The following pages link to Serguey Victorovich Zhulenev (Q586018):
Displaying 49 items.
- (Q240086) (redirect page) (← links)
- Small deviation probabilities for sums of independent positive random variables whose density has a power decay at zero (Q357248) (← links)
- Reflecting random walk in fractal domains (Q359690) (← links)
- On the small-time behavior of subordinators (Q442077) (← links)
- Whittaker-type derivative sampling reconstruction of stochastic \(L^{\alpha }(\Omega )\)-processes (Q884140) (← links)
- Large gains in the St. Petersburg game (Q927117) (← links)
- Boundary non-crossings of Brownian pillow (Q966499) (← links)
- Some bounds on the deviation probability for sums of nonnegative random variables using upper polynomials, moment and probability generating functions (Q987944) (← links)
- Upper and lower bounds in exponential Tauberian theorems (Q991572) (← links)
- On the weak law of large numbers for double adapted arrays of random elements in \(p\)-uniformly smooth Banach space (Q1033688) (← links)
- Exponential estimates in the martingale case (Q1112427) (← links)
- (Q1267814) (redirect page) (← links)
- Weighted norm inequalities and hedging in incomplete markets (Q1267815) (← links)
- Rapid growth paths in multivalued dynamical systems generated by homogeneous convex stochastic operators (Q1273443) (← links)
- Error estimates for the binomial approximation of American put options (Q1296626) (← links)
- Functional large deviation principles for first-passage-time processes (Q1364392) (← links)
- Implied interest rate pricing models (Q1387769) (← links)
- Limiting connection between discrete and continuous time forward interest rate curve models (Q1415867) (← links)
- A generalization of the Kolmogorov formula to sums of independent vectors (Q1589016) (← links)
- On the necessity of Statulevičius' condition in limit theorems for large-deviation probabilities (Q1589831) (← links)
- Strong laws for the maximal gain over increasing runs (Q1591170) (← links)
- How big are the lag increments of a Gaussian process? (Q1591957) (← links)
- On the almost sure central limit theorem for a class of \(Z^d\)-actions (Q1610507) (← links)
- A uniform limit theorem for predictive distributions (Q1612977) (← links)
- Weighted BMO and discrete time hedging within the Black-Scholes model (Q1775518) (← links)
- The Tracy-Widom limit for the largest eigenvalues of singular complex Wishart matrices (Q2426602) (← links)
- Some local asymptotic laws for the Cauchy process on the line (Q2478413) (← links)
- A family of non-Gaussian martingales with Gaussian marginals (Q2478414) (← links)
- Discrete approximations to reflected Brownian motion (Q2482284) (← links)
- Refinement of convergence rates for tail probabilities (Q2576807) (← links)
- (Q3361629) (← links)
- (Q3412314) (← links)
- (Q3675368) (← links)
- (Q3721505) (← links)
- (Q3774638) (← links)
- The Law of the Iterated Logarithm and Its Indicators (Q3803909) (← links)
- The Strong Law of Large Numbers and Normality of Kesten’ Procedure (Q3855894) (← links)
- (Q4300886) (← links)
- On Large Deviations, I (Q4510005) (← links)
- (Q4721457) (← links)
- (Q4723089) (← links)
- On Large Deviations, II (Q5472347) (← links)
- (Q5613016) (← links)
- (Q5641018) (← links)
- Stochastic invariance and consistency of financial models (Q5926045) (← links)
- Stochastic convexity of the Poisson mixture model (Q5926521) (← links)
- Large deviation principles for Euclidean functionals and other nearly additive processes (Q5945632) (← links)
- A singular large deviations phenomenon (Q5946884) (← links)
- On the uniqueness of a positive solution of an \(n\)-th degree equation (Q5960276) (← links)
