zbl 0893.62082
Bibly, Bo Martin; Sørensen, Michael
1996
Spectral properties of image probability measures after conflict interactions. Zbl 1070.60021
Koshmanenko, V.; Kharchenko, N.
2004
On asymptotic quasi-inverse functions. Zbl 1068.26002
Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G.
2003
Power series expansions for fractional Brownian motions. Zbl 1064.60062
Gilsing, Hagen; Sottinen, Tommi
2003
On distances between distributions of polynomials. Zbl 1413.60008
Zelenov, Georgii I.
2017
Random process from the class $$V(\varphi,\psi)$$: exceeding a curve. Zbl 1164.60029
Yamnenko, Rostyslav; Vasylyk, Olga
2007
Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions. Zbl 1224.60074
Banna, Oksana L.; Mishura, Yuliya S.
2008
A note on convergence to stationarity of random processes with immigration. Zbl 1363.60017
Marynych, A. V.
2015
Cramér-Lundberg and diffusion approximations for nonlinearly perturbed risk processes including numerical calculation of ruin probabilities. Zbl 0952.60080
Gyllenberg, Mats; Silvestrov, Dmitrii S.
1999
Bias reduction in the estimation of parameters of rare events. Zbl 1022.62022
Caeiro, Frederico; Gomes, M. Ivette
2002
On the joint distribution of $$q$$-additive functions of polynomial sequences. Zbl 1036.11046
Steiner, Wolfgang
2002
$$L_p$$-estimates in nonlinear regression with long-range dependence. Zbl 1063.62094
Ivanov, A. V.; Orlovsky, I. V.
2001
One Brownian stochastic flow. Zbl 1065.60144
Dorogovtsev, Andrey A.
2004
Ruin probability for generalized $$\varphi$$-sub-Gaussian fractional Brownian motion. Zbl 1141.60017
Yamnenko, Rostyslav
2006
Moment measures and stability for Gaussian inequalities. Zbl 1413.28025
Kolesnikov, Alexander V.; Kosov, Egor D.
2017
Weak convergence of first-rare-event times for semi-Markov processes. Zbl 1164.60065
Drozdenko, Myroslav
2007
Renewal shot noise processes in the case of slowly varying tails. Zbl 1374.60174
Kabluchko, Zakhar; Marynych, Alexander
2016
Risk process with stochastic premiums. Zbl 1224.91102
2008
On the convergence of series of autoregressive sequences. Zbl 1224.60093
Buldygin, Valerii V.; Runovska, Marina K.
2009
Weak convergence of additive functionals of a sequence of Markov chains. Zbl 1224.60194
Kartashov, Yuri N.; Kulik, Alexey M.
2009
Poisson approximation of processes with locally independent increments with Markov switching. Zbl 1224.60195
Koroliuk, V. S.; Limnios, N.; Samoilenko, I. V.
2009
The maximum principle for some nonlinear stochastic control system with variable structure. Zbl 1224.93129
Agayeva, C. A.; Abushov, Q. U.
2010
An extension of the Itô integral: toward a general theory of stochastic integration. Zbl 1224.60122
Ayed, Wided; Kuo, Hui-Hsiung
2010
New optimization algorithms and software. Zbl 0947.90131
Holmström, Kenneth
1999
Finite horizon ruin probabilities for Markov-modulated risk processes with heavy tails. Zbl 0892.62078
Asmussen, Søren; Højgaard, Bjarne
1996
The structure of residual partial sums limit processes of linear regression models. Zbl 1027.60029
Bischoff, Wolfgang
2002
Parametric sequential tests in the presence of nuisance parameters. Zbl 1022.62066
Gombay, Edit
2002
One type of singular perturbations of a multidimensional stable process. Zbl 1340.47089
Osypchuk, M. M.; Portenko, M. I.
2014
Catalytic branching random walk on three-dimensional lattice. Zbl 1249.60028
Bulinskaya, E. V.
2010
The distribution of random evolution in Erlang semi-Markov media. Zbl 1249.60196
Pogorui, A.
2011
On pasting together two inhomogeneous diffusion processes on a line with the general Feller-Wentzell conjugation condition. Zbl 1249.60173
Kopytko, B. I.; Shevchuk, R. V.
2011
Optimal pricing for American type options with discrete time. Zbl 1063.91036
Kukush, Alexander G.; Silvestrov, Dmitrii S.
