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Teoriya Veroyatnosteĭ i eë Primeneniya

Short Title: Teor. Veroyatn. Primen.
Publisher: Russian Academy of Sciences - RAS (Rossiĭskaya Akademiya Nauk - RAN), Moscow; Nauka, Moscow
ISSN: 0040-361X; 2305-3151/e
Online: http://www.mathnet.ru/tvp
Translation: Theory of Probability and its Applications
Comments: Latest articles indexed in the translation journal. This journal is available open access with a moving wall of 3 years.
Documents Indexed: 2,063 Publications (since 1956)
all top 5

Authors

24 Skorokhod, Anatoliĭ Volodymyrovych
22 Borovkov, Aleksandr Alekseevich
21 Shiryaev, Al’bert Nikolaevich
20 Ibragimov, Il’dar Abdullovich
18 Rogozin, B. A.
18 Sazonov, Vyacheslav Vasil’evich
18 Zolotarëv, Vladimir Mikhaĭlovich
16 Prokhorov, Yuriĭ Vasil’evich
15 Dobrushin, Roland L’vovich
15 Khas’minskiĭ, Rafail Zalmanovich
15 Kruglov, Victor M.
15 Shur, Mikhail Grigoryevtsh
15 Vatutin, Vladimir Alekseevich
14 Nagaev, Sergey Victorovich
14 Rozanov, Yuriĭ Anatol’evich
13 Dynkin, Evgeniĭ Borisovich
13 Sevast’yanov, Boris Aleksandrovich
12 Borovkov, Konstantin A.
12 Davydov, Yu. A.
12 Gaposhkin, Vladimir Fedorovich
11 Fel’dman, Gennadiĭ Mikhaĭlovich
11 Girko, Vyacheslav Leonidovich
11 Linnik, Yuriĭ Vladimirovich
11 Rotar, Vladimir Il’ich
11 Rozovskiĭ, Leonid Viktorovich
11 Yushkevich, Aleksandr Adol’fovich
10 Kabanov, Yuriĭ Mikhaĭlovich
10 Lebedev, V. A.
10 Liptser, Robert
10 Pagurova, V. I.
10 Petrov, Valentin Vladimirovich
10 Senatov, Vladimir Vasil’evich
10 Tutubalin, Valeriĭ Nikolaevich
9 Chistyakov, Vladimir Pavlovich
9 Korolev, Viktor Yur’evich
9 Martikainen, Alexander I.
9 Nosko, Vladimir P.
9 Vakhania, Nicholas N.
9 Zaitsev, Andrei Yu.
8 Alekseev, V. G.
8 Bulinskiĭ, Aleksandr Vadimovich
8 Korolyuk, Volodymyr Semenovych
8 Korostelev, Alexander P.
8 Krylov, Nicolaĭ Vladimirovich
8 Mikhaĭlov, Vladimir Gavrilovich
8 Nagaev, Alexander Viktorovich
8 Ostrovskii, E. I.
8 Rachev, Svetlozar T.
8 Ronzhin, A. F.
8 Stepanov, V. E.
8 Ushakov, Nikolaĭ Georgievich
8 Zalesskij, Boris Andreevich
7 Chibisov, Dmitriĭ Mikhaĭlovich
7 Darkhovsky, Boris S.
7 Feinberg, Eugene Aleksandrovich
7 Kholevo, Aleksandr Semënovich
7 Ivchenko, Grigoriĭ Ivanovich
7 Khashimov, Sh. A.
7 Khrennikov, Andreĭ Yur’evich
7 Kramkov, Dmitriĭ Olegovich
7 Novikov, Aleksandr Aleksandrovich
7 Pavlov, Igor V.
7 Shurenkov, V. M.
7 Sinaĭ, Yakov Grigor’evich
7 Ul’yanov, Vladimir Vasil’evich
7 Veretennikov, Alexander Yu.
7 Volodin, Igor N.
6 Afanaseva, Larisa G.
6 Badal’baev, I. S.
6 Bakirov, Nail K.
6 Belyaev, Yuriĭ Konstantinovich
6 Bol’shev, Login Nikolaevich
6 Borodin, Andreĭ Nikolaevich
6 Braverman, Michael Sh.
6 Egorov, V. A.
6 Freidlin, Mark I.
6 Gamkrelidze, Nikolaĭ Georgievich
6 Kharlamov, Boris Pavlovich
6 Kagan, Abram Meerovich
6 Klebanov, Leo B.
6 Kolmogorov, Andreĭ Nikolaevich
6 Kulinich, Grygoriĭ L.
6 Malevich, Tat’yana L’vovna
6 Mirakhmedov, Sherzod A.
6 Molchanov, Ilya S.
6 Mushtari, D. Kh.
6 Osipov, L. V.
6 Pinelis, Iosif Froimovich
6 Piterbarg, Vladimir Il’ich
6 Shepp, Lawrence Alan
6 Tikhov, M. S.
6 Utev, S. A.
6 Vladimirskii, Ju. N.
6 Whittle, Peter
6 Yurinskiĭ, Vadim Vladimirovich
5 Aleškevičienė, Aldona K.
5 Borisov, Igor S.
5 Buldygin, Valeriĭ Volodymyrovych
5 Galtchouk, Leonid I.
5 Greenwood, Priscilla E.
...and 1,004 more Authors

Publications by Year

Citations contained in zbMATH Open

949 Publications have been cited 5,515 times in 4,837 Documents Cited by Year
On estimating regression. Zbl 0136.40902
Nadaraya, E. A.
