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Found 242 Documents (Results 1–100)

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Rozovsky, L. V.

On the convergence rate in “The exact asymptotics” for random variables with a stable distribution. (English. Russian original) Zbl 1520.60021

J. Math. Sci., New York 273, No. 5, 832-843 (2023); translation from Zap. Nauchn. Semin. POMI 501, 259-275 (2021).
Reviewer: Rózsa Horváth-Bokor (Budakalász)
MSC:  60F15 60A10 62G30
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\textit{L. V. Rozovsky}, J. Math. Sci., New York 273, No. 5, 832--843 (2023; Zbl 1520.60021); translation from Zap. Nauchn. Semin. POMI 501, 259--275 (2021)
Full Text: DOI
Rozovsky, L. V.

Some limit theorems for large deviations of sums of independent random variables with common distribution function from the domain of normal attraction of a stable distribution. (English. Russian original) Zbl 1510.60022

J. Math. Sci., New York 268, No. 5, 693-703 (2022); translation from Zap. Nauchn. Semin. POMI 495, 250-266 (2020).
Reviewer: Edward Omey (Brussel)
MSC:  60F10 60E07
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\textit{L. V. Rozovsky}, J. Math. Sci., New York 268, No. 5, 693--703 (2022; Zbl 1510.60022); translation from Zap. Nauchn. Semin. POMI 495, 250--266 (2020)
Full Text: DOI
Rozovsky, L. V.

On asymptotic behavior of the convolution of distributions with regularly exponentially decreasing tails. (English. Russian original) Zbl 1477.60041

J. Math. Sci., New York 258, No. 6, 920-926 (2021); translation from Zap. Nauchn. Semin. POMI 486, 265-274 (2019).
Reviewer: Andreas N. Philippou (Patras)
MSC:  60E07
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\textit{L. V. Rozovsky}, J. Math. Sci., New York 258, No. 6, 920--926 (2021; Zbl 1477.60041); translation from Zap. Nauchn. Semin. POMI 486, 265--274 (2019)
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Rozovsky, L. V.

On large deviations of a sum of independent random variables with rapidly decreasing distribution tails. (English. Russian original) Zbl 1474.60064

Dokl. Math. 101, No. 2, 150-153 (2020); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 491, 86-89 (2020).
MSC:  60F10 60G50
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\textit{L. V. Rozovsky}, Dokl. Math. 101, No. 2, 150--153 (2020; Zbl 1474.60064); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 491, 86--89 (2020)
Full Text: DOI
Rozovsky, L. V.

Small deviation probabilities for sums of independent positive random variables. (English. Russian original) Zbl 1454.60036

Vestn. St. Petersbg. Univ., Math. 53, No. 3, 295-307 (2020); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 7(65), No. 3, 435-452 (2020).
MSC:  60F05 60G50
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\textit{L. V. Rozovsky}, Vestn. St. Petersbg. Univ., Math. 53, No. 3, 295--307 (2020; Zbl 1454.60036); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 7(65), No. 3, 435--452 (2020)
Full Text: DOI
Rozovsky, L. V.

Small deviation probabilities for a weighted sum of independent positive random variables with common distribution function that can decrease at zero fast enough. (English. Russian original) Zbl 1414.60032

Theory Probab. Appl. 63, No. 1, 155-163 (2018); translation from Teor. Veroyatn. Primen. 63, No. 1, 191-202 (2018).
MSC:  60G50 60F10
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\textit{L. V. Rozovsky}, Theory Probab. Appl. 63, No. 1, 155--163 (2018; Zbl 1414.60032); translation from Teor. Veroyatn. Primen. 63, No. 1, 191--202 (2018)
Full Text: DOI
Rozovsky, Boris L.; Lototsky, Sergey V.

Stochastic evolution systems. Linear theory and applications to non-linear filtering. 2nd edition. (English) Zbl 1434.60004

Probability Theory and Stochastic Modelling 89. Cham: Springer (ISBN 978-3-319-94892-8/hbk; 978-3-319-94893-5/ebook). xvi, 330 p. (2018).
Reviewer: Anatoliy Swishchuk (Calgary)
MSC:  60-02 60H15 46N30 60H07 93E11 60G35
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\textit{B. L. Rozovsky} and \textit{S. V. Lototsky}, Stochastic evolution systems. Linear theory and applications to non-linear filtering. 2nd edition. Cham: Springer (2018; Zbl 1434.60004)
Full Text: DOI
Rozovsky, L. V.

