scientific article; zbMATH DE number 3543343
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(68)- Stochastic differential equations with nonregular coefficients
- On the distribution of additive arithmetic functions with shifted arguments. II
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- Diffusion random functions of multidimensional time
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- A property of distributions of diffusion processes
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- A. V. Skorokhod's investigations in the area of limit theorems for random processes and the theory of stochastic differential equations
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- Stability in impulsive systems with Markov perturbations in averaging scheme. III: Weak convergence of solutions of impulsive systems
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- On continuous in the mean square dependence on the initial data of solutions of one complex stochastic differential system with delay
- Atomic operators, random dynamical systems and invariant measures
- Parametric analysis of the oscillatory solutions to stochastic differential equations with the Wiener and Poisson components by the Monte Carlo method
- Canonical representation of weak semimartingales defined on the plane
- Convergence of distributions of functionals of measurable random fields
- Small random perturbations in second-order oscillatory systems
- Asymptotic behavior of the transition probability of a homogeneous Markov process with a finite number of states in a series model
- Study of a stochastic model of the ``dangling spider problem with an infinite previous history and Poisson switchings
- Convergence of distributions of correlation function estimation functionals
- Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes
- Stochastic equations and inclusions with mean derivatives and their applications
- First-passage statistics for Lévy flights with a drift
- A semi-Markov random walk process and its connection with fractional order differential equation
- A semi-Markov random walk process and its connection with fractional order differential equation
- Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes
- Infinite horizon stopping problems with (nearly) total reward criteria
- Invariant Markov jump processes on compact groups
- On continuous control dependence of solutions of stochastic equations with monotone coefficients
- Stability of solutions of stochastic differential equations
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