292
1964
On the strong law of large numbers and related results for quasi- stationary sequences. Zbl 0423.60030
Serfling, R. J.
240
1980
On some limit theorems similar to the arc-sin law. Zbl 0147.37004
Breiman, L.
183
1965
Convergence of random processes and limit theorems in probability theory. Zbl 0075.29001
Prokhorov, Yu. V.
155
1956
The description of a random field by means of conditional probabilities and conditions of its regularity. Zbl 0184.40403
Dobrushin, R. L.
148
1968
Limit theorems for stochastic processes. Zbl 0074.33802
Skorokhod, A. V.
133
1956
A theorem on sums of independent positive random variables and its applications to branching random processes. Zbl 0203.19401
Chistyakov, V. P.
97
1964
Nonparametric estimation of a multidimensional probability density. Zbl 0175.17101
Epanechnikov, V. A.
95
1969
Strong Markov processes. Zbl 0073.34801
Dynkin, E. B.; Yushkevich, A. A.
78
1956
Stochastic equations for diffusion processes in a bounded region. Zbl 0215.53501
Skorokhod, A. V.
66
1961
On a problem of adaptive estimation in Gaussian white noise. Zbl 0725.62075
Lepskij, O. V.
65
1990
Branching processes with immigration and related limit theorems. Zbl 0242.60034
Kawazu, Kiyoshi; Watanabe, Shinzo
65
1971
Circular law. Zbl 0565.60034
Girko, V. L.
60
1984
Central limit theorem for non-stationary Markov chains. I, II. Zbl 0093.15001
Dobrushin, R. L.
60
1956
Ergodic properties of recurrent diffusion processes and stabilization of the solution to the Cauchy problem for parabolic equations. Zbl 0093.14902
Khas’minskiĭ, R. Z.
58
1960
The almost sure Skorokhod representation for subsequences in nonmetric spaces. Zbl 0923.60001
Jakubowski, A.
54
1997
On the composition of unimodal distributions. Zbl 0073.12501
Ibragimov, I. A.
47
1956
Mean-variance hedging of options on stocks with Markov volatilities. Zbl 0836.60075
Di Masi, G. B.; Kabanov, Yu. M.; Runggaldier, W. J.
41
1994
Infinitely divisible processes. Zbl 0268.60036
Maruyama, G.
41
1970
The Galton-Watson process with mean one and finite variance. Zbl 0158.35202
Kesten, H.; Ney, P.; Spitzer, F.
37
1966
Limit theorems for stochastic processes with independent increments. Zbl 0097.13001
Skorokhod, A. V.
36
1957
Large financial markets: Asymptotic arbitrage and contiguity. Zbl 0834.90018
Kabanov, Yu. M.; Kramkov, D. O.
34
1994
On multivariate skewness and kurtosis. Zbl 0807.60020
Móri, T. F.; Rohatgi, V. K.; Székely, G. J.
33
1993
On a strong mixing condition for stationary random Gaussian processes. Zbl 0091.30001
Kolmogorov, A. N.; Rozanov, Yu. A.
31
1960
A limit theorem for the solutions of differential equations with random right-hand sides. Zbl 0202.48601
Khas’minskiĭ, R. Z.
30
1966
On a relation between an estimate of the remainder in the central limit theorem and the law of the iterated logarithm. Zbl 0203.19602
Petrov, V. V.
29
1966
Existence and uniqueness of semimartingale reflecting Brownian motions in convex polyhedrons. Zbl 0854.60078
Dai, J. G.; Williams, R. J.
27
1995
Martingale approach in the theory of goodness-of-fit tests. Zbl 0454.60049
Khmaladze, E. V.
27
1981
On characteristic functionals. Zbl 0089.33801
Sazonov, V.
27
1958
Optimal stopping rules and maximal inequalities for Bessel processes. Zbl 0807.60040
Dubins, L. E.; Shepp, L. A.; Shiryaev, A. N.
26
1993
The first passage time of a level and the behavior at infinity for a class of processes with independent increments. Zbl 0149.12903
Zolotarev, V. M.
26
1964
More exact statements of several theorems in the theory of branching processes. Zbl 0089.34202
Zolotarev, V. M.
25
1957
A note to the theory of infinitely divisible laws. Zbl 0301.60014
Kruglov, V. M.
24
1970
Certain types of random fields in \(n\)-dimensional spaces similar to stationary stochastic processes. Zbl 0084.12804
Yaglom, A. M.
24
1957
Bounds for the moments of linear and quadratic forms in independent variables. Zbl 0101.12003
Whittle, P.
23
1962
Symmetric stable processes as traces of degenerate diffusion processes. Zbl 0238.60060
Molchanov, S. A.; Ostrovskij, E.
22
1969
Probability metrics. Zbl 0514.60026
Zolotarev, V. M.
21
1983
Age-dependent branching processes allowing immigration. Zbl 0164.46902
Jagers, P.
21
1968
On the nonparametric estimation of a value of a linear functional in Gaussian white noise. Zbl 0532.62061
Ibragimov, I. A.; Khas’minskij, R. Z.
19
1984
Equicontinuous Markov operators. Zbl 0133.40101
Rosenblatt, M.
19
1965
On the multi-dimensional central limit theorem. Zbl 0139.35206
Borovkov, A. A.; Rogozin, B. A.
