Modern Stochastics. Theory and Applications Short Title: Mod. Stoch., Theory Appl. Publisher: VTeX, Vilnius; Vilnius University, Vilnius; Taras Shevchenko National University of Kyiv, Kyiv ISSN: 2351-6046; 2351-6054/e Online: https://www.vmsta.org/journal/VMSTA/issues Comments: Journal; Indexed cover-to-cover; This journal is available open access. Documents Indexed: 228 Publications (since 2014) References Indexed: 215 Publications with 4,671 References. all top 5 Latest Issues 10, No. 4 (2023) 10, No. 3 (2023) 10, No. 2 (2023) 10, No. 1 (2023) 9, No. 4 (2022) 9, No. 3 (2022) 9, No. 2 (2022) 9, No. 1 (2022) 8, No. 4 (2021) 8, No. 3 (2021) 8, No. 2 (2021) 8, No. 1 (2021) 7, No. 4 (2020) 7, No. 3 (2020) 7, No. 2 (2020) 7, No. 1 (2020) 6, No. 4 (2019) 6, No. 3 (2019) 6, No. 2 (2019) 6, No. 1 (2019) 5, No. 4 (2018) 5, No. 3 (2018) 5, No. 2 (2018) 5, No. 1 (2018) 4, No. 4 (2017) 4, No. 3 (2017) 4, No. 2 (2017) 4, No. 1 (2017) 3, No. 4 (2016) 3, No. 3 (2016) 3, No. 2 (2016) 3, No. 1 (2016) 2, No. 4 (2015) 2, No. 3 (2015) 2, No. 2 (2015) 2, No. 1 (2015) 1, No. 2 (2014) 1, No. 1 (2014) all top 5 Authors 20 Mishura, Yuliya Stepanivna 8 Kukush, Oleksandr Georgiĭovych 8 Kulik, Alexey M. 8 Sakhno, Lyudmyla Mykhaĭlivna 8 Shevchenko, Georgiy M. 7 Maĭboroda, Rostyslav Yevgenovych 7 Šiaulys, Jonas 6 Ralchenko, Kostiantyn V. 5 Ragulina, Olena 5 Shklyar, Sergiĭ Volodymyrovych 5 Viitasaari, Lauri 4 Ganychenko, Iurii 4 Ivanov, Aleksandr Vladimirovich 4 Macci, Claudio 4 Marynych, Alexander V. 4 Orsingher, Enzo 4 Pacchiarotti, Barbara 4 Radchenko, Vadym Mykolaĭovych 3 Di Persio, Luca 3 Golomoziy, Vitaliy 3 Gushchin, Aleksandr Aleksandrovich 3 Ilmonen, Pauliina 3 Kulinich, Grygoriĭ Logvynovych 3 Kushnirenko, Svitlana V. 3 Mayster, Penka 3 Sottinen, Tommi 3 Sugakova, Olena Volodymyrivna 3 Tchorbadjieff, Assen 3 Tsaregorodtsev, Yaroslav 3 Zili, Mounir 2 Andrulytė, Ieva Marija 2 Avetisian, Diana 2 Azmoodeh, Ehsan 2 Barczy, Mátyás 2 Bohun, Vladyslav 2 Borysenko, Oleksandr Danylovych 2 Borysenko, Olga V. 2 Borzykh, Dmitriy A. 2 Buchak, Khrystyna 2 Buryak, Filipp 2 Čekanavičius, Vydas 2 Chimisov, C. 2 De Gregorio, Alessandro 2 D’Ovidio, Mirko 2 El Otmani, Mohamed 2 Es-Sebaiy, Khalifa 2 Garra, Roberto 2 Grigutis, Andrius 2 Heß, Markus 2 Kievinaitė, Dominyka 2 Knopova, Victoria Pavlovna 2 Kozachenko, Yuriĭ Vasyl’ovych 2 Kubilius, Kȩstutis 2 Kuchuk-Iatsenko, Sergii 2 Manikin, Boris 2 Marzougue, Mohamed 2 Matsak, Ivan K. 2 Miroshnichenko, Vitalii 2 Möhle, Martin 2 Ouknine, Youssef 2 Pap, Gyula 2 Podolskij, Mark 2 Pryhara, Larysa 2 Rincón, Luis A. 2 Rohde, Victor Ulrich 2 Santana, David J. 2 Soboleva, Daryna D. 2 Sprindys, Jonas 2 Torbin, Grygoriy Myroslavovych 2 Tudor, Ciprian A. 2 Tzaninis, Spyridon M. 2 Voutilainen, Marko 2 Yurchenko-Tytarenko, Anton 2 Zaevski, Tsvetelin Stefanov 1 Al-Foraih, Mishari 1 Alazemi, Fares 1 Aleksidze, Lela 1 Alfelt, Gustav 1 Alfredsson, Lars 1 Alia, Ishak 1 Angelani, Luca 1 Ano, Katsunori 1 Bagdonavičius, Vilijandas B. 1 Bahchedjioglou, O. O. 1 Balde, Maoudo Faramba 1 Banna, Oksana L. 1 Basse-O’Connor, Andreas 1 Beghin, Luisa 1 Bel Hadj Khlifa, Meriem 1 Belfadli, Rachid 1 Belyaev, Yuriĭ Konstantinovich 1 Benth, Fred Espen 1 Berger, David 1 Bernackaitė, Emilija 1 Bezborodov, Viktor 1 Bianchi, Luigi Amedeo 1 Bodnarchuk, Iryna 1 Bonaccorsi, Stefano 1 Bosze, Zsuzsanna 1 Böttcher, Björn ...and 189 more Authors all top 5 Fields 187 Probability theory and stochastic processes (60-XX) 62 Statistics (62-XX) 34 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 16 Partial differential equations (35-XX) 7 Number theory (11-XX) 7 Numerical analysis (65-XX) 6 Measure and integration (28-XX) 6 Biology and other natural sciences (92-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 3 General and overarching topics; collections (00-XX) 3 Real functions (26-XX) 3 Special functions (33-XX) 3 Ordinary differential equations (34-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Functional analysis (46-XX) 3 Convex and discrete geometry (52-XX) 3 Information and communication theory, circuits (94-XX) 2 History and biography (01-XX) 2 Integral transforms, operational calculus (44-XX) 2 Fluid mechanics (76-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Systems theory; control (93-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Difference and functional equations (39-XX) 1 Sequences, series, summability (40-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Algebraic topology (55-XX) 1 Computer science (68-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 136 Publications have been cited 399 times in 321 Documents Cited by ▼ Year ▼ Fractional Cox-Ingersoll-Ross process with non-zero “mean”. Zbl 1391.60078 