2004
Inferring the conditional mean. Zbl 1164.62382
Morvai, Gusztáv; Weiss, Benjamin
2005
Regular variation in the branching random walk. Zbl 1142.60340
Iksanov, Aleksander; Polotskiy, Sergey
2006
Markov approximation of stable processes by random walks. Zbl 1142.60325
Kulik, Alexey M.
2006
On reselling of European option. Zbl 1141.91017
Kukush, A. G.; Mishura, Yu. S.; Shevchenko, G. M.
2006
Topological, metric and fractal properties of probability distributions on the set of incomplete sums of positive series. Zbl 1152.28014
Pratsiovytyi, M. V.; Feshchenko, O. Yu.
2007
Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion. Zbl 1424.62133
Prakasa Rao, B. L. S.
2018
Negative binomial construction of random discrete distributions on the infinite simplex. Zbl 1413.60039
Ipsen, Yuguang F.; Maller, Ross A.
2017
Large deviations for one-dimensional SDE with discontinuous diffusion coefficient. Zbl 1265.60124
Kulik, Alexei M.; Soboleva, Daryna D.
2012
On the $$\varphi$$-asymptotic behaviour of solutions of stochastic differential equations. Zbl 1199.60203
Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G.; Tymoshenko, O. A.
2008
Ergodic theorems for iterated function systems. Zbl 0935.60051
Stenflo, Örjan
1997
On weak convergence of finite-dimensional and infinite-dimensional distributions of random processes. Zbl 1363.60003
Bogachev, V. I.; Miftakhov, A. F.
2016
Lévy processes and Itô-Skorokhod integrals. Zbl 1224.60125
Es-Sebaiy, Khalifa; Tudor, Ciprian A.
2008
A brief overview of the $$L_p$$-theory of SPDEs. Zbl 1224.60161
Krylov, Nicolai
2008
The generalization of the quantile hedging problem for a price process model involving a finite number of Brownian and fractional Brownian motions. Zbl 1224.91190
Bratyk, Mykhaylo; Mishura, Yuliya
2008
A min-type stochastic fixed-point equation related to the smoothing transformation. Zbl 1224.60016
Alsmeyer, Gerold; Meiners, Matthias
2009
Weak convergence of first-rare-event times for semi-Markov processes. II. Zbl 1224.60224
Drozdenko, Myroslav
2009
Large deviation principle for stochastic equations with local time. Zbl 1224.60141
Krykun, Ivan H.
2009
On the convergence of series of autoregressive sequences in Banach spaces. Zbl 1224.60094
Buldygin, Valerii V.; Runovska, Marina K.
2010
Estimation of moments by observations from mixtures with varying concentrations. Zbl 1026.62030
Kubaychuk, O.
2002
On the local times for Gaussian integrators. Zbl 1313.60067
Izyumtseva, O. L.
2014
Stochastic flows and signed measure valued stochastic partial differential equations. Zbl 1249.60099
Kotelenez, Peter M.
2010
On regularization of the formal Fourier-Wiener transform of the self-intersection local time of a planar Gaussian process. Zbl 1249.60073
Dorogovtsev, A. A.; Izyumtseva, O. L.
2011
Asymptotic behaviour of the distribution density of some Lévy functionals in $$\mathbb R^n$$. Zbl 1249.60095
Knopova, V.
2011
Poincaré inequality and exponential integrability of the hitting times of a Markov process. Zbl 1249.60167
Kulik, Alexey M.
2011
The group analysis of stochastic partial differential equations. Zbl 1065.60080
Melnick, S. A.
2003
PRV property and the asymptotic behaviour of solutions of stochastic differential equations. Zbl 1142.60362
Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G.
2005
Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I. Zbl 1141.60054
Silvestrov, D. S.; Drozdenko, M. O.
2006
Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and Wiener process. Zbl 1142.60028
Mishura, Yuliya; Posashkov, Sergiy
2007
Robust filtering of stochastic processes. Zbl 1142.60328
Moklyachuk, Mikhail; Masyutka, Aleksandr
2007
Convergence rates of the semi-discrete method for stochastic differential equations. Zbl 1449.60104
Stamatiou, I. S.; Halidias, N.
2019
Nonlinear perturbed renewal equations with application to a random walk. Zbl 0973.60026
Englund, Erling
2000
Simple approximations of ruin probabilities. Zbl 0977.62107
Grandel, Jan
2001
Statistical inference in sampling theory. Zbl 0974.62010
Traat, Imbi; Meister, Kadri; Sõstra, Kaja
2001
Asymptotic properties of $$L_p$$-estimators. Zbl 1196.62114
Ivanov, Alexander V.
