scientific article; zbMATH DE number 3215022

zbMATH Open0132.37902MaRDI QIDQ5342183FDOQ5342183

Authors: Iosif I. Gikhman, Anatolii V. Skorokhod

Publication date: 1965

Title of this publication is not available (Why is that?)

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

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

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
Title not available (Why is that?)
Structure of strictly Markov marked random closed sets
The functional limit theorem for the canonical \(U\)-processes defined on dependent trials
Convergence of insurance payout stochastic processes to generalized Poisson process
Decomposable statistics and random placement of particles over a countable set of cells
On the convergence to statistical equilibrium for harmonic crystals
Optimal model matching problem for stochastic signals with an unknown fast decreasing spectral density
Absolute continuity of measures in the class of Markov and semi-Markov processes of diffusion type
Asymptotic expansions for distributions of sums of independent random elements of a Hilbert space
Characterization of a class of infinitely divisible distributions in Hilbert space
Feynman and Feynman-Kac formulas for evolution equations with Vladimirov operator
Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient
Optimal local Hölder index for density states of superprocesses with \((1+\beta )\)-branching mechanism
Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure
Some new perspectives in best approximation and interpolation of random data
Fluctuations of shapes of large areas under paths of random walks
Construction of non-Gaussian random fields with any given correlation structure
A natural order in dynamical systems based on Conley-Markov matrices
A commutative model of a representation of the group \(O(n, 1)^{X}\) and a generalized Lebesgue measure in the space of distributions
Asymptotic analysis of the mathematical expectation of the total energy of a harmonic oscillator under random pulse perturbation
Approximation by distributions of sums of smoothly dependent random variables
On the limiting behavior of the characteristic function of the ergodic distribution of the semi-Markov walk with two boundaries
On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models
Local Hölder regularity for set-indexed processes
A scalar-valued infinitely divisible random field with Pólya autocorrelation
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

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)