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Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations. (English. Russian original) Zbl 1487.60076

J. Math. Sci., New York 262, No. 4, 546-573 (2022); translation from Fundam. Prikl. Mat. 23, No. 1, 219-257 (2020).
MSC:  60G15 60F10 60J65
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Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs. (English) Zbl 07510840

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Models of stochastic dynamics of development of industrial enterprises with lagging internal and external investments. (Russian. English summary) Zbl 07499970

MSC:  90B30 60H30
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Quadratic-exponential functionals of Gaussian quantum processes. (English) Zbl 1486.81143

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Local time and local reflection of the Wiener process. (English) Zbl 1483.60119

Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 233-242 (2021).
MSC:  60J65 60J55
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