Avetisian, Diana; Ralchenko, Kostiantyn Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation. (English) Zbl 1457.60095 Mod. Stoch., Theory Appl. 7, No. 3, 339-356 (2020). MSC: 60H15 35R11 35R60 60G22 62F10 60G15 PDF BibTeX XML Cite \textit{D. Avetisian} and \textit{K. Ralchenko}, Mod. Stoch., Theory Appl. 7, No. 3, 339--356 (2020; Zbl 1457.60095) Full Text: DOI
Barczy, Mátyás; Bősze, Zsuzsanna; Pap, Gyula On tail behaviour of stationary second-order Galton-Watson processes with immigration. (English) Zbl 07296196 Mod. Stoch., Theory Appl. 7, No. 3, 315-338 (2020). Reviewer: Hans Daduna (Hamburg) MSC: 60J80 60G70 PDF BibTeX XML Cite \textit{M. Barczy} et al., Mod. Stoch., Theory Appl. 7, No. 3, 315--338 (2020; Zbl 07296196) Full Text: DOI
Vostrikova, Lioudmila On distributions of exponential functionals of the processes with independent increments. (English) Zbl 1457.60065 Mod. Stoch., Theory Appl. 7, No. 3, 291-313 (2020). MSC: 60G51 91G80 PDF BibTeX XML Cite \textit{L. Vostrikova}, Mod. Stoch., Theory Appl. 7, No. 3, 291--313 (2020; Zbl 1457.60065) Full Text: DOI
Basse-O’Connor, Andreas; Pedersen, Jan; Rohde, Victor On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos. (English) Zbl 1459.60038 Mod. Stoch., Theory Appl. 7, No. 3, 267-289 (2020). MSC: 60E07 60G15 62H05 62H10 PDF BibTeX XML Cite \textit{A. Basse-O'Connor} et al., Mod. Stoch., Theory Appl. 7, No. 3, 267--289 (2020; Zbl 1459.60038) Full Text: DOI
Ragulina, Olena Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy. (English) Zbl 1461.91257 Mod. Stoch., Theory Appl. 7, No. 3, 245-265 (2020). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 PDF BibTeX XML Cite \textit{O. Ragulina}, Mod. Stoch., Theory Appl. 7, No. 3, 245--265 (2020; Zbl 1461.91257) Full Text: DOI
Santana, David J.; Rincón, Luis Approximations of the ruin probability in a discrete time risk model. (English) Zbl 1457.91142 Mod. Stoch., Theory Appl. 7, No. 3, 221-243 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B05 PDF BibTeX XML Cite \textit{D. J. Santana} and \textit{L. Rincón}, Mod. Stoch., Theory Appl. 7, No. 3, 221--243 (2020; Zbl 1457.91142) Full Text: DOI
Kukush, Alexander; Senko, Ivan Prediction in polynomial errors-in-variables models. (English) Zbl 1452.62501 Mod. Stoch., Theory Appl. 7, No. 2, 203-219 (2020). MSC: 62J05 62J02 62H12 62M20 PDF BibTeX XML Cite \textit{A. Kukush} and \textit{I. Senko}, Mod. Stoch., Theory Appl. 7, No. 2, 203--219 (2020; Zbl 1452.62501) Full Text: DOI
Banna, Oksana; Buryak, Filipp; Mishura, Yuliya Distance from fractional Brownian motion with associated Hurst index \(0<H<1/2\) to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent. (English) Zbl 07270215 Mod. Stoch., Theory Appl. 7, No. 2, 191-202 (2020). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 PDF BibTeX XML Cite \textit{O. Banna} et al., Mod. Stoch., Theory Appl. 7, No. 2, 191--202 (2020; Zbl 07270215) Full Text: DOI
Marzougue, Mohamed; Sagna, Yaya Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions. (English) Zbl 1456.60166 Mod. Stoch., Theory Appl. 7, No. 2, 157-190 (2020). MSC: 60H20 60H30 PDF BibTeX XML Cite \textit{M. Marzougue} and \textit{Y. Sagna}, Mod. Stoch., Theory Appl. 7, No. 2, 157--190 (2020; Zbl 1456.60166) Full Text: DOI
Gushchin, Alexander A. Single jump filtrations and local martingales. (English) Zbl 07270213 Mod. Stoch., Theory Appl. 7, No. 2, 135-156 (2020). MSC: 60G44 60G07 PDF BibTeX XML Cite \textit{A. A. Gushchin}, Mod. Stoch., Theory Appl. 7, No. 2, 135--156 (2020; Zbl 07270213) Full Text: DOI
Hess, Markus A pure-jump mean-reverting short rate model. (English) Zbl 1452.91318 Mod. Stoch., Theory Appl. 7, No. 2, 113-134 (2020). MSC: 91G30 91G20 60G51 60J70 PDF BibTeX XML Cite \textit{M. Hess}, Mod. Stoch., Theory Appl. 7, No. 2, 113--134 (2020; Zbl 1452.91318) Full Text: DOI
De Gregorio, Alessandro; Garra, Roberto Alternative probabilistic representations of Barenblatt-type solutions. (English) Zbl 1435.60025 Mod. Stoch., Theory Appl. 7, No. 1, 97-112 (2020). MSC: 60K50 35C06 35K59 PDF BibTeX XML Cite \textit{A. De Gregorio} and \textit{R. Garra}, Mod. Stoch., Theory Appl. 7, No. 1, 97--112 (2020; Zbl 1435.60025) Full Text: DOI
Marynych, Alexander; Matsak, Ivan The laws of iterated and triple logarithms for extreme values of regenerative processes. (English) Zbl 1435.60041 Mod. Stoch., Theory Appl. 7, No. 1, 61-78 (2020). MSC: 60G70 60F15 60K25 PDF BibTeX XML Cite \textit{A. Marynych} and \textit{I. Matsak}, Mod. Stoch., Theory Appl. 7, No. 1, 61--78 (2020; Zbl 1435.60041) Full Text: DOI