19
1965
On limit theorems for the product of random matrices. Zbl 0147.17105
Tutubalin, V. N.
19
1965
Limit theorems for random walks. I, II. Zbl 0202.47403
Skorokhod, A. V.; Slobodenyuk, N. P.
19
1965
On the convergence of sums of random step processes to a Poisson process. Zbl 0202.48302
Grigelionis, B.
19
1963
Testing hypothesis of the model linear accumulation of damages. Zbl 0399.62099
Bagdonavicus, V. B.
18
1978
On the rate of convergence in the central limit theorem for weakly dependent random variables. Zbl 0448.60019
Tikhomirov, A. N.
18
1980
A functional central limit theorem for semimartingales. Zbl 0454.60032
Liptser, R. Sh.; Shiryaev, A. N.
18
1980
On convergence of distribution generated by stationary stochastic processes. Zbl 0174.49201
Davydov, J. A.
18
1968
A new look at pricing of the “Russian option”. Zbl 0834.60072
Shepp, L. A.; Shiryaev, A. N.
17
1994
On an inequality and on the related characterization of the normal distribution. Zbl 0511.60016
Borovkov, A. A.; Utev, S. A.
17
1983
Asymptotically minimax adaptive estimation. I: Upper bounds. Optimally adaptive estimates. Zbl 0738.62045
Lepskij, O. V.
17
1991
On relations between strict sense and wide sense conditional expectations. Zbl 0078.31101
Sidak, Zbynek
17
1957
Some limit theorems for stationary Markov chains. Zbl 0078.31804
Nagaev, S. V.
17
1958
Dirichlet’s problem for an equation with periodic coefficients depending on a small parameter. Zbl 0138.11602
Freidlin, M. I.
17
1964
Two-dimensional analogues of an inequality of Esseen with applications to the central limit theorem. Zbl 0202.48503
Sadikova, S. M.
17
1966
Convergence of random sequences with the independent random indices. I. Zbl 0837.60018
Korolev, V. Yu.
16
1994
Limit theorems for solutions of the Burgers equation with Gaussian and non-Gaussian initial conditions. Zbl 0853.35139
Leonenko, N.; Orsingher, E.
16
1995
Several uniform estimates of the rate of convergence in the multidimensional central limit theorem. Zbl 0454.60023
Senatov, V. V.
16
1980
Conditioned branching processes and their limiting diffusions. Zbl 0253.60073
Lamperti, John; Ney, Peter
16
1968
On conditional probability spaces generated by a dimensionally ordered set of measures. Zbl 0073.12302
Rényi, Alfréd
16
1956
Consistent families of measures and their extensions. Zbl 0201.49102
Vorob’ev, N. N.
16
1962
Some aspects of insurance mathematics. Zbl 0803.62092
Embrechts, P.; Klüppelberg, C.
15
1993
Monge-Kantorovich problem on mass transition and its applications in stochastics. Zbl 0565.60010
Rachev, S. T.
15
1984
Mellin-Stieltjes transformations in probability theory. Zbl 0084.14103
Zolotarev, V. M.
15
1958
No-arbitrage and equivalent martingale measures: An elementary proof of the Harrison-Pliska theorem. Zbl 0834.60045
Kabanov, Yu. M.; Kramkov, D. O.
14
1994
On the rate of convergence in Kolmogorov’s uniform limit theorem. I. Zbl 0458.60024
Arak, T. V.
14
1981
The laws of large numbers for identically distributed Banach space valued random variables. Zbl 0466.60007
Azlarov, T. A.; Volodin, N. A.
14
1981
On large deviations in Banach spaces. Zbl 0623.60012
Bentkus, V. Yu.
14
1986
Limit theorems for the compositions of distributions in the Lobachevsky plane and space. Zbl 0107.35603
Karpelevich, F. I.; Tutubalin, V. N.; Shur, M. G.
14
1959
On a class of degenerate diffusion processes. Zbl 0183.19901
Sonin, I. M.
14
1967
Toward the theory of pricing of options of both European and American types. II: Continuous time. Zbl 0833.60065
Shiryaev, A. N.; Kabanov, Yu. M.; Kramkov, D. O.; Mel’nikov, A. V.
13
1994
Cuts in natural exponential families. Zbl 0852.62019
Barndorff-Nielsen, O. E.; Koudou, A. E.
13
1995
An asymptotic behaviour of local times of a recurrent random walk with finite variance. Zbl 0474.60056
Borodin, A. N.
13
1981
On the distribution of the first jump. Zbl 0139.35501
Rogozin, B. A.
13
1964
Zero-zero chance-constrained games. Zbl 0206.23201
Charnes, A.; Kirby, M. J. L.; Raike, W. M.
13
1968
On the rate of convergence in the central limit theorem for m-dependent random variables. Zbl 0437.60018
Shergin, V. V.
12
1979
Le “skew-Brownian motion” et les processus qui en dérivent. (The ‘skew Brownian motion’ and the processes derived from this). Zbl 0696.60080
Ouknine, Youssef
12
1990
On Skorokhod convergence. Zbl 0074.34102
Kolmogorov, A. N.
12
1956
A refinement of two theorems in the theory of branching processes. Zbl 0166.14202
Heathcote, C. R.; Seneta, E.; Vere-Jones, D.
12
1967
Multiplicity and representation theory of purely non-deterministic stochastic processes. Zbl 0171.38902
Kallianpur, Gopinath; Mandrekar, V.