Mishura, Yuliya; Yurchenko-Tytarenko, Anton 15 2018 Estimation of the drift parameter for the fractional stochastic heat equation via power variation. Zbl 1458.60043 Khalil, Zeina Mahdi; Tudor, Ciprian 11 2019 On aggregation of multitype Galton-Watson branching processes with immigration. Zbl 1391.60209 Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula 9 2018 Double barrier reflected BSDEs with stochastic Lipschitz coefficient. Zbl 1382.60083 Marzougue, Mohamed; El Otmani, Mohamed 8 2017 A Lundberg-type inequality for an inhomogeneous renewal risk model. Zbl 1414.91157 Andrulytė, Ieva Marija; Bernackaitė, Emilija; Kievinaitė, Dominyka; Šiaulys, Jonas 8 2015 Stochastic wave equation in a plane driven by spatial stable noise. Zbl 1352.60092 Pryhara, Larysa; Shevchenko, Georgiy 8 2016 Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas. Zbl 1403.91345 Kuchuk-Iatsenko, Sergii; Mishura, Yuliya 7 2015 Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process. Zbl 1352.60041 Marushkevych, Dmytro 7 2016 Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk. Zbl 1393.91100 Kievinaitė, Dominyka; Šiaulys, Jonas 6 2018 Nonparametric Bayesian inference for multidimensional compound Poisson processes. Zbl 1349.62115 Gugushvili, Shota; van der Meulen, Frank; Spreij, Peter 6 2015 Ruin probability in the three-seasonal discrete-time risk model. Zbl 1349.91137 Grigutis, Andrius; Korvel, Agneška; Šiaulys, Jonas 6 2015 Rates of approximation of nonsmooth integral-type functionals of Markov processes. Zbl 1349.60126 Ganychenko, Iu.; Kulik, A. 6 2014 Detecting independence of random vectors: generalized distance covariance and Gaussian covariance. Zbl 1417.62158 Böttcher, Björn; Keller-Ressel, Martin; Schilling, René L. 6 2018 On a bound of the absolute constant in the Berry-Esseen inequality for i.i.d. Bernoulli random variables. Zbl 1412.60048 Zolotukhin, Anatolii; Nagaev, Sergei; Chebotarev, Vladimir 6 2018 A functional limit theorem for random processes with immigration in the case of heavy tails. Zbl 1368.60036 Marynych, Alexander; Verovkin, Glib 6 2017 \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration. Zbl 1361.60041 Eddahbi, M’hamed; Fakhouri, Imade; Ouknine, Youssef 6 2017 Jackknife covariance matrix estimation for observations from mixture. Zbl 1439.62154 Maiboroda, Rostyslav; Sugakova, Olena 6 2019 Random iterations of homeomorphisms on the circle. Zbl 1380.37081 Gelfert, Katrin; Stenflo, Örjan 5 2017 Randomly stopped sums with consistently varying distributions. Zbl 1349.60083 Kizinevič, Edita; Sprindys, Jonas; Šiaulys, Jonas 5 2016 Randomly stopped maximum and maximum of sums with consistently varying distributions. Zbl 1372.60064 Andrulytė, Ieva Marija; Manstavičius, Martynas; Šiaulys, Jonas 5 2017 Studies on generalized Yule models. Zbl 1426.60057 Polito, Federico 5 2018 Moderate deviations for a stochastic Burgers equation. Zbl 1426.60031 Belfadli, Rachid; Boulanba, Lahcen; Mellouk, Mohamed 5 2019 Quantifying non-monotonicity of functions and the lack of positivity in signed measures. Zbl 1398.91323 Davydov, Youri; Zitikis, Ričardas 4 2017 Integrated quantile functions: properties and applications. Zbl 1383.60019 Gushchin, Alexander A.; Borzykh, Dmitriy A. 4 2017 The risk model with stochastic premiums, dependence and a threshold dividend strategy. Zbl 1410.91284 Ragulina, Olena 4 2017 Properties of Poisson processes directed by compound Poisson-gamma subordinators. Zbl 1391.60097 Buchak, Khrystyna; Sakhno, Lyudmyla 4 2018 Linear regression by observations from mixture with varying concentrations. Zbl 1349.62315 Liubashenko, Daryna; Maiboroda, Rostyslav 4 2015 Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation. Zbl 1403.91346 Kuchuk-Iatsenko, Sergii; Mishura, Yuliya 4 2015 Accuracy of discrete approximation for integral functionals of Markov processes. Zbl 1352.60108 Ganychenko, Iurii; Knopova, Victoria; Kulik, Alexei 4 2015 Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail. Zbl 1349.60010 Danilenko, Svetlana; Paškauskaitė, Simona; Šiaulys, Jonas 4 2016 Heat equation with general stochastic measure colored in time. Zbl 1349.60111 Radchenko, Vadym 4 2014 A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process. Zbl 1349.62384 Kozachenko, Yuriy; Troshki, Viktor 4 2014 Practical approaches to the estimation of the ruin probability in a risk model with additional funds. Zbl 1349.91151 Mishura, Yuliya; Ragulina, Olena; Stroyev, Oleksandr 4 2014 Compositions of Poisson and Gamma processes. Zbl 1368.60052 Buchak, Khrystyna; Sakhno, Lyudmyla 4 2017 Asymptotic normality of corrected estimator in Cox proportional hazards model with measurement error. Zbl 1308.62188 Chimisov, C.; Kukush, A. 4 2014 LAN