| Publication | Date of Publication | Type |
|---|
| 300 years of the Russian Academy of Sciences | 2024-08-19 | Paper |
| In memory of A. M. Vershik (12.28.1933--02.14.2024) | 2024-08-19 | Paper |
| News of scientific life -- information on the general seminar of the department of probability, faculty of mathematics and mechanics, Lomonosov Moscow State University, Moscow, Russia, spring term 2023 | 2024-05-06 | Paper |
| On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations | 2024-02-14 | Paper |
| On the 120th Birthday of Andrei Nikolaevich Kolmogorov | 2023-11-14 | Paper |
| The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues | 2023-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6164104 | 2023-07-27 | Paper |
| Abstracts of Talks Given at the 7th International Conference on Stochastic Methods, II | 2023-05-10 | Paper |
| Abstracts of Talks Given at the 7th International Conference on Stochastic Methods, I | 2023-03-30 | Paper |
| Kolmogorov's equations for jump Markov processes with unbounded jump rates | 2022-11-09 | Paper |
| Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes | 2022-06-27 | Paper |
| Birthday Tributes | 2022-05-09 | Paper |
| Vladimir Igorevich Bogachev | 2022-04-05 | Paper |
| On the Bicentenary of the Birth of P. L. Chebyshev, A Great Russian Mathematician | 2022-02-25 | Paper |
| Kolmogorov's Equations for Jump Markov Processes and Their Applications to Control Problems | 2022-02-25 | Paper |
| In Memory of V. V. Senatov (03.10.1951--06.22.2021) | 2021-11-04 | Paper |
| In Memory of R. Sh. Liptser (20.03.1936 -- 02.01.2019) | 2019-08-29 | Paper |
| Vladimir Antonovich Zorich | 2019-08-22 | Paper |
| Probability-1 | 2019-07-19 | Paper |
| Abstracts of Talks Given at the 3rd International Conference on Stochastic Methods | 2019-06-05 | Paper |
| Alexander Semenovich Holevo | 2019-05-24 | Paper |
| Stochastic Disorder Problems | 2019-02-18 | Paper |
| Sequential Testing of Two Hypotheses for a Stationary Ornstein--Uhlenbeck Process | 2019-02-07 | Paper |
| Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013 | 2018-09-19 | Paper |
| On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem | 2018-08-20 | Paper |
| On The 85th Birthday of Academician I. A. Ibragimov | 2018-08-15 | Paper |
| News of Scientific Life-Information on the General Seminar of the Department of Probability (Faculty of Mathematics and Mechanics, Moscow State University) | 2018-08-15 | Paper |
| On the Minimax Optimality of the CUSUM Statistic in Disorder Problems for Brownian Motion | 2018-01-09 | Paper |
| On confidence intervals for Brownian motion changepoint times | 2016-06-30 | Paper |
| Sharp maximal inequalities for stochastic processes | 2015-08-20 | Paper |
| Two-sided disorder problem for a Brownian motion in a Bayesian setting | 2015-08-20 | Paper |
| On the existence of solutions of unbounded optimal stopping problems | 2015-08-20 | Paper |
| In Memory of Marc Yor | 2015-06-02 | Paper |
| A quickest detection problem with an observation cost | 2015-05-29 | Paper |
| Change of Time and Change of Measure | 2015-05-21 | Paper |
| On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes | 2015-03-27 | Paper |
| In memoriam Bronius Grigelionis (1935.11.01--2014.05.23) | 2015-02-25 | Paper |
| Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci | 2014-07-10 | Paper |
| On the 100th Birthday of B. V. Gnedenko | 2014-06-26 | Paper |
| Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment | 2014-06-26 | Paper |
| In memory of Boris Aleksandrovich Sevastyanov | 2014-04-16 | Paper |
| Bayesian Disorder Problems on Filtered Probability Spaces | 2013-11-22 | Paper |
| The optimal decision rule in the Kiefer-Weiss problem for a Brownian motion | 2013-08-07 | Paper |
| On Duality Principle for Hedging Strategies in Diffusion Models | 2013-06-12 | Paper |
| Remarks on moment inequalities and identities for martingales | 2013-05-13 | Paper |
| Bayesian Quickest Detection Problems for Some Diffusion Processes | 2013-04-11 | Paper |
| On the one-sided tanaka equation with drift | 2012-06-22 | Paper |
| Russian–Japanese Symposium on “A Stochastic Analysis of Advanced Statistical Models” | 2012-05-04 | Paper |
| Problems in probability. Translated from Russian by Andrew Lyasoff | 2012-04-12 | Paper |
| On the sequential testing problem for some diffusion processes | 2012-01-03 | Paper |
| A Bayesian sequential testing problem of three hypotheses for Brownian motion | 2011-12-19 | Paper |
| Author's Response | 2011-01-13 | Paper |
| Quickest Detection Problems: Fifty Years Later | 2011-01-13 | Paper |
| Change of Time and Change of Measure | 2010-11-17 | Paper |
| Esscher transform and the duality principle for multidimensional semimartingales | 2010-07-13 | Paper |
| News of Scientific Life | 2010-04-26 | Paper |
| Seventy-Five Years Since Publication of the Monograph by A. N. Kolmogorov | 2010-04-26 | Paper |
| On Stochastic Models and Optimal Methods in the Quickest Detection Problems | 2010-04-26 | Paper |
| On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion | 2010-04-26 | Paper |