2008
Distribution of the maximum of the Chentsov random field. Zbl 1199.60178
Kruglova, Natalia
2008
Estimates of stochastic processes from observations with noise. Zbl 0928.62082
Moklyachuk, Mikhail
1997
M. Krawtchouk (1892-1942) – Professor of mathematical statistics. Zbl 0932.01037
Seneta, Eugene
1997
On approximation of isotropic random fields on the sphere. Zbl 0933.60050
Vyzhva, Zoya A.
1997
Structure of optimal stopping domains for American options with knock out domains. Zbl 1164.60030
Lundgren, Robin
2007
Asymptotic expansions for distributions of the surplus prior and at the time of ruin. Zbl 1164.60068
Silvestrov, Dmitrii S.
2007
A uniqueness theorem for the martingale problem describing a diffusion in media with membranes. Zbl 1224.60200
Aryasova, Olga V.; Portenko, Mykola I.
2008
On the asymptotic behaviour of probabilities of small deviations for compound Cox processes. Zbl 1224.60045
Frolov, Andrei N.
2008
Penalisations of Brownian motion with its maximum and minimum processes as weak forms of Skorokhod embedding. Zbl 1224.60076
Roynette, B.; Vallois, P.; Yor, M.
2008
Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion. Zbl 1224.60146
Mishura, Yuliya; Posashkova, Svitlana
2008
Minimax prediction problem for multidimensional stationary stochastic sequences. Zbl 1224.62085
Moklyachuk, Mikhail; Masyutka, Aleksandr
2008
Multivariate random fields on some homogeneous spaces. Zbl 1224.60073
Ponomarenko, Oleksander; Perun, Yuriy
2008
The problem of pasting together two diffusion processes and classical potentials. Zbl 1224.60203
Kopytko, Bohdan I.; Portenko, Mykola I.
2009
The Fokker-Planck-Kolmogorov equations for some degenerate diffusion processes. Zbl 1224.35172
Ivasyshen, S. D.; Medynsky, I. P.
2010
Density estimation by observations with admixture. Zbl 1223.62036
Sugakova, O.
2010
Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces. Zbl 1474.60165
Mandrekar, V.; Naik-Nimbalkar, U. V.
2020
Convergence rates of the semi-discrete method for stochastic differential equations. Zbl 1449.60104
Stamatiou, I. S.; Halidias, N.
2019
On exponential decay of a distance between solutions of an SDE with non-regular drift. Zbl 1449.60096
Aryasova, O.; Pilipenko, A.
2019
Limit theorem for perturbed random walks. Zbl 1449.60071
Ngo, Hoang-Long; Peigné, Marc
2019
Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion. Zbl 1424.62133
Prakasa Rao, B. L. S.
2018
Duality for coalescing stochastic flows on the real line. Zbl 1438.60127
Riabov, G. V.
2018
Convergence of solutions of SDEs to Harris flows. Zbl 1438.60083
Vovchanskii, M. B.
2018
On distances between distributions of polynomials. Zbl 1413.60008
Zelenov, Georgii I.
2017
Moment measures and stability for Gaussian inequalities. Zbl 1413.28025
Kolesnikov, Alexander V.; Kosov, Egor D.
2017
Negative binomial construction of random discrete distributions on the infinite simplex. Zbl 1413.60039
Ipsen, Yuguang F.; Maller, Ross A.
2017
Some random integral operators related to a point processes. Zbl 1399.60086
Dorogovtsev, A. A.; Korenovska, Ia. A.
2017
A note on the Kolmogorov-Marcinkiewicz-Zygmund type strong law of large numbers for elements of autoregression sequences. Zbl 1399.60047
Ilienko, M. K.
2017
$$\mathbf p$$-majorizing quadratic stochastic operators. Zbl 1399.47151
Saburov, M.; Yusof, N. A.
2017
On Gaussian conditional measures depending on a parameter. Zbl 1413.28024
Alekseev, Georgii A.; Yurova, Ekaterina V.
2017
On some random integral operators generated by an Arratia flow. Zbl 1413.60059
Dorogovtsev, A. A.; Korenovska, Ia. A.; Glinyanaya, E. V.