Macheras, Nikolaos D.; Tzaninis, Spyridon M. A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles. (English) Zbl 1435.60039 Mod. Stoch., Theory Appl. 7, No. 1, 43-60 (2020). MSC: 60G55 91G40 28A35 60G44 60K05 PDF BibTeX XML Cite \textit{N. D. Macheras} and \textit{S. M. Tzaninis}, Mod. Stoch., Theory Appl. 7, No. 1, 43--60 (2020; Zbl 1435.60039) Full Text: DOI
Pacchiarotti, Barbara Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion. (English) Zbl 1434.60093 Mod. Stoch., Theory Appl. 7, No. 1, 17-41 (2020). MSC: 60F10 60G15 60G22 PDF BibTeX XML Cite \textit{B. Pacchiarotti}, Mod. Stoch., Theory Appl. 7, No. 1, 17--41 (2020; Zbl 1434.60093) Full Text: DOI
Borysenko, Olga; Borysenko, Oleksandr Stochastic two-species mutualism model with jumps. (English) Zbl 1435.92050 Mod. Stoch., Theory Appl. 7, No. 1, 1-15 (2020). MSC: 92D25 92D40 60H10 60J74 PDF BibTeX XML Cite \textit{O. Borysenko} and \textit{O. Borysenko}, Mod. Stoch., Theory Appl. 7, No. 1, 1--15 (2020; Zbl 1435.92050) Full Text: DOI
Kozachenko, Yuriy; Orsingher, Enzo; Sakhno, Lyudmyla; Vasylyk, Olga Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions. (English) Zbl 1434.35281 Mod. Stoch., Theory Appl. 7, No. 1, 79-96 (2020). MSC: 35R60 35G10 60G20 60G60 PDF BibTeX XML Cite \textit{Y. Kozachenko} et al., Mod. Stoch., Theory Appl. 7, No. 1, 79--96 (2020; Zbl 1434.35281) Full Text: DOI
Maiboroda, Rostyslav; Sugakova, Olena Jackknife covariance matrix estimation for observations from mixture. (English) Zbl 1439.62154 Mod. Stoch., Theory Appl. 6, No. 4, 495-513 (2019). MSC: 62H30 62J05 62G15 62G20 62G09 62P25 62G07 PDF BibTeX XML Cite \textit{R. Maiboroda} and \textit{O. Sugakova}, Mod. Stoch., Theory Appl. 6, No. 4, 495--513 (2019; Zbl 1439.62154) Full Text: DOI
Di Tella, Paolo; Engelbert, Hans-Jürgen BSDEs and log-utility maximization for Lévy processes. (English) Zbl 1458.60063 Mod. Stoch., Theory Appl. 6, No. 4, 479-494 (2019). MSC: 60H05 60G46 60G51 PDF BibTeX XML Cite \textit{P. Di Tella} and \textit{H.-J. Engelbert}, Mod. Stoch., Theory Appl. 6, No. 4, 479--494 (2019; Zbl 1458.60063) Full Text: DOI
Roth, Stefan On a linear functional for infinitely divisible moving average random fields. (English) Zbl 1444.60043 Mod. Stoch., Theory Appl. 6, No. 4, 443-478 (2019). MSC: 60G60 60G51 62M09 60E07 62M05 PDF BibTeX XML Cite \textit{S. Roth}, Mod. Stoch., Theory Appl. 6, No. 4, 443--478 (2019; Zbl 1444.60043) Full Text: DOI
Mayster, Penka; Tchorbadjieff, Assen Logarithmic Lévy process directed by Poisson subordinator. (English) Zbl 07198978 Mod. Stoch., Theory Appl. 6, No. 4, 419-441 (2019). MSC: 11B73 33C05 60E07 60J75 PDF BibTeX XML Cite \textit{P. Mayster} and \textit{A. Tchorbadjieff}, Mod. Stoch., Theory Appl. 6, No. 4, 419--441 (2019; Zbl 07198978) Full Text: DOI
Khalil, Zeina Mahdi; Tudor, Ciprian Estimation of the drift parameter for the fractional stochastic heat equation via power variation. (English) Zbl 1458.60043 Mod. Stoch., Theory Appl. 6, No. 4, 397-417 (2019). MSC: 60G15 60G18 60H15 62M09 35R11 35R60 PDF BibTeX XML Cite \textit{Z. M. Khalil} and \textit{C. Tudor}, Mod. Stoch., Theory Appl. 6, No. 4, 397--417 (2019; Zbl 1458.60043) Full Text: DOI
Lohvinenko, Stanislav; Ralchenko, Kostiantyn Maximum likelihood estimation in the non-ergodic fractional Vasicek model. (English) Zbl 1440.60029 Mod. Stoch., Theory Appl. 6, No. 3, 377-395 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G22 62F10 62F12 PDF BibTeX XML Cite \textit{S. Lohvinenko} and \textit{K. Ralchenko}, Mod. Stoch., Theory Appl. 6, No. 3, 377--395 (2019; Zbl 1440.60029) Full Text: DOI arXiv
Zili, Mounir; Zougar, Eya Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator. (English) Zbl 1437.60039 Mod. Stoch., Theory Appl. 6, No. 3, 345-375 (2019). Reviewer: Erika Hausenblas (Leoben) MSC: 60H15 60G15 60H05 35A08 60H07 PDF BibTeX XML Cite \textit{M. Zili} and \textit{E. Zougar}, Mod. Stoch., Theory Appl. 6, No. 3, 345--375 (2019; Zbl 1437.60039) Full Text: DOI arXiv
Golomoziy, Vitaliy On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence. (English) Zbl 1442.60073 Mod. Stoch., Theory Appl. 6, No. 3, 333-343 (2019). MSC: 60J10 60K05 PDF BibTeX XML Cite \textit{V. Golomoziy}, Mod. Stoch., Theory Appl. 6, No. 3, 333--343 (2019; Zbl 1442.60073) Full Text: DOI arXiv
Fazekas, István; Noszály, Csaba; Uzonyi, Noémi Taylor’s power law for the \(N\)-stars network evolution model. (English) Zbl 1427.05208 Mod. Stoch., Theory Appl. 6, No. 3, 311-331 (2019). MSC: 05C80 05C82 90B15 33B15 62E10 PDF BibTeX XML Cite \textit{I. Fazekas} et al., Mod. Stoch., Theory Appl. 6, No. 3, 311--331 (2019; Zbl 1427.05208) Full Text: DOI arXiv