property for discretely observed solutions to Lévy driven SDE’s. Zbl 1312.60085 Ivanenko, D.; Kulik, A. 4 2014 Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients. Zbl 1309.60061 Kulinich, G.; Kushnirenko, S. 4 2014 An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains. Zbl 1355.60097 Golomoziy, Vitaliy 4 2016 On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence. Zbl 1442.60073 Golomoziy, Vitaliy 4 2019 Maximum likelihood estimation in the non-ergodic fractional Vasicek model. Zbl 1440.60029 Lohvinenko, Stanislav; Ralchenko, Kostiantyn 4 2019 Probability distributions for the run-and-tumble models with variable speed and tumbling rate. Zbl 1426.60116 Angelani, Luca; Garra, Roberto 4 2018 A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles. Zbl 1435.60039 Macheras, Nikolaos D.; Tzaninis, Spyridon M. 4 2020 Averaging principle for a stochastic cable equation. Zbl 1479.60123 Bodnarchuk, Iryna 4 2020 Gaussian Volterra processes with power-type kernels. I. Zbl 1512.60024 Mishura, Yuliya; Shklyar, Sergiy 4 2022 On model Fitting and estimation of strictly stationary processes. Zbl 1382.60062 Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina 3 2017 Confidence regions in Cox proportional hazards model with measurement errors and unbounded parameter set. Zbl 06891748 Chernova, Oksana; Kukush, Alexander 3 2018 Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise. Zbl 1391.60100 Ivanov, Alexander V.; Orlovskyi, Igor V. 3 2018 The rate of convergence to the normal law in terms of pseudomoments. Zbl 1349.60016 Mishura, Yuliya; Munchak, Yevheniya; Slyusarchuk, Petro 3 2015 On the Feynman-Kac semigroup for some Markov processes. Zbl 1352.60110 Knopova, Victoria 3 2015 Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions. Zbl 1352.60056 Sottinen, Tommi; Viitasaari, Lauri 3 2015 Approximations for a solution to stochastic heat equation with stable noise. Zbl 1352.60091 Pryhara, Larysa; Shevchenko, Georgiy 3 2016 European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process. Zbl 1336.60134 Mishura, Yu.; Rizhniak, G.; Zubchenko, V. 3 2014 Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness. Zbl 1355.60073 El Barrimi, Oussama; Ouknine, Youssef 3 2016 The risk model with stochastic premiums and a multi-layer dividend strategy. Zbl 1427.91240 Ragulina, Olena 3 2019 Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator. Zbl 1437.60039 Zili, Mounir; Zougar, Eya 3 2019 Approximation of solutions of the stochastic wave equation by using the Fourier series. Zbl 1433.60062 Radchenko, Vadym; Stefans’ka, Nelia 3 2018 Stochastic models associated to a nonlocal porous medium equation. Zbl 1436.60062 De Gregorio, Alessandro 3 2018 On the infinite divisibility of distributions of some inverse subordinators. Zbl 1426.60018 Kumar, Arun; Nane, Erkan 3 2018 Fractional Cox-Ingersoll-Ross process with small Hurst indices. Zbl 1454.60053 Mishura, Yuliya; Yurchenko-Tytarenko, Anton 3 2018 A copula-based bivariate integer-valued autoregressive process with application. Zbl 1426.60037 Buteikis, Andrius; Leipus, Remigijus 3 2019 Gaussian Volterra processes with power-type kernels. II. Zbl 1502.60046 Mishura, Yuliya; Shklyar, Sergiy 3 2022 Approximations of the ruin probability in a discrete time risk model. Zbl 1457.91142 Santana, David J.; Rincón, Luis 3 2020 Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation. Zbl 1457.60095 Avetisian, Diana; Ralchenko, Kostiantyn 3 2020 Single jump filtrations and local martingales. Zbl 1472.60076 Gushchin, Alexander A. 3 2020 Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions. Zbl 1456.60166 Marzougue, Mohamed; Sagna, Yaya 3 2020 Averaging principle for the one-dimensional parabolic equation driven by stochastic measure. Zbl 1495.60041 Manikin, Boris 3 2022 Computation of option Greeks under hybrid stochastic volatility models via Malliavin calculus. Zbl 1390.60198 Yilmaz, Bilgi 2 2018 Confidence ellipsoids for regression coefficients by observations from a mixture. Zbl 1392.62208 Miroshnichenko, Vitalii; Maiboroda, Rostyslav 2 2018 Tempered Hermite process. Zbl 1352.60035 Sabzikar, Farzad 2 2015 Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model \(AX = B\). Zbl 1419.62167 Kukush, Alexander; Tsaregorodtsev, Yaroslav 2 2016 Simulation paradoxes related to a fractional Brownian motion with small Hurst index. Zbl 1353.65012 Makogin, Vitalii 2 2016 Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter. Zbl 1352.60049 Kulinich, Grigorij; Kushnirenko, Svitlana; Mishura, Yuliia 2 2016 Testing hypotheses on moments by observations from a mixture with varying concentrations. Zbl 1349.62151 Doronin, Alexey; Maiboroda, Rostyslav 2 2014 Consistency of the