scientific article; zbMATH DE number 3215022

zbMATH Open0132.37902MaRDI QIDQ5342183FDOQ5342183

Authors: Iosif I. Gikhman, Anatolii V. Skorokhod

Publication date: 1965

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Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Markov processes (60Jxx)

Cited In (only showing first 100 items - show all)

Convergence of distributions of integral functionals
Boundary value problem describing the motion of an inhomogeneous fluid
Entropy meaning of summability of the logarithm
Approximation of distributions of sums of Banach-valued random elements by infinitely divisible laws. II
Time asymptotics for some degenerate models of evolution of systems with an infinite number of particles
Time-average for physical quantities in infinite classical systems
Random Gaussian Markov sequences with values in a Hilbert space
Statistical analysis of grouped and censored observations
Solubility of stochastic differential equations with perturbed argument
Properties of a walk on an ergodic Markov chain
Path reparametrization in a path integral on a finite-dimensional manifold
An application of the Neyman-Pearson lemma to Gaussian processes
Positive definite functions of infinitely many variables in a layer
On functionals of order statistics
Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I
Some properties of the integral representation of a stochastic semigroup
An ergodic theorem for singly complex randomized semi-Markov processes
On the optimization of systems defined by stochastic differential equations
Stone's theorem for an additive group in a Hilbert space
Estimates of linear regression coefficients on a homogeneous random field
On the approximate synthesis of the optimal control of stochastic quasilinear systems with aftereffect
Positive definite functions on certain sequence spaces
A limit theorem for branching random processes with variable mode (critical case)
Stochastic semigroups with generalized operator values
Renormalized power of a generalized random field and equations for the Green's functions in the Euclidean domain
Integral representation of stochastic semigroups
Kinetic theory of disperse systems
Linear interpolation of a homogeneous random vector field of a continuous argument
Connection between random curves, changes of time, and regenerative times of stochastic processes
Global limit theorems
Asymptotic behavior of multistep transition probabilities
A problem in a telephone system
First boundary-value problem for a parabolic equation in an abstract Wiener space
Volterra-Verhulst prey-predator systems with time dependent coefficients: Diffusion type approximation and periodic solutions
Two strong limit theorems for processes with independent increments
Nonhomogeneous stochastic semigroups
Theorems on the convergence to Markov diffusion processes
A controllable branching process
Fundamental solutions for degenerate parabolic equations
One condition for equivalence of measures specified in a semigroup relative to shifts
Some estimates for large deviations and their application to strong law of large numbers
On the transition probabilities of a branching process with stops
On unboundedly divisible distributions in Hilbert space
On the stationary distribution of a controlled branching process and an optimization problem
On the orthogonality of a generalized measure, defined on an operator ring, relative to a shift
A compactness criterion in the space of Hilbert-Schmidt operators
On the structure of a \(\sigma\)-algebra of Borel sets and the convergence of certain stochastic series in Banach spaces
Large deviations in trajectory space for sequences and processes with stationary increments
Bounds of solutions of Cauchy's problem for second-order parabolic equations independent of dimension
Regularity of a certain class of Markov processes with a countable number of states
Central limit theorem for weakly dependent variables
Markov models and Thiele's integral equations for the prospective reserve
Some asymptotic formulas for the Bogoliubov Gaussian measure
Representation of solutions to evolution equations with Vladimirov operator in terms of Feynman path integrals
Estimation of a linear functional and extrapolation of a random field
Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions
On Chiang's explicit solutions for the Kolmogorov differential equations
On the distribution of the moment of the first exittime from an interval and value of overjump through borders interval for the processes with independent increments and random walk
Transmission coefficient and heat conduction of a harmonic chain with random masses: Asymptotic estimates on products of random matrices
On a generalization of the arc-sine law
Fractional pure birth processes
Relative complexity of random walks in random sceneries
Invariance principles for non-isotropic long memory random fields
Expected utility theory and inner and outer measures of loss aversion
A new sufficient condition in the invariance principle for the partial sum processes of moving averages
Limit behavior of the distribution of the solution of a stochastic diffusion equation
A scaling analysis of a cat and mouse Markov chain
Limit behavior of functionals of solutions of diffusion type equations
Statistical inference in regression with heavy-tailed integrated variables
Asymptotic behaviour of densities of stable semigroups of measures
Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations
Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes
On continuous-time threshold ARMA processes
Stochastic differential games
Geometry of iteration stable tessellations: connection with Poisson hyperplanes
Convergence of functionals of sums of r.v.s to local times of fractional stable motions.
Stability of neutral-type functional differential equations
The large-time asymptotics of some Wiener integrals and the interband light absorption coefficient in the deep fluctuation spectrum
Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations
Nonparametric estimates and limit theorems in abstract Skorokhod space
Absolute continuity of perturbed Gaussian measures
A note on weak convergence of random step processes
Stochastic differential equations in Hilbert space
Analysis of the distribution of a random process with differential semi-Markov walk with delaying screen at zero
Mean exit time for a chain of \(N=2,3,4\) oscillators
The Hurst phenomenon and the rescaled range statistic
Portfolio selection with transactions costs
Classes characterized by best-possible approximation by spline functions
Statistical modeling of inhomogeneous random functions on the basis of Poisson point fields
The preferability of investment through a mutual fund
Minimax interpolation of sequences with stationary increments and cointegrated sequences
Approximating the density of infinite-dimensional distributions
Asymptotics of maximum likelihood estimator in a two-phase linear regression model
On finite-dimensional distributions of a random element conditioned by the sum of random elements
A local invariance principle. I
Inequalities and principles of large deviations for the trajectories of processes with independent increments
Existence and regularity of a nonhomogeneous transition matrix under measurability conditions
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Structure of strictly Markov marked random closed sets
The functional limit theorem for the canonical \(U\)-processes defined on dependent trials

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