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Found 471 Documents (Results 1–100)

The structure of martingales generated by restrictions on stochastically continuous fields with independent increments to curves. I. (English. Ukrainian original) Zbl 0986.60041

Theory Probab. Math. Stat. 61, 137-152 (2000); translation from Teor. Jmovirn. Mat. Stat. 61, 131-144 (2000).
MSC:  60G60 60G51 60G44
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On maxima of independent random elements in Banach functional lattice. (English. Ukrainian original) Zbl 0985.60002

Theory Probab. Math. Stat. 61, 109-120 (2000); translation from Teor. Jmovirn. Mat. Stat. 61, 105-116 (2000).
MSC:  60B12 60G70 60G50
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On a system \(\text{GI/G}/\infty\) with a periodic input. (English. Ukrainian original) Zbl 0986.60090

Theory Probab. Math. Stat. 61, 101-108 (2000); translation from Teor. Jmovirn. Mat. Stat. 61, 97-104 (2000).
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A quantitative lower estimate for the expectation of the first failure moment of a high reliable system with protection in a nonstationary regime. (English. Ukrainian original) Zbl 0985.60079

Theory Probab. Math. Stat. 61, 95-100 (2000); translation from Teor. Jmovirn. Mat. Stat. 61, 91-96 (2000).
MSC:  60K05 60K10 60K20
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Maximal inequalities for moments of Wiener integrals with respect to fractional Brownian motion. (English. Ukrainian original) Zbl 0985.60032

Theory Probab. Math. Stat. 61, 75-86 (2000); translation from Teor. Jmovirn. Mat. Stat. 61, 72-83 (2000).
MSC:  60G15 60H10 60G44
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Construction of a criterion for testing hypotheses about the covariance function of a Gaussian homogeneous isotropic field. (English. Ukrainian original) Zbl 0994.60037

Theory Probab. Math. Stat. 62, 133-143 (2001); translation from Teor. Jmovirn. Mat. Stat. 62, 124-133 (2000).
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The structure of martingales generated by restrictions of stochastically continuous fields with independent increments to curves. II. (English. Ukrainian original) Zbl 1004.60053

Theory Probab. Math. Stat. 62, 113-126 (2001); translation from Teor. Jmovirn. Mat. Stat. 62, 105-118 (2000).
MSC:  60G60 60J65 60G44
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Renormalization and homogenization of solutions of the inhomogeneous heat equation with a linear potential and of the related Burgers equation with random data. (English. Ukrainian original) Zbl 1004.60017

Theory Probab. Math. Stat. 62, 77-88 (2001); translation from Teor. Jmovirn. Mat. Stat. 62, 72-82 (2000).
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Gikhman-Skorokhod spectral conditions of equivalence of Gaussian measures corresponding to homogeneous random fields. (English. Ukrainian original) Zbl 1004.60034

Theory Probab. Math. Stat. 62, 65-76 (2001); translation from Teor. Jmovirn. Mat. Stat. 62, 61-71 (2000).
MSC:  60G30 60G57 60G60
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An inequality for the probability of large deviations of an estimate of an unknown parameter in the Cauchy problem for a first-order partial differential equation with rapid random oscillations. (English. Ukrainian original) Zbl 1012.62093

Theory Probab. Math. Stat. 62, 1-8 (2001); translation from Teor. Jmovirn. Mat. Stat. 62, 1-8 (2000).
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A maximal inequality for exchangeable systems of random variables. (English) Zbl 0973.60033

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 119-125 (2000).
MSC:  60G09 60E15 60B11
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Rate estimation for weak convergence of diffusion processes. (English) Zbl 0980.60071

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 318-333 (2000).
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Poisson-type functional limit theorem for the measure of union of random sets. (English) Zbl 0976.60019

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 313-317 (2000).
MSC:  60D05 60F17 60H20
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Convergence in Skorokhod topology for compositions of stochastic processes. (English) Zbl 0973.60029

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 298-306 (2000).
MSC:  60F17 60G40
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Skorokhod space and Skorokhod topology in probabilistic considerations during 1956–1999. (English) Zbl 0973.60007

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 281-297 (2000).
MSC:  60B10 60F05 60F17
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Parameter estimation for stochastic evolution equations with non-commuting operators. (English) Zbl 0972.60047

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 271-280 (2000).
MSC:  60H15 93E10 62F12
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Moderate deviations for dynamic model governed by stationary process. (English) Zbl 0972.60008

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 256-270 (2000).
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Anticipatory Itô’s formula and Hitsuda-Skorokhod integral. (English) Zbl 0972.60059

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 248-255 (2000).
MSC:  60H40 28C20 60H05
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On convergence of solutions of stochastic diffusion equations with unlimited increasing drift coefficients on finite segments. (English) Zbl 0971.60060

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 241-247 (2000).
MSC:  60H10 60F05 34F05
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Constructing the super-Brownian process by using SPDEs and Skorokhod’s method. (English) Zbl 0972.60045

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 232-240 (2000).
MSC:  60H15 35R60 60J65
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Smooth solutions of quasilinear stochastic partial differential equations of McKean-Vlasov type. (English) Zbl 0972.60046

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 211-231 (2000).
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On spatial quantiles. (English) Zbl 0965.62048

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 195-210 (2000).
MSC:  62H05 62G30 62H11
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From convergence of functions to convergence of stochastic processes. On Skorokhod’s sequential approach to convergence in distribution. (English) Zbl 0971.60002

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 179-194 (2000).
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A Skorokhod topology for a class of set-indexed functions. (English) Zbl 0973.60006

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 172-178 (2000).
MSC:  60B10 60B11
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Mixed exponential processes. (English) Zbl 0972.60030

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 152-171 (2000).
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A variant of the Skorokhod theorem for Markov sequences. (English) Zbl 0972.60066

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 147-151 (2000).
MSC:  60J10 60F05 60B10
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Measures with smooth finite-dimensional projections. (English) Zbl 0971.60006

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 132-146 (2000).
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A remark on Skorokhod topologies for the Skorokhod reflection problem. (English) Zbl 0971.60003

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 126-131 (2000).
MSC:  60B10 34D05 93D20
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An application of Skorokhod’s \(M_1\)-topology. (English) Zbl 0971.60004

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 111-118 (2000).
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Central limit theorem in \(D[0,1]\). (English) Zbl 0971.60007

Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, 99-110 (2000).
MSC:  60B12 60F05
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