total least squares estimator in the linear errors-in-variables regression. Zbl 1417.62196 Shklyar, Sergiy 2 2018 Generalized fractional Brownian motion. Zbl 1361.60028 Zili, Mounir 2 2017 Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility. Zbl 1355.60071 Bel Hadj Khlifa, Meriem; Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir 2 2016 Drifted Brownian motions governed by fractional tempered derivatives. Zbl 1423.60124 D’Ovidio, Mirko; Iafrate, Francesco; Orsingher, Enzo 2 2018 On generalized stochastic fractional integrals and related inequalities. Zbl 1426.26041 Budak, Hüseyin; Sarikaya, Mehmet Zeki 2 2018 Large deviations for conditionally Gaussian processes: estimates of level crossing probability. Zbl 1426.60034 Pacchiarotti, Barbara; Pigliacelli, Alessandro 2 2018 Existence and uniqueness of mild solution to fractional stochastic heat equation. Zbl 1442.60068 Ralchenko, Kostiantyn; Shevchenko, Georgiy 2 2018 Note on AR(1)-characterisation of stationary processes and model fitting. Zbl 1426.60038 Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina 2 2019 Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions. Zbl 1434.35281 Kozachenko, Yuriy; Orsingher, Enzo; Sakhno, Lyudmyla; Vasylyk, Olga 2 2020 Malliavin-Stein method: a survey of some recent developments. Zbl 1476.60044 Azmoodeh, Ehsan; Peccati, Giovanni; Yang, Xiaochuan 2 2021 Sharp asymptotics for \(q\)-norms of random vectors in high-dimensional \(\ell_p^n\)-balls. Zbl 1476.60022 Kaufmann, Tom 2 2021 Geometric branching reproduction Markov processes. Zbl 1492.60242 Tchorbadjieff, Assen; Mayster, Penka 2 2020 Linear backward stochastic differential equations with Gaussian Volterra processes. Zbl 1476.35115 Knani, Habiba; Dozzi, Marco 2 2020 Asymptotic normality of modified LS estimator for mixture of nonlinear regressions. Zbl 1473.62235 Miroshnichenko, Vitalii; Maiboroda, Rostyslav 2 2020 On path-dependent SDEs involving distributional drifts. Zbl 1489.60104 Ohashi, Alberto; Russo, Francesco; Teixeira, Alan 2 2022 Notes on spherical bifractional Brownian motion. Zbl 1504.60058 El Omari, Mohamed 2 2022 Weighted entropy: basic inequalities. Zbl 1378.94014 Kelbert, Mark; Stuhl, Izabella; Suhov, Yuri 1 2017 On the size of the block of 1 for \(\varXi\)-coalescents with dust. Zbl 1382.60109 Freund, Fabian; Möhle, Martin 1 2017 Cliquet option pricing with Meixner processes. Zbl 1390.91301 Hess, Markus 1 2018 On backward Kolmogorov equation related to CIR process. Zbl 1391.60141 Mackevičius, Vigirdas; Mongirdaitė, Gabrielė 1 2018 On closeness of two discrete weighted sums. Zbl 1391.60043 Čekanavičius, Vydas; Vellaisamy, Palaniappan 1 2018 Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model. Zbl 1349.62072 Ralchenko, Kostiantyn 1 2015 Autoregressive approaches to import-export time series. I: Basic techniques. Zbl 1359.62363 Di Persio, Luca 1 2015 Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence. Zbl 1352.60059 Mishura, Yuliya; Voronov, Ivan 1 2015 Fast \(L_2\)-approximation of integral-type functionals of Markov processes. Zbl 1352.60107 Ganychenko, Iurii 1 2015 Convergence of hitting times for jump-diffusion processes. Zbl 1352.60052 Shevchenko, Georgiy 1 2015 Weak approximation rates for integral functionals of Markov processes. Zbl 1352.60109 Ganychenko, Iurii; Kulik, Alexei 1 2015 Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions. Zbl 07700001 Elhachemy, Mohammed; El Otmani, Mohamed 1 2023 Ruin probabilities as functions of the roots of a polynomial. Zbl 1520.91101 Santana, David J.; Rincón, Luis 1 2023 Gaussian Volterra processes with power-type kernels. I. Zbl 1512.60024 Mishura, Yuliya; Shklyar, Sergiy 4 2022 Gaussian Volterra processes with power-type kernels. II. Zbl 1502.60046 Mishura, Yuliya; Shklyar, Sergiy 3 2022 Averaging principle for the one-dimensional parabolic equation driven by stochastic measure. Zbl 1495.60041 Manikin, Boris 3 2022 On path-dependent SDEs involving distributional drifts. Zbl 1489.60104 Ohashi, Alberto; Russo, Francesco; Teixeira, Alan 2 2022 Notes on spherical bifractional Brownian motion. Zbl 1504.60058 El Omari, Mohamed 2 2022 Asymptotic properties of the parabolic equation driven by stochastic measure. Zbl 1499.60156 Manikin, Boris 1 2022 Asymptotic genealogies for a class of generalized Wright-Fisher models. Zbl 1486.60115 Huillet, Thierry; Möhle, Martin 1 2022 Applications of a change of measures technique for compound mixed renewal processes to the ruin problem. Zbl 1489.60140 Tzaninis, Spyridon M. 1 2022 Interacting Brownian motions in infinite dimensions related to the origin of the spectrum of random matrices. Zbl 1489.60155 Kawamoto, Yosuke 1 2022 Factorial moments of the