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Found 121 Documents (Results 1–100)

On the lack of memory for distributions of overshoot functionals in the case of upper almost semicontinuous processes defined on a Markov chain. (English. Ukrainian original) Zbl 1431.60126

Theory Probab. Math. Stat. 99, 77-89 (2019); translation from Teor. Jmovirn. Mat. Stat. 99, 71-82 (2018).
MSC:  60K37 60G51
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Processes with independent increments in risk theory. (Ukrainian) Zbl 1249.60001

Pratsi Instytutu Matematyky Natsional’noï Akademiï Nauk Ukraïny. Matematyka ta ïï Zastosuvannya 88. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 978-966-02-6045-0). 544 p. (2011).
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Theory of stochastic processes. With applications to financial mathematics and risk theory. (English) Zbl 1189.60001

Problem Books in Mathematics. New York, NY: Springer (ISBN 978-0-387-87861-4/hbk; 978-1-4614-2506-9/pbk; 978-0-387-87862-1/ebook). xii, 375 p. (2010).
MSC:  60-01 60G05 60G07 91B30 91G80
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Boundary value problems for processes with independent increments in risk theory. (Граничні задачі для процесів з незалежними приростами в теориї ризику.) (Ukrainian) Zbl 1199.60001

Pratsi Instytutu Matematyky Natsional’noïAkademiïNauk Ukraïny. Matematyka ta ïïZastosuvannya 65. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 978-966-02-4349-1). 460 p. (2007).
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On the creative contribution of V. S. Korolyuk to the development of probability theory. (English. Ukrainian original) Zbl 0973.60047

Ukr. Math. J. 52, No. 8, 1161-1178 (2000); translation from Ukr. Mat. Zh. 52, No. 8, 1014-1030 (2000).
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Vladimir Semenovich Korolyuk (on his 75th birthday). (English. Ukrainian original) Zbl 0972.01037

Ukr. Math. J. 52, No. 8, 1159-1160 (2000); translation from Ukr. Mat. Zh. 52, No. 8, 1011-1013 (2000).
MSC:  01A70 60K15
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Boundary problems for processes with independent increments on Markov chains and for semi-Markov processes. (Granychni zadachi dlya protsesiv z nezalezhnymy pryrostamy na skinchennykh lantsyugakh Markova ta dlya napivmarkovs’kykh protsesiv.) (Ukrainian. English summary) Zbl 0909.60051

Trudy Instytutu Matematyky Natsional’noï Akademiï Nauk Ukraïny. 18. Kyïv: Instytut Matematyky NAN Ukraïny. 320 p. (1998).
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Fundamental identities for boundary functionals of additive sequences. (English) Zbl 0967.60054

Skorokhod, A. V. (ed.) et al., Exploring stochastic laws. Festschrift in honour of the 70th birthday of Academician Vladimir Semenovich Korolyuk. Utrecht: VSP. 135-146 (1995).
MSC:  60G50
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The ruin probability and the first exit time for a class of processes with independent increments. (English) Zbl 1029.60510

Àrato, M. (ed.) et al., New trends in probability and mathematical statistics. Proceedings of the second Ukrainian-Hungarian conference, Mukachevo, Ukraine, September 25-October 1, 1992. Kiev: TViMS. Teor. Veroyatn. Mat. Stat./Probab. Theory Math. Stat. 2, 329-340 (1995).
MSC:  60G30
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Semicontinuous oscillating walks with the nondegenerate Wiener component. (Russian) Zbl 0785.60029

Korolyuk, V. S. (ed.), Asymptotic and applied problems in the theory of random evolutions. Collection of scientific works. Kiev: Institut Matematiki AN USSR. 7-12 (1990).
MSC:  60J99 60E10 60F05
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