scientific article; zbMATH DE number 3215022

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Invariance principles for non-isotropic long memory random fields
Feynman and Feynman-Kac formulas for evolution equations with Vladimirov operator
The functional limit theorem for the canonical \(U\)-processes defined on dependent trials
Analysis of the distribution of a random process with differential semi-Markov walk with delaying screen at zero
Expected utility theory and inner and outer measures of loss aversion
Mean exit time for a chain of \(N=2,3,4\) oscillators
A local invariance principle. I
Representation of solutions to evolution equations with Vladimirov operator in terms of Feynman path integrals
Geometry of iteration stable tessellations: connection with Poisson hyperplanes
Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient
Convergence of insurance payout stochastic processes to generalized Poisson process
On the convergence to statistical equilibrium for harmonic crystals
Statistical modeling of inhomogeneous random functions on the basis of Poisson point fields
Classes characterized by best-possible approximation by spline functions
Minimax interpolation of sequences with stationary increments and cointegrated sequences
A commutative model of a representation of the group \(O(n, 1)^{X}\) and a generalized Lebesgue measure in the space of distributions
Construction of non-Gaussian random fields with any given correlation structure
Existence and regularity of a nonhomogeneous transition matrix under measurability conditions
Approximating the density of infinite-dimensional distributions
Asymptotics of maximum likelihood estimator in a two-phase linear regression model
A scaling analysis of a cat and mouse Markov chain
Fractional pure birth processes
Nonparametric estimates and limit theorems in abstract Skorokhod space
Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations
A new sufficient condition in the invariance principle for the partial sum processes of moving averages
Approximation by distributions of sums of smoothly dependent random variables
Decomposable statistics and random placement of particles over a countable set of cells
On the limiting behavior of the characteristic function of the ergodic distribution of the semi-Markov walk with two boundaries
Optimal local Hölder index for density states of superprocesses with \((1+\beta )\)-branching mechanism
Inequalities and principles of large deviations for the trajectories of processes with independent increments
The large-time asymptotics of some Wiener integrals and the interband light absorption coefficient in the deep fluctuation spectrum
Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure
Estimation of a linear functional and extrapolation of a random field
Some new perspectives in best approximation and interpolation of random data
Limit behavior of functionals of solutions of diffusion type equations
A natural order in dynamical systems based on Conley-Markov matrices
Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions
On Chiang's explicit solutions for the Kolmogorov differential equations
Convergence of functionals of sums of r.v.s to local times of fractional stable motions.
Asymptotic analysis of the mathematical expectation of the total energy of a harmonic oscillator under random pulse perturbation
Statistical inference in regression with heavy-tailed integrated variables
scientific article; zbMATH DE number 6408802 (Why is no real title available?)
Markov models and Thiele's integral equations for the prospective reserve
On continuous-time threshold ARMA processes
Stochastic differential games
Stability of neutral-type functional differential equations
Asymptotic behaviour of densities of stable semigroups of measures
Fluctuations of shapes of large areas under paths of random walks
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
Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations
Stochastic differential equations in Hilbert space
Some asymptotic formulas for the Bogoliubov Gaussian measure
Relative complexity of random walks in random sceneries
Transmission coefficient and heat conduction of a harmonic chain with random masses: Asymptotic estimates on products of random matrices
On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models
Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes
On finite-dimensional distributions of a random element conditioned by the sum of random elements
Absolute continuity of perturbed Gaussian measures
The Hurst phenomenon and the rescaled range statistic
Local Hölder regularity for set-indexed processes
A scalar-valued infinitely divisible random field with Pólya autocorrelation
Limit behavior of the distribution of the solution of a stochastic diffusion equation
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
Portfolio selection with transactions costs
Asymptotic expansions for distributions of sums of independent random elements of a Hilbert space
The preferability of investment through a mutual fund
Structure of strictly Markov marked random closed sets
A note on weak convergence of random step processes
Characterization of a class of infinitely divisible distributions in Hilbert space
On a generalization of the arc-sine law
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
Convergence of distributions of integral functionals
A compactness criterion in the space of Hilbert-Schmidt operators
Approximation of distributions of sums of Banach-valued random elements by infinitely divisible laws. II
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
An application of the Neyman-Pearson lemma to Gaussian processes
Integral representation of stochastic semigroups
Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I
Positive definite functions on certain sequence spaces
A limit theorem for branching random processes with variable mode (critical case)
Central limit theorem for weakly dependent variables
Volterra-Verhulst prey-predator systems with time dependent coefficients: Diffusion type approximation and periodic solutions
Time asymptotics for some degenerate models of evolution of systems with an infinite number of particles
Theorems on the convergence to Markov diffusion processes
Stochastic semigroups with generalized operator values
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
Two strong limit theorems for processes with independent increments
Nonhomogeneous stochastic semigroups
Asymptotic behavior of multistep transition probabilities
A problem in a telephone system

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