critical Markov branching process with geometric reproduction of particles. Zbl 1491.60151 Tchorbadjieff, Assen; Mayster, Penka 1 2022 Malliavin-Stein method: a survey of some recent developments. Zbl 1476.60044 Azmoodeh, Ehsan; Peccati, Giovanni; Yang, Xiaochuan 2 2021 Sharp asymptotics for \(q\)-norms of random vectors in high-dimensional \(\ell_p^n\)-balls. Zbl 1476.60022 Kaufmann, Tom 2 2021 Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes. Zbl 1479.60074 Hopkalo, Olha; Sakhno, Lyudmyla 1 2021 Existence and uniqueness of weak solution to a three-dimensional stochastic modified-Leray-alpha model of fluid turbulence. Zbl 1476.35347 Selmi, Ridha; Nasfi, Rim 1 2021 Statistical inference for nonergodic weighted fractional Vasicek models. Zbl 1489.60059 Es-Sebaiy, Khalifa; Al-Foraih, Mishari; Alazemi, Fares 1 2021 On nonnegative solutions of SDDEs with an application to CARMA processes. Zbl 1489.60055 Nielsen, Mikkel Slot; Rohde, Victor 1 2021 Convexity and robustness of the Rényi entropy. Zbl 1479.60025 Buryak, Filipp; Mishura, Yuliya 1 2021 Bounded in the mean solutions of a second-order difference equation. Zbl 1481.39010 Horodnii, Mykhailo; Kravets, Victoriia 1 2021 A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles. Zbl 1435.60039 Macheras, Nikolaos D.; Tzaninis, Spyridon M. 4 2020 Averaging principle for a stochastic cable equation. Zbl 1479.60123 Bodnarchuk, Iryna 4 2020 Approximations of the ruin probability in a discrete time risk model. Zbl 1457.91142 Santana, David J.; Rincón, Luis 3 2020 Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation. Zbl 1457.60095 Avetisian, Diana; Ralchenko, Kostiantyn 3 2020 Single jump filtrations and local martingales. Zbl 1472.60076 Gushchin, Alexander A. 3 2020 Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions. Zbl 1456.60166 Marzougue, Mohamed; Sagna, Yaya 3 2020 Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions. Zbl 1434.35281 Kozachenko, Yuriy; Orsingher, Enzo; Sakhno, Lyudmyla; Vasylyk, Olga 2 2020 Geometric branching reproduction Markov processes. Zbl 1492.60242 Tchorbadjieff, Assen; Mayster, Penka 2 2020 Linear backward stochastic differential equations with Gaussian Volterra processes. Zbl 1476.35115 Knani, Habiba; Dozzi, Marco 2 2020 Asymptotic normality of modified LS estimator for mixture of nonlinear regressions. Zbl 1473.62235 Miroshnichenko, Vitalii; Maiboroda, Rostyslav 2 2020 Stochastic two-species mutualism model with jumps. Zbl 1435.92050 Borysenko, Olga; Borysenko, Oleksandr 1 2020 On shortfall risk minimization for game options. Zbl 1476.91181 Dolinsky, Yan 1 2020 Subordinated compound Poisson processes of order \(k\). Zbl 1479.60079 Sengar, Ayushi Singh; Upadhye, Neelesh S. 1 2020 On tail behaviour of stationary second-order Galton-Watson processes with immigration. Zbl 1473.60120 Barczy, Mátyás; Bősze, Zsuzsanna; Pap, Gyula 1 2020 A pure-jump mean-reverting short rate model. Zbl 1452.91318 Hess, Markus 1 2020 Distance from fractional Brownian motion with associated Hurst index \(0<H<1/2\) to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent. Zbl 1468.60046 Banna, Oksana; Buryak, Filipp; Mishura, Yuliya 1 2020 Prediction in polynomial errors-in-variables models. Zbl 1452.62501 Kukush, Alexander; Senko, Ivan 1 2020 Estimation of the drift parameter for the fractional stochastic heat equation via power variation. Zbl 1458.60043 Khalil, Zeina Mahdi; Tudor, Ciprian 11 2019 Jackknife covariance matrix estimation for observations from mixture. Zbl 1439.62154 Maiboroda, Rostyslav; Sugakova, Olena 6 2019 Moderate deviations for a stochastic Burgers equation. Zbl 1426.60031 Belfadli, Rachid; Boulanba, Lahcen; Mellouk, Mohamed 5 2019 On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence. Zbl 1442.60073 Golomoziy, Vitaliy 4 2019 Maximum likelihood estimation in the non-ergodic fractional Vasicek model. Zbl 1440.60029 Lohvinenko, Stanislav; Ralchenko, Kostiantyn 4 2019 The risk model with stochastic premiums and a multi-layer dividend strategy. Zbl 1427.91240 Ragulina, Olena 3 2019 Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator. Zbl 1437.60039 Zili, Mounir; Zougar, Eya 3 2019 A copula-based bivariate integer-valued autoregressive process with application. Zbl 1426.60037 Buteikis, Andrius; Leipus, Remigijus 3 2019 Note on AR(1)-characterisation of stationary processes and model fitting. Zbl 1426.60038 Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina 2 2019 The asymptotic error of chaos expansion approximations for stochastic differential equations. Zbl 1439.60054 Huschto, Tony; Podolskij, Mark; Sager, Sebastian 1 2019 Logarithmic Lévy process directed by Poisson subordinator. Zbl 1474.60129 