Small deviation probabilities for weighted sum of independent random variables with a common distribution having a power decrease at zero, under minimal moment assumptions. (English. Russian original) Zbl 1405.60043

Theory Probab. Appl. 62, No. 3, 491-495 (2018); translation from Teor. Veroyatn. Primen. 62, No. 3, 610-616 (2017).
MSC:  60F99 60G50
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\textit{L. V. Rozovsky}, Theory Probab. Appl. 62, No. 3, 491--495 (2018; Zbl 1405.60043); translation from Teor. Veroyatn. Primen. 62, No. 3, 610--616 (2017)
Full Text: DOI
Rozovsky, L. V.

Small deviation probabilities of a sum of independent positive random variables, the common distribution of which decreases at zero not faster than exponential function. (English. Russian original) Zbl 1388.60089

J. Math. Sci., New York 229, No. 6, 767-771 (2018); translation from Zap. Nauchn. Semin. POMI 454, 254-260 (2017).
MSC:  60G50 60F99
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\textit{L. V. Rozovsky}, J. Math. Sci., New York 229, No. 6, 767--771 (2018; Zbl 1388.60089); translation from Zap. Nauchn. Semin. POMI 454, 254--260 (2017)
Full Text: DOI
Rozovsky, L. V.

Probabilities of small deviations of the weighted sum of independent random variables with common distribution that decreases at zero not faster than a power. (English. Russian original) Zbl 1341.60021

J. Math. Sci., New York 214, No. 4, 540-545 (2016); translation from Zap. Nauchn. Semin. POMI 431, 178-185 (2014).
MSC:  60F99 60F10 60G50
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\textit{L. V. Rozovsky}, J. Math. Sci., New York 214, No. 4, 540--545 (2016; Zbl 1341.60021); translation from Zap. Nauchn. Semin. POMI 431, 178--185 (2014)
Full Text: DOI
Rozovsky, L. V.

Small deviations of probabilities for weighted sum of independent positive random variables with a common distribution that decreases at zero not faster than a power. (English. Russian original) Zbl 1334.60050

Theory Probab. Appl. 60, No. 1, 142-150 (2016); translation from Teor. Veroyatn. Primen. 60, No. 1, 178-186 (2015).
MSC:  60F99 60F10 60G50 26A12
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\textit{L. V. Rozovsky}, Theory Probab. Appl. 60, No. 1, 142--150 (2016; Zbl 1334.60050); translation from Teor. Veroyatn. Primen. 60, No. 1, 178--186 (2015)
Full Text: DOI
Rozovsky, L. V.

Small deviation probabilities for sums of independent positive random variables with a distribution that slowly varies at zero. (English. Russian original) Zbl 1359.60047

J. Math. Sci., New York 204, No. 1, 155-164 (2015); translation from Zap. Nauchn. Semin. POMI 412, 237-251 (2013).
MSC:  60F99 60G50 60G70
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\textit{L. V. Rozovsky}, J. Math. Sci., New York 204, No. 1, 155--164 (2015; Zbl 1359.60047); translation from Zap. Nauchn. Semin. POMI 412, 237--251 (2013)
Full Text: DOI
Rozovsky, L. V.

Superlarge deviation probabilities for sums of independent random variables with exponentially decreasing tails. II. (English. Russian original) Zbl 1314.60080

Theory Probab. Appl. 59, No. 1, 168-177 (2015); translation from Teor. Veroyatn. Primen. 59, No. 1, 187-196 (2014).
MSC:  60F10 60G50
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\textit{L. V. Rozovsky}, Theory Probab. Appl. 59, No. 1, 168--177 (2015; Zbl 1314.60080); translation from Teor. Veroyatn. Primen. 59, No. 1, 187--196 (2014)
Full Text: DOI
Venturi, D.; Wan, X.; Mikulevicius, R.; Rozovskii, B. L.; Karniadakis, G. E.