2017
Renewal shot noise processes in the case of slowly varying tails. Zbl 1374.60174
Kabluchko, Zakhar; Marynych, Alexander
2016
On weak convergence of finite-dimensional and infinite-dimensional distributions of random processes. Zbl 1363.60003
Bogachev, V. I.; Miftakhov, A. F.
2016
Tail behaviour of suprema of perturbed random walks. Zbl 1363.60068
Iksanov, Alexander; Polotskiy, Serguei
2016
On Feller semigroups associated with one-dimensional diffusion processes with membranes. Zbl 1363.60108
Kopytko, B. I.; Shevchuk, R. V.
2016
Baxter type theorems for generalized random Gaussian processes. Zbl 1363.60057
Krasnitskiy, S. M.; Kurchenko, O. O.
2016
Remarks on mass transportation minimizing expectation of a minimum of affine functions. Zbl 1374.49038
Kolesnikov, Alexander V.; Lysenko, Nikolay
2016
Markov processes and group actions. Zbl 1374.60143
Liao, Ming
2016
Convoluted Brownian motion: a semimartingale approach. Zbl 1374.60065
Roelly, Sylvie; Vallois, Pierre
2016
Transfer theorems and right-continuous processes. Zbl 1374.60003
Rigo, Pietro; Thorisson, Hermann
2016
A note on convergence to stationarity of random processes with immigration. Zbl 1363.60017
Marynych, A. V.
2015
The logistic S. D. E. Zbl 1363.60074
Giet, Jean-Sébastien; Vallois, Pierre; Wantz-Mézières, Sophie
2015
Arginf-sets of multivariate cadlag processes and their convergence in hyperspace topologies. Zbl 1363.60050
Ferger, D.
2015
Exchangeable optimal transportation and log-concavity. Zbl 1363.28020
Kolesnikov, Alexander V.; Zaev, Danila A.
2015
On self-intersection local times for generalized Brownian bridges and the distance between step functions. Zbl 1363.60053
Dorogovtsev, A. A.; Izyumtseva, O. I.
2015
Random maps and Kolmogorov widths. Zbl 1363.60094
Korenovska, I. A.
2015
Positivity of transition probabilities of infinite-dimensional diffusion processes on ellipsoids. Zbl 1363.60088
Manita, Oxana
2015
One type of singular perturbations of a multidimensional stable process. Zbl 1340.47089
Osypchuk, M. M.; Portenko, M. I.
2014
On the local times for Gaussian integrators. Zbl 1313.60067
Izyumtseva, O. L.
2014
On Ornstein-Uhlenbeck’s measure of a Hilbert ball in the space of continuous functions. Zbl 1313.60141
Osypchuk, M. M.; Portenko, M. I.
2014
Limit behaviour of a simple random walk with non-integrable jump from a barrier. Zbl 1313.60062
Pilipenko, A. Yu.; Prykhodko, Yu. E.
2014
Some uniform estimates for the transition density of a Brownian motion on a Carnot group and their application to local times. Zbl 1313.60142
Rudenko, A. V.
2014
Geometric entropy in Banach spaces. Zbl 1340.46025
Dorogovtsev, Andrey; Popov, Mikhail
2014
Semigroups of $$m$$-point motions of the Arratia flow, and binary forests. Zbl 1340.60123
Glinyanaya, E. V.
2014
On the strong existence and uniqueness to a solution of a countable system of SDEs with measurable drift. Zbl 1340.60093
Pilipenko, Andrey; Tantsiura, Maksym
2014
Itô-Wiener expansion for functionals of the Arratia’s flow $$n$$-point motion. Zbl 1340.60079
Riabov, G. V.
2014
Large deviations for one-dimensional SDE with discontinuous diffusion coefficient. Zbl 1265.60124
Kulik, Alexei M.; Soboleva, Daryna D.
2012
Large deviation principle for processes with Poisson noise term. Zbl 1289.60103
Logachov, A.
2012
Large deviation principle for one-dimensional SDE with discontinuous coefficients. Zbl 1289.60027
Sobolieva, Daryna D.
2012
Independent infinite Markov particle systems with jumps. Zbl 1265.60095
Hiraba, Seiji
2012
Weak convergence of a series scheme of Markov chains to the solution of a Lévy driven SDE. Zbl 1265.60136
Kosenkova, T. I.
2012
On strong existence and continuous dependence for solutions of one-dimensional stochastic equations with additive Lévy noise. Zbl 1289.60104
Pilipenko, Andrey Yu.
