scientific article; zbMATH DE number 3214070
From MaRDI portal
Publication:5341279
Cited in
(32)- Fourier method for determining the asymptotic behavior of small deviations of a Wiener process
- Arithmetic simulation of stochastic processes
- The asymmetry indices of stable measures
- Additive functions and stochastic processes
- Invariant measures generated by random fields with independent values
- Some limit theorems for sums of dependent stochastic processes
- Suboptimal sequential estimation-detection scheme for Poisson driven linear systems
- Equilibrium states for a plane incompressible perfect fluid
- General limit theorems for sums of controlled random variables with arbitrary state space of the controlling sequence
- On unboundedly divisible distributions in Hilbert space
- Weak convergence of random processes to the solution of a martingale problem
- Representation of multiplicative processes
- Estimation of the convergence rate for the distributions of normalized maximum likelihood estimators in the case of a discontinuous density
- The law of iterated logarithm for solution of stochastic equations with periodic coefficients
- Functional limit theorems in the M-scheme
- Long memory and stochastic trend.
- Limit theorems for mixed max-sum processes with renewal stopping
- Control of linear dynamical systems by time transformations
- Limit theorem for multichannel networks in heavy traffic
- Independence of free energy with respect to boundary conditions
- Threshold theorem for an epidemic model
- On certain properties of multiplicative processes
- Threshold theorems for a stochastic model of an epidemic with natural immunization
- Integrals with respect to infinitely divisible distributions in a Hilbert space
- Renewal regime switching and stable limit laws
- A Wiener process in a curvilinear strip
- Canonical representation of weak semimartingales defined on the plane
- Domain of attraction of a stable law for the group of motions of Euclidean space
- Wiener process in a thin domain
- Absolute continuity of measures in the class of Markov and semi-Markov processes of diffusion type
- A commutative model of presentation of the group of flows \(SL(2,R)^ X\) that is connected with a unipotent subgroup
- A stochastic differential equation model with jumps for fractional advection and dispersion
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5341279)