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) all top 5 Latest Issues 25, No. 2 (2020) 25, No. 1 (2020) 24, No. 2 (2019) 24, No. 1 (2019) 23, No. 2 (2018) 23, No. 1 (2018) 22, No. 2 (2017) 22, No. 1 (2017) 21, No. 2 (2016) 21, No. 1 (2016) 20, No. 2 (2015) 20, No. 1 (2015) 19, No. 2 (2014) 19, No. 1 (2014) 18, No. 2 (2012) 18, No. 1 (2012) 17, No. 2 (2011) 17, No. 1 (2011) 16, No. 2 (2010) 16, No. 1 (2010) 15, No. 2 (2009) 15, No. 1 (2009) 14(30), No. 1 (2008) 14, No. 3-4 (2008) 14, No. 2 (2008) 13(29), No. 4 (2007) 13(29), No. 3 (2007) 13(29), No. 1-2 (2007) 12(28), No. 3-4 (2006) 12(28), No. 1-2 (2006) 11(27), No. 3-4 (2005) 11(27), No. 1-2 (2005) 10(26), No. 3-4 (2004) 10(26), No. 1-2 (2004) 9(25), No. 3-4 (2003) 9(25), No. 1-2 (2003) 8(24), No. 3-4 (2002) 8(24), No. 1-2 (2002) 7(23), No. 3-4 (2001) 7(23), No. 1-2 (2001) 6(22), No. 3-4 (2000) 6(22), No. 1-2 (2000) 5(21), No. 3-4 (1999) 5(21), No. 1-2 (1999) 4(20), No. 1-2 (1998) 3(19), No. 3-4 (1997) 3(19), No. 1-2 (1997) 2(18), No. 3-4 (1996) 2(18), No. 1-2 (1996) 1(17), No. 1 (1995) all top 5 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 all top 5 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) Publications by Year all cited Publications top 5 cited Publications 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 0939.60049Shaikhet, Leonid E. 49 1996 The distribution of the maximum of a Lévy process with positive jumps of phase-type. Zbl 1026.60043Mordecki, Ernesto 15 2002 Arbitrage with fractional Brownian motion? Zbl 1152.91028Bender, Christian; Sottinen, Tommi; Valkeila, Esko 12 2007 On stochastic averaging and mixing. Zbl 1224.60181Abourashchi, N.; Veretennikov, A. Yu. 11 2010 Modern state and development perspectives of Lyapunov functionals method in the stability theory of stochastic hereditary systems. Zbl 0893.60029Shaikhet, Leonid E. 11 1996 Mixed large deviation and ergodic theorems for nonlinear perturbed regenerative processes. Zbl 0946.60079Englund, Erling; Silvestrov, Dmitrii S. 10 1997 Limit theorems for the number of occupied boxes in the Bernoulli sieve. Zbl 1249.60029Gnedin, Alexander; Iksanov, Alexander; Marynych, Alexander 10 2010 The explicit probability distribution of a six-dimensional random flight. Zbl 1224.82017Kolesnik, Alexander D. 9 2009 On a \(\text{GI}|\text{G}|1\) retrial queueing system with a FIFO queueing discipline. Zbl 1026.60104Koba, E. V. 9 2002 Robust procedures in time series analysis. Zbl 0967.62074Moklyachuk, Mikhail 9 2000 On a cyclic-waiting queueing system. Zbl 0893.60059Lakatos, Lásló 8 1996 Coupling method for Markov chains under integral Doeblin type condition. Zbl 1026.60087Veretennikov, A. Yu. 8 2002 Probability distributions with independent Q-symbols and transformations preserving the Hausdorff dimension. Zbl 1142.60032Torbin, Grygoriy 8 2007 Game theory and convex optimization methods in robust estimation problems. Zbl 0973.62083Moklyachuk, Mikhail 8 2001 Exponential rate of \(L_p\)-convergence of intrinsic martingales in supercritical branching random walks. Zbl 1224.60086Alsmeyer, G.; Iksanov, A.; Polotskiy, S.; Rösler, U. 7 2009 Perturbed risk processes: a review. Zbl 0954.60036Schmidli, Hanspeter 7 1999 Upper bounds of maximum values of average differential and linear characteristic probabilities of Feistel cipher with adder modulo \(2^m\). Zbl 1142.60302Alekseychuk, A. N.; Kovalchuk, L. 7 2006 Semi-Markov reward models for disability insurance. Zbl 1141.60056Stenberg, Fredrik; Manca, Raimondo; Silvestrov, Dmitrii 7 2006 Linear stochastic differential equations in the dual of a multi-Hilbertian space. Zbl 1224.60160Gawarecki, L.; Mandrekar, V.; Rajeev, B. 