Tchorbadjieff, Assen; Mayster, Penka Factorial moments of the critical Markov branching process with geometric reproduction of particles. (English) Zbl 07540456 Mod. Stoch., Theory Appl. 9, No. 2, 229-244 (2022). MSC: 60J80 60K05 92C42 PDF BibTeX XML Cite \textit{A. Tchorbadjieff} and \textit{P. Mayster}, Mod. Stoch., Theory Appl. 9, No. 2, 229--244 (2022; Zbl 07540456) Full Text: DOI OpenURL
Macci, Claudio; Pacchiarotti, Barbara; Villa, Elena Asymptotic results for families of random variables having power series distributions. (English) Zbl 07540455 Mod. Stoch., Theory Appl. 9, No. 2, 207-228 (2022). MSC: 60F10 60E05 60G22 PDF BibTeX XML Cite \textit{C. Macci} et al., Mod. Stoch., Theory Appl. 9, No. 2, 207--228 (2022; Zbl 07540455) Full Text: DOI OpenURL
Bouaicha, Nour El Houda; Chighoub, Farid; Alia, Ishak; Sohail, Ayesha Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps. (English) Zbl 07540454 Mod. Stoch., Theory Appl. 9, No. 2, 157-205 (2022). MSC: 93E20 49N10 60J74 PDF BibTeX XML Cite \textit{N. E. H. Bouaicha} et al., Mod. Stoch., Theory Appl. 9, No. 2, 157--205 (2022; Zbl 07540454) Full Text: DOI OpenURL
D’Ovidio, Mirko; Orsingher, Enzo; Sakhno, Lyudmyla Models of space-time random fields on the sphere. (English) Zbl 07540453 Mod. Stoch., Theory Appl. 9, No. 2, 139-156 (2022). MSC: 60G60 60G22 60H15 PDF BibTeX XML Cite \textit{M. D'Ovidio} et al., Mod. Stoch., Theory Appl. 9, No. 2, 139--156 (2022; Zbl 07540453) Full Text: DOI OpenURL
Manikin, Boris Averaging principle for the one-dimensional parabolic equation driven by stochastic measure. (English) Zbl 07540452 Mod. Stoch., Theory Appl. 9, No. 2, 123-137 (2022). MSC: 60G57 60H15 PDF BibTeX XML Cite \textit{B. Manikin}, Mod. Stoch., Theory Appl. 9, No. 2, 123--137 (2022; Zbl 07540452) Full Text: DOI OpenURL
Kawamoto, Yosuke Interacting Brownian motions in infinite dimensions related to the origin of the spectrum of random matrices. (English) Zbl 07505015 Mod. Stoch., Theory Appl. 9, No. 1, 89-122 (2022). MSC: 60K35 60B20 60J60 60H10 82B21 PDF BibTeX XML Cite \textit{Y. Kawamoto}, Mod. Stoch., Theory Appl. 9, No. 1, 89--122 (2022; Zbl 07505015) Full Text: DOI OpenURL
Ohashi, Alberto; Russo, Francesco; Teixeira, Alan On path-dependent SDEs involving distributional drifts. (English) Zbl 07505014 Mod. Stoch., Theory Appl. 9, No. 1, 65-87 (2022). MSC: 60H10 60H15 PDF BibTeX XML Cite \textit{A. Ohashi} et al., Mod. Stoch., Theory Appl. 9, No. 1, 65--87 (2022; Zbl 07505014) Full Text: DOI OpenURL
Tzaninis, Spyridon M. Applications of a change of measures technique for compound mixed renewal processes to the ruin problem. (English) Zbl 07505013 Mod. Stoch., Theory Appl. 9, No. 1, 45-64 (2022). MSC: 60K10 60G44 91G05 PDF BibTeX XML Cite \textit{S. M. Tzaninis}, Mod. Stoch., Theory Appl. 9, No. 1, 45--64 (2022; Zbl 07505013) Full Text: DOI OpenURL
Huillet, Thierry; Möhle, Martin Asymptotic genealogies for a class of generalized Wright-Fisher models. (English) Zbl 1486.60115 Mod. Stoch., Theory Appl. 9, No. 1, 17-43 (2022). MSC: 60J90 92D15 60J80 PDF BibTeX XML Cite \textit{T. Huillet} and \textit{M. Möhle}, Mod. Stoch., Theory Appl. 9, No. 1, 17--43 (2022; Zbl 1486.60115) Full Text: DOI OpenURL
Losidis, Sotirios Covariance between the forward recurrence time and the number of renewals. (English) Zbl 07505011 Mod. Stoch., Theory Appl. 9, No. 1, 1-16 (2022). MSC: 60K05 60K10 PDF BibTeX XML Cite \textit{S. Losidis}, Mod. Stoch., Theory Appl. 9, No. 1, 1--16 (2022; Zbl 07505011) Full Text: DOI OpenURL
