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Found 14 Documents (Results 1–14)

State analysis of hidden Markov models governed by special jump processes. (English. Russian original) Zbl 1132.60058

Theory Probab. Appl. 51, No. 3, 518-528 (2007); translation from Teor. Veroyatn. Primen. 51, No. 3, 589-600 (2007).
MSC:  60J75 60J35 60J65 60K99
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On a joint distribution of the ruin time and the number of the payment which leads to a ruin in a nonhomogeneous risk process. (English. Russian original) Zbl 1130.60055

Theory Probab. Appl. 51, No. 3, 504-512 (2007); translation from Teor. Veroyatn. Primen. 51, No. 3, 465-475 (2007).
MSC:  60G51 60G35
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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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A formula of total probability with the interference term and the Hilbert space representation of the contextual Kolmogorovian model. (English. Russian original) Zbl 1129.60004

Theory Probab. Appl. 51, No. 3, 427-441 (2007); translation from Teor. Veroyatn. Primen. 51, No. 3, 518-536 (2007).
MSC:  60A05 81P05
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