Ragulina, Olena The risk model with stochastic premiums and a multi-layer dividend strategy. (English) Zbl 1427.91240 Mod. Stoch., Theory Appl. 6, No. 3, 285-309 (2019). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{O. Ragulina}, Mod. Stoch., Theory Appl. 6, No. 3, 285--309 (2019; Zbl 1427.91240) Full Text: DOI arXiv
Vidmar, Matija Arithmetic of (independent) sigma-fields on probability spaces. (English) Zbl 1442.60004 Mod. Stoch., Theory Appl. 6, No. 3, 269-284 (2019). MSC: 60A10 60A05 PDF BibTeX XML Cite \textit{M. Vidmar}, Mod. Stoch., Theory Appl. 6, No. 3, 269--284 (2019; Zbl 1442.60004) Full Text: DOI arXiv
Buteikis, Andrius; Leipus, Remigijus A copula-based bivariate integer-valued autoregressive process with application. (English) Zbl 1426.60037 Mod. Stoch., Theory Appl. 6, No. 2, 227-249 (2019). MSC: 60G10 62M10 62H12 PDF BibTeX XML Cite \textit{A. Buteikis} and \textit{R. Leipus}, Mod. Stoch., Theory Appl. 6, No. 2, 227--249 (2019; Zbl 1426.60037) Full Text: DOI
Bagdonavičius, Vilijandas; Levulienė, Rūta Testing proportional hazards for specified covariates. (English) Zbl 1429.62446 Mod. Stoch., Theory Appl. 6, No. 2, 209-225 (2019). MSC: 62N03 62N01 62N02 62E20 PDF BibTeX XML Cite \textit{V. Bagdonavičius} and \textit{R. Levulienė}, Mod. Stoch., Theory Appl. 6, No. 2, 209--225 (2019; Zbl 1429.62446) Full Text: DOI arXiv
Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina Note on AR(1)-characterisation of stationary processes and model fitting. (English) Zbl 1426.60038 Mod. Stoch., Theory Appl. 6, No. 2, 195-207 (2019). MSC: 60G10 62M10 PDF BibTeX XML Cite \textit{M. Voutilainen} et al., Mod. Stoch., Theory Appl. 6, No. 2, 195--207 (2019; Zbl 1426.60038) Full Text: DOI arXiv
Belfadli, Rachid; Boulanba, Lahcen; Mellouk, Mohamed Moderate deviations for a stochastic Burgers equation. (English) Zbl 1426.60031 Mod. Stoch., Theory Appl. 6, No. 2, 167-193 (2019). MSC: 60F10 60F05 60H15 PDF BibTeX XML Cite \textit{R. Belfadli} et al., Mod. Stoch., Theory Appl. 6, No. 2, 167--193 (2019; Zbl 1426.60031) Full Text: DOI arXiv
Huschto, Tony; Podolskij, Mark; Sager, Sebastian The asymptotic error of chaos expansion approximations for stochastic differential equations. (English) Zbl 1439.60054 Mod. Stoch., Theory Appl. 6, No. 2, 145-165 (2019). Reviewer: Nikolaos Halidias (Athína) MSC: 60H10 60H07 65C30 PDF BibTeX XML Cite \textit{T. Huschto} et al., Mod. Stoch., Theory Appl. 6, No. 2, 145--165 (2019; Zbl 1439.60054) Full Text: DOI arXiv
Giraudo, Davide Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields. (English) Zbl 1426.60029 Mod. Stoch., Theory Appl. 6, No. 2, 251-267 (2019). MSC: 60F05 60G60 PDF BibTeX XML Cite \textit{D. Giraudo}, Mod. Stoch., Theory Appl. 6, No. 2, 251--267 (2018; Zbl 1426.60029) Full Text: DOI arXiv
Navickienė, Olga; Sprindys, Jonas; Šiaulys, Jonas Ruin probability for the bi-seasonal discrete time risk model with dependent claims. (English) Zbl 1425.91231 Mod. Stoch., Theory Appl. 6, No. 1, 133-144 (2019). MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{O. Navickienė} et al., Mod. Stoch., Theory Appl. 6, No. 1, 133--144 (2018; Zbl 1425.91231) Full Text: DOI arXiv
Liaudanskaitė, Gabija; Čekanavičius, Vydas Asymptotics for the sum of three state Markov dependent random variables. (English) Zbl 1426.60098 Mod. Stoch., Theory Appl. 6, No. 1, 109-131 (2019). MSC: 60J10 PDF BibTeX XML Cite \textit{G. Liaudanskaitė} and \textit{V. Čekanavičius}, Mod. Stoch., Theory Appl. 6, No. 1, 109--131 (2018; Zbl 1426.60098) Full Text: DOI arXiv
Ivanov, Roman V.; Ano, Katsunori Option pricing in time-changed Lévy models with compound Poisson jumps. (English) Zbl 1457.91380 Mod. Stoch., Theory Appl. 6, No. 1, 81-107 (2019). MSC: 91G20 60G51 60J74 PDF BibTeX XML Cite \textit{R. V. Ivanov} and \textit{K. Ano}, Mod. Stoch., Theory Appl. 6, No. 1, 81--107 (2018; Zbl 1457.91380) Full Text: DOI
Ralchenko, Kostiantyn; Shevchenko, Georgiy Existence and uniqueness of mild solution to fractional stochastic heat equation. (English) Zbl 1442.60068 Mod. Stoch., Theory Appl. 6, No. 1, 57-79 (2019). MSC: 60H15 35R60 35K55 60G22 35R11 PDF BibTeX XML Cite \textit{K. Ralchenko} and \textit{G. Shevchenko}, Mod. Stoch., Theory Appl. 6, No. 1, 57--79 (2018; Zbl 1442.60068) Full Text: DOI arXiv
Polito, Federico Studies on generalized Yule models. (English) Zbl 1426.60057 Mod. Stoch., Theory Appl. 6, No. 1, 41-55 (2019). MSC: 60G55 60J80 60G22 PDF BibTeX XML Cite \textit{F. Polito}, Mod. Stoch., Theory Appl. 6, No. 1, 41--55 (2018; Zbl 1426.60057) Full Text: DOI arXiv
