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Found 349 Documents (Results 1–100)

Evaluation of extreme values of entropy functionals. (English. Ukrainian original) Zbl 1448.60166

Theory Probab. Math. Stat. 99, 199-210 (2019); translation from Teor. Jmovirn. Mat. Stat. 99, 177-186 (2018).
MSC:  60J65 94A17 60H05
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Weak Radon-Nikodým derivatives, Dunford-Schwartz type integration, and Cramer and Karhunen processes. (English) Zbl 1347.46032

Rao, M. M. (ed.), Real and stochastic analysis. Current trends. Hackensack, NJ: World Scientific (ISBN 978-981-4551-27-4/hbk; 978-981-4551-29-8/ebook). 355-430 (2014).
MSC:  46G10
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A modern view on Merton’s jump-diffusion model. (English) Zbl 1277.91165

Cohen, Samuel N. (ed.) et al., Stochastic processes, finance and control. A Festschrift in honor of Robert J. Elliott. Hackensack, NJ: World Scientific (ISBN 978-981-4383-30-1/hbk). Advances in Statistics, Probability and Actuarial Science 1, 217-234 (2012).
MSC:  91G20 45K05 60J60 60J75
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Integration of functions \(rd\)-continuous on time scales. (English. Russian original) Zbl 1238.34157

Dokl. Math. 83, No. 1, 104-106 (2011); translation from Dokl. Akad. Nauk 436, No. 5, 597-599 (2011).
MSC:  34N05 26E70
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An introduction to the theory of point processes. Vol. II: General theory and structure. 2nd revised and extended ed. (English) Zbl 1159.60003

Probability and Its Applications. New York, NY: Springer (ISBN 978-0-387-21337-8/hbk; 978-0-387-49835-5/ebook). xvii, 573 p. (2008).
MSC:  60-02 60G55 60G57
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The Radon-Nikodým derivative for a variational measure constructed from a dyadic basis. (Russian, English) Zbl 1084.28003

Vestn. Mosk. Univ., Ser. I 2004, No. 5, 6-12 (2004); translation in Mosc. Univ. Math. Bull. 59, No. 5, 5-11 (2004).
MSC:  28A15 26A39 42C10
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