6 2008 On estimation for discretely observed diffusion: a review. Zbl 0893.62082Bibly, Bo Martin; Sørensen, Michael 6 1996 Spectral properties of image probability measures after conflict interactions. Zbl 1070.60021Koshmanenko, V.; Kharchenko, N. 6 2004 On asymptotic quasi-inverse functions. Zbl 1068.26002Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 6 2003 Power series expansions for fractional Brownian motions. Zbl 1064.60062Gilsing, Hagen; Sottinen, Tommi 6 2003 On distances between distributions of polynomials. Zbl 1413.60008Zelenov, Georgii I. 6 2017 Random process from the class \(V(\varphi,\psi)\): exceeding a curve. Zbl 1164.60029Yamnenko, Rostyslav; Vasylyk, Olga 5 2007 Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions. Zbl 1224.60074Banna, Oksana L.; Mishura, Yuliya S. 5 2008 A note on convergence to stationarity of random processes with immigration. Zbl 1363.60017Marynych, A. V. 5 2015 Cramér-Lundberg and diffusion approximations for nonlinearly perturbed risk processes including numerical calculation of ruin probabilities. Zbl 0952.60080Gyllenberg, Mats; Silvestrov, Dmitrii S. 5 1999 Bias reduction in the estimation of parameters of rare events. Zbl 1022.62022Caeiro, Frederico; Gomes, M. Ivette 5 2002 On the joint distribution of \(q\)-additive functions of polynomial sequences. Zbl 1036.11046Steiner, Wolfgang 5 2002 \(L_p\)-estimates in nonlinear regression with long-range dependence. Zbl 1063.62094Ivanov, A. V.; Orlovsky, I. V. 5 2001 One Brownian stochastic flow. Zbl 1065.60144Dorogovtsev, Andrey A. 5 2004 Ruin probability for generalized \(\varphi\)-sub-Gaussian fractional Brownian motion. Zbl 1141.60017Yamnenko, Rostyslav 5 2006 Moment measures and stability for Gaussian inequalities. Zbl 1413.28025Kolesnikov, Alexander V.; Kosov, Egor D. 5 2017 Weak convergence of first-rare-event times for semi-Markov processes. Zbl 1164.60065Drozdenko, Myroslav 4 2007 Renewal shot noise processes in the case of slowly varying tails. Zbl 1374.60174Kabluchko, Zakhar; Marynych, Alexander 4 2016 Risk process with stochastic premiums. Zbl 1224.91102Zinchenko, Nadiia; Andrusiv, Andrii 4 2008 On the convergence of series of autoregressive sequences. Zbl 1224.60093Buldygin, Valerii V.; Runovska, Marina K. 4 2009 Weak convergence of additive functionals of a sequence of Markov chains. Zbl 1224.60194Kartashov, Yuri N.; Kulik, Alexey M. 4 2009 Poisson approximation of processes with locally independent increments with Markov switching. Zbl 1224.60195Koroliuk, V. S.; Limnios, N.; Samoilenko, I. V. 4 2009 The maximum principle for some nonlinear stochastic control system with variable structure. Zbl 1224.93129Agayeva, C. A.; Abushov, Q. U. 4 2010 An extension of the Itô integral: toward a general theory of stochastic integration. Zbl 1224.60122Ayed, Wided; Kuo, Hui-Hsiung 4 2010 New optimization algorithms and software. Zbl 0947.90131Holmström, Kenneth 4 1999 Finite horizon ruin probabilities for Markov-modulated risk processes with heavy tails. Zbl 0892.62078Asmussen, Søren; Højgaard, Bjarne 4 1996 The structure of residual partial sums limit processes of linear regression models. Zbl 1027.60029Bischoff, Wolfgang 4 2002 Parametric sequential tests in the presence of nuisance parameters. Zbl 1022.62066Gombay, Edit 4 2002 One type of singular perturbations of a multidimensional stable process. Zbl 1340.47089Osypchuk, M. M.; Portenko, M. I. 4 2014 Catalytic branching random walk on three-dimensional lattice. Zbl 1249.60028Bulinskaya, E. V. 4 2010 The distribution of random evolution in Erlang semi-Markov media. Zbl 1249.60196Pogorui, A. 4 2011 On pasting together