Mishura, Yuliya; Yurchenko-Tytarenko, Anton Fractional Cox-Ingersoll-Ross process with small Hurst indices. (English) Zbl 1454.60053 Mod. Stoch., Theory Appl. 6, No. 1, 13-39 (2019). Reviewer: David Nualart (Lawrence) MSC: 60G22 60H05 60H10 PDF BibTeX XML Cite \textit{Y. Mishura} and \textit{A. Yurchenko-Tytarenko}, Mod. Stoch., Theory Appl. 6, No. 1, 13--39 (2018; Zbl 1454.60053) Full Text: DOI arXiv
Angelani, Luca; Garra, Roberto Probability distributions for the run-and-tumble models with variable speed and tumbling rate. (English) Zbl 1426.60116 Mod. Stoch., Theory Appl. 6, No. 1, 3-12 (2019). MSC: 60K35 60K37 PDF BibTeX XML Cite \textit{L. Angelani} and \textit{R. Garra}, Mod. Stoch., Theory Appl. 6, No. 1, 3--12 (2018; Zbl 1426.60116) Full Text: DOI arXiv
Chakraborty, Paramita; Guo, Xu; Wang, Hong Stable Lévy diffusion and related model fitting. (English) Zbl 1426.60055 Mod. Stoch., Theory Appl. 5, No. 4, 521-541 (2018). MSC: 60G51 60J60 60H30 PDF BibTeX XML Cite \textit{P. Chakraborty} et al., Mod. Stoch., Theory Appl. 5, No. 4, 521--541 (2018; Zbl 1426.60055) Full Text: DOI
Kumar, Arun; Nane, Erkan On the infinite divisibility of distributions of some inverse subordinators. (English) Zbl 1426.60018 Mod. Stoch., Theory Appl. 5, No. 4, 509-519 (2018). MSC: 60E07 PDF BibTeX XML Cite \textit{A. Kumar} and \textit{E. Nane}, Mod. Stoch., Theory Appl. 5, No. 4, 509--519 (2018; Zbl 1426.60018) Full Text: DOI arXiv
Gessesse, Haile; Melnikov, Alexander Martingale-like sequences in Banach lattices. (English) Zbl 1426.60048 Mod. Stoch., Theory Appl. 5, No. 4, 501-508 (2018). MSC: 60G48 46A40 46B42 PDF BibTeX XML Cite \textit{H. Gessesse} and \textit{A. Melnikov}, Mod. Stoch., Theory Appl. 5, No. 4, 501--508 (2018; Zbl 1426.60048) Full Text: DOI arXiv
Pacchiarotti, Barbara; Pigliacelli, Alessandro Large deviations for conditionally Gaussian processes: estimates of level crossing probability. (English) Zbl 1426.60034 Mod. Stoch., Theory Appl. 5, No. 4, 483-499 (2018). MSC: 60F10 60G15 60G07 PDF BibTeX XML Cite \textit{B. Pacchiarotti} and \textit{A. Pigliacelli}, Mod. Stoch., Theory Appl. 5, No. 4, 483--499 (2018; Zbl 1426.60034) Full Text: DOI arXiv
Budak, Hüseyin; Sarikaya, Mehmet Zeki On generalized stochastic fractional integrals and related inequalities. (English) Zbl 1426.26041 Mod. Stoch., Theory Appl. 5, No. 4, 471-481 (2018). MSC: 26D15 26A33 26A51 60G99 PDF BibTeX XML Cite \textit{H. Budak} and \textit{M. Z. Sarikaya}, Mod. Stoch., Theory Appl. 5, No. 4, 471--481 (2018; Zbl 1426.26041) Full Text: DOI arXiv
De Gregorio, Alessandro Stochastic models associated to a nonlocal porous medium equation. (English) Zbl 1436.60062 Mod. Stoch., Theory Appl. 5, No. 4, 457-470 (2018). Reviewer: Alessandro Selvitella (Fort Wayne) MSC: 60H15 60G22 76S05 35K59 76M35 PDF BibTeX XML Cite \textit{A. De Gregorio}, Mod. Stoch., Theory Appl. 5, No. 4, 457--470 (2018; Zbl 1436.60062) Full Text: DOI arXiv
D’Ovidio, Mirko; Iafrate, Francesco; Orsingher, Enzo Drifted Brownian motions governed by fractional tempered derivatives. (English) Zbl 1423.60124 Mod. Stoch., Theory Appl. 5, No. 4, 445-456 (2018). MSC: 60J65 35R11 60G22 PDF BibTeX XML Cite \textit{M. D'Ovidio} et al., Mod. Stoch., Theory Appl. 5, No. 4, 445--456 (2018; Zbl 1423.60124) Full Text: DOI arXiv
Radchenko, Vadym; Stefans’ka, Nelia Approximation of solutions of the stochastic wave equation by using the Fourier series. (English) Zbl 1433.60062 Mod. Stoch., Theory Appl. 5, No. 4, 429-444 (2018). MSC: 60H15 60G57 PDF BibTeX XML Cite \textit{V. Radchenko} and \textit{N. Stefans'ka}, Mod. Stoch., Theory Appl. 5, No. 4, 429--444 (2018; Zbl 1433.60062) Full Text: DOI arXiv
Cordero, Fernando; Klein, Irene; Perez-Ostafe, Lavinia Asymptotic arbitrage in fractional mixed markets. (English) Zbl 1433.91162 Mod. Stoch., Theory Appl. 5, No. 4, 415-428 (2018). MSC: 91G15 60G22 60G15 PDF BibTeX XML Cite \textit{F. Cordero} et al., Mod. Stoch., Theory Appl. 5, No. 4, 415--428 (2018; Zbl 1433.91162) Full Text: DOI arXiv
Zolotukhin, Anatolii; Nagaev, Sergei; Chebotarev, Vladimir On a bound of the absolute constant in the Berry-Esseen inequality for i.i.d. Bernoulli random variables. (English) Zbl 1412.60048 Mod. Stoch., Theory Appl. 5, No. 3, 385-410 (2018). MSC: 60F05 65C50 PDF BibTeX XML Cite \textit{A. Zolotukhin} et al., Mod. Stoch., Theory Appl. 5, No. 3, 385--410 (2018; Zbl 1412.60048) Full Text: DOI arXiv