Wick-Malliavin approximation to nonlinear stochastic partial differential equations: analysis and simulations. (English) Zbl 1371.60108

Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 469, No. 2158, Article ID 20130001, 20 p. (2013).
MSC:  60H15 60H07 60H40 41A58
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\textit{D. Venturi} et al., Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 469, No. 2158, Article ID 20130001, 20 p. (2013; Zbl 1371.60108)
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Lee, Chia Ying; Rozovskii, Boris

On the stochastic Navier-Stokes equation driven by stationary white noise. (English) Zbl 1390.60237

Viens, Frederi (ed.) et al., Malliavin calculus and stochastic analysis. A Festschrift in honor of David Nualart. New York, NY: Springer (ISBN 978-1-4614-5905-7/hbk; 978-1-4614-5906-4/ebook). Springer Proceedings in Mathematics & Statistics 34, 219-249 (2013).
MSC:  60H15
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\textit{C. Y. Lee} and \textit{B. Rozovskii}, Springer Proc. Math. Stat. 34, 219--249 (2013; Zbl 1390.60237)
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Rozovsky, L. V.

Small deviation probabilities for sums of independent positive random variables whose density has a power decay at zero. (English. Russian original) Zbl 1284.60088

J. Math. Sci., New York 188, No. 6, 748-752 (2013); translation from Zap. Nauchn. Semin. POMI 396, 195-203 (2011).
Reviewer: Serguey Victorovich Zhulenev (Moskva)
MSC:  60G50 60F10
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\textit{L. V. Rozovsky}, J. Math. Sci., New York 188, No. 6, 748--752 (2013; Zbl 1284.60088); translation from Zap. Nauchn. Semin. POMI 396, 195--203 (2011)
Full Text: DOI
Rozovskii, L. V.

Small deviations of the maximal element of a sequence of weighted independent random variables. (English. Russian original) Zbl 1253.60033

Vestn. St. Petersbg. Univ., Math. 44, No. 2, 129-133 (2011); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 2011, No. 2, 48-54 (2011).
MSC:  60F10
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\textit{L. V. Rozovskii}, Vestn. St. Petersbg. Univ., Math. 44, No. 2, 129--133 (2011; Zbl 1253.60033); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 2011, No. 2, 48--54 (2011)
Full Text: DOI
Lototsky, Sergey V.; Rozovskii, Boris L.

Bilinear stochastic elliptic equations. (English) Zbl 1285.60072

Da Prato, Giuseppe (ed.) et al., Stochastic partial differential equations and applications. Papers based on the presentations at the 8th meeting, Levico Terme, Italy, January 2008. Caserta: Dipartimento di Matematica, Seconda Università di Napoli (ISBN 978-88-548-4391-2/hbk). Quaderni di Matematica 25, 207-221 (2010).
Reviewer: Dora Seleši (Novi Sad)
MSC:  60H40 60H15 60H07
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\textit{S. V. Lototsky} and \textit{B. L. Rozovskii}, Quad. Mat. 25, 207--221 (2010; Zbl 1285.60072)
Lototsky, S. V.; Rozovskii, B. L.

A unified approach to stochastic evolution equations using the Skorokhod integral. (English. Russian original) Zbl 1203.60087

Theory Probab. Appl. 54, No. 2, 189-202 (2009); translation from Teor. Veroyatn. Primen. 54, No. 2, 288-303 (2009).
Reviewer: Dominique Lepingle (Orléans)
MSC:  60H15 60H07 35R60
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\textit{S. V. Lototsky} and \textit{B. L. Rozovskii}, Theory Probab. Appl. 54, No. 2, 189--202 (2009; Zbl 1203.60087); translation from Teor. Veroyatn. Primen. 54, No. 2, 288--303 (2009)
Full Text: DOI arXiv
Lototsky, Sergey V.; Rozovskii, Boris L.

Stochastic parabolic equations of full second order. (English) Zbl 1146.60315

Chow, Pao-Liu (ed.) et al., Topics in stochastic analysis and nonparametric analysis. Papers presented at the conference ‘Asympototic analysis in stochastic processes, nonparametric estimation, and related problems’, Detroit, MI, USA, September 15–17, 2006. Dedicated to Professor Rafail Z. Khasminskii on the occasion on the 75th birthday. New York, NY: Springer (ISBN 978-0-387-75110-8/hbk). The IMA Volumes in Mathematics and its Applications 145, 199-210 (2008).
MSC:  60H15
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\textit{S. V. Lototsky} and \textit{B. L. Rozovskii}, IMA Vol. Math. Appl. 145, 199--210 (2008; Zbl 1146.60315)
Full Text: arXiv
Krylov, Nicolai V.; Rozovskii, Boris L.