2012
System of interacting particles with Markovian switching. Zbl 1289.82008
Pogorui, A. A.
2012
The distribution of random evolution in Erlang semi-Markov media. Zbl 1249.60196
Pogorui, A.
2011
On pasting together two inhomogeneous diffusion processes on a line with the general Feller-Wentzell conjugation condition. Zbl 1249.60173
Kopytko, B. I.; Shevchuk, R. V.
2011
On regularization of the formal Fourier-Wiener transform of the self-intersection local time of a planar Gaussian process. Zbl 1249.60073
Dorogovtsev, A. A.; Izyumtseva, O. L.
2011
Asymptotic behaviour of the distribution density of some Lévy functionals in $$\mathbb R^n$$. Zbl 1249.60095
Knopova, V.
2011
Poincaré inequality and exponential integrability of the hitting times of a Markov process. Zbl 1249.60167
Kulik, Alexey M.
2011
On asymptotic behaviour of conditional probability of crossing the nonlinear boundary by a perturbed random walk. Zbl 1249.60084
Aliyev, S.; Rahimov, F.; Navidiv, M.
2011
Discrete time approximation of coalescing stochastic flows on the real line. Zbl 1249.60122
Nishchenko, I. I.
2011
On the strong uniqueness of a solution to singular stochastic differential equations. Zbl 1249.60177
Aryasova, Olga V.; Pilipenko, Andrey Yu.
2011
On stochastic averaging and mixing. Zbl 1224.60181
Abourashchi, N.; Veretennikov, A. Yu.
2010
Limit theorems for the number of occupied boxes in the Bernoulli sieve. Zbl 1249.60029
Gnedin, Alexander; Iksanov, Alexander; Marynych, Alexander
2010
The maximum principle for some nonlinear stochastic control system with variable structure. Zbl 1224.93129
Agayeva, C. A.; Abushov, Q. U.
2010
An extension of the Itô integral: toward a general theory of stochastic integration. Zbl 1224.60122
Ayed, Wided; Kuo, Hui-Hsiung
2010
Catalytic branching random walk on three-dimensional lattice. Zbl 1249.60028
Bulinskaya, E. V.
2010
On the convergence of series of autoregressive sequences in Banach spaces. Zbl 1224.60094
Buldygin, Valerii V.; Runovska, Marina K.
2010
Stochastic flows and signed measure valued stochastic partial differential equations. Zbl 1249.60099
Kotelenez, Peter M.
2010
The Fokker-Planck-Kolmogorov equations for some degenerate diffusion processes. Zbl 1224.35172
Ivasyshen, S. D.; Medynsky, I. P.
2010
Density estimation by observations with admixture. Zbl 1223.62036
Sugakova, O.
2010
Asymptotic behaviour of the conditional probability of the nonlinear boundary crossing by a random walk. Zbl 1224.60091
Aliev, S. A.; Hashimova, T. E.
2010
Convergence of independent random variable sum distributions to signed measures and applications to the large deviations problem. Zbl 1224.28032
Smorodina, N. V.; Faddeev, M. M.
2010
Strong invariance principle for a superposition of random processes. Zbl 1224.60062
Zinchenko, N. M.
2010
On the exact order of growth of solutions of stochastic differential equations with time-dependent coefficients. Zbl 1249.60085
Buldygin, V. V.; Tymoshenko, O. A.
2010
Lévy approximation of impulsive recurrent process with semi-Markov switching. Zbl 1249.60171
Koroliuk, V. S.; Limnios, N.; Samoilenko, I. V.
2010
On the asymptotics of moments of linear random recurrences. Zbl 1249.60032
Marynych, Alexander
2010
The explicit probability distribution of a six-dimensional random flight. Zbl 1224.82017
Kolesnik, Alexander D.
2009
Exponential rate of $$L_p$$-convergence of intrinsic martingales in supercritical branching random walks. Zbl 1224.60086
Alsmeyer, G.; Iksanov, A.; Polotskiy, S.; Rösler, U.
2009
On the convergence of series of autoregressive sequences. Zbl 1224.60093
Buldygin, Valerii V.; Runovska, Marina K.
2009
Weak convergence of additive functionals of a sequence of Markov chains. Zbl 1224.60194
Kartashov, Yuri N.; Kulik, Alexey M.
2009
Poisson approximation of processes with locally independent increments with Markov switching. Zbl 1224.60195
Koroliuk, V. S.; Limnios, N.; Samoilenko, I. V.
