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)

Integral functionals for the exponential of the Wiener process and the Brownian bridge: exact asymptotics and Legendre functions
Ito's lemma in infinite dimensions
Representation of solutions to a heat conduction equation with Vladimirov's operator by functional integrals
Spectral theory of random self-adjoint operators
Portfolio optimization in a semi-Markov modulated market
Asymptotic behavior of a renewal process thinned by an alternating process
Stability in the first approximation for stochastic systems
Properties of the space of proper functions
The asymptotic behavior of rare Markov moments defined on time inhomogeneous Markov chains
Decomposable processes and continuous products of probability spaces
On ergodic properties of certain billiards
On a non-classical invariance principle
Hypotheses testing: Poisson versus stress-release
Existence of the \(l\)-th moment of a solution to a stochastic functional-differential equation with the entire prehistory
On the non-standard distribution of empirical likelihood estimators with spatial data
Statistical estimation in hierarchical hidden Markov model
Cointegrated processes with infinite variance innovations
Remarks on suprema of Lévy processes with light tailes
The structure of the positive discrete spectrum of the evolution operator arising in branching random walks
Generalization of an approximation inequality
Invariance principle for the sum of random variables defined on a homogeneous Markov chain
Limit theorems for one-dimensional nonhomogeneous stochastic diffusion equations under irregular dependence of the coefficients on a parameter
Optimization of hybrid stochastic differential systems in communications networks
Admissible shifts of the Cauchy measure
An invariance principle for mixing sequences of random variables
Random point processes and DLR equations
Asymptotic optimality of the round-robin policy in multipath routing with resequencing
Fluctuations in the averaging scheme for differential equations with random pulsed action
Additive functionals and a time change which preserves the semi-Markov property of the process
Invariance principle for functions of stationarily connected Gaussian variables
Construction of a one-dimensional quantum field by means of a continuous Markov field
Approximation von stochastischen Differentialgleichungen auf Digital- und Hybridrechnern
Invariance principle for estimates of regression coefficients of a random field
Regularity of sampling distribution functions of a random process
Minimax filtration of linear transformations of stationary sequences
Problem of accuracy of approximation in the central limit theorem for empirical measures
Asymptotic normality of solutions of boundary-value problems with random coefficients
A local invariance principle. II
Weak convergence of semimartingales
Limit theorems for summation schemes on a stationary sequence in a scheme of series
Davie's type uniqueness for a class of SDEs with jumps
On the Ghurye-Olkin-Zinger theorem
Analysis of dyadic stationary processes using the generalized Walsh functions
Limit theorem for Markov processes with finite number of states
Jump-type processes and their applications in quantum mechanics
Transient and periodic solution to the time-inhomogeneous quasi-birth death process
Generalized solutions of the inverse Kolmogorov equation corresponding to stochastic Navier-Stokes system
Stochastic programmed synthesis in a differential game with integral payoff
Asymptotic behavior of parameter estimators of a multivariate discontinuous density
Random processes with semi-Markov chains of hitting times
Stress concentration at the boundary of a microinhomogeneous elastic half-space
Nonparametric estimation for a compound Poisson process governed by a Markov chain
Continuity properties of the extension of a locally Lipschitz continuous map to the space of probability measures
A method for efficient computation of optimal estimates in the extrapolation of solutions of nonlinear evolutionary differential equations in a Hilbert space. I
Distribution of the supremum of increments of Brownian local time
Sufficient conditions for dissipative dynamical semigroups to be conservative
Linkage disequilibrium in two-locus, finite, random mating models without selection or mutation
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

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