Stochastic evolution equations. (English) Zbl 1130.60069

Baxendale, Peter (ed.) et al., Stochastic differential equations: theory and applications. A volume in honor of Professor Boris L. Rozovskii. Hackensack, NJ: World Scientific (ISBN 978-981-270-662-1/hbk). Interdisciplinary Mathematical Sciences 2, 1-69 (2007).
Reviewer: Dominique Lepingle (Orléans)
MSC:  60H15 60G44 60H10 60H05
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\textit{N. V. Krylov} and \textit{B. L. Rozovskii}, Interdiscip. Math. Sci. 2, 1--69 (2007; Zbl 1130.60069)
Rozovsky, L. V.

Small deviation probabilities for sums of independent positive random variables. (Russian, English. English summary) Zbl 1137.60013

Zap. Nauchn. Semin. POMI 341, 151-167 (2007); translation in J. Math. Sci., New York 147, No. 4, 6935-6945 (2007).
Reviewer: Tadeusz Inglot (Wrocław)
MSC:  60F10 60G50 60E10 60F99
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\textit{L. V. Rozovsky}, Zap. Nauchn. Semin. POMI 341, 151--167 (2007; Zbl 1137.60013); translation in J. Math. Sci., New York 147, No. 4, 6935--6945 (2007)
Full Text: Link
Lotosky, Sergey; Rozovskii, Boris

Stochastic differential equations: a Wiener chaos approach. (English) Zbl 1178.60048

Kabanov, Yuri (ed.) et al., From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Allmost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France, January 9–15, 2005. Berlin: Springer (ISBN 3-540-30782-6/hbk). 433-506 (2006).
MSC:  60H15 35R60 60H40
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\textit{S. Lotosky} and \textit{B. Rozovskii}, in: From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Almost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France, January 9--15, 2005. Berlin: Springer. 433--506 (2006; Zbl 1178.60048)
Full Text: DOI arXiv
Rozovskij, L. V.

On exact asymptotics in the weak law of large numbers for sums of independent random variables with a common distribution function from the domain of attraction of a stable law. II. (English. Russian original) Zbl 1103.60025

Theory Probab. Appl. 49, No. 4, 724-734 (2005); translation from Teor. Veroyatn. Primen. 49, No. 4, 803-813 (2004).
Reviewer: Aurel Spătaru (Bucureşti)
MSC:  60F05 60G50 60E07
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\textit{L. V. Rozovskij}, Theory Probab. Appl. 49, No. 4, 724--734 (2005; Zbl 1103.60025); translation from Teor. Veroyatn. Primen. 49, No. 4, 803--813 (2004)
Full Text: DOI
Rozovsky, L. V.

Small deviation probabilities for a class of distributions with a polynomial decreasing at zero. (Russian, English) Zbl 1101.60018

Zap. Nauchn. Semin. POMI 328, 182-190 (2005); translation in J. Math. Sci., New York 139, No. 3, 6603-6607 (2006).
Reviewer: Tadeusz Inglot (Wrocław)
MSC:  60F10 60E10
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\textit{L. V. Rozovsky}, Zap. Nauchn. Semin. POMI 328, 182--190 (2005; Zbl 1101.60018); translation in J. Math. Sci., New York 139, No. 3, 6603--6607 (2006)
Full Text: EuDML Link
Hou, Thomas Y.; Kim, Hongjoong; Rozovskii, Boris; Zhou, Hao-Min

Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics. (English) Zbl 1130.76411

Lipitakis, Elias A. (ed.), HERCMA 2003. Proceedings of the 6th Hellenic-European conference on computer mathematics and its applications, Athens, Greece, September 25–27, 2003. 2 volumes. Athens: LEA (ISBN 960-87275-1-0/set; 960-87275-2-9/v.1; 960-87275-3-7/v.2). 12-22 (2004).
MSC:  76M35 35Q35 35R60 60H15 60H30 65C30 76D05 76M25
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\textit{T. Y. Hou} et al., in: HERCMA 2003. Proceedings of the 6th Hellenic-European conference on computer mathematics and its applications, Athens, Greece, September 25--27, 2003. 2 volumes. Athens: LEA. 12--22 (2004; Zbl 1130.76411)
Rozovskij, L. V.