2009
A min-type stochastic fixed-point equation related to the smoothing transformation. Zbl 1224.60016
Alsmeyer, Gerold; Meiners, Matthias
2009
Weak convergence of first-rare-event times for semi-Markov processes. II. Zbl 1224.60224
Drozdenko, Myroslav
2009
Large deviation principle for stochastic equations with local time. Zbl 1224.60141
Krykun, Ivan H.
2009
The problem of pasting together two diffusion processes and classical potentials. Zbl 1224.60203
Kopytko, Bohdan I.; Portenko, Mykola I.
2009
On the evolution of Gibbs states of the lattice gradient stochastic dynamics of interacting oscillators. Zbl 1224.70009
Skrypnik, W. I.
2009
On asymptotic behaviour of cross-correlogram estimators of response functions in linear Volterra systems. Zbl 1224.62038
Buldygin, V. V.; Blazhievska, I. P.
2009
Linear stochastic differential equations in the dual of a multi-Hilbertian space. Zbl 1224.60160
Gawarecki, L.; Mandrekar, V.; Rajeev, B.
2008
Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions. Zbl 1224.60074
Banna, Oksana L.; Mishura, Yuliya S.
2008
Risk process with stochastic premiums. Zbl 1224.91102
2008
On the $$\varphi$$-asymptotic behaviour of solutions of stochastic differential equations. Zbl 1199.60203
Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G.; Tymoshenko, O. A.
2008
Lévy processes and Itô-Skorokhod integrals. Zbl 1224.60125
Es-Sebaiy, Khalifa; Tudor, Ciprian A.
2008
A brief overview of the $$L_p$$-theory of SPDEs. Zbl 1224.60161
Krylov, Nicolai
2008
The generalization of the quantile hedging problem for a price process model involving a finite number of Brownian and fractional Brownian motions. Zbl 1224.91190
Bratyk, Mykhaylo; Mishura, Yuliya
2008
Asymptotic properties of $$L_p$$-estimators. Zbl 1196.62114
Ivanov, Alexander V.
2008
Distribution of the maximum of the Chentsov random field. Zbl 1199.60178
Kruglova, Natalia
2008
A uniqueness theorem for the martingale problem describing a diffusion in media with membranes. Zbl 1224.60200
Aryasova, Olga V.; Portenko, Mykola I.
2008
On the asymptotic behaviour of probabilities of small deviations for compound Cox processes. Zbl 1224.60045
Frolov, Andrei N.
2008
Penalisations of Brownian motion with its maximum and minimum processes as weak forms of Skorokhod embedding. Zbl 1224.60076
Roynette, B.; Vallois, P.; Yor, M.
2008
Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion. Zbl 1224.60146
Mishura, Yuliya; Posashkova, Svitlana
2008
Minimax prediction problem for multidimensional stationary stochastic sequences. Zbl 1224.62085
Moklyachuk, Mikhail; Masyutka, Aleksandr
2008
Multivariate random fields on some homogeneous spaces. Zbl 1224.60073
Ponomarenko, Oleksander; Perun, Yuriy
2008
On the equivalence of integral norms. Zbl 1199.28046
Berezhnoy, Vasiliy
2008
The Rosenblatt coefficient of dependence for $$m$$-dependent random sequences with applications to the ASCLT. Zbl 1199.60053
Giuliano, Rita
2008
Asymptotic formulas for probabilities of large deviations of ladder heights. Zbl 1199.60064
Nagaev, Sergey V.
2008
The measure preserving and nonsingular transformations of the jump Lévy processes. Zbl 1199.28049
Smorodina, Natalya V.
