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
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

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