12
1965
Integral limit theorems taking into account large deviations when Cramer’s condition does not hold. I. Zbl 0172.21901
Nagaev, A. V.
12
1969
On the Chebyshev-Cramér asymptotic expansions. Zbl 0201.51001
Ibragimov, I. A.
12
1967
Limit theorems for the number of empty cells in the equiprobable scheme of group disposal of particles. Zbl 0517.60008
Vatutin, V. A.; Mikhajlov, V. G.
11
1982
Limit distributions for order statistics. II. Zbl 0405.62041
Balkema, A. A.; De Haan, Laurens
11
1978
Necessary and sufficient conditions for the uniform convergence of empirical means to their true values. Zbl 0471.60041
Vapnik, V. N.; Chervonenkis, A. Ya.
11
1981
On the exact constant for the Rosenthal inequality. Zbl 0927.60023
Ibragimov, R.; Sharakhmetov, Sh.
11
1997
On an estimate of the concentration function of a sum of independent random variables. Zbl 0235.60024
Petrov, V. V.
11
1970
A non-uniform estimate for the convergence speed in the multi-dimensional central limit theorem. Zbl 0235.60026
Rotar’, V. I.
11
1970
Local Bahadur optimality and characterization problems. Zbl 0537.62018
Nikitin, Ya. Yu.
11
1984
Limit theorems for Markov processes. Zbl 0090.35501
Skorokhod, A. V.
11
1958
On joint distributions of random variables associated with fluctuations of a process with independent increments. Zbl 0194.49001
Pecerskij, E. A.; Rogozin, B. A.
11
1969
Branching stochastic processes for particles diffusing in a restricted domain with absorbing boundaries. Zbl 0198.22403
Sevast’yanov, B. A.
11
1958
On estimates of regression coefficients. Zbl 0199.53601
Kholevo, A. S.
11
1969
Limit behavior of the one-dimensional random walks in random environments. Zbl 0497.60065
Sinaj, Ya. G.
10
1982
Probabilities of large deviations on the whole axis. Zbl 0801.60021
Rozovskij, L. V.
10
1993
Effective convergence in probability and an ergodic theorem for individual random sequences. Zbl 0917.60039
V’yugin, V. V.
10
1997
A pathwise solution of the equations of nonlinear filtering. Zbl 0487.60049
Davis, M. H. A.
10
1982
On transforming the diffusion process to a Wiener process. Zbl 0081.13501
Cherkasov, I. D.
10
1957
On maximum likelihood estimation of parameters of the spektral density of stationary time series. Zbl 0173.20703
Ibragimov, I. A.
10
1967
Stochastic differential equations occurring in the estimation of continuous parameter stochastic processes. Zbl 0195.44503
Kallianpur, Gopinath; Striebel, C.
10
1969
The almost sure Skorokhod representation for subsequences in nonmetric spaces. Zbl 0923.60001
Jakubowski, A.
54
1997
On the exact constant for the Rosenthal inequality. Zbl 0927.60023
Ibragimov, R.; Sharakhmetov, Sh.
11
1997
Effective convergence in probability and an ergodic theorem for individual random sequences. Zbl 0917.60039
V’yugin, V. V.
10
1997
Well-calibrated, coherent forecasting systems. Zbl 0909.62085
Berti, P.; Regazzini, E.; Rigo, P.
9
1997
Maximum of the critical Galton-Watson processes and left-continuous random walks. Zbl 0909.60076
Vatutin, V. A.; Topchij, V. A.
6
1997
Some refinements of probabilistic and moment inequalities. Zbl 0923.60023
Nagaev, S. V.
6
1997
A refinement of the central limit theorem for random determinants. Zbl 0923.60027
Girko, V. L.
5
1997
Variance inequalities for covariance kernels and applications to central limit theorems. Zbl 0915.60036
Cacoullos, T.; Papadatos, N.; Papathanasiou, V.
5
1997
Approximation of quadratic forms of independent random vectors by accompanying laws. Zbl 0913.60034
Bentkus, V.; Götze, F.; Zaitsev, A. Yu.
5
1997
Asymptotic minimaxity of chi-square tests. Zbl 0911.62039
Ermakov, M. S.
5
1997
On the Russian option: The expected waiting time. Zbl 0924.60012
Graversen, S. E.; Peškir, G.
4
1997
The Skitovich-Darmois theorem for discrete periodic Abelian groups. Zbl 0921.60007
Fel’dman, G. M.
4
1997
Weak convergence of distributions of separable statistics. Zbl 0915.60035
Kudlaev, E. M.
3
1997
A controlled jump discounted model with constraints. Zbl 0908.60026
Piunovskij, A. B.
3
1997
Optimal bounds for the Prokhorov distance of the Miller-Sen process and Brownian motion. Zbl 0920.60015
Ferger, D.
3
1997
Closedness of sum spaces and the generalized Schrödinger problem. Zbl 0915.60007
Rüschendorf, L.; Thomsen, W.
3
1997
Maximum likelihood estimator and Kullback-Leibler information in misspecified Markov chain models. Zbl 0947.62052
Greenwood, P. E.; Wefelmeyer, W.
2
1997
To the invariance principle. Zbl 0908.60013
Kruglov, V. M.
2
1997
Propagation of chaos for queueing networks. Zbl 0906.60063
Borovkov, K. A.
2
1997
Probabilities of large deviations of sums of independent random variables with a common distribution function from the domain of attraction of an asymmetric stable law. Zbl 0915.60044
Rozovskij, L. V.