Sugakova, Olena; Maiboroda, Rostyslav Principal components analysis for mixtures with varying concentrations. (English) Zbl 1478.62156 Mod. Stoch., Theory Appl. 8, No. 4, 509-523 (2021). MSC: 62H25 62G05 62J05 62G20 PDF BibTeX XML Cite \textit{O. Sugakova} and \textit{R. Maiboroda}, Mod. Stoch., Theory Appl. 8, No. 4, 509--523 (2021; Zbl 1478.62156) Full Text: DOI OpenURL
Lietzén, Niko; Viitasaari, Lauri; Ilmonen, Pauliina Modeling temporally uncorrelated components of complex-valued stationary processes. (English) Zbl 1478.62121 Mod. Stoch., Theory Appl. 8, No. 4, 475-508 (2021). MSC: 62H12 60F05 60G15 62M10 62F12 62E20 94A12 PDF BibTeX XML Cite \textit{N. Lietzén} et al., Mod. Stoch., Theory Appl. 8, No. 4, 475--508 (2021; Zbl 1478.62121) Full Text: DOI arXiv OpenURL
Horodnii, Mykhailo; Kravets, Victoriia Bounded in the mean solutions of a second-order difference equation. (English) Zbl 1481.39010 Mod. Stoch., Theory Appl. 8, No. 4, 465-473 (2021). MSC: 39A22 PDF BibTeX XML Cite \textit{M. Horodnii} and \textit{V. Kravets}, Mod. Stoch., Theory Appl. 8, No. 4, 465--473 (2021; Zbl 1481.39010) Full Text: DOI OpenURL
Honda, Fumiaki; Kurosawa, Takeshi Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model. (English) Zbl 1478.62256 Mod. Stoch., Theory Appl. 8, No. 4, 435-463 (2021). MSC: 62M10 62F10 60G10 PDF BibTeX XML Cite \textit{F. Honda} and \textit{T. Kurosawa}, Mod. Stoch., Theory Appl. 8, No. 4, 435--463 (2021; Zbl 1478.62256) Full Text: DOI OpenURL
Bohun, Vladyslav Probabilistic analysis of vantage point trees. (English) Zbl 1482.60033 Mod. Stoch., Theory Appl. 8, No. 4, 413-434 (2021). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60J05 60J20 68P05 68W40 PDF BibTeX XML Cite \textit{V. Bohun}, Mod. Stoch., Theory Appl. 8, No. 4, 413--434 (2021; Zbl 1482.60033) Full Text: DOI OpenURL
Buryak, Filipp; Mishura, Yuliya Convexity and robustness of the Rényi entropy. (English) Zbl 1479.60025 Mod. Stoch., Theory Appl. 8, No. 3, 387-412 (2021). Reviewer: Carlo Sempi (Lecce) MSC: 60E05 94A17 PDF BibTeX XML Cite \textit{F. Buryak} and \textit{Y. Mishura}, Mod. Stoch., Theory Appl. 8, No. 3, 387--412 (2021; Zbl 1479.60025) Full Text: DOI arXiv OpenURL
Yakovliev, Mykyta; Kukush, Alexander Estimation in a linear errors-in-variables model under a mixture of classical and Berkson errors. (English) Zbl 1483.62122 Mod. Stoch., Theory Appl. 8, No. 3, 373-386 (2021). MSC: 62J05 62H12 PDF BibTeX XML Cite \textit{M. Yakovliev} and \textit{A. Kukush}, Mod. Stoch., Theory Appl. 8, No. 3, 373--386 (2021; Zbl 1483.62122) Full Text: DOI OpenURL
Benth, Fred Espen; Simonsen, Iben Cathrine Metatimes, random measures and cylindrical random variables. (English) Zbl 07450960 Mod. Stoch., Theory Appl. 8, No. 3, 349-371 (2021). Reviewer: Ilya S. Molchanov (Bern) MSC: 60G60 60G57 46N30 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{I. C. Simonsen}, Mod. Stoch., Theory Appl. 8, No. 3, 349--371 (2021; Zbl 07450960) Full Text: DOI OpenURL
Baldé, Maoudo Faramba; Es-Sebaiy, Khalifa Convergence rate of CLT for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of second kind. (English) Zbl 07450959 Mod. Stoch., Theory Appl. 8, No. 3, 329-347 (2021). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 62M10 60G22 PDF BibTeX XML Cite \textit{M. F. Baldé} and \textit{K. Es-Sebaiy}, Mod. Stoch., Theory Appl. 8, No. 3, 329--347 (2021; Zbl 07450959) Full Text: DOI OpenURL
