zbMath0305.60027MaRDI QIDQ4061759
Iosif I. Gikhman, Anatoli V. Skorokhod
Publication date: 1975
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Approximation results for the moments of random walk with normally distributed interference of chance ⋮
Locally Lipschitz BSDE with jumps and related Kolmogorov equation ⋮
Clustering Effect for Multitype Branching Random Walk ⋮
Shot Noise Distributions and Selfdecomposability ⋮
Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $ L^p$-functionals ⋮
Probabilistic solutions to nonlinear fractional differential equations of generalized Caputo and Riemann–Liouville type ⋮
Spectral Asymptotics of a Supercritical Branching Random Walk ⋮
Variations of processes with stationary, independent increments ⋮
A characterization of minimal Markov jump processes ⋮
The Mathematical Theories of Diffusion: Nonlinear and Fractional Diffusion ⋮
On the existence of a stationary measure for the stochastic system of the Lorenz model describing a baroclinic atmosphere ⋮
Invariance principle for processes with independent increments, conditioned to be positive ⋮
High Order Stochastic Inclusions and Their Applications ⋮
A strong Markov property for set-indexed processes ⋮
Note on discounted continuous-time Markov decision processes with a lower bounding function ⋮
Diffusion-limited aggregation with jumps and flights ⋮
On the stationary characteristics of the extended model of type (s,S) with Gaussian distribution of summands ⋮
A Limit Theorem for Supercritical Random Branching Walks with Branching Sources of Varying Intensity ⋮
Heavy-tailed branching random walks on multidimensional lattices. A moment approach ⋮
Removable singular points of solutions of the laplace equation on hilbert space ⋮
Unnamed Item ⋮
On the basic reproduction number in semi-Markov switching networks ⋮
Limit theorems for prices of options written on semi-Markov processes ⋮
Symmetric branching random walks in random media: comparing theoretical and numerical results ⋮
A new approach to series of independent random variables ⋮
Exponential families of stochastic processes and Lévy processes ⋮
Large deviations for vector-valued Lévy processes ⋮
Asymptotic expansion for transport processes in semi-Markov media ⋮
On semi-Markov processes and their Kolmogorov's integro-differential equations ⋮
Continuity of filtrations of sigma algebras ⋮
A note on Lévy subordinators in cones of fuzzy sets in Banach spaces ⋮
\(L^p\) estimates for Feynman-Kac propagators with time-dependent reference measures ⋮
Upper functions for lévy processes having only negative jumps ⋮
Finite approximation schemes for Lévy processes, and their application to optimal stopping problems ⋮
Stochastic analysis of the fracture of solids with microcracks ⋮
A hitting time for Lévy processes, with application to dams and branching processes ⋮
Premium allocation and risk avoidance in a large firm: A continuous model ⋮
An approximate formula for the first-crossing-time density of a Wiener process perturbed by random jumps ⋮
Optimal estimation of nonlinear state nonlinear observation systems ⋮
Absolute Continuity Results for Superprocesses with Some Applications ⋮
Stability for multispecies population models in random environments ⋮
Homogeneous statistical solutions and local energy inequality for 3D Navier-Stokes equations ⋮
Fractional Erlang queues ⋮
Multivariate COGARCH(1, 1) processes ⋮
The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay ⋮
On the convergence of iterations disturbed by strong gaussian random operators ⋮
Three-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chance ⋮
Semi-Markov models and motion in heterogeneous media ⋮
An expansion of the free Markov field ⋮
Discrete stochastic integration in Riesz spaces ⋮
Boundary-value problem for a stochastic equation of parabolic type ⋮
Invariance principle for certain classes of random fields ⋮
An approach to the solution of equations of the first kind with symmetric operators of Fredholm type ⋮
Octonion measures for solutions of PDEs ⋮
Mean-square asymptotic stability of the trivial solution of stochastic functional-differential equations ⋮
State enlargement of random processes that are complemented to Markov processes ⋮
Limit theorems for Galton-Watson branching processes with migration ⋮
Approximation of probability measures on a Hilbert space by convex combinations of Dirac measures ⋮
Some remarks on the paper stochastic semigroups ⋮
Classes of time-dependent measures, non-homogeneous Markov processes, and Feynman-Kac propagators ⋮
Estimates for first exit times of non-Markovian Itô processes ⋮
Backward stochastic differential equations associated to jump Markov processes and applications ⋮
Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods ⋮
The convex minorant of a Lévy process ⋮
Stochastic transport theory for porous media ⋮
Threshold dynamics and ergodicity of an SIRS epidemic model with semi-Markov switching ⋮
Contributions to foundations of probability calculus on the basis of the modal logical calculus MC(nu) or MC*(nu) ⋮
Optimal Sure Portfolio Plans ⋮
Multiagent Bayesian forecasting of structural time-invariant dynamic systems with graphical models ⋮
Branching semigroups on Banach lattices ⋮
Absence of mass gap for a class of stochastic contour models. ⋮
On stopping points in the plane that lie on a unique optional increasing path ⋮
An abstract nonlinear stochastic integral equation ⋮
Inventory model of type \((s,S)\) under heavy tailed demand with infinite variance ⋮
Positivity of Dunkl's intertwining operator ⋮
On the distribution tail of an integrated risk model: A numerical approach ⋮
A statistical mechanic view of macro-dynamics in economics ⋮
On particle transport processes: A potential theoretic approach ⋮
Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments ⋮
Random stopping sets in a sequential analysis of random measures and fields ⋮
Stochastic analysis of polymer melts with a binary structure ⋮
On several two-boundary problems for a particular class of Lévy processes ⋮
Uniformization for nonhomogeneous Markov chains ⋮
Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results ⋮
On uniqueness problems related to the Fokker-Planck-Kolmogorov equation for measures ⋮
On the Kantorovich problem for nonlinear images of the Wiener measure ⋮
Stability of the positive point of equilibrium of Nicholson's blowflies equation with stochastic perturbations: numerical analysis ⋮
Continuous-time Markov decision processes with state-dependent discount factors ⋮
Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance ⋮
Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments ⋮
Extremal behavior of regularly varying stochastic processes ⋮
An EM algorithm for platoon arrival processes in discrete time ⋮
Asymptotic expansions for the moments of the Gaussian random walk with two barriers ⋮
Functional large deviations for multivariate regularly varying random walks ⋮
Asymptotic normality of the correlogram estimator of the covariance function of a random noise in the nonlinear regression model ⋮
Self-similar processes with independent increments ⋮
Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation ⋮
On discrete-time semi-Markov processes ⋮
Some functional limit theorems for multidimensional random walks ⋮
Estimators of the moments for the inventory model of type \((s,S)\)
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