The following pages link to Anatoliy Swishchuk (Q538917):
Displayed 50 items.
- A survey of the modified Moran process and evolutionary graph theory (Q826319) (← links)
- Stability of random dynamical systems on Banach spaces (Q850602) (← links)
- Shy couplings (Q863489) (← links)
- KKM type theorems with applications to generalized vector equilibrium problems in FC-spaces (Q881614) (← links)
- Maximal elements of \(G_{\mathrm{KKM}}\)-majorized mappings in product \(FC\)-spaces and applications. I (Q881627) (← links)
- Common random fixed points of compatible random operators (Q884221) (← links)
- Asymptotic theory for curve-crossing analysis (Q886113) (← links)
- Item:Q538917 (redirect page) (← links)
- Weak convergence of semi-Markov random evolutions in an averaging scheme (martingale approach) (Q917174) (← links)
- Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints (Q930981) (← links)
- Kolmogorov equations for measures (Q932061) (← links)
- Intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and potentials (Q948749) (← links)
- Central limit theorem in the phase extension scheme for semi-Markov random evolutions (Q1113543) (← links)
- Markov processes related with Dunkl operators (Q1276389) (← links)
- Fractional Brownian motion and the Markov property (Q1283872) (← links)
- Operational methods in problems of identification of experimental trend functions (Q1286553) (← links)
- Singular optimal strategies for investment with transaction costs (Q1296728) (← links)
- Dynamic equilibrium and volatility in financial asset markets (Q1379917) (← links)
- Generalized solutions of HJB equations applied to stochastic control on Hilbert space (Q1395863) (← links)
- Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems (Q1397025) (← links)
- On contraction properties of Markov kernels (Q1400842) (← links)
- Effective information for offline stochastic feedback and optimal control of dynamic systems (Q1411461) (← links)
- On a certain class of nonstationary sequences in Hilbert space (Q1415065) (← links)
- Integrals over Grassmannians and random permutations. (Q1421398) (← links)
- An interest rate model with upper and lower bounds (Q1421690) (← links)
- Some limit properties for Markov chains indexed by a homogeneous tree. (Q1423083) (← links)
- Elasticity approach to portfolio optimization (Q1423714) (← links)
- Small-diffusion asymptotics for discretely sampled stochastic differential equations (Q1431528) (← links)
- Survival maximization for a Laguerre population (Q1432043) (← links)
- A functional central limit theorem for transformed solutions of the multidimensional Burgers equation with random initial data. (Q1432297) (← links)
- Renewal theory for functionals of a Markov chain with compact state space. (Q1433900) (← links)
- Nonlinear Doob-Meyer decomposition with jumps. (Q1566019) (← links)
- A barrier option of American type (Q1596351) (← links)
- Option pricing by large risk aversion utility under transaction costs (Q1601359) (← links)
- Uncertain volatility models -- theory and application (Q1601918) (← links)
- An integral representation and computation for the solution of American options (Q1612638) (← links)
- Random fixed point theorems for asymptotic \(1\)-set contraction operators (Q1612902) (← links)
- From Hammersley's lines to Hammersley's trees (Q1647922) (← links)
- Generalized couplings and convergence of transition probabilities (Q1647931) (← links)
- Revisiting the Hodges-Lehmann estimator in a location mixture model: is asymptotic normality good enough? (Q1684149) (← links)
- Dynamic programming approach to principal-agent problems (Q1691442) (← links)
- Identifiability issues in dynamic stress-strength modeling (Q1695755) (← links)
- Variable selection and estimation using a continuous approximation to the \(L_0\) penalty (Q1695760) (← links)
- The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options (Q1697932) (← links)
- Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces (Q1709606) (← links)
- On the Cauchy problem for integro-differential equations in the scale of spaces of generalized smoothness (Q1732866) (← links)
- Approximating Lyapunov exponents and stationary measures (Q1739072) (← links)
- Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation (Q1744220) (← links)
- Random reflections in a high-dimensional tube (Q1745274) (← links)
- An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process (Q1745279) (← links)