Nielsen, Mikkel Slot; Rohde, Victor On nonnegative solutions of SDDEs with an application to CARMA processes. (English) Zbl 07450958 Mod. Stoch., Theory Appl. 8, No. 3, 309-328 (2021). MSC: 60G10 60G17 60H05 60H10 PDF BibTeX XML Cite \textit{M. S. Nielsen} and \textit{V. Rohde}, Mod. Stoch., Theory Appl. 8, No. 3, 309--328 (2021; Zbl 07450958) Full Text: DOI arXiv OpenURL
Es-Sebaiy, Khalifa; Al-Foraih, Mishari; Alazemi, Fares Statistical inference for nonergodic weighted fractional Vasicek models. (English) Zbl 07450957 Mod. Stoch., Theory Appl. 8, No. 3, 291-307 (2021). MSC: 60G22 60H10 62M09 PDF BibTeX XML Cite \textit{K. Es-Sebaiy} et al., Mod. Stoch., Theory Appl. 8, No. 3, 291--307 (2021; Zbl 07450957) Full Text: DOI OpenURL
Mishura, Yu. S.; Moklyachuk, M. P.; Rozora, I. V.; Sakhno, L. M. International scientific conference “Modern Stochastics: Theory and Applications. V” (MSTA-V). 1–4 June 2021. (Ukrainian. English summary) Zbl 07450265 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 9 (2021). MSC: 60-06 62-06 PDF BibTeX XML Cite \textit{Yu. S. Mishura} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 9 (2021; Zbl 07450265) Full Text: DOI OpenURL
Selmi, Ridha; Nasfi, Rim Existence and uniqueness of weak solution to a three-dimensional stochastic modified-Leray-alpha model of fluid turbulence. (English) Zbl 1476.35347 Mod. Stoch., Theory Appl. 8, No. 1, 115-137 (2021). MSC: 35R60 35Q35 76D05 76D03 60H35 PDF BibTeX XML Cite \textit{R. Selmi} and \textit{R. Nasfi}, Mod. Stoch., Theory Appl. 8, No. 1, 115--137 (2021; Zbl 1476.35347) Full Text: DOI OpenURL
Hopkalo, Olha; Sakhno, Lyudmyla Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes. (English) Zbl 1479.60074 Mod. Stoch., Theory Appl. 8, No. 1, 41-62 (2021). MSC: 60G15 60G20 60G60 35G10 35R60 PDF BibTeX XML Cite \textit{O. Hopkalo} and \textit{L. Sakhno}, Mod. Stoch., Theory Appl. 8, No. 1, 41--62 (2021; Zbl 1479.60074) Full Text: DOI OpenURL
Borysenko, Olga; Borysenko, Oleksandr Long-time behavior of a nonautonomous stochastic predator-prey model with jumps. (English) Zbl 1475.92121 Mod. Stoch., Theory Appl. 8, No. 1, 17-39 (2021). MSC: 92D25 60H30 PDF BibTeX XML Cite \textit{O. Borysenko} and \textit{O. Borysenko}, Mod. Stoch., Theory Appl. 8, No. 1, 17--39 (2021; Zbl 1475.92121) Full Text: DOI arXiv OpenURL
Veretennikov, Alexander Note on local mixing techniques for stochastic differential equations. (English) Zbl 1479.60116 Mod. Stoch., Theory Appl. 8, No. 1, 1-15 (2021). MSC: 60H10 37A25 PDF BibTeX XML Cite \textit{A. Veretennikov}, Mod. Stoch., Theory Appl. 8, No. 1, 1--15 (2021; Zbl 1479.60116) Full Text: DOI arXiv OpenURL
Ivanov, Alexander; Moskvychova, Kateryna Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model. (English) Zbl 1473.62234 Mod. Stoch., Theory Appl. 8, No. 1, 93-113 (2021). MSC: 62J02 62F12 62M10 PDF BibTeX XML Cite \textit{A. Ivanov} and \textit{K. Moskvychova}, Mod. Stoch., Theory Appl. 8, No. 1, 93--113 (2021; Zbl 1473.62234) Full Text: DOI OpenURL
Beghin, Luisa; Macci, Claudio; Martinucci, Barbara Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates. (English) Zbl 1476.60057 Mod. Stoch., Theory Appl. 8, No. 1, 63-91 (2021). MSC: 60F10 60J27 60G22 60G52 82B41 PDF BibTeX XML Cite \textit{L. Beghin} et al., Mod. Stoch., Theory Appl. 8, No. 1, 63--91 (2021; Zbl 1476.60057) Full Text: DOI arXiv OpenURL
Tudor, Ciprian Chaos expansion of uniformly distributed random variables and application to number theory. (English) Zbl 1481.60062 Mod. Stoch., Theory Appl. 8, No. 2, 275-289 (2021). MSC: 60F05 11M06 60H05 PDF BibTeX XML Cite \textit{C. Tudor}, Mod. Stoch., Theory Appl. 8, No. 2, 275--289 (2021; Zbl 1481.60062) Full Text: DOI OpenURL