| On Conditional-Extremal Problems of the Quickest Detection of Nonpredictable Times of the Observable Brownian Motion | 2010-04-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3400719 | 2010-02-05 | Paper |
| On a stochastic version of the trading rule “Buy and Hold” | 2009-07-29 | Paper |
| On Esscher Transforms in Discrete Finance Models | 2009-06-15 | Paper |
| Response to comment on ‘Thou shalt buy and hold’ | 2009-02-23 | Paper |
| Thou shalt buy and hold | 2009-02-23 | Paper |
| Generalized Bayesian Nonlinear Quickest Detection Problems: On Markov Family of Sufficient Statistics | 2008-10-17 | Paper |
| On the duality principle in option pricing: semimartingale setting | 2008-06-18 | Paper |
| Predicting the last zero of Brownian motion with drift | 2008-05-15 | Paper |
| On the 75th Birthday of V. M. Zolotarev | 2008-01-30 | Paper |
| Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings | 2008-01-18 | Paper |
| Optimal Stopping Rules | 2007-11-01 | Paper |
| On the 75th Birthday of A. A. BOROVKOV | 2007-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3591061 | 2007-09-10 | Paper |
| Probability-2 | 2007-08-31 | Paper |
| Probability-1 | 2007-08-31 | Paper |
| Proof of the Poincaré-Chernoff inequality and the logarithmic Sobolev inequality by the methods of stochastic calculus for Brownian motion | 2007-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3441328 | 2007-05-29 | Paper |
| On the Problem of Stochastic Integral Representations of Functionals of the Brownian Motion. II | 2007-05-03 | Paper |
| On a solution of the optimal stopping problem for processes with independent increments | 2007-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3378055 | 2006-03-30 | Paper |
| I. N. Kovalenko's scientific works | 2006-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5703381 | 2005-11-08 | Paper |
| On an Effective Solution of the Optimal Stopping Problem for Random Walks | 2005-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4662403 | 2005-03-30 | Paper |
| A remark on the quickest detection problems | 2005-03-21 | Paper |
| The teacher discusses his student. Four reviews by A. N. Kolmogorov on the works of I. M. Gel'fand (on the occasion of his 90th birthday). | 2005-02-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3159179 | 2005-02-15 | Paper |
| On the Problem of Stochastic Integral Representations of Functionals of the Brownian Motion. I | 2004-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4824030 | 2004-10-29 | Paper |
| Il'dar Abdullovich Ibragimov (on his 70th birthday) | 2004-06-22 | Paper |
| The cumulant process and Esscher's change of measure | 2004-03-16 | Paper |
| Time Change Representation of Stochastic Integrals | 2004-01-21 | Paper |
| Limit Behavior of the "Horizontal-Vertical" Random Walk and Some Extensions of the Donsker-Prokhorov Invariance Principle | 2004-01-21 | Paper |
| Lev Dmitrievich Meshalkin (obituary) | 2003-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4550922 | 2003-05-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4550924 | 2003-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4802403 | 2003-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4802420 | 2003-04-27 | Paper |
| The Russian option under conditions of a possible price 'freeze' | 2003-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2782369 | 2002-12-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4778955 | 2002-11-21 | Paper |
| Sequential testing problems for Poisson processes. | 2002-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4529807 | 2002-05-07 | Paper |
| A Note on the Call-Put Parity and a Call-Put Duality | 2002-04-25 | Paper |
| Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum | 2001-10-22 | Paper |
| An extension of P. Lévy's distributional properties to the case of a Brownian motion with drift | 2001-08-02 | Paper |
| On the History of the Foundation of the Russian Academy of Sciences and about the First Articles on Probability Theory in Russian Publications | 2001-05-02 | Paper |
| Some Distributional Properties of a Brownian Motion with a Drift and an Extension of P. Lévy's Theorem | 2001-05-02 | Paper |
| Everything about Kolmogorov was unusual\(\ldots\). Translated from the Russian by Andrew L. Rukhin | 2001-02-07 | Paper |
| Statistical Experiments and Decisions | 2001-01-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4522393 | 2000-12-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4522401 | 2000-12-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4221330 | 1999-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4208501 | 1999-03-02 | Paper |
| On the Brownian first-passage time over a one-sided stochastic boundary | 1999-01-21 | Paper |
| Local martingales and the fundamental asset pricing theorems in the discrete-time case | 1999-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4223074 | 1998-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4220653 | 1998-11-29 | Paper |
| Optimization of the flow of dividends | 1998-01-05 | Paper |
