scientific article; zbMATH DE number 3215022

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Estimating the Mahalonobis distance
Convergence of distributions of integral functionals
On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models
Markov models and Thiele's integral equations for the prospective reserve
Characteristic operator of a diffusion process
Some asymptotic formulas for the Bogoliubov Gaussian measure
Integral functionals for the exponential of the Wiener process and the Brownian bridge: exact asymptotics and Legendre functions
Entropy meaning of summability of the logarithm
Boundary value problem describing the motion of an inhomogeneous fluid
An absolute regularity condition for fields
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
Representation of solutions to evolution equations with Vladimirov operator in terms of Feynman path integrals
Representation of multiplicative processes
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
Ito's lemma in infinite dimensions
Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions
Estimation of a linear functional and extrapolation of a random field
On Chiang's explicit solutions for the Kolmogorov differential equations
Transmission coefficient and heat conduction of a harmonic chain with random masses: Asymptotic estimates on products of random matrices
A numerical method to find optimal submeasures
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
Representation of solutions to a heat conduction equation with Vladimirov's operator by functional integrals
On a generalization of the arc-sine law
Probability distribution of an integral quadratic functional on the trajectories of a complex-valued Ornstein-Uhlenbeck process
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
Analysis and verification of uniform moment exponential stability for stochastic hybrid systems with Poisson jump
Time-average for physical quantities in infinite classical systems
Random Gaussian Markov sequences with values in a Hilbert space
Fractional pure birth processes
Diffusion approximation of a redundant Markov system with repair
Relative complexity of random walks in random sceneries
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
Asymptotic behavior of statistical estimators of the location parameter for samples with continuous density with singularities
Weak Markov solutions of stochastic equations
Local limit theorems for sums of uniformly distributed random vectors. V
Invariance principles for non-isotropic long memory random fields
Statistical analysis of grouped and censored observations
A scaling analysis of a cat and mouse Markov chain
Limit behavior of the distribution of the solution of a stochastic diffusion equation
Spectral theory of random self-adjoint operators
Portfolio optimization in a semi-Markov modulated market
Multiple stochastic integrals constructed by special expansions of products of the integrating stochastic processes
Asymptotic behavior of a renewal process thinned by an alternating process
Asymptotic behaviour of densities of stable semigroups of measures
Statistical inference in regression with heavy-tailed integrated variables
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
Mixture inner product spaces and their application to functional data analysis
Limit behavior of functionals of solutions of diffusion type equations
Uniform convergence of a nonparametric estimate of Poisson regression with an application to goodness-of-fit
Stability in the first approximation for stochastic systems
Properties of the space of proper functions
Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations
Diffusion approximation of nonhomogeneous switching processes and its application to rate of convergence analysis of computational procedures
An application of the Neyman-Pearson lemma to Gaussian processes
The asymptotic behavior of rare Markov moments defined on time inhomogeneous Markov chains
Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes
Interpolation and extremum problems in a Hilbert measures space
On functionals of order statistics
Positive definite functions of infinitely many variables in a layer
Asymptotic expansion of the moments of correlogram estimator for the random-noise covariance function in the nonlinear regression model
Discrete representations of second order random functions. I
Discrete representations of second order random functions. II
Optimal control of linear systems in the case of continuous and discrete observations
Decomposable processes and continuous products of probability spaces
On the approximation of continuous time threshold ARMA processes
On continuous-time threshold ARMA processes
Complex randomized semi-Markov processes
Disintegration of dominated monotone sublinear functionals on the space of measurable functions
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
Problem of the first passage time for p-adic diffusion
Stochastic differential games
On ergodic properties of certain billiards
Positive definite functions on certain sequence spaces
A limit theorem for branching random processes with variable mode (critical case)
Geometry of iteration stable tessellations: connection with Poisson hyperplanes
Probability-theoretical generalization of the second Lyapunov method
On a non-classical invariance principle
Logistic vector random fields with logistic direct and cross covariances
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
Small random perturbations in second-order oscillatory systems
Mass-mobilization with noisy conditional beliefs
Stochastic semigroups with generalized operator values
On the non-standard distribution of empirical likelihood estimators with spatial data
Convergence of functionals of sums of r.v.s to local times of fractional stable motions.
On asymptotics of the potential of a countable ergodic Markov chain
Renormalized power of a generalized random field and equations for the Green's functions in the Euclidean domain

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