Mayster, Penka; Tchorbadjieff, Assen 1 2019 Fractional Cox-Ingersoll-Ross process with non-zero “mean”. Zbl 1391.60078 Mishura, Yuliya; Yurchenko-Tytarenko, Anton 15 2018 On aggregation of multitype Galton-Watson branching processes with immigration. Zbl 1391.60209 Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula 9 2018 Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk. Zbl 1393.91100 Kievinaitė, Dominyka; Šiaulys, Jonas 6 2018 Detecting independence of random vectors: generalized distance covariance and Gaussian covariance. Zbl 1417.62158 Böttcher, Björn; Keller-Ressel, Martin; Schilling, René L. 6 2018 On a bound of the absolute constant in the Berry-Esseen inequality for i.i.d. Bernoulli random variables. Zbl 1412.60048 Zolotukhin, Anatolii; Nagaev, Sergei; Chebotarev, Vladimir 6 2018 Studies on generalized Yule models. Zbl 1426.60057 Polito, Federico 5 2018 Properties of Poisson processes directed by compound Poisson-gamma subordinators. Zbl 1391.60097 Buchak, Khrystyna; Sakhno, Lyudmyla 4 2018 Probability distributions for the run-and-tumble models with variable speed and tumbling rate. Zbl 1426.60116 Angelani, Luca; Garra, Roberto 4 2018 Confidence regions in Cox proportional hazards model with measurement errors and unbounded parameter set. Zbl 06891748 Chernova, Oksana; Kukush, Alexander 3 2018 Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise. Zbl 1391.60100 Ivanov, Alexander V.; Orlovskyi, Igor V. 3 2018 Approximation of solutions of the stochastic wave equation by using the Fourier series. Zbl 1433.60062 Radchenko, Vadym; Stefans’ka, Nelia 3 2018 Stochastic models associated to a nonlocal porous medium equation. Zbl 1436.60062 De Gregorio, Alessandro 3 2018 On the infinite divisibility of distributions of some inverse subordinators. Zbl 1426.60018 Kumar, Arun; Nane, Erkan 3 2018 Fractional Cox-Ingersoll-Ross process with small Hurst indices. Zbl 1454.60053 Mishura, Yuliya; Yurchenko-Tytarenko, Anton 3 2018 Computation of option Greeks under hybrid stochastic volatility models via Malliavin calculus. Zbl 1390.60198 Yilmaz, Bilgi 2 2018 Confidence ellipsoids for regression coefficients by observations from a mixture. Zbl 1392.62208 Miroshnichenko, Vitalii; Maiboroda, Rostyslav 2 2018 Consistency of the total least squares estimator in the linear errors-in-variables regression. Zbl 1417.62196 Shklyar, Sergiy 2 2018 Drifted Brownian motions governed by fractional tempered derivatives. Zbl 1423.60124 D’Ovidio, Mirko; Iafrate, Francesco; Orsingher, Enzo 2 2018 On generalized stochastic fractional integrals and related inequalities. Zbl 1426.26041 Budak, Hüseyin; Sarikaya, Mehmet Zeki 2 2018 Large deviations for conditionally Gaussian processes: estimates of level crossing probability. Zbl 1426.60034 Pacchiarotti, Barbara; Pigliacelli, Alessandro 2 2018 Existence and uniqueness of mild solution to fractional stochastic heat equation. Zbl 1442.60068 Ralchenko, Kostiantyn; Shevchenko, Georgiy 2 2018 Cliquet option pricing with Meixner processes. Zbl 1390.91301 Hess, Markus 1 2018 On backward Kolmogorov equation related to CIR process. Zbl 1391.60141 Mackevičius, Vigirdas; Mongirdaitė, Gabrielė 1 2018 On closeness of two discrete weighted sums. Zbl 1391.60043 Čekanavičius, Vydas; Vellaisamy, Palaniappan 1 2018 A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities. Zbl 1412.60047 Ljungdahl, Mathias Mørck; Podolskij, Mark 1 2018 Ruin probability for the bi-seasonal discrete time risk model with dependent claims. Zbl 1425.91231 Navickienė, Olga; Sprindys, Jonas; Šiaulys, Jonas 1 2018 Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields. Zbl 1426.60029 Giraudo, Davide 1 2018 Double barrier reflected BSDEs with stochastic Lipschitz coefficient. Zbl 1382.60083 Marzougue, Mohamed; El Otmani, Mohamed 8 2017 A functional limit theorem for random processes with immigration in the case of heavy tails. Zbl 1368.60036 Marynych, Alexander; Verovkin, Glib 6 2017 \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration. Zbl 1361.60041 Eddahbi, M’hamed; Fakhouri, Imade; Ouknine, Youssef 6 2017 Random iterations of homeomorphisms on the circle. Zbl 1380.37081 Gelfert, Katrin; Stenflo, Örjan 5 2017 Randomly stopped maximum and maximum of sums with consistently varying distributions. Zbl 1372.60064 Andrulytė, Ieva Marija; Manstavičius, Martynas; Šiaulys, Jonas 5 2017 Quantifying non-monotonicity of functions and the lack of positivity in signed measures. Zbl 1398.91323 Davydov, Youri; Zitikis, Ričardas 4 2017 Integrated quantile functions: properties and applications. Zbl 1383.60019 Gushchin, Alexander A.; Borzykh, Dmitriy A. 4 2017 The risk model with stochastic premiums, dependence and a threshold dividend