two inhomogeneous diffusion processes on a line with the general Feller-Wentzell conjugation condition. Zbl 1249.60173Kopytko, B. I.; Shevchuk, R. V. 4 2011 Optimal pricing for American type options with discrete time. Zbl 1063.91036Kukush, Alexander G.; Silvestrov, Dmitrii S. 4 2004 Inferring the conditional mean. Zbl 1164.62382Morvai, Gusztáv; Weiss, Benjamin 4 2005 Regular variation in the branching random walk. Zbl 1142.60340Iksanov, Aleksander; Polotskiy, Sergey 4 2006 Markov approximation of stable processes by random walks. Zbl 1142.60325Kulik, Alexey M. 4 2006 On reselling of European option. Zbl 1141.91017Kukush, A. G.; Mishura, Yu. S.; Shevchenko, G. M. 4 2006 Topological, metric and fractal properties of probability distributions on the set of incomplete sums of positive series. Zbl 1152.28014Pratsiovytyi, M. V.; Feshchenko, O. Yu. 4 2007 Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion. Zbl 1424.62133Prakasa Rao, B. L. S. 4 2018 Negative binomial construction of random discrete distributions on the infinite simplex. Zbl 1413.60039Ipsen, Yuguang F.; Maller, Ross A. 4 2017 Large deviations for one-dimensional SDE with discontinuous diffusion coefficient. Zbl 1265.60124Kulik, Alexei M.; Soboleva, Daryna D. 3 2012 On the \(\varphi\)-asymptotic behaviour of solutions of stochastic differential equations. Zbl 1199.60203Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G.; Tymoshenko, O. A. 3 2008 Ergodic theorems for iterated function systems. Zbl 0935.60051Stenflo, Örjan 3 1997 On weak convergence of finite-dimensional and infinite-dimensional distributions of random processes. Zbl 1363.60003Bogachev, V. I.; Miftakhov, A. F. 3 2016 Lévy processes and Itô-Skorokhod integrals. Zbl 1224.60125Es-Sebaiy, Khalifa; Tudor, Ciprian A. 3 2008 A brief overview of the \(L_p\)-theory of SPDEs. Zbl 1224.60161Krylov, Nicolai 3 2008 The generalization of the quantile hedging problem for a price process model involving a finite number of Brownian and fractional Brownian motions. Zbl 1224.91190Bratyk, Mykhaylo; Mishura, Yuliya 3 2008 A min-type stochastic fixed-point equation related to the smoothing transformation. Zbl 1224.60016Alsmeyer, Gerold; Meiners, Matthias 3 2009 Weak convergence of first-rare-event times for semi-Markov processes. II. Zbl 1224.60224Drozdenko, Myroslav 3 2009 Large deviation principle for stochastic equations with local time. Zbl 1224.60141Krykun, Ivan H. 3 2009 On the convergence of series of autoregressive sequences in Banach spaces. Zbl 1224.60094Buldygin, Valerii V.; Runovska, Marina K. 3 2010 Estimation of moments by observations from mixtures with varying concentrations. Zbl 1026.62030Kubaychuk, O. 3 2002 On the local times for Gaussian integrators. Zbl 1313.60067Izyumtseva, O. L. 3 2014 Stochastic flows and signed measure valued stochastic partial differential equations. Zbl 1249.60099Kotelenez, Peter M. 3 2010 On regularization of the formal Fourier-Wiener transform of the self-intersection local time of a planar Gaussian process. Zbl 1249.60073Dorogovtsev, A. A.; Izyumtseva, O. L. 3 2011 Asymptotic behaviour of the distribution density of some Lévy functionals in \(\mathbb R^n\). Zbl 1249.60095Knopova, V. 3 2011 Poincaré inequality and exponential integrability of the hitting times of a Markov process. Zbl 1249.60167Kulik, Alexey M. 3 2011 The group analysis of stochastic partial differential equations. Zbl 1065.60080Melnick, S. A. 3 2003 PRV property and the asymptotic behaviour of solutions of stochastic differential equations. Zbl 1142.60362Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 3 2005 Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I. Zbl 