Teoriya Veroyatnosteĭ i eë Primeneniya Short Title: Teor. Veroyatn. Primen. Publisher: Russian Academy of Sciences - RAS (Rossiĭskaya Akademiya Nauk - RAN), Moscow; Nauka, Moscow ISSN: 0040-361X; 2305-3151/e Online: http://www.mathnet.ru/tvp Translation: Theory of Probability and its Applications Comments: Journal; Latest articles indexed in the translation journal. This journal is available open access with a moving wall of 3 years. Documents Indexed: 2,063 Publications (since 1956) all top 5 Latest Issues 42, No. 4 (1997) 42, No. 3 (1997) 42, No. 2 (1997) 42, No. 1 (1997) 40, No. 4 (1995) 40, No. 3 (1995) 40, No. 2 (1995) 40, No. 1 (1995) 39, No. 4 (1994) 39, No. 3 (1994) 39, No. 2 (1994) 39, No. 1 (1994) 38, No. 3 (1993) 38, No. 2 (1993) 38, No. 1 (1993) 37, No. 4 (1992) 37, No. 3 (1992) 37, No. 2 (1992) 37, No. 1 (1992) 36, No. 4 (1991) 36, No. 3 (1991) 36, No. 2 (1991) 36, No. 1 (1991) 35, No. 4 (1990) 35, No. 3 (1990) 35, No. 2 (1990) 35, No. 1 (1990) 34, No. 4 (1989) 34, No. 3 (1989) 34, No. 2 (1989) 34, No. 1 (1989) 33, No. 4 (1988) 33, No. 3 (1988) 33, No. 2 (1988) 33, No. 1 (1988) 32, No. 4 (1987) 32, No. 3 (1987) 32, No. 2 (1987) 32, No. 1 (1987) 31, No. 4 (1986) 31, No. 3 (1986) 31, No. 2 (1986) 31, No. 1 (1986) 30, No. 4 (1985) 30, No. 3 (1985) 30, No. 2 (1985) 30, No. 1 (1985) 29, No. 4 (1984) 29, No. 3 (1984) 29, No. 2 (1984) 29, No. 1 (1984) 28, No. 4 (1983) 28, No. 3 (1983) 28, No. 2 (1983) 28, No. 1 (1983) 27 (1982) 26 (1981) 25 (1980) 24 (1979) 23 (1978) 16 (1971) 15 (1970) 14 (1969) 13 (1968) 12 (1967) 11 (1966) 10 (1965) 9 (1964) 8 (1963) 7 (1962) 6 (1961) 5 (1960) 4 (1959) 3 (1958) 2 (1957/1958) 1 (1956/1957) all top 5 Authors 24 Skorokhod, Anatoliĭ Volodymyrovych 22 Borovkov, Aleksandr Alekseevich 21 Shiryaev, Al’bert Nikolaevich 20 Ibragimov, Il’dar Abdullovich 18 Rogozin, B. A. 18 Sazonov, Vyacheslav Vasil’evich 18 Zolotarëv, Vladimir Mikhaĭlovich 16 Prokhorov, Yuriĭ Vasil’evich 15 Dobrushin, Roland L’vovich 15 Khas’minskiĭ, Rafail Zalmanovich 15 Kruglov, Victor M. 15 Shur, Mikhail Grigoryevtsh 15 Vatutin, Vladimir Alekseevich 14 Nagaev, Sergeĭ Viktorovich 14 Rozanov, Yuriĭ Anatol’evich 13 Dynkin, Evgeniĭ Borisovich 13 Sevast’yanov, Boris Aleksandrovich 12 Borovkov, Konstantin A. 12 Davydov, Yu. A. 12 Gaposhkin, Vladimir Fedorovich 11 Fel’dman, Gennadiĭ Mikhaĭlovich 11 Girko, Vyacheslav Leonidovich 11 Linnik, Yuriĭ Vladimirovich 11 Rotar, Vladimir Il’ich 11 Rozovskiĭ, Leonid Viktorovich 11 Yushkevich, Aleksandr Adol’fovich 10 Kabanov, Yuriĭ Mikhaĭlovich 10 Lebedev, V. A. 10 Liptser, Robert 10 Pagurova, V. I. 10 Petrov, Valentin Vladimirovich 10 Senatov, Vladimir Vasil’evich 10 Tutubalin, Valeriĭ Nikolaevich 9 Chistyakov, Vladimir Pavlovich 9 Korolev, Viktor Yur’evich 9 Martikainen, Alexander I. 9 Nosko, Vladimir P. 9 Vakhania, Nicholas N. 9 Zaitsev, Andrei Yu. 8 Alekseev, V. G. 8 Bulinskiĭ, Aleksandr Vadimovich 8 Ivchenko, Grigoriĭ Ivanovich 8 Korolyuk, Volodymyr Semenovych 8 Korostelev, Alexander P. 8 Krylov, Nicolaĭ Vladimirovich 8 Mikhaĭlov, Vladimir Gavrilovich 8 Nagaev, Aleksandr Viktorovich 8 Ostrovsky, Eugeny 8 Rachev, Svetlozar T. 8 Ronzhin, A. F. 8 Stepanov, V. E. 8 Ushakov, Nikolaĭ Georgievich 8 Zalesskij, Boris Andreevich 7 Chibisov, Dmitriĭ Mikhaĭlovich 7 Darkhovsky, Boris S. 7 Feinberg, Eugene Aleksandrovich 7 Kholevo, Aleksandr Semënovich 7 Khashimov, Sh. A. 7 Khrennikov, Andreĭ Yur’evich 7 Kramkov, Dmitriĭ Olegovich 7 Milstein, Grigori N. 7 Novikov, Aleksandr Aleksandrovich 7 Pavlov, Igor V. 7 Shurenkov, V. M. 7 Sinaĭ, Yakov Grigor’evich 7 Ul’yanov, Vladimir Vasil’evich 7 Veretennikov, Alexander Yu. 7 Volodin, Igor N. 6 Afanas’eva, Larisa Grigor’evna 6 Badal’baev, I. S. 6 Bakirov, Nail K. 6 Belyaev, Yuriĭ Konstantinovich 6 Bol’shev, Login Nikolaevich 6 Borodin, Andreĭ Nikolaevich 6 Braverman, Michael Sh. 6 Egorov, V. A. 6 Freidlin, Mark I. 6 Gamkrelidze, Nikolaĭ Georgievich 6 Kharlamov, Boris Pavlovich 6 Kagan, Abram Meerovich 6 Klebanov, Leo B. 6 Kolmogorov, Andreĭ Nikolaevich 6 Kulinich, Grygoriĭ Logvynovych 6 Malevich, Tat’yana L’vovna 6 Mirakhmedov, Sherzod A. 6 Molchanov, Ilya S. 6 Mushtari, D. Kh. 6 Osipov, L. V. 6 Pinelis, Iosif Froimovich 6 Piterbarg, Vladimir Il’ich 6 Rahimov, Ibrahim 6 Shepp, Lawrence Alan 6 Tikhov, Mikhail Semenovich 6 Utev, S. A. 