2008
...and 161 more Documents
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### Cited by 712 Authors

 26 Mao, Xuerong 18 Iksanov, Aleksander M. 12 Silvestrov, Dmitrii 11 Kulik, Alexey M. 11 Shaikhet, Leonid Efimovich 10 Moklyachuk, Mykhaĭlo Pavlovych 9 Veretennikov, Alexander Yu. 8 Marynych, Alexander V. 8 Meiners, Matthias 8 Mishura, Yuliya Stepanivna 8 Samoilenko, Igor V. 8 Yuan, Chenggui 6 Dorogovtsev, Andriĭ Anatoliĭovych 6 Koba, E. V. 6 Kopytko, Bogdan I. 6 Koshmanenko, Volodymyr Dmytrovych 6 Kozachenko, Yuriĭ Vasyl’ovych 6 Liu, Wei 6 Sottinen, Tommi 5 Li, Ronghua 5 Osypchuk, Mykhailo M. 5 Pogorui, Anatoliy A. 5 Rodríguez-Dagnino, Ramón Martín 5 Shevchenko, Georgiy M. 5 Viitasaari, Lauri 5 Yamnenko, Rostyslav E. 4 Alsmeyer, Gerold 4 Bhar, Suprio 4 Bulinskaya, Ekaterina Vladimirovna 4 Gombay, Edit 4 Hu, Liangjian 4 Ipsen, Yuguang F. 4 Ivanov, Aleksandr Vladimirovich 4 Klesov, Oleg I. 4 Kovalenko, Igor Mykolaĭovych 4 Le Caër, Gérard 4 Li, Xiaoyue 4 Lu, Jianqiu 4 Maller, Ross Arthur 4 Morvai, Gusztáv 4 Petersson, Mikael 4 Portenko, Mykola Ivanovych 4 Torbin, Grygoriy Myroslavovych 4 Weiss, Benjamin 3 Aghayeva, Charkaz 3 Albeverio, Sergio A. 3 Banna, Oksana L. 3 Bischoff, Wolfgang 3 D’Amico, Guglielmo 3 Fleige, Andreas 3 Gardes, Laurent 3 Gatto, Riccardo 3 Girard, Stéphane 3 Gladkov, Nikita A. 3 Gnedin, Alexander V. 3 Huang, Chunmao 3 Kadankova, Tat’yana V. 3 Kolesnik, Alexander D. 3 Kolesnikov, Alexander V. 3 Kolmanovskii, Vladimir Borisovich 3 Koval’chuk, L. V. 3 Kukush, Oleksandr Georgiĭovych 3 Lakatos, László 3 Liang, Xingang 3 Liu, Quansheng 3 Luo, Qi 3 Manca, Raimondo 3 Olenko, Andriy Yakovych 3 Paternoster, Beatrice 3 Pilipenko, Andrey Yu. 3 Rajeev, Bhaskaran 3 Riabov, Georgii V. 3 Roelly, Sylvie 3 Scheutzow, Michael K. R. 3 Shemehsavar, Soudabeh 3 Shevchuk, Roman 3 Silvestrov, Sergei D. 3 Zimin, Alexander P. 2 Abdeldjebbar, Kandouci 2 Abola, Benard 2 Abushov, Qurban 2 Aissani, Djamil 2 Alekseychuk, Anton Nikolaevich 2 Ankirchner, Stefan 2 Asmussen, Søren 2 Belkina, Tat’yana Andreevna 2 Biganda, Pitos Seleka 2 Bodnarchuk, S. V. 2 Bogachev, Vladimir Igorevich 2 Bouzeffour, Fethi 2 Caraballo Garrido, Tomás 2 Cattiaux, Patrick 2 Dębicki, Krzysztof 2 Deng, Feiqi 2 Dereich, Steffen 2 Ditlevsen, Susanne 2 Djurčić, Dragan Ž. 2 Dubovets’ka, I. I. 2 Dyshliuk, O. N. 2 El-Bassiouny, Ahmed H. ...and 612 more Authors
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### Cited in 173 Journals

 61 Theory of Probability and Mathematical Statistics 28 Stochastic Processes and their Applications 28 Cybernetics and Systems Analysis 18 Journal of Applied Probability 17 Ukrainian Mathematical Journal 15 Statistics & Probability Letters 14 Journal of Mathematical Analysis and Applications 13 Modern Stochastics. Theory and Applications 11 Applied Mathematics and Computation 11 Journal of Mathematical Sciences (New York) 11 Methodology and Computing in Applied Probability 10 The Annals of Probability 10 Journal of Theoretical Probability 9 Journal of Statistical Physics 9 Random Operators and Stochastic Equations 8 Automatica 8 The Annals of Applied Probability 7 Journal of Computational and Applied Mathematics 7 Journal of Multivariate Analysis 6 Lithuanian Mathematical Journal 6 SIAM Journal on Control and Optimization 6 Insurance Mathematics & Economics 5 Advances in Applied Probability 5 Potential Analysis 5 Carpathian Mathematical Publications 4 Advances in Mathematics 4 Journal of Statistical Planning and Inference 4 Systems & Control Letters 4 Mathematical and Computer Modelling 4 Electronic Journal of Probability 4 Journal of Inequalities and Applications 4 Infinite Dimensional Analysis, Quantum Probability and Related Topics 4 Nonlinear Oscillations 3 Computers & Mathematics with Applications 3 Mathematical Notes 3 Theory of Probability and its Applications 3 Journal of Functional Analysis 3 Siberian Mathematical Journal 3 Stochastic