Kaufmann, Tom Sharp asymptotics for \(q\)-norms of random vectors in high-dimensional \(\ell_p^n\)-balls. (English) Zbl 1476.60022 Mod. Stoch., Theory Appl. 8, No. 2, 239-274 (2021). MSC: 60D05 52A23 60F10 46B09 PDF BibTeX XML Cite \textit{T. Kaufmann}, Mod. Stoch., Theory Appl. 8, No. 2, 239--274 (2021; Zbl 1476.60022) Full Text: DOI arXiv OpenURL
Decreusefond, Laurent; Moroz, Guillaume Optimal transport between determinantal point processes and application to fast simulation. (English) Zbl 1480.49044 Mod. Stoch., Theory Appl. 8, No. 2, 209-237 (2021). Reviewer: Wojciech Górny (Warszawa) MSC: 49Q22 60G55 PDF BibTeX XML Cite \textit{L. Decreusefond} and \textit{G. Moroz}, Mod. Stoch., Theory Appl. 8, No. 2, 209--237 (2021; Zbl 1480.49044) Full Text: DOI arXiv OpenURL
Berger, David; Mohamed, Farid Second order elliptic partial differential equations driven by Lévy white noise. (English) Zbl 1477.60094 Mod. Stoch., Theory Appl. 8, No. 2, 179-207 (2021). Reviewer: Udhayakumar Ramalingam (Vellore) MSC: 60H15 60H40 35J15 35J10 PDF BibTeX XML Cite \textit{D. Berger} and \textit{F. Mohamed}, Mod. Stoch., Theory Appl. 8, No. 2, 179--207 (2021; Zbl 1477.60094) Full Text: DOI arXiv OpenURL
Azmoodeh, Ehsan; Peccati, Giovanni; Yang, Xiaochuan Malliavin-Stein method: a survey of some recent developments. (English) Zbl 1476.60044 Mod. Stoch., Theory Appl. 8, No. 2, 141-177 (2021). MSC: 60F05 60B10 28C20 60H07 47D07 34L10 47A10 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., Mod. Stoch., Theory Appl. 8, No. 2, 141--177 (2021; Zbl 1476.60044) Full Text: DOI arXiv OpenURL
Bodnarchuk, Iryna Averaging principle for a stochastic cable equation. (English) Zbl 1479.60123 Mod. Stoch., Theory Appl. 7, No. 4, 449-467 (2020). MSC: 60H15 35K10 60G57 PDF BibTeX XML Cite \textit{I. Bodnarchuk}, Mod. Stoch., Theory Appl. 7, No. 4, 449--467 (2020; Zbl 1479.60123) Full Text: DOI OpenURL
Miroshnichenko, Vitalii; Maiboroda, Rostyslav Asymptotic normality of modified LS estimator for mixture of nonlinear regressions. (English) Zbl 1473.62235 Mod. Stoch., Theory Appl. 7, No. 4, 435-448 (2020). MSC: 62J02 62E20 PDF BibTeX XML Cite \textit{V. Miroshnichenko} and \textit{R. Maiboroda}, Mod. Stoch., Theory Appl. 7, No. 4, 435--448 (2020; Zbl 1473.62235) Full Text: DOI OpenURL
Knani, Habiba; Dozzi, Marco Linear backward stochastic differential equations with Gaussian Volterra processes. (English) Zbl 1476.35115 Mod. Stoch., Theory Appl. 7, No. 4, 415-433 (2020). MSC: 35K10 60G15 60G22 60H05 60H07 60H10 PDF BibTeX XML Cite \textit{H. Knani} and \textit{M. Dozzi}, Mod. Stoch., Theory Appl. 7, No. 4, 415--433 (2020; Zbl 1476.35115) Full Text: DOI arXiv OpenURL
Sengar, Ayushi Singh; Upadhye, Neelesh S. Subordinated compound Poisson processes of order \(k\). (English) Zbl 1479.60079 Mod. Stoch., Theory Appl. 7, No. 4, 395-413 (2020). MSC: 60G22 60G55 PDF BibTeX XML Cite \textit{A. S. Sengar} and \textit{N. S. Upadhye}, Mod. Stoch., Theory Appl. 7, No. 4, 395--413 (2020; Zbl 1479.60079) Full Text: DOI arXiv OpenURL
Dolinsky, Yan On shortfall risk minimization for game options. (English) Zbl 1476.91181 Mod. Stoch., Theory Appl. 7, No. 4, 379-394 (2020). MSC: 91G20 93E20 PDF BibTeX XML Cite \textit{Y. Dolinsky}, Mod. Stoch., Theory Appl. 7, No. 4, 379--394 (2020; Zbl 1476.91181) Full Text: DOI arXiv OpenURL
Tchorbadjieff, Assen; Mayster, Penka Geometric branching reproduction Markov processes. (English) Zbl 07421439 Mod. Stoch., Theory Appl. 7, No. 4, 357-378 (2020). MSC: 60J80 33C05 33C65 11B73 PDF BibTeX XML Cite \textit{A. Tchorbadjieff} and \textit{P. Mayster}, Mod. Stoch., Theory Appl. 7, No. 4, 357--378 (2020; Zbl 07421439) Full Text: DOI OpenURL