| Probability Theory III | 1997-12-18 | Paper |
| On sequential estimation of an autoregressive parameter | 1997-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356493 | 1997-10-01 | Paper |
| Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time | 1997-07-09 | Paper |
| Hiring and firing optimally in a large corporation | 1997-02-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5691555 | 1997-01-29 | Paper |
| The Khintchine inequalities and martingale expanding sphere of their action | 1996-09-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4871606 | 1996-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845601 | 1996-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4856202 | 1996-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4861446 | 1996-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845596 | 1996-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845599 | 1996-01-15 | Paper |
| Quadratic covariation and an extension of Itô's formula | 1995-12-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4856610 | 1995-12-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845597 | 1995-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845598 | 1995-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322834 | 1995-02-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4274905 | 1994-11-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4281433 | 1994-11-29 | Paper |
| Martingale-difference Gibbs random fields and central limit theorem | 1994-04-26 | Paper |
| The Russian option: Reduced regret | 1994-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3364258 | 1994-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3364259 | 1994-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4040367 | 1993-06-05 | Paper |
| Sequential Estimation of the Parameter of a Stochastic Difference Equation with Random Coefficients | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3994694 | 1992-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3995465 | 1992-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3990041 | 1992-06-28 | Paper |
| Asymptotic minimaxity of a sequential estimator for a first order autoregressive model | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3980796 | 1992-06-26 | Paper |
| Development of ideas and methods of Chebyshev in probability theory | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3363509 | 1991-01-01 | Paper |
| Probabilistic-statistical methods of detecting spontaneously occurring effects | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3359490 | 1990-01-01 | Paper |
| Andrei Nikolaevich Kolmogorov: In Memoriam | 1989-01-01 | Paper |
| Kolmogorov: Life and creative activities | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3197151 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3200330 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3358692 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3815271 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3805704 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3813786 | 1988-01-01 | Paper |
| On the scientific heritage of A. N. Kolmogorov | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3774629 | 1987-01-01 | Paper |
| On the variation distance for probability measures defined on a filtered space | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3800818 | 1986-01-01 | Paper |
| On contiguity of probability measures corresponding to semimartingales | 1985-01-01 | Paper |
| Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3809024 | 1985-01-01 | Paper |
| WEAK CONVERGENCE OF A SEQUENCE OF SEMIMARTINGALES TO A PROCESS OF DIFFUSION TYPE | 1984-01-01 | Paper |
| On the Invariance Principle for Semi-Martingales: The “Nonclassical” Case | 1984-01-01 | Paper |
| Weak and Strong Convergence of the Distributions of Counting Processes | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3321154 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3711398 | 1984-01-01 | Paper |
| ON WEAK CONVERGENCE OF SEMIMARTINGALES TO STOCHASTICALLY CONTINUOUS PROCESSES WITH INDEPENDENT AND CONDITIONALLY INDEPENDENT INCREMENTS | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3333807 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3664151 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3667691 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3670283 | 1983-01-01 | Paper |
| On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3951327 | 1982-01-01 | Paper |
| On the Rate of Convergence in the Central Limit Theorem for Semimartingales | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4747314 | 1982-01-01 | Paper |
| Necessary and sufficient conditions for contiguity and entire asymptotic separation of probability measures | 1982-01-01 | Paper |
| ON THE REPRESENTATION OF INTEGRAL-VALUED RANDOM MEASURES AND LOCAL MARTINGALES BY MEANS OF RANDOM MEASURES WITH DETERMINISTIC COMPENSATORS | 1981-01-01 | Paper |
| A Functional Central Limit Theorem for Semimartingales | 1981-01-01 | Paper |
