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Found 7 Documents (Results 1–7)

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).
MSC:  60G22 62F10 62F12
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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
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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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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).
MSC:  60H10 60G22 60J65
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