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Found 90 Documents (Results 1–90)

Gaussian processes with Volterra kernels. (English) Zbl 07819618

Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 249-276 (2022).
MSC:  60G15 60G17 62P05
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Wave equation for a homogeneous string with fixed ends driven by a stable random noise. (English. Ukrainian original) Zbl 1436.60067

Theory Probab. Math. Stat. 98, 171-181 (2019); translation from Teor. Jmovirn. Mat. Stat. 98, 163-172 (2018).
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Replication of Wiener-transformable stochastic processes with application to financial markets with memory. (English) Zbl 1423.60107

Silvestrov, Sergei (ed.) et al., Stochastic processes and applications. SPAS2017, Västerås and Stockholm, Sweden, October 4–6, 2017. Cham: Springer. Springer Proc. Math. Stat. 271, 335-361 (2018).
MSC:  60H30 91B24 60G22
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On the continuous dependence of non-ruin probability on claim distribution function in the classical risk model. (English. Russian original) Zbl 1393.93113

Cybern. Syst. Anal. 54, No. 2, 242-248 (2018); translation from Kibern. Sist. Anal. 2018, No. 2, 78-84 (2018).
MSC:  93E03 91B30
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Existence of density for solutions of mixed stochastic equations. (English) Zbl 1498.60237

Bernido, Christopher C. (ed.) et al., Stochastic and infinite dimensional analysis. Collected papers based on the presentations at the conference, Bielefeld, Germany, June 2013. Basel: Birkhäuser/Springer. Trends Math., 281-300 (2016).
MSC:  60H10 60G22 60H07
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Heat equation in a multidimensional domain with a general stochastic measure. (English. Ukrainian original) Zbl 1357.60065

Theory Probab. Math. Stat. 93, 1-17 (2016); translation from Teor. Jmovirn. Mat. Stat. 93, 7-21 (2015).
MSC:  60H15 60G17 60G57
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Adapted integral representations of random variables. Reprint of the International Journal of Modern Physics: Conference Series 36 (2015). (English) Zbl 1337.60110

Bernido, Christopher C. (ed.) et al., Analysis of fractional stochastic processes: advances and applications. Proceedings of the 7th Jagna international workshop, Jagna, Bohol, Philippines, January 6–11, 2014. Hackensack, NJ: World Scientific (ISBN 978-981-4618-34-2/hbk). Article ID 1560004, 16 p. (2015).
MSC:  60H05 60G22
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Fractional Brownian motion in a nutshell. Reprint of the International Journal of Modern Physics: Conference Series 36 (2015). (English) Zbl 1337.60067

Bernido, Christopher C. (ed.) et al., Analysis of fractional stochastic processes: advances and applications. Proceedings of the 7th Jagna international workshop, Jagna, Bohol, Philippines, January 6–11, 2014. Hackensack, NJ: World Scientific (ISBN 978-981-4618-34-2/hbk). Article ID 1560002, 16 p. (2015).
MSC:  60G22 65C99
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Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion. (English) Zbl 1329.60193

Korolyuk, Volodymyr (ed.) et al., Modern stochastics and applications. Selected papers based on the presentations at the international conference “Modern stochastics: theory and applications III”, dedicated to B. V. Gnedenko on the occasion of his 100th birthday and to M. I. Yadrenko on the occasion of his 80th birthday, Kyiv, Ukraine, September 10–14, 2012. Cham: Springer (ISBN 978-3-319-03511-6/hbk; 978-3-319-03512-3/ebook). Springer Optimization and Its Applications 90, 303-318 (2014).
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Modern stochastics and applications. Selected papers based on the presentations at the international conference “Modern stochastics: theory and applications III”, dedicated to B. V. Gnedenko on the occasion of his 100th birthday and to M. I. Yadrenko on the occasion of his 80th birthday, Kyiv, Ukraine, September 10–14, 2012. (English) Zbl 1283.60008

Springer Optimization and Its Applications 90. Cham: Springer (ISBN 978-3-319-03511-6/hbk; 978-3-319-03512-3/ebook). xvii, 349 p. (2014).
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Approximation of random variables by functionals of the increments of a fractional Brownian motion. (English. Ukrainian original) Zbl 1310.60038