strategy. Zbl 1410.91284 Ragulina, Olena 4 2017 Compositions of Poisson and Gamma processes. Zbl 1368.60052 Buchak, Khrystyna; Sakhno, Lyudmyla 4 2017 On model Fitting and estimation of strictly stationary processes. Zbl 1382.60062 Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina 3 2017 Generalized fractional Brownian motion. Zbl 1361.60028 Zili, Mounir 2 2017 Weighted entropy: basic inequalities. Zbl 1378.94014 Kelbert, Mark; Stuhl, Izabella; Suhov, Yuri 1 2017 On the size of the block of 1 for \(\varXi\)-coalescents with dust. Zbl 1382.60109 Freund, Fabian; Möhle, Martin 1 2017 Bonus-malus systems with different claim types and varying deductibles. Zbl 1414.91227 Ragulina, Olena 1 2017 Stochastic wave equation in a plane driven by spatial stable noise. Zbl 1352.60092 Pryhara, Larysa; Shevchenko, Georgiy 8 2016 Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process. Zbl 1352.60041 Marushkevych, Dmytro 7 2016 Randomly stopped sums with consistently varying distributions. Zbl 1349.60083 Kizinevič, Edita; Sprindys, Jonas; Šiaulys, Jonas 5 2016 Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail. Zbl 1349.60010 Danilenko, Svetlana; Paškauskaitė, Simona; Šiaulys, Jonas 4 2016 An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains. Zbl 1355.60097 Golomoziy, Vitaliy 4 2016 Approximations for a solution to stochastic heat equation with stable noise. Zbl 1352.60091 Pryhara, Larysa; Shevchenko, Georgiy 3 2016 Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness. Zbl 1355.60073 El Barrimi, Oussama; Ouknine, Youssef 3 2016 Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model \(AX = B\). Zbl 1419.62167 Kukush, Alexander; Tsaregorodtsev, Yaroslav 2 2016 Simulation paradoxes related to a fractional Brownian motion with small Hurst index. Zbl 1353.65012 Makogin, Vitalii 2 2016 Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter. Zbl 1352.60049 Kulinich, Grigorij; Kushnirenko, Svitlana; Mishura, Yuliia 2 2016 Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility. Zbl 1355.60071 Bel Hadj Khlifa, Meriem; Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir 2 2016 ...and 36 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 456 Authors 24 Mishura, Yuliya Stepanivna 13 Šiaulys, Jonas 12 Ralchenko, Kostiantyn V. 9 Maĭboroda, Rostyslav Yevgenovych 9 Radchenko, Vadym Mykolaĭovych 7 Marzougue, Mohamed 7 Prakasa Rao, B. L. S. 6 Kukush, Oleksandr Georgiĭovych 6 Kulik, Alexey M. 6 Sugakova, Olena Volodymyrivna 5 El Otmani, Mohamed 5 Golomoziy, Vitaliy 5 Gushchin, Aleksandr Aleksandrovich 5 Kozachenko, Yuriĭ Vasyl’ovych 5 Ragulina, Olena 5 Shevchenko, Georgiy M. 5 Tudor, Ciprian A. 5 Viitasaari, Lauri 5 Zili, Mounir 4 Azmoodeh, Ehsan 4 Bodnarchuk, I. M. 4 Grigutis, Andrius 4 Neammanee, Kritsana 4 Ouknine, Youssef 4 Sakhno, Lyudmyla Mykhaĭlivna 4 Sprindys, Jonas 4 Yurchenko-Tytarenko, Anton 4 Zitikis, Ričardas 3 Altmeyer, Randolf 3 Ascione, Giacomo 3 Barczy, Mátyás 3 Chernova, Oksana Oleksandrivna 3 Ganychenko, Iurii 3 Garra, Roberto 3 Gribkova, Nadezhda Viktorovna 3 Ivanenko, Dmytro O. 3 Ivanov, Aleksandr Vladimirovich 3 Kevei, Péter 3 Knopova, Victoria Pavlovna 3 Mayster, Penka 3 Pap, Gyula 3 Pirozzi, Enrica 3 Shklyar, Sergiĭ Volodymyrovych 3 Sottinen, Tommi 3 Tchorbadjieff, Assen 3 Troshki, Viktor B. 2 Avetisian, Diana 2 Basrak, Bojan 2 Bertoin, Jean 2 Boniece, B. Cooper 2 Böttcher, Björn 2 Cialenco, Igor 2 Danilenko, Svetlana 2 Davydov, Youri 2 De Gregorio, Alessandro 2 del Barrio, Eustasio 2 Di Crescenzo, Antonio 2 Di Persio, Luca 2 Didier, Gustavo 2 Doronin, O. V. 2 El Omari, Mohamed 2 Es-Sebaiy, Khalifa 2 Fakhouri, Imade 2 Gamain, Julie 2 Guella, Jean Carlo 2 Gugushvili, Shota 2 Guo, Junyi 2 Gupta, Neha 2 Hallin, Marc 2 Hildebrandt, Florian 2 Iksanov, Aleksander M. 2 Ilmonen, Pauliina 2 Jankauskas, Jonas 2 Jaunė, Eglė 2 Kuchuk-Iatsenko, Sergii 2 Kulinich, Grygoriĭ Logvynovych 2 Kumar, Arun 2 Kushnirenko, Svitlana V. 2 Leipus, Remigijus 2 Leonenko, Nikolai N. 2 Macheras, Nikolaos Demetrios 2 Manikin, B. I. 2 Manikin, Boris 2 Marynych, Alexander V. 2 Miroshnichenko, Vitalii 2 Mohan, Manil Thankamani 2 Munchak, Ye. Yu. 2 Navickienė, Olga 2 Nedényi, Fanni K. 2 Pacchiarotti, Barbara 2 Pasemann, Gregor 2 Piterbarg, Vladimir Il’ich 2 Ramanan, Kavita 2 Ratibenyakool, Yuttana 2 Russo, Francesco 2 Sabzikar, Farzad 2 Sakhanenko, Aleksandr Ivanovich 2 Siri-Jegousse, Arno 2 Spreij, Peter 2 Thäle, Christoph ...and 356 more Authors all top 5 Cited in 114 Journals 52 Modern Stochastics. Theory and Applications 39 Theory of Probability and Mathematical Statistics 14 Stochastic Processes and their Applications 12 Communications in Statistics. Theory and Methods 9 Lithuanian Mathematical Journal 8 Statistics & Probability