Böttcher, Björn; Keller-Ressel, Martin; Schilling, René L. Detecting independence of random vectors: generalized distance covariance and Gaussian covariance. (English) Zbl 1417.62158 Mod. Stoch., Theory Appl. 5, No. 3, 353-383 (2018). MSC: 62H20 60E10 62G20 60G15 PDF BibTeX XML Cite \textit{B. Böttcher} et al., Mod. Stoch., Theory Appl. 5, No. 3, 353--383 (2018; Zbl 1417.62158) Full Text: DOI arXiv
Shaikhet, Leonid Multi-condition of stability for nonlinear stochastic non-autonomous delay differential equation. (English) Zbl 1456.34078 Mod. Stoch., Theory Appl. 5, No. 3, 337-351 (2018). MSC: 34K50 34K20 60G55 37C60 PDF BibTeX XML Cite \textit{L. Shaikhet}, Mod. Stoch., Theory Appl. 5, No. 3, 337--351 (2018; Zbl 1456.34078) Full Text: DOI arXiv
Hess, Markus Cliquet option pricing in a jump-diffusion Lévy model. (English) Zbl 1412.60055 Mod. Stoch., Theory Appl. 5, No. 3, 317-336 (2018). MSC: 60G10 60G51 60H10 91B30 91B70 PDF BibTeX XML Cite \textit{M. Hess}, Mod. Stoch., Theory Appl. 5, No. 3, 317--336 (2018; Zbl 1412.60055) Full Text: DOI
Ljungdahl, Mathias Mørck; Podolskij, Mark A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities. (English) Zbl 1412.60047 Mod. Stoch., Theory Appl. 5, No. 3, 297-316 (2018). MSC: 60F05 60F15 60G22 60G48 60H05 PDF BibTeX XML Cite \textit{M. M. Ljungdahl} and \textit{M. Podolskij}, Mod. Stoch., Theory Appl. 5, No. 3, 297--316 (2018; Zbl 1412.60047) Full Text: DOI arXiv
Shklyar, Sergiy Consistency of the total least squares estimator in the linear errors-in-variables regression. (English) Zbl 1417.62196 Mod. Stoch., Theory Appl. 5, No. 3, 247-295 (2018). MSC: 62J05 62H12 62F12 PDF BibTeX XML Cite \textit{S. Shklyar}, Mod. Stoch., Theory Appl. 5, No. 3, 247--295 (2018; Zbl 1417.62196) Full Text: DOI arXiv
Celledoni, Elena (ed.); Di Nunno, Giulia (ed.); Ebrahimi-Fard, Kurusch (ed.); Munthe-Kaas, Hans Zanna (ed.) Computation and combinatorics in dynamics, stochastics and control. The Abel symposium, Rosendal, Norway, August 16–19, 2016. Selected papers. (English) Zbl 1410.60006 Abel Symposia 13. Cham: Springer (ISBN 978-3-030-01592-3/hbk; 978-3-030-01593-0/ebook). xi, 737 p. (2018). MSC: 60-06 16-06 17-06 37-06 65-06 00B25 PDF BibTeX XML Cite \textit{E. Celledoni} (ed.) et al., Computation and combinatorics in dynamics, stochastics and control. The Abel symposium, Rosendal, Norway, August 16--19, 2016. Selected papers. Cham: Springer (2018; Zbl 1410.60006) Full Text: DOI
Miroshnichenko, Vitalii; Maiboroda, Rostyslav Confidence ellipsoids for regression coefficients by observations from a mixture. (English) Zbl 1392.62208 Mod. Stoch., Theory Appl. 5, No. 2, 225-245 (2018). MSC: 62J05 62G20 PDF BibTeX XML Cite \textit{V. Miroshnichenko} and \textit{R. Maiboroda}, Mod. Stoch., Theory Appl. 5, No. 2, 225--245 (2018; Zbl 1392.62208) Full Text: DOI
Čekanavičius, Vydas; Vellaisamy, Palaniappan On closeness of two discrete weighted sums. (English) Zbl 1391.60043 Mod. Stoch., Theory Appl. 5, No. 2, 207-224 (2018). MSC: 60F05 60J10 PDF BibTeX XML Cite \textit{V. Čekanavičius} and \textit{P. Vellaisamy}, Mod. Stoch., Theory Appl. 5, No. 2, 207--224 (2018; Zbl 1391.60043) Full Text: DOI arXiv
Ivanov, Alexander V.; Orlovskyi, Igor V. Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise. (English) Zbl 1391.60100 Mod. Stoch., Theory Appl. 5, No. 2, 191-206 (2018). MSC: 60G50 65B10 60G15 40A05 PDF BibTeX XML Cite \textit{A. V. Ivanov} and \textit{I. V. Orlovskyi}, Mod. Stoch., Theory Appl. 5, No. 2, 191--206 (2018; Zbl 1391.60100) Full Text: DOI arXiv
Buchak, Khrystyna; Sakhno, Lyudmyla Properties of Poisson processes directed by compound Poisson-gamma subordinators. (English) Zbl 1391.60097 Mod. Stoch., Theory Appl. 5, No. 2, 167-189 (2018). MSC: 60G50 60G51 60G55 PDF BibTeX XML Cite \textit{K. Buchak} and \textit{L. Sakhno}, Mod. Stoch., Theory Appl. 5, No. 2, 167--189 (2018; Zbl 1391.60097) Full Text: DOI arXiv
Yilmaz, Bilgi Computation of option Greeks under hybrid stochastic volatility models via Malliavin calculus. (English) Zbl 1390.60198 Mod. Stoch., Theory Appl. 5, No. 2, 145-165 (2018). MSC: 60H07 60J60 91G20 PDF BibTeX XML Cite \textit{B. Yilmaz}, Mod. Stoch., Theory Appl. 5, No. 2, 145--165 (2018; Zbl 1390.60198) Full Text: DOI arXiv
Kievinaitė, Dominyka; Šiaulys, Jonas Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk. (English) Zbl 1393.91100 Mod. Stoch., Theory Appl. 5, No. 2, 129-143 (2018). MSC: 91B30 60K10 60G50 62P05 PDF BibTeX XML Cite \textit{D. Kievinaitė} and \textit{J. Šiaulys}, Mod. Stoch., Theory Appl. 5, No. 2, 129--143 (2018; Zbl 1393.91100) Full Text: DOI arXiv
