Ascione, G.; Mishura, Yu.; Pirozzi, E. Convergence results for the time-changed fractional Ornstein-Uhlenbeck processes. (English) Zbl 1470.60111 Theory Probab. Math. Stat. 104, 23-47 (2021). MSC: 60G22 60F17 35R11 PDFBibTeX XMLCite \textit{G. Ascione} et al., Theory Probab. Math. Stat. 104, 23--47 (2021; Zbl 1470.60111) Full Text: DOI arXiv
Yamnenko, R. E. The distribution of the supremum of a \(\gamma \)-reflected stochastic process with an input process belonging to some exponential type Orlicz space. (English. Ukrainian original) Zbl 1371.60095 Theory Probab. Math. Stat. 94, 185-201 (2017); translation from Teor. Jmovirn. Mat. Stat. 94, 173-188 (2016). MSC: 60G99 60G07 60G22 91B30 PDFBibTeX XMLCite \textit{R. E. Yamnenko}, Theory Probab. Math. Stat. 94, 185--201 (2017; Zbl 1371.60095); translation from Teor. Jmovirn. Mat. Stat. 94, 173--188 (2016) Full Text: DOI
Yamnenko, R. E.; Shramko, O. S. On the distribution of storage processes from the class \(V(\varphi,\psi)\). (English. Russian original) Zbl 1241.90009 Theory Probab. Math. Stat. 83, 191-206 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 163-176 (2010). MSC: 90B05 60G07 60K25 PDFBibTeX XMLCite \textit{R. E. Yamnenko} and \textit{O. S. Shramko}, Theory Probab. Math. Stat. 83, 191--206 (2011; Zbl 1241.90009); translation from Teor. Jmovirn. Mat. Stat. 83, 163--176 (2010) Full Text: DOI