Theory Probab. Math. Stat. 87, 199-208 (2013); translation from Teor. Jmovirn. Mat. Stat. 87, 176-184 (2012).
MSC:  60G22 60G15 65C30
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Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations. (Ukrainian, English) Zbl 1240.60161

Ukr. Mat. Zh. 62, No. 9, 1256-1268 (2010); translation in Ukr. Math. J. 62, No. 9, 1460-1475 (2010).
MSC:  60H10
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Arbitrage in a discrete time model of a financial market with taxation proportional to the portfolio size. (Ukrainian, English) Zbl 1224.91142

Teor. Jmovirn. Mat. Stat. 81, 155-163 (2009); translation in Theory Probab. Math. Stat. 81, 177-186 (2010).
MSC:  91G10 91G80 91B24
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Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I. (Ukrainian, English) Zbl 1224.60061

Teor. Jmovirn. Mat. Stat. 81, 114-127 (2009); translation in Theory Probab. Math. Stat. 81, 131-146 (2010).
MSC:  60F17 60H05 91B30 91G80
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Path properties of multifractal Brownian motion. (Ukrainian, English) Zbl 1224.60080

Teor. Jmovirn. Mat. Stat. 80, 106-116 (2009); translation in Theory Probab. Math. Stat. 80, 119-130 (2010).
MSC:  60G22 60G17 60G18
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The optimal time to exchange one asset for another on finite interval. (English) Zbl 1189.60087

Delbaen, Freddy (ed.) et al., Optimality and risk – modern trends in mathematical finance. The Kabanov Festschrift. Berlin: Springer (ISBN 978-3-642-02607-2/hbk). 197-210 (2009).
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On the rate of convergence of prices of barrier options with discrete and continuous time. (Ukrainian, English) Zbl 1224.91164

Teor. Jmovirn. Mat. Stat. 79, 155-161 (2008); translation in Theory Probab. Math. Stat. 79, 171-178 (2009).
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Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. (Ukrainian, English) Zbl 1224.91194

Teor. Jmovirn. Mat. Stat. 79, 105-113 (2008); translation in Theory Probab. Math. Stat. 79, 117-126 (2009).
MSC:  91G80 60H10 91G30
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A generalization of Mil’shtein’s theorem for stochastic differential equations. (Ukrainian, English) Zbl 1224.60148

Teor. Jmovirn. Mat. Stat. 78, 175-183 (2008); translation in Theory Probab. Math. Stat. 78, 191-199 (2009).
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A bounded arbitrage strategy for a multiperiod model of a financial market in discrete time. (Ukrainian, English) Zbl 1199.91277

Teor. Jmovirn. Mat. Stat. 77, 122-131 (2007); translation in Theory Probab. Math. Stat. 77, 135-146 (2008).
MSC:  91G80
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Approximation schemes for stochastic differential equations in Hilbert space. (English. Russian original) Zbl 1148.60044

Theory Probab. Appl. 51, No. 3, 442-458 (2007); translation from Teor. Veroyatn. Primen. 51, No. 3, 476-495 (2007).
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Linear equations and stochastic exponents in a Hilbert space. (Ukrainian, English) Zbl 1097.60050

Teor. Jmovirn. Mat. Stat. 71, 123-132 (2004); translation in Theory Probab. Math. Stat. 71, 139-149 (2005).
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Rate of convergence of discrete approximate solutions of stochastic differential equations in a Hilbert space. (Ukrainian, English) Zbl 1097.60055

Teor. Jmovirn. Mat. Stat. 69, 172-183 (2004); translation in Theory Probab. Math. Stat. 69, 187-199 (2004).
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Euler approximations of solutions of abstract equations and their applications in the theory of semigroups. (Ukrainian, English) Zbl 1091.47034

Ukr. Mat. Zh. 56, No. 3, 399-410 (2004); translation in Ukr. Math. J. 56, No. 3, 489-503 (2004).
MSC:  47D06 34G10 65J10
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On a generalized diffusion process with a drift that is the generalized derivative of a singular function. (English) Zbl 1097.60064

Ukrainian mathematical congress – 2001, Kiev, Ukraine, August 21–23, 2001. Proceedings. Section 9. Probability theory and mathematical statistics. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 966-02-2616-0). 139-148 (2002).
MSC:  60J60 58J65
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