Mackevičius, Vigirdas; Mongirdaitė, Gabrielė On backward Kolmogorov equation related to CIR process. (English) Zbl 1391.60141 Mod. Stoch., Theory Appl. 5, No. 1, 113-127 (2018). MSC: 60H10 PDF BibTeX XML Cite \textit{V. Mackevičius} and \textit{G. Mongirdaitė}, Mod. Stoch., Theory Appl. 5, No. 1, 113--127 (2018; Zbl 1391.60141) Full Text: DOI arXiv
Mishura, Yuliya; Yurchenko-Tytarenko, Anton Fractional Cox-Ingersoll-Ross process with non-zero “mean”. (English) Zbl 1391.60078 Mod. Stoch., Theory Appl. 5, No. 1, 99-111 (2018). MSC: 60G22 60H05 60H10 PDF BibTeX XML Cite \textit{Y. Mishura} and \textit{A. Yurchenko-Tytarenko}, Mod. Stoch., Theory Appl. 5, No. 1, 99--111 (2018; Zbl 1391.60078) Full Text: DOI arXiv
Hess, Markus Cliquet option pricing with Meixner processes. (English) Zbl 1390.91301 Mod. Stoch., Theory Appl. 5, No. 1, 81-97 (2018). MSC: 91G20 60G51 60H10 60H30 PDF BibTeX XML Cite \textit{M. Hess}, Mod. Stoch., Theory Appl. 5, No. 1, 81--97 (2018; Zbl 1390.91301) Full Text: DOI arXiv
Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula On aggregation of multitype Galton-Watson branching processes with immigration. (English) Zbl 1391.60209 Mod. Stoch., Theory Appl. 5, No. 1, 53-79 (2018). MSC: 60J80 60F05 60G15 PDF BibTeX XML Cite \textit{M. Barczy} et al., Mod. Stoch., Theory Appl. 5, No. 1, 53--79 (2018; Zbl 1391.60209) Full Text: DOI arXiv
Chernova, Oksana; Kukush, Alexander Confidence regions in Cox proportional hazards model with measurement errors and unbounded parameter set. (English) Zbl 06891748 Mod. Stoch., Theory Appl. 5, No. 1, 37-52 (2018). MSC: 62G15 62J02 62N02 PDF BibTeX XML Cite \textit{O. Chernova} and \textit{A. Kukush}, Mod. Stoch., Theory Appl. 5, No. 1, 37--52 (2018; Zbl 06891748) Full Text: DOI arXiv
Källberg, David; Belyaev, Yuri; Rydén, Patrik A moment-distance hybrid method for estimating a mixture of two symmetric densities. (English) Zbl 1392.62062 Mod. Stoch., Theory Appl. 5, No. 1, 1-36 (2018). MSC: 62F07 62F10 62F35 62P10 92D10 PDF BibTeX XML Cite \textit{D. Källberg} et al., Mod. Stoch., Theory Appl. 5, No. 1, 1--36 (2018; Zbl 1392.62062) Full Text: DOI
Freund, Fabian; Möhle, Martin On the size of the block of 1 for \(\varXi\)-coalescents with dust. (English) Zbl 1382.60109 Mod. Stoch., Theory Appl. 4, No. 4, 407-425 (2017). MSC: 60J75 60F15 60G55 60G09 60J25 60F05 PDF BibTeX XML Cite \textit{F. Freund} and \textit{M. Möhle}, Mod. Stoch., Theory Appl. 4, No. 4, 407--425 (2017; Zbl 1382.60109) Full Text: DOI arXiv
Voutilainen, Marko; Viitasaari, Lauri; Ilmonen, Pauliina On model Fitting and estimation of strictly stationary processes. (English) Zbl 1382.60062 Mod. Stoch., Theory Appl. 4, No. 4, 381-406 (2017). MSC: 60G10 62M09 62M10 60G18 PDF BibTeX XML Cite \textit{M. Voutilainen} et al., Mod. Stoch., Theory Appl. 4, No. 4, 381--406 (2017; Zbl 1382.60062) Full Text: DOI arXiv
Marzougue, Mohamed; El Otmani, Mohamed Double barrier reflected BSDEs with stochastic Lipschitz coefficient. (English) Zbl 1382.60083 Mod. Stoch., Theory Appl. 4, No. 4, 353-379 (2017). MSC: 60H10 60H20 60H30 65C30 PDF BibTeX XML Cite \textit{M. Marzougue} and \textit{M. El Otmani}, Mod. Stoch., Theory Appl. 4, No. 4, 353--379 (2017; Zbl 1382.60083) Full Text: DOI arXiv
Ragulina, Olena The risk model with stochastic premiums, dependence and a threshold dividend strategy. (English) Zbl 1410.91284 Mod. Stoch., Theory Appl. 4, No. 4, 315-351 (2017). MSC: 91B30 60G55 62P05 35R09 PDF BibTeX XML Cite \textit{O. Ragulina}, Mod. Stoch., Theory Appl. 4, No. 4, 315--351 (2017; Zbl 1410.91284) Full Text: DOI arXiv
Gushchin, Alexander A.; Borzykh, Dmitriy A. Integrated quantile functions: properties and applications. (English) Zbl 1383.60019 Mod. Stoch., Theory Appl. 4, No. 4, 285-314 (2017). MSC: 60E05 62E15 60B10 PDF BibTeX XML Cite \textit{A. A. Gushchin} and \textit{D. A. Borzykh}, Mod. Stoch., Theory Appl. 4, No. 4, 285--314 (2017; Zbl 1383.60019) Full Text: DOI arXiv
Sydoruk, Liliia; Torbin, Grygoriy On singularity of distribution of random variables with independent symbols of Oppenheim expansions. (English) Zbl 1423.11137 Mod. Stoch., Theory Appl. 4, No. 3, 273-283 (2017). MSC: 11K55 60G30 PDF BibTeX XML Cite \textit{L. Sydoruk} and \textit{G. Torbin}, Mod. Stoch., Theory Appl. 4, No. 3, 273--283 (2017; Zbl 1423.11137) Full Text: DOI
Gelfert, Katrin; Stenflo, Örjan Random iterations of homeomorphisms on the circle. (English) Zbl 1380.37081 Mod. Stoch., Theory Appl. 4, No. 3, 253-271 (2017). MSC: 37E10 37H10 60B10 60J05 60G57 PDF BibTeX XML Cite \textit{K. Gelfert} and \textit{Ö. Stenflo}, Mod. Stoch., Theory Appl. 4, No. 3, 253--271 (2017; Zbl 1380.37081) Full Text: DOI arXiv