6 Vladimirskii, Ju. N. 6 Whittle, Peter 6 Yurinskiĭ, Vadim Vladimirovich 5 Aleškevičienė, Aldona K. 5 Borisov, Igor Semenovich 5 Buldygin, Valeriĭ Volodymyrovych ...and 1,004 more Authors all top 5 Fields 1,352 Probability theory and stochastic processes (60-XX) 373 Statistics (62-XX) 50 Operations research, mathematical programming (90-XX) 33 Systems theory; control (93-XX) 27 Measure and integration (28-XX) 26 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 22 Functional analysis (46-XX) 16 Numerical analysis (65-XX) 13 Information and communication theory, circuits (94-XX) 11 Computer science (68-XX) 10 History and biography (01-XX) 10 Linear and multilinear algebra; matrix theory (15-XX) 10 Operator theory (47-XX) 9 Combinatorics (05-XX) 9 Calculus of variations and optimal control; optimization (49-XX) 8 Statistical mechanics, structure of matter (82-XX) 7 Partial differential equations (35-XX) 6 Quantum theory (81-XX) 5 Biology and other natural sciences (92-XX) 4 General and overarching topics; collections (00-XX) 4 Number theory (11-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 Potential theory (31-XX) 2 Sequences, series, summability (40-XX) 2 Global analysis, analysis on manifolds (58-XX) 1 Mathematical logic and foundations (03-XX) 1 Functions of a complex variable (30-XX) 1 Special functions (33-XX) 1 Approximations and expansions (41-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral equations (45-XX) 1 Convex and discrete geometry (52-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 1,024 Publications have been cited 6,922 times in 6,067 Documents Cited by ▼ Year ▼ On estimating regression. Zbl 0136.40902 Nadaraya, E. A. 363 1964 On the strong law of large numbers and related results for quasi- stationary sequences. Zbl 0423.60030 Serfling, R. J. 240 1980 On some limit theorems similar to the arc-sin law. Zbl 0147.37004 Breiman, L. 210 1965 Convergence of random processes and limit theorems in probability theory. Zbl 0075.29001 Prokhorov, Yu. V. 182 1956 The description of a random field by means of conditional probabilities and conditions of its regularity. Zbl 0184.40403 Dobrushin, R. L. 174 1968 Stochastic equations for diffusion processes in a bounded region. Zbl 0215.53501 Skorokhod, A. V. 170 1961 Limit theorems for stochastic processes. Zbl 0074.33802 Skorokhod, A. V. 168 1956 Branching processes with immigration and related limit theorems. Zbl 0242.60034 Kawazu, Kiyoshi; Watanabe, Shinzo 106 1971 Nonparametric estimation of a multidimensional probability density. Zbl 0175.17101 Epanechnikov, V. A. 105 1969 A theorem on sums of independent positive random variables and its applications to branching random processes. Zbl 0203.19401 Chistyakov, V. P. 99 1964 The almost sure Skorokhod representation for subsequences in nonmetric spaces. Zbl 0923.60001 Jakubowski, A. 93 1997 Circular law. Zbl 0565.60034 Girko, V. L. 91 1984 On a problem of adaptive estimation in Gaussian white noise. Zbl 0725.62075 Lepskij, O. V. 83 1990 Ergodic properties of recurrent diffusion processes and stabilization of the solution to the Cauchy problem for parabolic equations. Zbl 0093.14902 Khas’minskiĭ, R. Z. 82 1960 Strong Markov processes. Zbl 0073.34801 Dynkin, E. B.; Yushkevich, A. A. 79 1956 Bounds for the moments of linear and quadratic forms in independent variables. Zbl 0101.12003 Whittle, P. 74 1962 Central limit theorem for non-stationary Markov chains. I, II. Zbl 0093.15001 Dobrushin, R. L. 73 1956 Limit behavior of the one-dimensional random walks in random environments. Zbl 0497.60065 Sinaj, Ya. G. 59 1982 Infinitely divisible processes. Zbl 0268.60036 Maruyama, G. 57 1970 Mean-variance hedging of options on stocks with Markov volatilities. Zbl 0836.60075 Di Masi, G. B.; Kabanov, Yu. M.; Runggaldier, W. J. 56 1994 On the composition of unimodal distributions. Zbl 0073.12501 Ibragimov, I. A. 51 1956 The Galton-Watson process with mean one and finite variance. Zbl 0158.35202 Kesten, H.; Ney, P.; Spitzer, F. 46 1966 Large financial markets: Asymptotic arbitrage and contiguity. Zbl 0834.90018 Kabanov, Yu. M.; Kramkov, D. O. 43 1994 On multivariate skewness and kurtosis. Zbl 0807.60020 Móri, T. F.; Rohatgi, V. K.; Székely, G. J. 43 1993 Limit theorems for stochastic processes