scientific article; zbMATH DE number 3215022

Cited in

(only showing first 100 items - show all)

Some asymptotic formulas for the Bogoliubov Gaussian measure
Hypotheses testing: Poisson versus stress-release
Construction of non-Gaussian random fields with any given correlation structure
Existence of the l-th moment of a solution to a stochastic functional-differential equation with the entire prehistory
Jump-type processes and their applications in quantum mechanics
Invariance principle for estimates of regression coefficients of a random field
Properties of the space of proper functions
Continuity properties of the extension of a locally Lipschitz continuous map to the space of probability measures
Asymptotic expansions for distributions of sums of independent random elements of a Hilbert space
Structure of strictly Markov marked random closed sets
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
Limit theorems for summation schemes on a stationary sequence in a scheme of series
Approximation by distributions of sums of smoothly dependent random variables
Entropy meaning of summability of the logarithm
Distribution of the supremum of increments of Brownian local time
Time-average for physical quantities in infinite classical systems
Random Gaussian Markov sequences with values in a Hilbert space
Central limit theorem for weakly dependent variables
Statistical analysis of grouped and censored observations
Approximation of distributions of sums of Banach-valued random elements by infinitely divisible laws. II
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
Regularity of sampling distribution functions of a random process
Some properties of the integral representation of a stochastic semigroup
Stone's theorem for an additive group in a Hilbert space
An ergodic theorem for singly complex randomized semi-Markov processes
On the optimization of systems defined by stochastic differential equations
Estimates of linear regression coefficients on a homogeneous random field
On the approximate synthesis of the optimal control of stochastic quasilinear systems with aftereffect
Stochastic semigroups with generalized operator values
Transmission coefficient and heat conduction of a harmonic chain with random masses: Asymptotic estimates on products of random matrices
Kinetic theory of disperse systems
Linear interpolation of a homogeneous random vector field of a continuous argument
Global limit theorems
Connection between random curves, changes of time, and regenerative times of stochastic processes
Time asymptotics for some degenerate models of evolution of systems with an infinite number of particles
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
On functionals of order statistics
Two strong limit theorems for processes with independent increments
Nonhomogeneous stochastic semigroups
Nonparametric estimates and limit theorems in abstract Skorokhod space
Construction of a one-dimensional quantum field by means of a continuous Markov field
One condition for equivalence of measures specified in a semigroup relative to shifts
Fundamental solutions for degenerate parabolic equations
Some estimates for large deviations and their application to strong law of large numbers
A controllable branching process
Renormalized power of a generalized random field and equations for the Green's functions in the Euclidean domain
On the transition probabilities of a branching process with stops
On ergodic properties of certain billiards
On unboundedly divisible distributions in Hilbert space
Characterization of a class of infinitely 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
Approximation von stochastischen Differentialgleichungen auf Digital- und Hybridrechnern
Convergence of distributions of integral functionals
On the structure of a \(\sigma\)-algebra of Borel sets and the convergence of certain stochastic series in Banach spaces
A compactness criterion in the space of Hilbert-Schmidt operators
Large deviations in trajectory space for sequences and processes with stationary increments
Positive definite functions on certain sequence spaces
Regularity of a certain class of Markov processes with a countable number of states
Bounds of solutions of Cauchy's problem for second-order parabolic equations independent of dimension
An absolute regularity condition for fields
Random point processes and DLR equations
On stochastic differential equations with a small time lag
On approximating the expected behavior of stochastic epidemiological models applicable to small populations
The regularity of jump processes
Portfolio selection with transactions costs
The preferability of investment through a mutual fund
Representation of multiplicative processes
A limit theorem for branching random processes with variable mode (critical case)
Optimal control of certain quasilinear stochastic systems
Optimal estimates of the state of a system and certain problems of control by equations with time lag
Random processes with semi-Markov chains of hitting times
Volterra-Verhulst prey-predator systems with time dependent coefficients: Diffusion type approximation and periodic solutions
Integral representation of stochastic semigroups
Asymptotic behavior of statistical estimators of the location parameter for samples with continuous density with singularities
Weak Markov solutions of stochastic equations
Stress concentration at the boundary of a microinhomogeneous elastic half-space
Local limit theorems for sums of uniformly distributed random vectors. V
Diffusion approximation of nonhomogeneous switching processes and its application to rate of convergence analysis of computational procedures
Absolute continuity of perturbed Gaussian measures
Remarks on suprema of Lévy processes with light tailes
Approximating the density of infinite-dimensional distributions
Cointegrated processes with infinite variance innovations
On continuous-time threshold ARMA processes
On asymptotics of the potential of a countable ergodic Markov chain
Pasting of two processes with independent increments
Two theorems on closeness of the set of Laplace-type transformations
Disintegration of dominated monotone sublinear functionals on the space of measurable functions
An application of the Neyman-Pearson lemma to Gaussian processes
Limit theorems for diffusion-type processes in \(R^ m\)
Boundary value problem describing the motion of an inhomogeneous fluid
Discrete time semigroup transformations with random perturbations
Markov models and Thiele's integral equations for the prospective reserve
Statistical inference in regression with heavy-tailed integrated variables

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 Q5342183)