1141.60054Silvestrov, D. S.; Drozdenko, M. O. 3 2006 Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and Wiener process. Zbl 1142.60028Mishura, Yuliya; Posashkov, Sergiy 3 2007 Robust filtering of stochastic processes. Zbl 1142.60328Moklyachuk, Mikhail; Masyutka, Aleksandr 3 2007 Convergence rates of the semi-discrete method for stochastic differential equations. Zbl 1449.60104Stamatiou, I. S.; Halidias, N. 3 2019 Nonlinear perturbed renewal equations with application to a random walk. Zbl 0973.60026Englund, Erling 3 2000 Simple approximations of ruin probabilities. Zbl 0977.62107Grandel, Jan 3 2001 Statistical inference in sampling theory. Zbl 0974.62010Traat, Imbi; Meister, Kadri; Sõstra, Kaja 3 2001 Asymptotic properties of \(L_p\)-estimators. Zbl 1196.62114Ivanov, Alexander V. 2 2008 Distribution of the maximum of the Chentsov random field. Zbl 1199.60178Kruglova, Natalia 2 2008 Estimates of stochastic processes from observations with noise. Zbl 0928.62082Moklyachuk, Mikhail 2 1997 M. Krawtchouk (1892-1942) – Professor of mathematical statistics. Zbl 0932.01037Seneta, Eugene 2 1997 On approximation of isotropic random fields on the sphere. Zbl 0933.60050Vyzhva, Zoya A. 2 1997 Structure of optimal stopping domains for American options with knock out domains. Zbl 1164.60030Lundgren, Robin 2 2007 Asymptotic expansions for distributions of the surplus prior and at the time of ruin. Zbl 1164.60068Silvestrov, Dmitrii S. 2 2007 A uniqueness theorem for the martingale problem describing a diffusion in media with membranes. Zbl 1224.60200Aryasova, Olga V.; Portenko, Mykola I. 2 2008 On the asymptotic behaviour of probabilities of small deviations for compound Cox processes. Zbl 1224.60045Frolov, Andrei N. 2 2008 Penalisations of Brownian motion with its maximum and minimum processes as weak forms of Skorokhod embedding. Zbl 1224.60076Roynette, B.; Vallois, P.; Yor, M. 2 2008 Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion. Zbl 1224.60146Mishura, Yuliya; Posashkova, Svitlana 2 2008 Minimax prediction problem for multidimensional stationary stochastic sequences. Zbl 1224.62085Moklyachuk, Mikhail; Masyutka, Aleksandr 2 2008 Multivariate random fields on some homogeneous spaces. Zbl 1224.60073Ponomarenko, Oleksander; Perun, Yuriy 2 2008 The problem of pasting together two diffusion processes and classical potentials. Zbl 1224.60203Kopytko, Bohdan I.; Portenko, Mykola I. 2 2009 The Fokker-Planck-Kolmogorov equations for some degenerate diffusion processes. Zbl 1224.35172Ivasyshen, S. D.; Medynsky, I. P. 2 2010 Density estimation by observations with admixture. Zbl 1223.62036Sugakova, O. 2 2010 Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces. Zbl 1474.60165Mandrekar, V.; Naik-Nimbalkar, U. V. 1 2020 Convergence rates of the semi-discrete method for stochastic differential equations. Zbl 1449.60104Stamatiou, I. S.; Halidias, N. 3 2019 On exponential decay of a distance between solutions of an SDE with non-regular drift. Zbl 1449.60096Aryasova, O.; Pilipenko, A. 1 2019 Limit theorem for perturbed random walks. Zbl 1449.60071Ngo, Hoang-Long; Peigné, Marc 1 2019 Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion. Zbl 1424.62133Prakasa Rao, B. L. S. 4 2018 Duality for coalescing stochastic flows on the real line. Zbl 1438.60127Riabov, G. V. 2 2018 Convergence of solutions of SDEs to Harris flows. Zbl 1438.60083Vovchanskii, M. B. 1 2018 On distances between distributions of polynomials. Zbl 1413.60008Zelenov, Georgii I. 6 2017 Moment measures and stability for Gaussian inequalities. Zbl 1413.28025Kolesnikov, Alexander V.; Kosov, Egor D. 5 2017 Negative