with independent increments. Zbl 0097.13001 Skorokhod, A. V. 43 1957 A limit theorem for the solutions of differential equations with random right-hand sides. Zbl 0202.48601 Khas’minskiĭ, R. Z. 41 1966 A new look at pricing of the “Russian option”. Zbl 0834.60072 Shepp, L. A.; Shiryaev, A. N. 36 1994 Optimal stopping rules and maximal inequalities for Bessel processes. Zbl 0807.60040 Dubins, L. E.; Shepp, L. A.; Shiryaev, A. N. 36 1993 On a strong mixing condition for stationary random Gaussian processes. Zbl 0091.30001 Kolmogorov, A. N.; Rozanov, Yu. A. 34 1960 Symmetric stable processes as traces of degenerate diffusion processes. Zbl 0238.60060 Molchanov, S. A.; Ostrovskij, E. 33 1969 Existence and uniqueness of semimartingale reflecting Brownian motions in convex polyhedrons. Zbl 0854.60078 Dai, J. G.; Williams, R. J. 31 1995 Certain types of random fields in \(n\)-dimensional spaces similar to stationary stochastic processes. Zbl 0084.12804 Yaglom, A. M. 30 1957 Probability metrics. Zbl 0514.60026 Zolotarev, V. M. 29 1983 On a relation between an estimate of the remainder in the central limit theorem and the law of the iterated logarithm. Zbl 0203.19602 Petrov, V. V. 29 1966 More exact statements of several theorems in the theory of branching processes. Zbl 0089.34202 Zolotarev, V. M. 29 1957 On the nonparametric estimation of a value of a linear functional in Gaussian white noise. Zbl 0532.62061 Ibragimov, I. A.; Khas’minskij, R. Z. 27 1984 On characteristic functionals. Zbl 0089.33801 Sazonov, V. 27 1958 The first passage time of a level and the behavior at infinity for a class of processes with independent increments. Zbl 0149.12903 Zolotarev, V. M. 27 1964 Martingale approach in the theory of goodness-of-fit tests. Zbl 0454.60049 Khmaladze, E. V. 27 1981 Testing hypothesis of the model linear accumulation of damages. Zbl 0399.62099 Bagdonavicus, V. B. 26 1978 On the rate of convergence in the central limit theorem for weakly dependent random variables. Zbl 0448.60019 Tikhomirov, A. N. 26 1980 Age-dependent branching processes allowing immigration. Zbl 0164.46902 Jagers, P. 23 1968 A note to the theory of infinitely divisible laws. Zbl 0301.60014 Kruglov, V. M. 23 1970 Equicontinuous Markov operators. Zbl 0133.40101 Rosenblatt, M. 23 1965 Asymptotically minimax adaptive estimation. I: Upper bounds. Optimally adaptive estimates. Zbl 0738.62045 Lepskij, O. V. 23 1991 Some limit theorems for stationary Markov chains. Zbl 0078.31804 Nagaev, S. V. 22 1958 On the multi-dimensional central limit theorem. Zbl 0139.35206 Borovkov, A. A.; Rogozin, B. A. 21 1965 On limit theorems for the product of random matrices. Zbl 0147.17105 Tutubalin, V. N. 21 1965 Limit theorems for random walks. I, II. Zbl 0202.47403 Skorokhod, A. V.; Slobodenyuk, N. P. 21 1965 A functional central limit theorem for semimartingales. Zbl 0454.60032 Liptser, R. Sh.; Shiryaev, A. N. 21 1980 Conditioned branching processes and their limiting diffusions. Zbl 0253.60073 Lamperti, John; Ney, Peter 19 1968 Dirichlet’s problem for an equation with periodic coefficients depending on a small parameter. Zbl 0138.11602 Freidlin, M. I. 19 1964 On the convergence of sums of random step processes to a Poisson process. Zbl 0202.48302 Grigelionis, B. 19 1963 Two-dimensional analogues of an inequality of Esseen with applications to the central limit theorem. Zbl 0202.48503 Sadikova, S. M. 19 1966 Random substitution of time in strong Markov processes. Zbl 0102.14004 Volkonskij, V. A. 19 1961 On convergence of distribution generated by stationary stochastic processes. Zbl 0174.49201 Davydov, J. A. 19 1968 Convergence of random sequences with the independent random indices. I. Zbl 0837.60018 Korolev, V. Yu. 18 1994 Toward the theory of pricing of options of both European and American types. II: Continuous time. Zbl 0833.60065 Shiryaev, A. N.; Kabanov, Yu. M.; Kramkov, D. O.; Mel’nikov, A. V. 18 1994 Probabilities of large deviations on the whole axis. Zbl 0801.60021 Rozovskij, L. V. 18 1993 Some aspects of insurance mathematics. Zbl 0803.62092 Embrechts, P.; Klüppelberg, C. 18 1993 On an inequality and on the related characterization of the normal distribution. Zbl 0511.60016 Borovkov, A. A.; Utev, S. A. 18 1983 Several uniform estimates of the