2
1997
The Eaton problem and multiplicative properties of multivariate distributions. Zbl 0921.62067
Lisitskij, A. D.
2
1997
On the convergence of distributions of random sums of independent random variables to stable laws. Zbl 0911.60006
Korolev, V. Yu.
2
1997
On the convergence of distributions of random sums of independent random variables to stable laws. Zbl 0908.60004
Korolev, V. Yu.
2
1997
On a Poisson approximation for the distribution of the number of empty cells in a nonhomogeneous allocation scheme. Zbl 0909.60029
Mikhajlov, V. G.
1
1997
On the existence of strong solutions of diffusion-type stochastic equations in \(\mathbb{R}^m\). Zbl 0906.60049
Pisanets, S. I.
1
1997
A probabilistic approach to a nonlinear differential equation on a Riemannian manifold. Zbl 0910.58040
Dynkin, E. B.
1
1997
On the Brownian first-passage time over a one-sided stochastic boundary. Zbl 0924.60069
Peškir, G.; Shiryaev, A. N.
1
1997
On the longest head-run in an individual random sequence. Zbl 0908.60067
V’yugin, V. V.
1
1997
Weak convergence of the integrated number of level crossings to the local time for Wiener processes. Zbl 0911.60005
Berzin-Joseph, C.; León, J. R.
1
1997
Existence and uniqueness of semimartingale reflecting Brownian motions in convex polyhedrons. Zbl 0854.60078
Dai, J. G.; Williams, R. J.
27
1995
Limit theorems for solutions of the Burgers equation with Gaussian and non-Gaussian initial conditions. Zbl 0853.35139
Leonenko, N.; Orsingher, E.
16
1995
Cuts in natural exponential families. Zbl 0852.62019
Barndorff-Nielsen, O. E.; Koudou, A. E.
13
1995
The domains of attraction of semistable laws. Zbl 0853.60011
Grinevich, I. V.; Khokhlov, Yu. S.
6
1995
Large deviations for solutions of stochastic equations. Zbl 0863.60052
Makhno, S. Ya.
6
1995
Convergence of random sequences with independent random indices. II. Zbl 0863.60022
Korolev, V. Yu.
6
1995
On probability distributions on the field of \(p\)-adic numbers. Zbl 0848.60011
Khrennikov, A. Yu.
4
1995
On local times for functions and stochastic processes. I. Zbl 0909.60057
Nasyrov, F. S.
4
1995
On the extensions of the von Mises frequency approach and Kolmogorov axiomatic approach to the \(p\)-adic probability theory. Zbl 0852.60002
Khrennikov, A. Yu.
3
1995
Nonlinear filtering using random particles. Zbl 0860.60030
Del Moral, P.
3
1995
A refinement of the central limit theorem for sums of independent random indicators. Zbl 0861.60029
Volkova, A. Yu.
3
1995
Spectral properties of sample covariance matrices. Zbl 0898.62081
Serdobol’skij, V. I.
3
1995
Asymptotic minimaxity of tests of the Kolmogorov and omega-square types. Zbl 0898.62058
Ermakov, M. S.
2
1995
Central limit theorem of the perturbed sample quantile for a sequence of \(m\)-dependent nonstationary random processes. Zbl 0839.60026
Sun, Shan
2
1995
Marcinkiewicz-Zygmund laws for Banach space valued random variables with multidimensional parameters. Zbl 0843.60004
Nguyen Van Giang
2
1995
Graphs of systems of two term equations with Boolean unknowns. Zbl 0852.60010
Balakin, G. V.
2
1995
On asymptotic optimality of estimators of parameters under the LAQ condition. Zbl 0898.62031
Gushchin, A. A.
2
1995
Comparison theorems for distribution functions of quadratic forms of Gaussian vectors. Zbl 0853.60018
Bakirov, N. K.
2
1995
On the distribution of the number of solutions of random systems of equations which are known to be consistent. Zbl 0852.60074
Kopyttsev, V. A.
2
1995
On the convergence of random processes generated by polyhedral approximation of convex compacts. Zbl 0852.60011
Molchanov, I. S.
2
1995
A functional limit theorem for random variables with strong residual dependence. Zbl 0865.60023
Rusakov, O. V.
2
1995
Fubini theorem for parameter-dependent stochastic integrals with respect to \(L^ 0\)-valued random measures. Zbl 0844.60028
Lebedev, V. A.
2
1995
Almost sure convergence of multiple series of independent random variables. Zbl 0845.60028
Klesov, O. I.
1
1995
Rate of convergence in the central limit theorem for fields of associated random variables. Zbl 0849.60015
Bulinskij, A. V.
1
1995
On a group analogue of a theorem of A. M. Kagan. Zbl 0839.60010
Lisyanoj, S. V.
1
1995
On efficient estimation of smooth functionals. Zbl 0898.62047
Goldstein, L.; Khas’minskiĭ, R. Z.
1
1995
A small deviation theorem for independent random variables. Zbl 0841.60017
Shao, Q. M.
1
1995
The Fubini theorem for stochastic integrals with respect to \(L^ 0\)-valued random measures depending on a parameter. Zbl 0852.60060
Lebedev, V. A.
1
1995
A local limit theorem for multiple Wiener-Itô stochastic integrals. Zbl 0852.60061
Davydov, Yu. A.; Manukyan, R. R.
