Torres, Soledad; Viitasaari, Lauri Stochastic differential equations with discontinuous diffusion coefficients. (English) Zbl 07748864 Theory Probab. Math. Stat. 109, 159-175 (2023). MSC: 60H10 60H05 60G22 26A33 PDFBibTeX XMLCite \textit{S. Torres} and \textit{L. Viitasaari}, Theory Probab. Math. Stat. 109, 159--175 (2023; Zbl 07748864) Full Text: DOI arXiv
Lohvinenko, S. S.; Ralchenko, K. V. Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model. (English. Ukrainian original) Zbl 1435.60028 Theory Probab. Math. Stat. 99, 149-168 (2019); translation from Teor. Jmovirn. Mat. Stat. 99, 134-151 (2018). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G22 62F10 62F12 PDFBibTeX XMLCite \textit{S. S. Lohvinenko} and \textit{K. V. Ralchenko}, Theory Probab. Math. Stat. 99, 149--168 (2019; Zbl 1435.60028); translation from Teor. Jmovirn. Mat. Stat. 99, 134--151 (2018) Full Text: DOI
Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu. Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. (English. Ukrainian original) Zbl 1409.60061 Theory Probab. Math. Stat. 97, 167-182 (2018); translation from Teor. Jmovirn. Mat. Stat. 97, 157-170 (2017). MSC: 60G22 60G15 60H10 PDFBibTeX XMLCite \textit{Yu. S. Mishura} et al., Theory Probab. Math. Stat. 97, 167--182 (2018; Zbl 1409.60061); translation from Teor. Jmovirn. Mat. Stat. 97, 157--170 (2017) Full Text: DOI arXiv
Bel Hadj Khlifa, Meriem; Mishura, Yuliya; Zili, Mounir Asymptotic properties of non-standard drift parameter estimators in the models involving fractional Brownian motion. (English) Zbl 06766755 Theory Probab. Math. Stat. 94, 77-88 (2017) and Teor. Jmovirn. Mat. Stat. 94, 73-84 (2016). MSC: 62F10 62F12 60G22 PDFBibTeX XMLCite \textit{M. Bel Hadj Khlifa} et al., Theory Probab. Math. Stat. 94, 77--88 (2017; Zbl 06766755) Full Text: DOI
Bodnarchuk, I. M.; Shevchenko, G. M. 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 PDFBibTeX XMLCite \textit{I. M. Bodnarchuk} and \textit{G. M. Shevchenko}, Theory Probab. Math. Stat. 93, 1--17 (2016; Zbl 1357.60065); translation from Teor. Jmovirn. Mat. Stat. 93, 7--21 (2015) Full Text: DOI
Shevchenko, G. Mixed stochastic delay differential equations. (English) Zbl 1322.60097 Theory Probab. Math. Stat. 89, 181-195 (2014); translation from Teor. Jmovirn. Mat. Stat. 89, 167–180 (2013). MSC: 60H10 60G22 34K50 PDFBibTeX XMLCite \textit{G. Shevchenko}, Theory Probab. Math. Stat. 89, 181--195 (2014; Zbl 1322.60097); translation from Teor. Jmovirn. Mat. Stat. 89, 167--180 (2013) Full Text: DOI arXiv
Mishura, Yu. S.; Posashkova, S. V.; Posashkov, S. V. Continuous dependence of solutions of stochastic differential equations driven by standard and fractional Brownian motion on a parameter. (English. Russian original) Zbl 1254.60060 Theory Probab. Math. Stat. 83, 111-126 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 92-105 (2010). Reviewer: Dominique Lepingle (Orléans) MSC: 60H10 60G22 60J65 PDFBibTeX XMLCite \textit{Yu. S. Mishura} et al., Theory Probab. Math. Stat. 83, 111--126 (2011; Zbl 1254.60060); translation from Teor. Jmovirn. Mat. Stat. 83, 92--105 (2010) Full Text: DOI