rate of convergence in the multidimensional central limit theorem. Zbl 0454.60023 Senatov, V. V. 18 1980 No-arbitrage and equivalent martingale measures: An elementary proof of the Harrison-Pliska theorem. Zbl 0834.60045 Kabanov, Yu. M.; Kramkov, D. O. 17 1994 Effective convergence in probability and an ergodic theorem for individual random sequences. Zbl 0917.60039 V’yugin, V. V. 17 1997 Closedness of sum spaces and the generalized Schrödinger problem. Zbl 0915.60007 Rüschendorf, L.; Thomsen, W. 17 1997 Mellin-Stieltjes transformations in probability theory. Zbl 0084.14103 Zolotarev, V. M. 17 1958 On relations between strict sense and wide sense conditional expectations. Zbl 0078.31101 Sidak, Zbynek 17 1957 On a class of degenerate diffusion processes. Zbl 0183.19901 Sonin, I. M. 17 1967 Consistent families of measures and their extensions. Zbl 0201.49102 Vorob’ev, N. N. 17 1962 The laws of large numbers for identically distributed Banach space valued random variables. Zbl 0466.60007 Azlarov, T. A.; Volodin, N. A. 17 1981 On conditional probability spaces generated by a dimensionally ordered set of measures. Zbl 0073.12302 Rényi, Alfréd 17 1956 Limit theorems for solutions of the Burgers equation with Gaussian and non-Gaussian initial conditions. Zbl 0853.35139 Leonenko, N.; Orsingher, E. 16 1995 Monge-Kantorovich problem on mass transition and its applications in stochastics. Zbl 0565.60010 Rachev, S. T. 16 1984 On the convergence to normality of quadratic forms in independent variables. Zbl 0146.40905 Whittle, P. 16 1965 On large deviations in Banach spaces. Zbl 0623.60012 Bentkus, V. Yu. 15 1986 Limit theorems for branching stochastic processes of special form. Zbl 0089.34201 Sevast’yanov, B. A. 15 1957 Branching stochastic processes for particles diffusing in a restricted domain with absorbing boundaries. Zbl 0198.22403 Sevast’yanov, B. A. 15 1958 On the distribution of the first jump. Zbl 0139.35501 Rogozin, B. A. 15 1964 A refinement of two theorems in the theory of branching processes. Zbl 0166.14202 Heathcote, C. R.; Seneta, E.; Vere-Jones, D. 15 1967 An asymptotic behaviour of local times of a recurrent random walk with finite variance. Zbl 0474.60056 Borodin, A. N. 15 1981 A pathwise solution of the equations of nonlinear filtering. Zbl 0487.60049 Davis, M. H. A. 15 1982 Cuts in natural exponential families. Zbl 0852.62019 Barndorff-Nielsen, O. E.; Koudou, A. E. 14 1995 Limit theorems for the compositions of distributions in the Lobachevsky plane and space. Zbl 0107.35603 Karpelevich, F. I.; Tutubalin, V. N.; Shur, M. G. 14 1959 Some recent work and further problems in the theory of queues. Zbl 0134.14302 Kendall, D. G. 14 1964 On estimates of regression coefficients. Zbl 0199.53601 Kholevo, A. S. 14 1969 On the rate of convergence in Kolmogorov’s uniform limit theorem. I. Zbl 0458.60024 Arak, T. V. 14 1981 On the theory of large deviations. Zbl 0807.60036 Pukhal’skij, A. A. 13 1993 Local Bahadur optimality and characterization problems. Zbl 0537.62018 Nikitin, Ya. Yu. 13 1984 Well-calibrated, coherent forecasting systems. Zbl 0909.62085 Berti, P.; Regazzini, E.; Rigo, P. 13 1997 On the exact constant for the Rosenthal inequality. Zbl 0927.60023 Ibragimov, R.; Sharakhmetov, Sh. 13 1997 On Skorokhod convergence. Zbl 0074.34102 Kolmogorov, A. N. 13 1956 Zero-zero chance-constrained games. Zbl 0206.23201 Charnes, A.; Kirby, M. J. L.; Raike, W. M. 13 1968 Probability distributions on bicompact topological groups. Zbl 0102.14102 Kloss, B. M. 13 1960 Integral limit theorems taking into account large deviations when Cramer’s condition does not hold. I. Zbl 0172.21901 Nagaev, A. V. 13 1969 On the rate of convergence in the central limit theorem for m-dependent random variables. Zbl 0437.60018 Shergin, V. V. 13 1979 Asymptotically minimax adaptive estimation. II: Schemes without optimal adaption. Adaptive estimates. Zbl 0761.62115 Lepskij, O. V. 12 1992 Le “skew-Brownian motion” et les processus qui en dérivent. (The ‘skew Brownian motion’ and the processes derived from this). Zbl 0696.60080 Ouknine, Youssef 12 1990 Limit theorems for the number of empty cells in the equiprobable scheme of group disposal of particles. Zbl 0517.60008 Vatutin, V. A.; Mikhajlov, V. G. 12 1982 Multiplicity and