Kelbert, Mark; Stuhl, Izabella; Suhov, Yuri Weighted entropy: basic inequalities. (English) Zbl 1378.94014 Mod. Stoch., Theory Appl. 4, No. 3, 233-252 (2017). MSC: 94A17 PDF BibTeX XML Cite \textit{M. Kelbert} et al., Mod. Stoch., Theory Appl. 4, No. 3, 233--252 (2017; Zbl 1378.94014) Full Text: DOI arXiv
Davydov, Youri; Zitikis, Ričardas Quantifying non-monotonicity of functions and the lack of positivity in signed measures. (English) Zbl 1398.91323 Mod. Stoch., Theory Appl. 4, No. 3, 219-231 (2017). Reviewer: Piotr Sworowski (Bydgoszcz) MSC: 91B30 26A48 PDF BibTeX XML Cite \textit{Y. Davydov} and \textit{R. Zitikis}, Mod. Stoch., Theory Appl. 4, No. 3, 219--231 (2017; Zbl 1398.91323) Full Text: DOI arXiv
Kulinich, Grigorij; Kushnirenko, Svitlana Asymptotic behavior of functionals of the solutions to inhomogeneous Itô stochastic differential equations with nonregular dependence on parameter. (English) Zbl 1386.60203 Mod. Stoch., Theory Appl. 4, No. 3, 199-217 (2017). MSC: 60H10 60F17 60J60 PDF BibTeX XML Cite \textit{G. Kulinich} and \textit{S. Kushnirenko}, Mod. Stoch., Theory Appl. 4, No. 3, 199--217 (2017; Zbl 1386.60203) Full Text: DOI arXiv
Parczewski, Peter The self-normalized Donsker theorem revisited. (English) Zbl 1378.60053 Mod. Stoch., Theory Appl. 4, No. 3, 189-198 (2017). MSC: 60F05 60F17 PDF BibTeX XML Cite \textit{P. Parczewski}, Mod. Stoch., Theory Appl. 4, No. 3, 189--198 (2017; Zbl 1378.60053) Full Text: DOI arXiv
Panov, Vladimir (ed.) Modern problems of stochastic analysis and statistics. Selected contributions in honor of Valentin Konakov’s 70th birthday, Moscow, Russia, May 29 – June 2, 2016. (English) Zbl 1387.60008 Springer Proceedings in Mathematics & Statistics 208. Cham: Springer (ISBN 978-3-319-65312-9/hbk; 978-3-319-65313-6/ebook). xii, 511 p. (2017). MSC: 60-06 60Fxx 60Gxx 60Hxx 62-06 70-06 91-06 92-06 00B25 00B30 PDF BibTeX XML Cite \textit{V. Panov} (ed.), Modern problems of stochastic analysis and statistics. Selected contributions in honor of Valentin Konakov's 70th birthday, Moscow, Russia, May 29 -- June 2, 2016. Cham: Springer (2017; Zbl 1387.60008) Full Text: DOI
Buchak, Khrystyna; Sakhno, Lyudmyla Compositions of Poisson and Gamma processes. (English) Zbl 1368.60052 Mod. Stoch., Theory Appl. 4, No. 2, 161-188 (2017). MSC: 60G55 60G50 60G51 PDF BibTeX XML Cite \textit{K. Buchak} and \textit{L. Sakhno}, Mod. Stoch., Theory Appl. 4, No. 2, 161--188 (2017; Zbl 1368.60052) Full Text: DOI arXiv
Ragulina, Olena Bonus-malus systems with different claim types and varying deductibles. (English) Zbl 1414.91227 Mod. Stoch., Theory Appl. 4, No. 2, 141-159 (2017). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60J20 60G55 PDF BibTeX XML Cite \textit{O. Ragulina}, Mod. Stoch., Theory Appl. 4, No. 2, 141--159 (2017; Zbl 1414.91227) Full Text: DOI arXiv
D’Amico, Guglielmo; Guillen, Montserrat; Manca, Raimondo; Petroni, Filippo Multi-state models for evaluating conversion options in life insurance. (English) Zbl 1368.60090 Mod. Stoch., Theory Appl. 4, No. 2, 127-139 (2017). MSC: 60K15 91B30 PDF BibTeX XML Cite \textit{G. D'Amico} et al., Mod. Stoch., Theory Appl. 4, No. 2, 127--139 (2017; Zbl 1368.60090) Full Text: DOI
Hössjer, Ola; Alfredsson, Lars; Hedström, Anna Karin; Lekman, Magnus; Kockum, Ingrid; Olsson, Tomas Quantifying and estimating additive measures of interaction from case-control data. (English) Zbl 1370.62015 Mod. Stoch., Theory Appl. 4, No. 2, 109-125 (2017). MSC: 62F10 62F12 62F25 62J12 62P10 PDF BibTeX XML Cite \textit{O. Hössjer} et al., Mod. Stoch., Theory Appl. 4, No. 2, 109--125 (2017; Zbl 1370.62015) Full Text: DOI
Marynych, Alexander; Verovkin, Glib A functional limit theorem for random processes with immigration in the case of heavy tails. (English) Zbl 1368.60036 Mod. Stoch., Theory Appl. 4, No. 2, 93-108 (2017). MSC: 60F17 60F05 60K05 PDF BibTeX XML Cite \textit{A. Marynych} and \textit{G. Verovkin}, Mod. Stoch., Theory Appl. 4, No. 2, 93--108 (2017; Zbl 1368.60036) Full Text: DOI arXiv
Kubilius, Kęstutis (ed.); Mishura, Yuliya (ed.); Sakhno, Lyudmyla (ed.) Editorial. (English) Zbl 1365.01058 Mod. Stoch., Theory Appl. 4, No. 2, 91-92 (2017). MSC: 01A70 00B30 PDF BibTeX XML Cite \textit{K. Kubilius} (ed.) et al., Mod. Stoch., Theory Appl. 4, No. 2, 91--92 (2017; Zbl 1365.01058) Full Text: DOI
Kelbert, Mark; Orsingher, Enzo Asymptotic behaviour of non-isotropic random walks with heavy tails. (English) Zbl 1361.60018 Mod. Stoch., Theory Appl. 4, No. 1, 79-89 (2017). MSC: 60F05 60G50 60K35 PDF BibTeX XML Cite \textit{M. Kelbert} and \textit{E. Orsingher}, Mod. Stoch., Theory Appl. 4, No. 1, 79--89 (2017; Zbl 1361.60018) Full Text: DOI arXiv
