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Showing below up to 50 results in range #51 to #100.

51. Adaptive estimating equations for a location parameter constructed by using observations with admixture: Label: en
52. The distribution of the supremum of $\Theta$-pre-Gaussian shot noise processes: Label: en
53. The heat equation with random initial conditions from Orlicz spaces: Label: en
54. Consistency of the least squares estimator of the amplitudes and angular frequencies of a sum of harmonic oscillations in models with long-range dependence: Label: en
55. Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure: Label: en
56. Prelimit and limit generalizations of the Pollaczek–Khinchin formula: Label: en
57. Inequalities for the distributions of functionals of sub-Gaussian vectors: Label: en
58. Lévy approximation of an impulse recurrent process with Markov switching: Label: en
59. The convergence of Galton–Watson branching processes with immigration to a diffusion process: Label: en
60. On the rate of convergence of prices of barrier options with discrete and continuous time: Label: en
61. Convergence of option rewards for Markov type price processes modulated by stochastic indices. I: Label: en
62. On the absolute continuity of fixed points of smoothing transforms: Label: en
63. Asymptotic results for the absorption times of random walks with a barrier: Label: en
64. Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion: Label: en
65. Approximation of fractional Brownian motion by Wiener integrals: Label: en
66. Asymptotic stability of the maximum of normal stochastic processes: Label: en
67. Asymptotic behavior of the solution of a linear stochastic differential-difference equation of neutral type: Label: en
68. Approximation of $\operatorname {SSub}_{\varphi }(\Omega )$ stochastic processes in the space $L_{p}(\mathbb {T})$: Label: en
69. Asymptotic properties of an estimator for the drift coefficient of a stochastic differential equation with fractional Brownian motion: Label: en
70. Asymptotic normality of $L_p$-estimators in nonlinear regression models with weak dependence: Label: en
71. Fractal properties of some Bernoulli convolutions: Label: en
72. Conditions for the existence and smoothness of the distribution density of the Ornstein–Uhlenbeck process with Lévy noise: Label: en
73. Beginning of the Ukrainian School of Probability Theory: A historical sketch: Label: en
74. A generalization of Mil’shtein’s theorem for stochastic differential equations: Label: en
75. Minimum variance hedging in a model with jumps at Poisson random times: Label: en
76. An estimate for the mean error probability of a Bayesian criterion for testing hypotheses in the problem of cryptanalysis of a combined gamma generator with nonuniform noise: Label: en
77. An optimal joint estimator for regression parameters and the dispersion parameter in errors-in-variables nonlinear models: Label: en
78. Estimation of mean positions and concentrations from observations of a two-component mixture of symmetric distributions: Label: en
79. Some applications of the Gnedenko–Korolyuk method to empirical distributions: Label: en
80. Convergence of a sequence of Markov chains to a diffusion type process: Label: en
81. Difference approximation of the local times of multidimensional diffusions: Label: en
82. Conditions for the uniform convergence of expansions of $\varphi $-sub-Gaussian stochastic processes in function systems generated by wavelets: Label: en
83. On investment and minimization of shortfall risk for a diffusion model with jumps and two interest rates via market completion: Label: en
84. Inhomogeneous perturbations of a renewal equation and the Cramér–Lundberg theorem for a risk process with variable premium rates: Label: en
85. Existence of a limit distribution of a solution of a linear inhomogeneous stochastic differential equation: Label: en
86. A Bayesian classifier: Label: en
87. Analytical problems of the asymptotic behavior of Markov functionals. II: Label: en
88. Asymptotic behavior of SIMEX estimators in an errors-in-variables linear structural regression model: Label: en
89. Comparing the efficiency of structural and functional methods in measurement error models: Label: en
90. Evaluation of bias in higher-order spectral estimation: Label: en
91. Parametric estimation for linear system of stochastic differential equations driven by fractional Brownian motions with different Hurst indices: Label: en
92. On excess-of-loss reinsurance: Label: en
93. Estimation for the discretely observed telegraph process: Label: en
94. The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space: Label: en
95. Upper bounds for supremums of the norms of the deviation between a homogeneous isotropic random field and its model: Label: en
96. Fourier transform of general stochastic measures: Label: en
97. Diffusion processes in a composite environment: Label: en
98. Minimax interpolation of stochastic processes with stationary increments from observations with noise: Label: en
99. An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility: Label: en
100. Point processes subordinated to compound Poisson processes: Label: en