binomial construction of random discrete distributions on the infinite simplex. Zbl 1413.60039Ipsen, Yuguang F.; Maller, Ross A. 4 2017 Some random integral operators related to a point processes. Zbl 1399.60086Dorogovtsev, A. A.; Korenovska, Ia. A. 1 2017 A note on the Kolmogorov-Marcinkiewicz-Zygmund type strong law of large numbers for elements of autoregression sequences. Zbl 1399.60047Ilienko, M. K. 1 2017 \(\mathbf p\)-majorizing quadratic stochastic operators. Zbl 1399.47151Saburov, M.; Yusof, N. A. 1 2017 On Gaussian conditional measures depending on a parameter. Zbl 1413.28024Alekseev, Georgii A.; Yurova, Ekaterina V. 1 2017 On some random integral operators generated by an Arratia flow. Zbl 1413.60059Dorogovtsev, A. A.; Korenovska, Ia. A.; Glinyanaya, E. V. 1 2017 Renewal shot noise processes in the case of slowly varying tails. Zbl 1374.60174Kabluchko, Zakhar; Marynych, Alexander 4 2016 On weak convergence of finite-dimensional and infinite-dimensional distributions of random processes. Zbl 1363.60003Bogachev, V. I.; Miftakhov, A. F. 3 2016 Tail behaviour of suprema of perturbed random walks. Zbl 1363.60068Iksanov, Alexander; Polotskiy, Serguei 1 2016 On Feller semigroups associated with one-dimensional diffusion processes with membranes. Zbl 1363.60108Kopytko, B. I.; Shevchuk, R. V. 1 2016 Baxter type theorems for generalized random Gaussian processes. Zbl 1363.60057Krasnitskiy, S. M.; Kurchenko, O. O. 1 2016 Remarks on mass transportation minimizing expectation of a minimum of affine functions. Zbl 1374.49038Kolesnikov, Alexander V.; Lysenko, Nikolay 1 2016 Markov processes and group actions. Zbl 1374.60143Liao, Ming 1 2016 Convoluted Brownian motion: a semimartingale approach. Zbl 1374.60065Roelly, Sylvie; Vallois, Pierre 1 2016 Transfer theorems and right-continuous processes. Zbl 1374.60003Rigo, Pietro; Thorisson, Hermann 1 2016 A note on convergence to stationarity of random processes with immigration. Zbl 1363.60017Marynych, A. V. 5 2015 The logistic S. D. E. Zbl 1363.60074Giet, Jean-Sébastien; Vallois, Pierre; Wantz-Mézières, Sophie 2 2015 Arginf-sets of multivariate cadlag processes and their convergence in hyperspace topologies. Zbl 1363.60050Ferger, D. 2 2015 Exchangeable optimal transportation and log-concavity. Zbl 1363.28020Kolesnikov, Alexander V.; Zaev, Danila A. 2 2015 On self-intersection local times for generalized Brownian bridges and the distance between step functions. Zbl 1363.60053Dorogovtsev, A. A.; Izyumtseva, O. I. 1 2015 Random maps and Kolmogorov widths. Zbl 1363.60094Korenovska, I. A. 1 2015 Positivity of transition probabilities of infinite-dimensional diffusion processes on ellipsoids. Zbl 1363.60088Manita, Oxana 1 2015 One type of singular perturbations of a multidimensional stable process. Zbl 1340.47089Osypchuk, M. M.; Portenko, M. I. 4 2014 On the local times for Gaussian integrators. Zbl 1313.60067Izyumtseva, O. L. 3 2014 On Ornstein-Uhlenbeck’s measure of a Hilbert ball in the space of continuous functions. Zbl 1313.60141Osypchuk, M. M.; Portenko, M. I. 1 2014 Limit behaviour of a simple random walk with non-integrable jump from a barrier. Zbl 1313.60062Pilipenko, A. Yu.; Prykhodko, Yu. E. 1 2014 Some uniform estimates for the transition density of a Brownian motion on a Carnot group and their application to local times. Zbl 1313.60142Rudenko, A. V. 1 2014 Geometric entropy in Banach spaces. Zbl 1340.46025Dorogovtsev, Andrey; Popov, Mikhail 1 2014 Semigroups of \(m\)-point motions of the Arratia flow, and binary forests. Zbl 1340.60123Glinyanaya, E. V. 1 2014 On the strong existence and uniqueness to a solution of a countable system