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Found 504 Documents (Results 1–100)

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Piterbarg, V. I.; Rodionov, I. V.

High excursions of Bessel process and other processes of Bessel type. (English. Russian original) Zbl 1427.60063

Dokl. Math. 100, No. 1, 346-348 (2019); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 487, No. 3, 238-241 (2019).
MSC:  60G15 60G60
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\textit{V. I. Piterbarg} and \textit{I. V. Rodionov}, Dokl. Math. 100, No. 1, 346--348 (2019; Zbl 1427.60063); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 487, No. 3, 238--241 (2019)
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Fatalov, Vadim R.

Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for \(L^p\)-functionals. (English. Russian original) Zbl 1404.60045

Izv. Math. 82, No. 2, 377-406 (2018); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 82, No. 2, 140-171 (2018).
Reviewer: Oleg K. Zakusilo (Kyïv)
MSC:  60F25 60J25
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\textit{V. R. Fatalov}, Izv. Math. 82, No. 2, 377--406 (2018; Zbl 1404.60045); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 82, No. 2, 140--171 (2018)
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Zubkov, Andrey M.; Savelov, Maksim P.

Convergence of the sequence of the Pearson statistics values to the normalized square of the Bessel process. (English. Russian original) Zbl 1388.62238

Discrete Math. Appl. 27, No. 6, 405-411 (2017); translation from Diskretn. Mat. 28, No. 3, 49-58 (2016).
MSC:  62L10 60G10
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\textit{A. M. Zubkov} and \textit{M. P. Savelov}, Discrete Math. Appl. 27, No. 6, 405--411 (2017; Zbl 1388.62238); translation from Diskretn. Mat. 28, No. 3, 49--58 (2016)
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