On exact asymptotics in the weak law of large numbers for sums of independent random variables with a common distribution function from the domain of attraction of a stable law. (English. Russian original) Zbl 1054.60031

Theory Probab. Appl. 48, No. 3, 561-568 (2003); translation from Teor. Veroyatn. Primen. 48, No. 3, 589-596 (2003); letter to the editors ibid. 50, No. 1, 170 (2006).
MSC:  60F05
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\textit{L. V. Rozovskij}, Theory Probab. Appl. 48, No. 3, 561--568 (2003; Zbl 1054.60031); translation from Teor. Veroyatn. Primen. 48, No. 3, 589--596 (2003); letter to the editors ibid. 50, No. 1, 170 (2003)
Full Text: DOI
Rozovskij, L. V.

Superlarge deviations of a sum of independent random variables having a common absolutely continuous distribution under the Cramér condition. (English. Russian original) Zbl 1056.60023

Theory Probab. Appl. 48, No. 1, 108-130 (2003); translation from Teor. Veroyatn. Primen. 48, No. 1, 78-103 (2003).
MSC:  60F10 60G50 60F05
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\textit{L. V. Rozovskij}, Theory Probab. Appl. 48, No. 1, 108--130 (2003; Zbl 1056.60023); translation from Teor. Veroyatn. Primen. 48, No. 1, 78--103 (2003)
Full Text: DOI
Lototsky, S. V.; Rozovsky, B. L.

The passive scalar equation in a turbulent incompressible Gaussian velocity field. (English. Russian original) Zbl 1113.76040

Russ. Math. Surv. 59, No. 2, 297-312 (2004); translation from Usp. Mat. Nauk 59, No. 2, 105-120 (2004).
MSC:  76F25 35F10 35R60 60H40 76F55 76M35
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\textit{S. V. Lototsky} and \textit{B. L. Rozovsky}, Russ. Math. Surv. 59, No. 2, 297--312 (2003; Zbl 1113.76040); translation from Usp. Mat. Nauk 59, No. 2, 105--120 (2004)
Full Text: DOI
Rozovskij, L. V.

Some limit theorems for large deviations of sums of independent random variables with a common distribution function from the domain of attraction of the normal law. (English. Russian original) Zbl 1074.60034

J. Math. Sci., New York 127, No. 1, 1767-1783 (2005); translation from Zap. Nauchn. Semin. POMI 294, 165-193 (2002).
MSC:  60F10 60G50
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\textit{L. V. Rozovskij}, J. Math. Sci., New York 127, No. 1, 1767--1783 (2002; Zbl 1074.60034); translation from Zap. Nauchn. Semin. POMI 294, 165--193 (2002)
Full Text: DOI
Rozovskij, L. V.

An estimate from below of the remainder in the central limit theorem for a sum of independent random variables with finite moments of a high order. (English. Russian original) Zbl 1033.60030

Theory Probab. Appl. 47, No. 1, 174-183 (2002); translation from Teor. Veroyatn. Primen. 47, No. 1, 169-178 (2002).
MSC:  60F05
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\textit{L. V. Rozovskij}, Theory Probab. Appl. 47, No. 1, 174--183 (2002; Zbl 1033.60030); translation from Teor. Veroyatn. Primen. 47, No. 1, 169--178 (2002)
Full Text: DOI
Rozovsky, L. V.

The central limit theorem for the moments of sums of independent random variables. (English) Zbl 1032.60018

Berkes, I. (ed.) et al., Limit theorems in probability and statistics. Fourth Hungarian colloquium on limit theorems in probability and statistics, Balatonlelle, Hungary, June 28-July 2, 1999. Vol. II. Budapest: János Bolyai Mathematical Society. 527-541 (2002).
Reviewer: Pavel Froněk (Praha)
MSC:  60F05
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\textit{L. V. Rozovsky}, in: Limit theorems in probability and statistics. Fourth Hungarian colloquium on limit theorems in probability and statistics, Balatonlelle, Hungary, June 28--July 2, 1999. Vol. II. Budapest: János Bolyai Mathematical Society. 527--541 (2002; Zbl 1032.60018)

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