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 OpenURL
Barczy, Mátyás; Bősze, Zsuzsanna; Pap, Gyula On tail behaviour of stationary second-order Galton-Watson processes with immigration. (English) Zbl 1473.60120 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 1473.60120) Full Text: DOI arXiv OpenURL
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 arXiv OpenURL
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 arXiv OpenURL
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 OpenURL
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 arXiv OpenURL
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 arXiv OpenURL
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 1468.60046 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 1468.60046) Full Text: DOI arXiv OpenURL
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 arXiv OpenURL
Gushchin, Alexander A. Single jump filtrations and local martingales. (English) Zbl 1472.60076 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 1472.60076) Full Text: DOI arXiv OpenURL
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 arXiv OpenURL
Keller, Matthias (ed.); Lenz, Daniel (ed.); Wojciechowski, Radoslaw K. (ed.) Analysis and geometry on graphs and manifolds. Selected papers of the conference, University of Potsdam, Potsdam, Germany, July 31 – August 4, 2017. (English) Zbl 1460.58002 London Mathematical Society Lecture Note Series 461. Cambridge: Cambridge University Press (ISBN 978-1-108-71318-4/pbk; 978-1-108-61525-9/ebook). xiii, 478 p. (2020). MSC: 58-06 05-06 35-06 00B25 58Jxx 35R02 05Cxx PDF BibTeX XML Cite \textit{M. Keller} (ed.) et al., Analysis and geometry on graphs and manifolds. Selected papers of the conference, University of Potsdam, Potsdam, Germany, July 31 -- August 4, 2017. Cambridge: Cambridge University Press (2020; Zbl 1460.58002) Full Text: DOI OpenURL
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 arXiv OpenURL
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 arXiv OpenURL
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 arXiv OpenURL
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 arXiv OpenURL
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 arXiv OpenURL
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 arXiv OpenURL
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 arXiv OpenURL
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 arXiv OpenURL
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 arXiv OpenURL
Mayster, Penka; Tchorbadjieff, Assen Logarithmic Lévy process directed by Poisson subordinator. (English) Zbl 1474.60129 Mod. Stoch., Theory Appl. 6, No. 4, 419-441 (2019). MSC: 60G51 60E07 11B73 33C05 PDF BibTeX XML Cite \textit{P. Mayster} and \textit{A. Tchorbadjieff}, Mod. Stoch., Theory Appl. 6, No. 4, 419--441 (2019; Zbl 1474.60129) Full Text: DOI arXiv OpenURL
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 arXiv OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 arXiv OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 arXiv OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 arXiv OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 arXiv OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 arXiv OpenURL
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 OpenURL
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 OpenURL