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

51. Singularity of the second Ostrogradskiĭ random series: Label: en
52. Arbitrage in a discrete time model of a financial market with a taxation proportional to the portfolio size: Label: en
53. Singularity of the distribution of a random variable represented by an $A_{2}$-continued fraction with independent elements: Label: en
54. A limit theorem for random fields with a singularity in the spectrum: Label: en
55. Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I: Label: en
56. Convergence with respect to the parameter of a series and the differentiability of barrier option prices with respect to the barrier: Label: en
57. Asymptotic behavior of the distribution of the maximum of a Chentsov field on polygonal lines: Label: en
58. Conditions for the uniform convergence in probability of wavelet decompositions for stochastic processes from the space $\operatorname{Exp}_{\varphi}(\Omega)$: Label: en
59. Boundedness, limits, and stability of solutions of a perturbation of a nonhomogeneous renewal equation on a semiaxis: Label: en
60. An inequality for the Lévy distance between two distribution functions and its applications: Label: en
61. Some limit theorems for controlled branching processes: Label: en
62. A subgeometric estimate of the stability for time-homogeneous Markov chains: Label: en
63. Generalized solutions of a hyperbolic equation with a $\varphi$-sub-Gaussian right hand side: Label: en
64. A generalization of Karamata’s theorem on the asymptotic behavior of integrals: Label: en
65. On exponential bounds for mixing and the rate of convergence for Student processes: Label: en
66. Convergence of option rewards for Markov type price processes modulated by stochastic indices. II: Label: en
67. An estimator of the location parameter obtained from observations with admixture: Label: en
68. Path properties of multifractal Brownian motion: Label: en
69. The law of large numbers for the max-scheme in Banach lattices: Label: en
70. Adaptive estimating equations for a location parameter constructed by using observations with admixture: Label: en
71. The distribution of the supremum of $\Theta$-pre-Gaussian shot noise processes: Label: en
72. The heat equation with random initial conditions from Orlicz spaces: Label: en
73. 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
74. Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure: Label: en
75. Prelimit and limit generalizations of the Pollaczek–Khinchin formula: Label: en
76. Inequalities for the distributions of functionals of sub-Gaussian vectors: Label: en
77. Lévy approximation of an impulse recurrent process with Markov switching: Label: en
78. The convergence of Galton–Watson branching processes with immigration to a diffusion process: Label: en
79. On the rate of convergence of prices of barrier options with discrete and continuous time: Label: en
80. Convergence of option rewards for Markov type price processes modulated by stochastic indices. I: Label: en
81. On the absolute continuity of fixed points of smoothing transforms: Label: en
82. Asymptotic results for the absorption times of random walks with a barrier: Label: en
83. Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion: Label: en
84. Approximation of fractional Brownian motion by Wiener integrals: Label: en
85. Asymptotic stability of the maximum of normal stochastic processes: Label: en
86. Asymptotic behavior of the solution of a linear stochastic differential-difference equation of neutral type: Label: en
87. Approximation of $\operatorname {SSub}_{\varphi }(\Omega )$ stochastic processes in the space $L_{p}(\mathbb {T})$: Label: en
88. Asymptotic properties of an estimator for the drift coefficient of a stochastic differential equation with fractional Brownian motion: Label: en
89. Asymptotic normality of $L_p$-estimators in nonlinear regression models with weak dependence: Label: en
90. Fractal properties of some Bernoulli convolutions: Label: en
91. Conditions for the existence and smoothness of the distribution density of the Ornstein–Uhlenbeck process with Lévy noise: Label: en
92. Beginning of the Ukrainian School of Probability Theory: A historical sketch: Label: en
93. A generalization of Mil’shtein’s theorem for stochastic differential equations: Label: en
94. Minimum variance hedging in a model with jumps at Poisson random times: Label: en
95. 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
96. An optimal joint estimator for regression parameters and the dispersion parameter in errors-in-variables nonlinear models: Label: en
97. Estimation of mean positions and concentrations from observations of a two-component mixture of symmetric distributions: Label: en
98. Some applications of the Gnedenko–Korolyuk method to empirical distributions: Label: en
99. Convergence of a sequence of Markov chains to a diffusion type process: Label: en
100. Difference approximation of the local times of multidimensional diffusions: Label: en