representation theory of purely non-deterministic stochastic processes. Zbl 0171.38902 Kallianpur, Gopinath; Mandrekar, V. 12 1965 On the Chebyshev-Cramér asymptotic expansions. Zbl 0201.51001 Ibragimov, I. A. 12 1967 The almost sure Skorokhod representation for subsequences in nonmetric spaces. Zbl 0923.60001 Jakubowski, A. 93 1997 Effective convergence in probability and an ergodic theorem for individual random sequences. Zbl 0917.60039 V’yugin, V. V. 17 1997 Closedness of sum spaces and the generalized Schrödinger problem. Zbl 0915.60007 Rüschendorf, L.; Thomsen, W. 17 1997 Well-calibrated, coherent forecasting systems. Zbl 0909.62085 Berti, P.; Regazzini, E.; Rigo, P. 13 1997 On the exact constant for the Rosenthal inequality. Zbl 0927.60023 Ibragimov, R.; Sharakhmetov, Sh. 13 1997 A refinement of the central limit theorem for random determinants. Zbl 0923.60027 Girko, V. L. 10 1997 Maximum of the critical Galton-Watson processes and left-continuous random walks. Zbl 0909.60076 Vatutin, V. A.; Topchij, V. A. 8 1997 On the Russian option: The expected waiting time. Zbl 0924.60012 Graversen, S. E.; Peškir, G. 6 1997 Asymptotic minimaxity of chi-square tests. Zbl 0911.62039 Ermakov, M. S. 6 1997 Some refinements of probabilistic and moment inequalities. Zbl 0923.60023 Nagaev, S. V. 6 1997 Variance inequalities for covariance kernels and applications to central limit theorems. Zbl 0915.60036 Cacoullos, T.; Papadatos, N.; Papathanasiou, V. 6 1997 The Skitovich-Darmois theorem for discrete periodic Abelian groups. Zbl 0921.60007 Fel’dman, G. M. 6 1997 Approximation of quadratic forms of independent random vectors by accompanying laws. Zbl 0913.60034 Bentkus, V.; Götze, F.; Zaitsev, A. Yu. 5 1997 Propagation of chaos for queueing networks. Zbl 0906.60063 Borovkov, K. A. 5 1997 A controlled jump discounted model with constraints. Zbl 0908.60026 Piunovskij, A. B. 4 1997 Weak convergence of distributions of separable statistics. Zbl 0915.60035 Kudlaev, E. M. 3 1997 Maximum likelihood estimator and Kullback-Leibler information in misspecified Markov chain models. Zbl 0947.62052 Greenwood, P. E.; Wefelmeyer, W. 3 1997 The Eaton problem and multiplicative properties of multivariate distributions. Zbl 0921.62067 Lisitskij, A. D. 3 1997 Optimal bounds for the Prokhorov distance of the Miller-Sen process and Brownian motion. Zbl 0920.60015 Ferger, D. 3 1997 Weak convergence of the integrated number of level crossings to the local time for Wiener processes. Zbl 0911.60005 Berzin-Joseph, C.; León, J. R. 3 1997 To the invariance principle. Zbl 0908.60013 Kruglov, V. M. 2 1997 Probabilities of large deviations of sums of independent random variables with a common distribution function from the domain of attraction of an asymmetric stable law. Zbl 0915.60044 Rozovskij, L. V. 2 1997 On the Brownian first-passage time over a one-sided stochastic boundary. Zbl 0924.60069 Peškir, G.; Shiryaev, A. N. 2 1997 On the convergence of distributions of random sums of independent random variables to stable laws. Zbl 0911.60006 Korolev, V. Yu. 2 1997 On the convergence of distributions of random sums of independent random variables to stable laws. Zbl 0908.60004 Korolev, V. Yu. 2 1997 On a method of expansion of the probabilities of lattice random variables. Zbl 0906.60012 Jakševičius, S. 1 1997 A probabilistic approach to a nonlinear differential equation on a Riemannian manifold. Zbl 0910.58040 Dynkin, E. B. 1 1997 On the longest head-run in an individual random sequence. Zbl 0908.60067 V’yugin, V. V. 1 1997 Approximation of local probabilities of sums of independent random variables. Zbl 0910.60010 Mukhin, A. B. 1 1997 On a Poisson approximation for the distribution of the number of empty cells in a nonhomogeneous allocation scheme. Zbl 0909.60029 Mikhajlov, V. G. 1 1997 On the existence of strong solutions of diffusion-type stochastic equations in \(\mathbb{R}^m\). Zbl 0906.60049 Pisanets, S. I. 1 1997 Existence and uniqueness of semimartingale reflecting Brownian motions in convex polyhedrons. Zbl 0854.60078 Dai, J. G.; Williams, R. J. 31 1995 Limit theorems for solutions of the Burgers equation with Gaussian and non-Gaussian initial conditions. Zbl 0853.35139 Leonenko, N.; Orsingher, E. 16 1995 Cuts in natural exponential families. Zbl 