Andrulytė, Ieva Marija; Manstavičius, Martynas; Šiaulys, Jonas Randomly stopped maximum and maximum of sums with consistently varying distributions. (English) Zbl 1372.60064 Mod. Stoch., Theory Appl. 4, No. 1, 65-78 (2017). Reviewer: Alexander Iksanov (Kiev) MSC: 60G50 60E05 PDF BibTeX XML Cite \textit{I. M. Andrulytė} et al., Mod. Stoch., Theory Appl. 4, No. 1, 65--78 (2017; Zbl 1372.60064) Full Text: DOI arXiv
Eddahbi, M’hamed; Fakhouri, Imade; Ouknine, Youssef \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration. (English) Zbl 1361.60041 Mod. Stoch., Theory Appl. 4, No. 1, 25-63 (2017). MSC: 60H10 60H20 60F25 PDF BibTeX XML Cite \textit{M. Eddahbi} et al., Mod. Stoch., Theory Appl. 4, No. 1, 25--63 (2017; Zbl 1361.60041) Full Text: DOI arXiv
Zili, Mounir Generalized fractional Brownian motion. (English) Zbl 1361.60028 Mod. Stoch., Theory Appl. 4, No. 1, 15-24 (2017). MSC: 60G22 60G52 PDF BibTeX XML Cite \textit{M. Zili}, Mod. Stoch., Theory Appl. 4, No. 1, 15--24 (2017; Zbl 1361.60028) Full Text: DOI arXiv
Macci, Claudio; Pacchiarotti, Barbara Large deviations for i.i.d. replications of the total progeny of a Galton-Watson process. (English) Zbl 1361.60021 Mod. Stoch., Theory Appl. 4, No. 1, 1-13 (2017). MSC: 60F10 60J80 62F10 62F12 92D25 PDF BibTeX XML Cite \textit{C. Macci} and \textit{B. Pacchiarotti}, Mod. Stoch., Theory Appl. 4, No. 1, 1--13 (2017; Zbl 1361.60021) Full Text: DOI arXiv
Bovier, Anton Gaussian processes on trees. From spin glasses to branching Brownian motion. (English) Zbl 1378.60004 Cambridge Studies in Advanced Mathematics 163. Cambridge: Cambridge University Press (ISBN 978-1-107-16049-1/hbk; 978-1-316-67577-9/ebook). x, 200 p. (2017). Reviewer: Jordan M. Stoyanov (Sofia) MSC: 60-02 60G15 60J65 60J80 82D30 PDF BibTeX XML Cite \textit{A. Bovier}, Gaussian processes on trees. From spin glasses to branching Brownian motion. Cambridge: Cambridge University Press (2017; Zbl 1378.60004) Full Text: DOI
Kiryakova, Virginia (ed.) Preface: Special “FCAA” issue and report on the workshop “Fractality and fractionality”. (English) Zbl 1354.00100 Fract. Calc. Appl. Anal. 19, No. 6, 1347-1350 (2016). MSC: 00B25 60-06 26-06 35-06 PDF BibTeX XML Cite \textit{V. Kiryakova} (ed.), Fract. Calc. Appl. Anal. 19, No. 6, 1347--1350 (2016; Zbl 1354.00100) Full Text: DOI
Rahmani, Saïd; Pinoli, Jean-Charles; Debayle, Johan Description of the symmetric convex random closed sets as zonotopes from their Feret diameters. (English) Zbl 1384.60042 Mod. Stoch., Theory Appl. 3, No. 4, 325-364 (2016). MSC: 60D05 52A22 52A10 PDF BibTeX XML Cite \textit{S. Rahmani} et al., Mod. Stoch., Theory Appl. 3, No. 4, 325--364 (2016; Zbl 1384.60042) Full Text: DOI arXiv
Golomoziy, Vitaliy An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains. (English) Zbl 1355.60097 Mod. Stoch., Theory Appl. 3, No. 4, 315-323 (2016). MSC: 60J05 60K05 60J80 PDF BibTeX XML Cite \textit{V. Golomoziy}, Mod. Stoch., Theory Appl. 3, No. 4, 315--323 (2016; Zbl 1355.60097) Full Text: DOI arXiv
El Barrimi, Oussama; Ouknine, Youssef Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness. (English) Zbl 1355.60073 Mod. Stoch., Theory Appl. 3, No. 4, 303-313 (2016). MSC: 60H10 60G22 60G15 PDF BibTeX XML Cite \textit{O. El Barrimi} and \textit{Y. Ouknine}, Mod. Stoch., Theory Appl. 3, No. 4, 303--313 (2016; Zbl 1355.60073) Full Text: DOI arXiv
Kukush, Alexander; Tsaregorodtsev, Yaroslav Goodness-of-fit test in a multivariate errors-in-variables model \(AX = B\). (English) Zbl 1353.62061 Mod. Stoch., Theory Appl. 3, No. 4, 287-302 (2016). MSC: 62H15 62J05 65F20 PDF BibTeX XML Cite \textit{A. Kukush} and \textit{Y. Tsaregorodtsev}, Mod. Stoch., Theory Appl. 3, No. 4, 287--302 (2016; Zbl 1353.62061) Full Text: DOI arXiv
Bel Hadj Khlifa, Meriem; Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility. (English) Zbl 1355.60071 Mod. Stoch., Theory Appl. 3, No. 4, 269-285 (2016). MSC: 60H10 62F10 62F12 PDF BibTeX XML Cite \textit{M. Bel Hadj Khlifa} et al., Mod. Stoch., Theory Appl. 3, No. 4, 269--285 (2016; Zbl 1355.60071) Full Text: DOI arXiv
Yamnenko, Rostyslav Averaged deviations of Orlicz processes and majorizing measures. (English) Zbl 1352.60074 Mod. Stoch., Theory Appl. 3, No. 3, 249-268 (2016). MSC: 60G99 60G07 PDF BibTeX XML Cite \textit{R. Yamnenko}, Mod. Stoch., Theory Appl. 3, No. 3, 249--268 (2016; Zbl 1352.60074) Full Text: DOI arXiv