1
1995
A matrix equation for resolvents of random matrices with independent blocks. Zbl 0858.15009
Girko, V. L.
1
1995
Repetition of states of a random-number generator under multiple access. Zbl 0857.65008
Mikhailov, V. G.
1
1995
A generalization of E. Siebert’s theorem on convergence of convolution semigroups and accompanying laws. Zbl 0857.60007
Hazod, W.
1
1995
Characterization of probability distributions by absolute moments of partial sums. Zbl 0840.62013
Braverman, M. Sh.; Mallows, C. L.; Shepp, L. A.
1
1995
Graphs of systems of two term equations with Boolean unknowns. Zbl 0842.60010
Balakin, G. V.
1
1995
On the distribution of the number of solutions of consistent systems of random equations. Zbl 0847.60049
Kopyttsev, V. A.
1
1995
Mean-variance hedging of options on stocks with Markov volatilities. Zbl 0836.60075
Di Masi, G. B.; Kabanov, Yu. M.; Runggaldier, W. J.
41
1994
Large financial markets: Asymptotic arbitrage and contiguity. Zbl 0834.90018
Kabanov, Yu. M.; Kramkov, D. O.
34
1994
A new look at pricing of the “Russian option”. Zbl 0834.60072
Shepp, L. A.; Shiryaev, A. N.
17
1994
Convergence of random sequences with the independent random indices. I. Zbl 0837.60018
Korolev, V. Yu.
16
1994
No-arbitrage and equivalent martingale measures: An elementary proof of the Harrison-Pliska theorem. Zbl 0834.60045
Kabanov, Yu. M.; Kramkov, D. O.
14
1994
Toward the theory of pricing of options of both European and American types. II: Continuous time. Zbl 0833.60065
Shiryaev, A. N.; Kabanov, Yu. M.; Kramkov, D. O.; Mel’nikov, A. V.
13
1994
Models for option prices. Zbl 0833.90020
Rachev, S. T.; Rüschendorf, L.
6
1994
A new look at the “Russian option”. Zbl 0829.60055
Shepp, L. A.; Shiryaev, A. N.
6
1994
Minimax nonparametric testing of hypotheses on the distribution density. Zbl 0855.62032
Ermakov, M. S.
5
1994
Minimax testing of hypotheses on the distribution density for ellipsoids in \(l_ p\). Zbl 0855.62033
Ingster, Yu. I.
5
1994
Integral option. Zbl 0836.90012
Kramkov, D. O.; Mordecki, E.
5
1994
On representation of densities of stable laws by special functions. Zbl 0872.60012
Zolotarev, V. M.
4
1994
The development of the mathematical theory of extremes in the past half century. Zbl 0832.60060
Galambos, J.
3
1994
Absolute continuity of transition probabilities of multidimensional processes with stationary independent increments. Zbl 0831.60024
Yamazato, M.
3
1994
Continual analogues of random polynomials that are orthogonal on a circle. Zbl 0832.60071
Teplyaev, A. V.
3
1994
Toward the theory of pricing of options of both European and American types. I: Discrete time. Zbl 0833.60064
Shiryaev, A. N.; Kabanov, Yu. M.; Kramkov, D. O.; Mel’nikov, A. V.
3
1994
Martingale methods for random walks in a one-dimensional random environment. Zbl 0846.60069
Butov, A. A.
3
1994
On the strong law of large numbers for blockwise independent and blockwise orthogonal random variables. Zbl 0847.60022
Gaposhkin, V. F.
3
1994
A local limit theorem for nonhomogeneous random walk on a lattice. Zbl 0837.60067
Zhizhina, E. A.; Minlos, R. A.
2
1994
Distributions of Itô processes: Estimates for the density and for conditional expectations of integral functionals. Zbl 0844.60030
Dokuchaev, N. G.
2
1994
Limit theorems involving restricted convergence. Zbl 0831.60035
Rossberg, H.-J.
1
1994
Operator stable probability measures: An overview. Zbl 0832.60022
Hudson, W. N.; Mason, J. D.; Veeh, J. A.
1
1994
On the limit behavior of products of a random number of group valued random variables. Zbl 0834.60010
Hazod, W.
1
1994
On a problem of a Khinchin-type decomposition theorem for extreme values. Zbl 0833.60055
Pancheva, E.
1
1994
Multimodal convolutions of unimodal infinitely divisible distributions. Zbl 0834.60018
Sato, K.
1
1994
A unified criterion for the domain of attraction of extreme value distributions. Zbl 0832.60061
de Haan, L.
1
1994
Measurement and filtering of quantum diffusion. II. Zbl 0872.60049
Belavkin, V. P.
1
1994
On the support of the solutions of stochastic differential equations. Zbl 0837.60055
Gyöngy, I.
1
1994
On the rational pricing of the “Russian option” for the symmetrical binomial model of a \((B,S)\)-market. Zbl 0836.90013
Kramkov, D. O.; Shiryaev, A. N.
1
1994
Itô formula for an extended stochastic integral with nonanticipating kernel. Zbl 0845.60049
Norin, N. V.
1
1994
On multivariate skewness and kurtosis. Zbl 0807.60020
Móri, T. F.; Rohatgi, V. K.; Székely, G. J.
33
1993
Optimal stopping rules and maximal inequalities for Bessel processes. Zbl 0807.60040
Dubins, L. E.; Shepp, L. A.; Shiryaev, A. N.