0852.62019 Barndorff-Nielsen, O. E.; Koudou, A. E. 14 1995 Nonlinear filtering using random particles. Zbl 0860.60030 Del Moral, P. 10 1995 A refinement of the central limit theorem for sums of independent random indicators. Zbl 0861.60029 Volkova, A. Yu. 10 1995 Rate of convergence in the central limit theorem for fields of associated random variables. Zbl 0849.60015 Bulinskij, A. V. 8 1995 Large deviations for solutions of stochastic equations. Zbl 0863.60052 Makhno, S. Ya. 7 1995 Convergence of random sequences with independent random indices. II. Zbl 0863.60022 Korolev, V. Yu. 7 1995 The domains of attraction of semistable laws. Zbl 0853.60011 Grinevich, I. V.; Khokhlov, Yu. S. 6 1995 On probability distributions on the field of \(p\)-adic numbers. Zbl 0848.60011 Khrennikov, A. Yu. 5 1995 The Fubini theorem for stochastic integrals with respect to \(L^ 0\)-valued random measures depending on a parameter. Zbl 0852.60060 Lebedev, V. A. 5 1995 Graphs of systems of two term equations with Boolean unknowns. Zbl 0842.60010 Balakin, G. V. 4 1995 Spectral properties of sample covariance matrices. Zbl 0898.62081 Serdobol’skij, V. I. 4 1995 On a group analogue of a theorem of A. M. Kagan. Zbl 0839.60010 Lisyanoj, S. V. 4 1995 Comparison theorems for distribution functions of quadratic forms of Gaussian vectors. Zbl 0853.60018 Bakirov, N. K. 4 1995 On the extensions of the von Mises frequency approach and Kolmogorov axiomatic approach to the \(p\)-adic probability theory. Zbl 0852.60002 Khrennikov, A. Yu. 4 1995 On local times for functions and stochastic processes. I. Zbl 0909.60057 Nasyrov, F. S. 4 1995 Graphs of systems of two term equations with Boolean unknowns. Zbl 0852.60010 Balakin, G. V. 3 1995 Relationship between local and integral limit theorems. Zbl 0844.60010 Mukhin, A. B. 3 1995 On the distribution of the number of solutions of consistent systems of random equations. Zbl 0847.60049 Kopyttsev, V. A. 3 1995 Asymptotic minimaxity of tests of the Kolmogorov and omega-square types. Zbl 0898.62058 Ermakov, M. S. 2 1995 Marcinkiewicz-Zygmund laws for Banach space valued random variables with multidimensional parameters. Zbl 0843.60004 Nguyen Van Giang 2 1995 A small deviation theorem for independent random variables. Zbl 0841.60017 Shao, Q. M. 2 1995 On asymptotic optimality of estimators of parameters under the LAQ condition. Zbl 0898.62031 Gushchin, A. A. 2 1995 Central limit theorem of the perturbed sample quantile for a sequence of \(m\)-dependent nonstationary random processes. Zbl 0839.60026 Sun, Shan 2 1995 On the distribution of the number of solutions of random systems of equations which are known to be consistent. Zbl 0852.60074 Kopyttsev, V. A. 2 1995 On the convergence of random processes generated by polyhedral approximation of convex compacts. Zbl 0852.60011 Molchanov, I. S. 2 1995 A matrix equation for resolvents of random matrices with independent blocks. Zbl 0858.15009 Girko, V. L. 2 1995 Repetition of states of a random-number generator under multiple access. Zbl 0857.65008 Mikhailov, V. G. 2 1995 A functional limit theorem for random variables with strong residual dependence. Zbl 0865.60023 Rusakov, O. V. 2 1995 Reversion of Chebyshev’s inequality. Zbl 0878.60015 Bagdasarov, D. R.; Ostrovskij, E. I. 2 1995 Fubini theorem for parameter-dependent stochastic integrals with respect to \(L^ 0\)-valued random measures. Zbl 0844.60028 Lebedev, V. A. 2 1995 Almost sure convergence of multiple series of independent random variables. Zbl 0845.60028 Klesov, O. I. 1 1995 On efficient estimation of smooth functionals. Zbl 0898.62047 Goldstein, L.; Khas’minskiĭ, R. Z. 1 1995 Linear estimators and radonifying operators. Zbl 0839.62089 Luschgy, H. 1 1995 Unimprovable exponential bounds for distributions of sums of a random number of random variables. Zbl 0852.60018 Borovkov, A. A. 1 1995 Characterization of probability law by absolute moments of its partial sums. Zbl 0852.62017 Braverman, M. Sh.; Mallows, C. L.; Shepp, L. A. 1 1995 On distribution of quadratic forms in Gaussian random variables. Zbl 0853.60010 Christoph, Gerd; Prokhorov, Yu. V.; Ul’yanov, V. V. 1 1995 A local limit theorem for multiple Wiener-Itô stochastic integrals. Zbl 0852.60061 Davydov, Yu. A.; Manukyan, R. R. 1 1995 