| On Necessary and Sufficient Conditions in the Functional Central Limit Theorem for Semimartingales | 1981-01-01 | Paper |
| Martingales: Recent Developments, Results and Applications | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3943743 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3219515 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3908231 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3963786 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4746556 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3859031 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3862804 | 1980-01-01 | Paper |
| Some limit theorems for simple point processes (a martingale approach) | 1980-01-01 | Paper |
| ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. II | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3894715 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3902246 | 1980-01-01 | Paper |
| On the sets of convergence of generalized submartingales | 1979-01-01 | Paper |
| ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. I | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3862792 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3868540 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4148534 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4172681 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4187080 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3206067 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4139359 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4155560 | 1977-01-01 | Paper |
| ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4191364 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3914255 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4119901 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4098985 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4105138 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4765793 | 1974-01-01 | Paper |
| ON THE ABSOLUTE CONTINUITY OF MEASURES CORRESPONDING TO PROCESSES OF DIFFUSION TYPE RELATIVE TO A WIENER MEASURE | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5684120 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4403093 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4043865 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4403526 | 1972-01-01 | Paper |
| Minimax Weights in a Trend Detection Problem of a Random Process | 1971-01-01 | Paper |
| ON THE DENSITY OF PROBABILITY MEASURES OF DIFFUSION-TYPE PROCESSES | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4769732 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5606231 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5604241 | 1969-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5617375 | 1969-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5667327 | 1969-01-01 | Paper |
| Investigations by statistical sequential analysis | 1969-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5544749 | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5563149 | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5567474 | 1968-01-01 | Paper |
| The Extrapolation of Multidimensional Markov Processes from Incomplete Data | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5674185 | 1968-01-01 | Paper |
| Nonlinear filtering of Markov diffusion processes | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5540055 | 1967-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4404217 | 1967-01-01 | Paper |
| On Stefan’s Problem and Optimal Stopping Rules for Markov Processes | 1966-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5600216 | 1966-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5179615 | 1966-01-01 | Paper |
| A Bayesian Problem of Sequential Search in Diffusion Approximation | 1965-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5514952 | 1965-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5524122 | 1965-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5528257 | 1965-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5512544 | 1964-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5536006 | 1964-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5600446 | 1964-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5608447 | 1964-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5512662 | 1963-01-01 | Paper |
| On Conditions for Ergodicity of Stationary Processes in Terms of Higher Order Moments | 1963-01-01 | Paper |
| On Optimum Methods in Quickest Detection Problems | 1963-01-01 | Paper |
| On the Detection of Disorder in a Manufacturing Process. I. | 1963-01-01 | Paper |
| On the Detection of Disorder in a Manufacturing Process. II | 1963-01-01 | Paper |
| Some Problems in the Spectral Theory of Higher-Order Moments. I | 1962-01-01 | Paper |
| Some Problems in the Spectral Theory of Higher-Order Moments, II | 1962-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3845705 | 1961-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3845771 | 1961-01-01 | Paper |
| On a Method of Calculation of Semi-Invariants | 1959-01-01 | Paper |