26
1993
Some aspects of insurance mathematics. Zbl 0803.62092
Embrechts, P.; Klüppelberg, C.
15
1993
Probabilities of large deviations on the whole axis. Zbl 0801.60021
Rozovskij, L. V.
10
1993
A random walk with a random potential. Zbl 0807.60069
Sinaĭ, Ya. G.
8
1993
Limit theorems for unions of random sets under multiplicative normalization. Zbl 0807.60015
Molchanov, I. S.
6
1993
...and 814 more Documents
all top 5

Cited by 5,115 Authors

31 Mikosch, Thomas
30 Zaitsev, Andrei Yu.
26 Leonenko, Nikolai N.
23 Tang, Qihe
22 Götze, Friedrich
19 Sunklodas, Jonas Kazys
18 Korolev, Viktor Yur’evich
17 Bobkov, Sergey Germanovich
16 Bentkus, Vidmants-Kastytis
15 Kohler, Michael
15 Rachev, Svetlozar T.
15 Veraverbeke, Noël
14 Horváth, Lajos
14 Vatutin, Vladimir Alekseevich
14 Wang, Yuebao
13 Samorodnitsky, Gennady Pinkhosovich
12 Borovkov, Aleksandr Alekseevich
12 Chistyakov, Gennadiy P.
12 Davydov, Yu. A.
12 Krzyżak, Adam
12 Nikulin, Mikhail Stepanovich
12 Rozovskiĭ, Leonid Viktorovich
12 Wang, Xuejun
12 Yang, Yang
11 Balakrishnan, Narayanaswamy
11 Berkes, István
11 Gapeev, Pavel V.
11 Hashorva, Enkelejd
11 Ibragimov, Il’dar Abdullovich
11 Lotov, Vladimir Ivanovich
11 Nikitin, Yakov Yu.
11 Pakes, Anthony G.
11 Puri, Madan Lal
11 Resnick, Sidney Ira
11 Zitikis, Ričardas
10 Albeverio, Sergio A.
10 Aleškevičienė, Aldona K.
10 Cai, Tony Tony
10 Čekanavičius, Vydas
10 Davis, Richard A.
10 Henze, Norbert
10 Hu, Shuhe
10 Kruglov, Victor M.
10 Paulauskas, Vygantas Ionovič
10 Pitman, Jim William
10 Rosalsky, Andrew
10 Spokoiny, Vladimir G.
10 Wang, Kaiyong
9 Astashkin, Sergeĭ Vladimir
9 Coletti, Giulianella
9 Csörgő, Miklós
9 Devroye, Luc P. J. A.
9 Feinberg, Eugene Aleksandrovich
9 Foss, Sergey G.
9 Hall, Peter Gavin
9 Korolyuk, Volodymyr Semenovych
9 Kulik, Alexey M.
9 Li, Jinzhu
9 Loperfido, Nicola M. R.
9 Račkauskas, Alfredas Yurgevich
9 Sakhno, Lyudmyla Mykhaĭlivna
9 Zeifman, Alexander Izrailevich
9 Zwart, Bert P.
8 Anh, Vo V.
8 Bening, Vladimir E.
8 Borovskikh, Yuri V.
8 Bouzebda, Salim
8 Girko, Vyacheslav Leonidovich
8 Grigelionis, Bronius I.
8 Hofmanová, Martina
8 Ivanov, Aleksandr Vladimirovich
8 Juditsky, Anatoli B.
8 Khrennikov, Andreĭ Yur’evich
8 Lepskiĭ, Oleg Vital’evich
8 Li, Zenghu
8 Lifshits, Mikhail A.
8 Lisser, Abdel
8 Low, Mark G.
8 Mandrekar, Vidyadhar S.
8 Mogul’skii, Anatolii Alfredovich
8 Sagitov, Serik
8 Šiaulys, Jonas
8 Sukochev, Fedor Anatol’evich
8 Surgailis, Donatas
8 Wang, Dingcheng
8 Yanev, Nikolay Mihailov
8 Yin, Gang George
7 Bai, Zhi-Dong
7 Bogachev, Vladimir Igorevich
7 Braverman, Michael Sh.
7 Breit, Dominic
7 Budhiraja, Amarjit S.
7 Dawson, Donald Andrew
7 Deheuvels, Paul
7 Denker, Manfred
7 Dudley, Richard Mansfield
7 Feireisl, Eduard
7 Gudynas, Pranas P.
7 Guo, Xianping
7 Hernández-Lerma, Onésimo
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Cited in 469 Journals

314 Statistics & Probability Letters
216 Stochastic Processes and their Applications
190 Journal of Mathematical Sciences (New York)
177 Journal of Statistical Planning and Inference
172 Lithuanian Mathematical Journal
162 Journal of Multivariate Analysis
128 Journal of Soviet Mathematics
114 The Annals of Probability
111 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
109 The Annals of Statistics
108 Mathematical Notes
108 Probability Theory and Related Fields
107 The Annals of Applied Probability
102 Ukrainian Mathematical Journal
92 Journal of Mathematical Analysis and Applications
81 Journal of Theoretical Probability
80 Journal of Applied Probability
79 Bernoulli
76 Transactions of the American Mathematical Society
66 Siberian Mathematical Journal
57 Insurance Mathematics & Economics
48 Annals of the Institute of Statistical Mathematics
45 Journal of Statistical Physics
43 Communications in Mathematical Physics
40 Advances in Applied Probability
37 Proceedings of the American Mathematical Society
37 Electronic Journal of Statistics
35 Journal of Functional Analysis
32 Cybernetics and Systems Analysis
31 Journal of Econometrics
31 Queueing Systems
31 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
30 Extremes
29 Theory of Probability and Mathematical Statistics
27 Kybernetika
26 Automation and Remote Control
26 Computational Statistics and Data Analysis
25 Acta Applicandae Mathematicae
23 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
20 Applied Mathematics and Computation
20 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
18 Communications in Statistics. Theory and Methods
17 Metrika
17 Problems of Information Transmission
17 Finance and Stochastics
16 Automatica
16 Journal of Computational and Applied Mathematics