A generalization of E. Siebert’s theorem on convergence of convolution semigroups and accompanying laws. Zbl 0857.60007 Hazod, W. 1 1995 Behavior of random measures under filtration change. Zbl 0858.60051 Lebedev, V. A. 1 1995 Retrospective detection of the change-point in some models of regression type. Zbl 0898.62110 Darkhovskij, B. S. 1 1995 On the extensions of the von Mises frequency approach and Kolmogorov approximative approach to the \(p\)-adic probability theory. Zbl 0840.60005 Khrennikov, A. Yu. 1 1995 Characterization of probability distributions by absolute moments of partial sums. Zbl 0840.62013 Braverman, M. Sh.; Mallows, C. L.; Shepp, L. A. 1 1995 Mean-variance hedging of options on stocks with Markov volatilities. Zbl 0836.60075 Di Masi, G. B.; Kabanov, Yu. M.; Runggaldier, W. J. 56 1994 Large financial markets: Asymptotic arbitrage and contiguity. Zbl 0834.90018 Kabanov, Yu. M.; Kramkov, D. O. 43 1994 A new look at pricing of the “Russian option”. Zbl 0834.60072 Shepp, L. A.; Shiryaev, A. N. 36 1994 Convergence of random sequences with the independent random indices. I. Zbl 0837.60018 Korolev, V. Yu. 18 1994 Toward the theory of pricing of options of both European and American types. II: Continuous time. Zbl 0833.60065 Shiryaev, A. N.; Kabanov, Yu. M.; Kramkov, D. O.; Mel’nikov, A. 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V. 5 1994 The development of the mathematical theory of extremes in the past half century. Zbl 0832.60060 Galambos, J. 5 1994 Absolute continuity of transition probabilities of multidimensional processes with stationary independent increments. Zbl 0831.60024 Yamazato, M. 4 1994 Martingale methods for random walks in a one-dimensional random environment. Zbl 0846.60069 Butov, A. A. 4 1994 Continual analogues of random polynomials that are orthogonal on a circle. Zbl 0832.60071 Teplyaev, A. V. 3 1994 On the strong law of large numbers for blockwise independent and blockwise orthogonal random variables. Zbl 0847.60022 Gaposhkin, V. F. 3 1994 A local limit theorem for nonhomogeneous random walk on a lattice. Zbl 0837.60067 Zhizhina, E. A.; Minlos, R. A. 2 1994 On the support of the solutions of stochastic differential equations. Zbl 0837.60055 Gyöngy, I. 2 1994 On the rational pricing of the “Russian option” for the symmetrical binomial model of a \((B,S)\)-market. Zbl 0836.90013 Kramkov, D. O.; Shiryaev, A. N. 2 1994 Limit theorems involving restricted convergence. Zbl 0831.60035 Rossberg, H.-J. 2 1994 Distributions of Itô processes: Estimates for the density and for conditional expectations of integral functionals. Zbl 0844.60030 Dokuchaev, N. G. 2 1994 On a problem of a Khinchin-type decomposition theorem for extreme values. Zbl 0833.60055 Pancheva, E. 1 1994 Multimodal convolutions of unimodal infinitely divisible distributions. Zbl 0834.60018 Sato, K. 1 1994 ...and 886 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 6,587 Authors 32 Mikosch, Thomas 30 Zaitsev, Andrei Yu. 27 Götze, Friedrich 26 Bouzebda, Salim 26 Leonenko, Nikolai N. 21 Tang, Qihe 20 Bobkov, Sergey Germanovich 20 Sunklodas, Jonas Kazys 19 Korolev, Viktor Yur’evich 17 Ibragimov, Il’dar Abdullovich 16 Bentkus, Vidmants-Kastytis 16 Erdős, László 16 Li, Zenghu 16 Rachev, Svetlozar T. 15 Chistyakov, Gennadiĭ Petrovich 15 Gapeev, Pavel V. 15 Horváth, Lajos 15 Kohler, Michael 15 Veraverbeke, Noël 14 Balakrishnan, Narayanaswamy 14 Borovkov, Aleksandr Alekseevich 14 Samorodnitsky, Gennady Pinkhosovich 14 Vatutin, Vladimir Alekseevich 14 Wang, Yuebao 13 Brzeźniak, Zdzisław 13 Henze, Norbert 13 Nikulin, Mikhail Stepanovich 13 Ramanan, Kavita 13 Resnick, Sidney Ira 13 Wang, Xuejun 13 Yang, Yang 12 Berkes, István 12 Davydov, Yu. A. 12 Devroye, Luc P. J. 