Letters 7 Journal of Theoretical Probability 7 Stochastics 6 Random Operators and Stochastic Equations 6 Electronic Journal of Probability 6 Nonlinear Analysis. Modelling and Control 5 Stochastic Analysis and Applications 5 Statistical Inference for Stochastic Processes 4 Journal of Mathematical Sciences (New York) 4 Bernoulli 4 Fractional Calculus & Applied Analysis 4 Methodology and Computing in Applied Probability 3 Journal of Statistical Physics 3 Journal of Applied Probability 3 Journal of Computational and Applied Mathematics 3 Brazilian Journal of Probability and Statistics 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 3 Electronic Journal of Statistics 2 Advances in Applied Probability 2 Journal of Mathematical Physics 2 Ukrainian Mathematical Journal 2 The Annals of Statistics 2 Applied Mathematics and Computation 2 Insurance Mathematics & Economics 2 International Journal of Computer Mathematics 2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 2 Journal of Inequalities and Applications 2 International Journal of Theoretical and Applied Finance 2 Stochastic Models 2 Stochastics and Dynamics 2 Journal of Statistical Theory and Practice 2 Sankhyā. Series A 2 AIMS Mathematics 1 Journal of Mathematical Analysis and Applications 1 Mathematical Methods in the Applied Sciences 1 Metrika 1 Moscow University Mathematics Bulletin 1 Nonlinearity 1 Russian Mathematical Surveys 1 Chaos, Solitons and Fractals 1 Theory of Probability and its Applications 1 Archiv der Mathematik 1 Collectanea Mathematica 1 Fuzzy Sets and Systems 1 Journal of Differential Equations 1 Journal of Functional Analysis 1 Journal of the Indian Institute of Science 1 Journal of Statistical Planning and Inference 1 Mathematische Nachrichten 1 Mathematica Slovaca 1 Metron 1 Results in Mathematics 1 SIAM Journal on Control and Optimization 1 Bulletin of the Korean Mathematical Society 1 Probability and Mathematical Statistics 1 Statistics 1 Probability Theory and Related Fields 1 Statistical Science 1 Econometric Reviews 1 Asymptotic Analysis 1 MCSS. Mathematics of Control, Signals, and Systems 1 Journal of Integral Equations and Applications 1 Random Structures & Algorithms 1 The Annals of Applied Probability 1 Glasnik Matematički. Serija III 1 Journal of Statistical Computation and Simulation 1 SIAM Journal on Applied Mathematics 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Computational Statistics and Data Analysis 1 Journal of Dynamics and Differential Equations 1 SIAM Journal on Optimization 1 Journal of Nonlinear Science 1 Applied and Computational Harmonic Analysis 1 Applicationes Mathematicae 1 Mathematical Methods of Statistics 1 Bulletin des Sciences Mathématiques 1 Monte Carlo Methods and Applications 1 Electronic Communications in Probability 1 Documenta Mathematica 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Mathematical Methods of Operations Research 1 Informatica (Vilnius) 1 Extremes 1 Communications in Nonlinear Science and Numerical Simulation 1 Communications in Contemporary Mathematics 1 Qualitative Theory of Dynamical Systems 1 Journal of Evolution Equations 1 Moscow Mathematical Journal 1 Acta Mathematica Scientia. Series B. (English Edition) 1 North American Actuarial Journal 1 Journal of Statistical Mechanics: Theory and Experiment 1 Mathematical Biosciences and Engineering 1 Journal of Industrial and Management Optimization 1 Journal of the Korean Statistical Society 1 Applications and Applied Mathematics ...and 14 more Journals all top 5 Cited in 32 Fields 256 Probability theory and stochastic processes (60-XX) 106 Statistics (62-XX) 55 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 36 Partial differential equations (35-XX) 11 Real functions (26-XX) 11 Systems theory; control (93-XX) 9 Dynamical systems and ergodic theory (37-XX) 9 Numerical analysis (65-XX) 8 Biology and other natural sciences (92-XX) 7 Operator theory (47-XX) 7 Statistical mechanics, structure of matter (82-XX) 6 Special functions (33-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 4 Number theory (11-XX) 4 Functional analysis (46-XX) 3 Measure and integration (28-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Convex and discrete geometry (52-XX) 3 Operations research, mathematical programming (90-XX) 3 Information and communication theory, circuits (94-XX) 2 Ordinary differential equations (34-XX) 2 Integral transforms, operational calculus (44-XX) 2 Computer science (68-XX) 2 Fluid mechanics (76-XX) 1 Combinatorics (05-XX) 1 Functions of a complex variable (30-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral equations (45-XX) 1 General topology (54-XX) 1 Quantum theory (81-XX) Citations by Year