16 Electronic Journal of Probability
15 Mathematical Biosciences
15 Journal of Differential Equations
15 Statistical Inference for Stochastic Processes
15 Acta Mathematica Sinica. English Series
15 Proceedings of the Steklov Institute of Mathematics
14 Computers & Mathematics with Applications
14 Comptes Rendus. Mathématique. Académie des Sciences, Paris
14 Bulletin of the American Mathematical Society
13 Advances in Mathematics
13 Matematicheskie Voprosy Kriptografii
12 The Canadian Journal of Statistics
12 Theory of Probability and its Applications
12 Functional Analysis and its Applications
12 Journal of Mathematical Economics
12 European Journal of Operational Research
11 Israel Journal of Mathematics
11 Fuzzy Sets and Systems
11 Systems & Control Letters
11 Acta Mathematicae Applicatae Sinica. English Series
10 Operations Research Letters
10 Potential Analysis
10 Mathematical Methods of Statistics
10 Journal of Applied Statistics
10 Russian Physics Journal
9 Journal of Mathematical Physics
9 Statistical Science
9 International Journal of Approximate Reasoning
9 Mathematical and Computer Modelling
9 Annals of Operations Research
9 Test
9 Statistical Papers
9 Journal of Nonparametric Statistics
9 Mathematical Problems in Engineering
9 Methodology and Computing in Applied Probability
8 Journal of Complexity
8 Electronic Communications in Probability
8 Discrete and Continuous Dynamical Systems
8 Journal of Inequalities and Applications
8 Statistical Methodology
8 Frontiers of Mathematics in China
8 The Annals of Applied Statistics
8 Probability Surveys
8 Journal of Probability and Statistics
8 Nonlinear Analysis. Theory, Methods & Applications
7 Computer Methods in Applied Mechanics and Engineering
7 Applied Mathematics and Optimization
7 Information Sciences
7 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
7 Theoretical Population Biology
7 Advances in Applied Mathematics
7 Russian Mathematics
7 Lobachevskii Journal of Mathematics
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Cited in 62 Fields

3,001 Probability theory and stochastic processes (60-XX)
1,616 Statistics (62-XX)
373 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
209 Operations research, mathematical programming (90-XX)
199 Partial differential equations (35-XX)
186 Numerical analysis (65-XX)
160 Systems theory; control (93-XX)
159 Statistical mechanics, structure of matter (82-XX)
136 Functional analysis (46-XX)
125 Measure and integration (28-XX)
117 Operator theory (47-XX)
107 Computer science (68-XX)
105 Dynamical systems and ergodic theory (37-XX)
92 Linear and multilinear algebra; matrix theory (15-XX)
89 Biology and other natural sciences (92-XX)
82 Combinatorics (05-XX)
61 Ordinary differential equations (34-XX)
56 Fluid mechanics (76-XX)
53 Information and communication theory, circuits (94-XX)
45 Quantum theory (81-XX)
41 Calculus of variations and optimal control; optimization (49-XX)
31 Approximations and expansions (41-XX)
31 Harmonic analysis on Euclidean spaces (42-XX)
28 Real functions (26-XX)
26 Number theory (11-XX)
25 History and biography (01-XX)
25 Differential geometry (53-XX)
23 Global analysis, analysis on manifolds (58-XX)
19 General topology (54-XX)
18 Abstract harmonic analysis (43-XX)
18 Integral equations (45-XX)
16 Mathematical logic and foundations (03-XX)
16 Potential theory (31-XX)
16 Integral transforms, operational calculus (44-XX)
16 Relativity and gravitational theory (83-XX)
15 Topological groups, Lie groups (22-XX)
15 Special functions (33-XX)
14 Mechanics of deformable solids (74-XX)
12 Functions of a complex variable (30-XX)
12 Convex and discrete geometry (52-XX)
10 Difference and functional equations (39-XX)
10 Mechanics of particles and systems (70-XX)
7 Group theory and generalizations (20-XX)
7 Sequences, series, summability (40-XX)
6 Order, lattices, ordered algebraic structures (06-XX)
6 Geophysics (86-XX)
4 General and overarching topics; collections (00-XX)
4 Commutative algebra (13-XX)
3 Field theory and polynomials (12-XX)
3 Nonassociative rings and algebras (17-XX)
3 Classical thermodynamics, heat transfer (80-XX)
2 Algebraic geometry (14-XX)
2 Optics, electromagnetic theory (78-XX)
2 Astronomy and astrophysics (85-XX)
1 General algebraic systems (08-XX)
1 Associative rings and algebras (16-XX)
1 Category theory; homological algebra (18-XX)
1 \(K\)-theory (19-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Geometry (51-XX)
1 Manifolds and cell complexes (57-XX)
1 Mathematics education (97-XX)

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