of SDEs with measurable drift. Zbl 1340.60093Pilipenko, Andrey; Tantsiura, Maksym 1 2014 Itô-Wiener expansion for functionals of the Arratia’s flow \(n\)-point motion. Zbl 1340.60079Riabov, G. V. 1 2014 Large deviations for one-dimensional SDE with discontinuous diffusion coefficient. Zbl 1265.60124Kulik, Alexei M.; Soboleva, Daryna D. 3 2012 Large deviation principle for processes with Poisson noise term. Zbl 1289.60103Logachov, A. 2 2012 Large deviation principle for one-dimensional SDE with discontinuous coefficients. Zbl 1289.60027Sobolieva, Daryna D. 2 2012 Independent infinite Markov particle systems with jumps. Zbl 1265.60095Hiraba, Seiji 1 2012 Weak convergence of a series scheme of Markov chains to the solution of a Lévy driven SDE. Zbl 1265.60136Kosenkova, T. I. 1 2012 On strong existence and continuous dependence for solutions of one-dimensional stochastic equations with additive Lévy noise. Zbl 1289.60104Pilipenko, Andrey Yu. 1 2012 System of interacting particles with Markovian switching. Zbl 1289.82008Pogorui, A. A. 1 2012 The distribution of random evolution in Erlang semi-Markov media. Zbl 1249.60196Pogorui, A. 4 2011 On pasting together two inhomogeneous diffusion processes on a line with the general Feller-Wentzell conjugation condition. Zbl 1249.60173Kopytko, B. I.; Shevchuk, R. V. 4 2011 On regularization of the formal Fourier-Wiener transform of the self-intersection local time of a planar Gaussian process. Zbl 1249.60073Dorogovtsev, A. A.; Izyumtseva, O. L. 3 2011 Asymptotic behaviour of the distribution density of some Lévy functionals in \(\mathbb R^n\). Zbl 1249.60095Knopova, V. 3 2011 Poincaré inequality and exponential integrability of the hitting times of a Markov process. Zbl 1249.60167Kulik, Alexey M. 3 2011 On asymptotic behaviour of conditional probability of crossing the nonlinear boundary by a perturbed random walk. Zbl 1249.60084Aliyev, S.; Rahimov, F.; Navidiv, M. 1 2011 Discrete time approximation of coalescing stochastic flows on the real line. Zbl 1249.60122Nishchenko, I. I. 1 2011 On the strong uniqueness of a solution to singular stochastic differential equations. Zbl 1249.60177Aryasova, Olga V.; Pilipenko, Andrey Yu. 1 2011 On stochastic averaging and mixing. Zbl 1224.60181Abourashchi, N.; Veretennikov, A. Yu. 11 2010 Limit theorems for the number of occupied boxes in the Bernoulli sieve. Zbl 1249.60029Gnedin, Alexander; Iksanov, Alexander; Marynych, Alexander 10 2010 The maximum principle for some nonlinear stochastic control system with variable structure. Zbl 1224.93129Agayeva, C. A.; Abushov, Q. U. 4 2010 An extension of the Itô integral: toward a general theory of stochastic integration. Zbl 1224.60122Ayed, Wided; Kuo, Hui-Hsiung 4 2010 Catalytic branching random walk on three-dimensional lattice. Zbl 1249.60028Bulinskaya, E. V. 4 2010 On the convergence of series of autoregressive sequences in Banach spaces. Zbl 1224.60094Buldygin, Valerii V.; Runovska, Marina K. 3 2010 Stochastic flows and signed measure valued stochastic partial differential equations. Zbl 1249.60099Kotelenez, Peter M. 3 2010 The Fokker-Planck-Kolmogorov equations for some degenerate diffusion processes. Zbl 1224.35172Ivasyshen, S. D.; Medynsky, I. P. 2 2010 Density estimation by observations with admixture. 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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 all top 5 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. 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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 all top 5 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) Citations by Year