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R. 10 Mogul’skii, Anatolii Alfredovich 10 Paulauskas, Vygantas Ionovič 10 Pitman, Jim William 10 Rosalsky, Andrew 10 Schröder, Dominik 10 Wang, Kaiyong 10 Zou, Guohua 9 Astashkin, Sergeĭ Vladimir 9 Budhiraja, Amarjit S. 9 Coletti, Giulianella 9 Dawson, Donald Andrew 9 Foss, Sergey G. 9 Hall, Peter Gavin 9 Korolyuk, Volodymyr Semenovych 9 Kulik, Alexey M. 9 Lepskiĭ, Oleg Vital’evich 9 Li, Jinzhu 9 Ma, Chunhua 9 Nagaev, Sergeĭ Viktorovich 9 Norvaiša, Rimas 9 Peng, Jiangyan 9 Račkauskas, Alfredas Yurgevich 9 Sagitov, Serik 9 Sakhno, Lyudmyla Mykhaĭlivna 9 Schachermayer, Walter 9 Souissi, Abdessatar 9 Surgailis, Donatas 9 Veretennikov, Alexander Yu. 9 Wang, Dingcheng 9 Zeifman, Alexander Izrailevich 9 Zwart, Bert P. 8 Anh, Vo V. 8 Bai, Zhi-Dong 8 Baltrūnas, Aleksandras 8 Barakat, Haroon Mohamed 8 Bening, Vladimir E. 8 Bogachev, Vladimir Igorevich ...and 6,487 more Authors all top 5 Cited in 574 Journals 354 Statistics & Probability Letters 280 Stochastic Processes and their Applications 212 Journal of Mathematical Sciences (New York) 193 Journal of Statistical Planning and Inference 178 Lithuanian Mathematical Journal 178 Journal of Multivariate Analysis 140 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 139 The Annals of Applied Probability 135 Probability Theory and Related Fields 128 Journal of Soviet Mathematics 124 The Annals of Probability 121 The Annals of Statistics 110 Mathematical Notes 107 Journal of Mathematical Analysis and Applications 107 Ukrainian Mathematical Journal 100 Journal of Theoretical Probability 100 Bernoulli 92 Journal of Applied Probability 82 Transactions of the American Mathematical Society 66 Siberian Mathematical Journal 66 Insurance Mathematics & Economics 59 Annals of the Institute of Statistical Mathematics 53 Journal of Statistical Physics 49 Communications in Mathematical Physics 48 Advances in Applied Probability 46 Journal of Functional Analysis 45 Annales de l’Institut Henri Poincaré. 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Mathematics 10 Journal of Time Series Analysis 10 Statistical Science 10 International Journal of Approximate Reasoning 10 Russian Physics Journal 10 Scandinavian Actuarial Journal ...and 474 more Journals all top 5 Cited in 63 Fields 3,795 Probability theory and stochastic processes (60-XX) 1,995 Statistics (62-XX) 485 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 326 Partial differential equations (35-XX) 252 Numerical analysis (65-XX) 244 Operations research, mathematical programming (90-XX) 243 Statistical mechanics, structure of matter (82-XX) 193 Systems theory; control (93-XX) 168 Functional analysis (46-XX) 166 Dynamical systems and ergodic theory (37-XX) 147 Measure and integration (28-XX) 147 Operator theory (47-XX) 141 Computer science (68-XX) 132 Linear and multilinear algebra; matrix theory (15-XX) 124 Biology and other natural sciences (92-XX) 121 Combinatorics (05-XX) 100 Fluid mechanics (76-XX) 76 Ordinary differential equations (34-XX) 74 Calculus of variations and optimal control; optimization (49-XX) 73 Information and communication theory, circuits (94-XX) 59 Quantum theory (81-XX) 43 Harmonic analysis on Euclidean spaces (42-XX) 38 Number theory (11-XX) 37 Real functions (26-XX) 37 Approximations and expansions (41-XX) 34 Global analysis, analysis on manifolds (58-XX) 33 History and biography (01-XX) 28 Differential geometry (53-XX) 27 Integral equations (45-XX) 24 Mathematical logic and foundations (03-XX) 23 Abstract harmonic analysis (43-XX) 21 Potential theory (31-XX) 21 Special functions (33-XX) 21 General topology (54-XX) 20 Mechanics of deformable solids (74-XX) 19 Integral transforms, operational calculus (44-XX) 18 Relativity and gravitational theory (83-XX) 17 Convex and discrete geometry (52-XX) 16 Topological groups, Lie groups (22-XX) 14 Group theory and generalizations (20-XX) 14 Functions of a complex variable (30-XX) 14 Difference and functional equations (39-XX) 13 Geophysics (86-XX) 11 Mechanics of particles and systems (70-XX) 7 General and overarching topics; collections (00-XX) 7 Order, lattices, ordered algebraic structures (06-XX) 7 Sequences, series, summability (40-XX) 5 Field theory and polynomials (12-XX) 5 Classical thermodynamics, heat transfer (80-XX) 4 Commutative algebra (13-XX) 4 Optics, electromagnetic theory (78-XX) 3 Algebraic geometry (14-XX) 3 Nonassociative rings and algebras (17-XX) 3 Manifolds and cell complexes (57-XX) 2 Category theory; homological algebra (18-XX) 2 Geometry (51-XX) 2 Algebraic topology (55-XX) 2 Astronomy and astrophysics (85-XX) 1 General algebraic systems (08-XX) 1 Associative rings and algebras (16-XX) 1 \(K\)-theory (19-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Mathematics education (97-XX) Citations by Year