Analysis and Applications 3 Acta Applicandae Mathematicae 3 Probability Theory and Related Fields 3 Applied Mathematics Letters 3 Queueing Systems 3 Automation and Remote Control 3 Electronic Communications in Probability 3 Bernoulli 3 Advances in Difference Equations 3 Electronic Journal of Statistics 3 Journal of Applied Mathematics and Computational Mechanics 2 Rocky Mountain Journal of Mathematics 2 The Annals of Statistics 2 Journal of Number Theory 2 Osaka Journal of Mathematics 2 Transactions of the American Mathematical Society 2 Acta Mathematica Hungarica 2 Sequential Analysis 2 Statistical Science 2 Communications in Statistics. Theory and Methods 2 SIAM Journal on Mathematical Analysis 2 Computational Statistics and Data Analysis 2 Applied Mathematical Finance 2 Finance and Stochastics 2 Doklady Mathematics 2 Journal of Applied Mechanics and Technical Physics 2 Matematicheskie Trudy 2 Discrete Dynamics in Nature and Society 2 International Journal of Theoretical and Applied Finance 2 Statistical Inference for Stochastic Processes 2 Communications in Nonlinear Science and Numerical Simulation 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Stochastics and Dynamics 2 Central European Journal of Mathematics 2 Mediterranean Journal of Mathematics 2 Bulletin of the Institute of Mathematics. Academia Sinica. New Series 2 Izvestiya Irkutskogo Gosudarstvennogo Universiteta. Seriya Matematika 2 Cogent Mathematics 2 Matematicheskie Voprosy Kriptografii 1 Applicable Analysis 1 Biological Cybernetics 1 The Canadian Journal of Statistics 1 Indian Journal of Pure & Applied Mathematics 1 International Journal of Theoretical Physics 1 Israel Journal of Mathematics 1 Journal of Computational Physics 1 Journal of the Franklin Institute 1 Journal of Mathematical Physics 1 Metrika 1 Moscow University Mathematics Bulletin 1 Periodica Mathematica Hungarica 1 Physica A 1 Physics Reports 1 Reports on Mathematical Physics 1 Reviews in Mathematical Physics 1 Annals of the Institute of Statistical Mathematics 1 Functiones et Approximatio. Commentarii Mathematici 1 International Journal of Mathematics and Mathematical Sciences 1 Integral Equations and Operator Theory 1 International Statistical Review 1 Journal of Econometrics 1 Kybernetes ...and 73 more Journals
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### Cited in 40 Fields

 428 Probability theory and stochastic processes (60-XX) 99 Statistics (62-XX) 57 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 56 Systems theory; control (93-XX) 38 Partial differential equations (35-XX) 37 Numerical analysis (65-XX) 32 Ordinary differential equations (34-XX) 28 Operations research, mathematical programming (90-XX) 25 Measure and integration (28-XX) 18 Dynamical systems and ergodic theory (37-XX) 17 Number theory (11-XX) 17 Statistical mechanics, structure of matter (82-XX) 16 Operator theory (47-XX) 13 Biology and other natural sciences (92-XX) 12 Calculus of variations and optimal control; optimization (49-XX) 11 Information and communication theory, circuits (94-XX) 10 Real functions (26-XX) 9 Difference and functional equations (39-XX) 8 Computer science (68-XX) 6 Special functions (33-XX) 6 Sequences, series, summability (40-XX) 5 Approximations and expansions (41-XX) 5 Functional analysis (46-XX) 5 Fluid mechanics (76-XX) 4 History and biography (01-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Integral equations (45-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 2 Convex and discrete geometry (52-XX) 2 Global analysis, analysis on manifolds (58-XX) 1 Combinatorics (05-XX) 1 Topological groups, Lie groups (22-XX) 1 Functions of a complex variable (30-XX) 1 Potential theory (31-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral transforms, operational calculus (44-XX) 1 General topology (54-XX) 1 Mechanics of particles and systems (70-XX) 1 Quantum theory (81-XX)