Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka Short Title: Teor. Ĭmovirn. Mat. Stat. Publisher: Taras Shevchenko National University of Kiev (Kyïvs’kyĭ Universytet Im. Tarasa Shevchenka), Faculty of Mechanics and Mathematics, Department of Probability Theory, Statistics and Actuarial Mathematics, Kiev ISSN: 0868-6904 Online: http://probability.univ.kiev.ua/tims/index.php Translation: Theory of Probability and Mathematical Statistics Predecessor: Teoriya Veroyatnosteĭ i Matematicheskaya Statistika Comments: Journal; No longer indexed; From Vol. 83 (2010) - Vol. 101 (2019) translated in: Theory Probab. Math. Stat. As of Vol. 102 (2020) published as: Theory Probab. Math. Stat. Documents Indexed: 552 Publications (1994–2010) all top 5 Latest Issues 82 (2010) 81 (2009) 80 (2009) 79 (2008) 78 (2008) 77 (2007) 76 (2007) 75 (2006) 74 (2006) 73 (2005) 72 (2005) 71 (2004) 70 (2004) 69 (2004) 68 (2003) 67 (2002) 66 (2002) 65 (2001) 64 (2001) 63 (2000) 62 (2000) 61 (2000) 60 (1999) 59 (1998) 58 (1998) 57 (1997) 56 (1997) 55 (1996) 54 (1996) 53 (1995) 52 (1995) 51 (1994) all top 5 Authors 31 Kozachenko, Yuriĭ Vasyl’ovych 30 Mishura, Yuliya Stepanivna 21 Maĭboroda, Rostyslav Yevgenovych 18 Buldygin, Valeriĭ Volodymyrovych 18 Matsak, Ivan K. 13 Kartashov, Mykola Valentynovych 11 Klesov, Oleg I. 11 Korolyuk, Volodymyr Semenovych 11 Shevchenko, Georgiy M. 10 Sugakova, Olena Volodymyrivna 9 Yurachkivsky, Andriĭ P. 8 Bondarev, Borys Volodymyrovych 8 Gusak, Dmytro V. 8 Koval’, Valerij O. 8 Kukush, Oleksandr Georgiĭovych 8 Pratsiovytyi, Mykola 8 Yadrenko, Mykhaĭlo Ĭosypovych 7 Knopov, Pavel S. 7 Limnios, Nikolaos 7 Radchenko, Vadym Mykolaĭovych 7 Steinebach, Josef G. 6 Ivanov, Aleksandr Vladimirovich 6 Kushnir, O. O. 6 Leonenko, Nikolai N. 6 Moklyachuk, Mykhaĭlo Pavlovych 6 Silvestrov, Dmitrii 5 Anisimov, Vladimir Vladislavovič 5 Kovalenko, Igor Mykolaĭovych 5 Kulinich, Grygoriĭ Logvynovych 5 Kurchenko, Oleksandr O. 5 Melnikov, Aleksander Viktorovich 5 Olenko, Andriy Yakovych 5 Pashko, A. O. 5 Petunin, Yuriĭ Ivanovich 5 Pogány, Tibor K. 5 Swishchuk, Anatoliy 5 Voina, O. A. 5 Zakusylo, Oleg K. 5 Zinchenko, Nadiya M. 4 Aissani, Djamil 4 Iksanov, Aleksander M. 4 Khusanbaev, Ya. M. 4 Masol, Viktoriya V. 4 Orsingher, Enzo 4 Posashkov, Sergij V. 4 Prakasa Rao, B. L. S. 4 Skorokhod, Anatoliĭ Volodymyrovych 4 Torbin, Grygoriy Myroslavovych 3 Degtyar, S. V. 3 Ezhov, Igor’ Ivanovich 3 Giuliano Antonini, Rita 3 Goncharenko, Ya. V. 3 Il’chenko, Svitlana A. 3 Il’jenko, A. B. 3 Kadankova, Tat’yana V. 3 Krasnitskiĭ, Sergeĭ M. 3 Leonenko, M. M. 3 Lin’kov, Yu. M. 3 Masol, Volodymyr I. 3 Melnik, Sergei A. 3 Ponomarenko, A. I. 3 Ponomarenko, O. Ī. 3 Portenko, Mykola Ivanovych 3 Ryzhov, A. Yu. 3 Samoilenko, Igor V. 3 Semenovs’ka, Nataliya V. 3 Sharakhmetov, Shaturgun 3 Yeleyko, Yaroslav I. 3 Zolota, Aelita V. 2 Ahn, V. V. 2 Albrecher, Hansjörg 2 Androshchuk, Taras O. 2 Angulo, José Miguel 2 Anh, Vo V. 2 Baev, Artem V. 2 Bardadym, T. O. 2 Belyaev, Yuriĭ Konstantinovich 2 Bratijchuk, M. S. 2 Carkovs, Jevgenijs 2 Conti, Pier Luigi 2 Derieva, O. M. 2 Endzhyrgli, M. V. 2 Filonov, Yu. P. 2 Girko, Vyacheslav Leonidovich 2 Indlekofer, Karl-Heinz 2 Ivanenko, Dmytro O. 2 Ivan’ko, Yu. O. 2 Kadankov, Viktor F. 2 Kaminskii, A. B. 2 Kane, Selly 2 Klykavka, B. M. 2 Krvavych, Yurij V. 2 Kubajchuk, O. O. 2 Kulik, Alexey M. 2 Kushnirenko, Svitlana V. 2 Lavrent’yev, O. S. 2 Lebedev, Eugene O. 2 Ling, Chengxiu 2 Lodatko, N. 2 Lysak, Nataliya P. ...and 274 more Authors all top 5 Fields 461 Probability theory and stochastic processes (60-XX) 155 Statistics (62-XX) 32 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 20 Operations research, mathematical programming (90-XX) 19 Systems theory; control (93-XX) 18 Partial differential equations (35-XX) 15 History and biography (01-XX) 15 Ordinary differential equations (34-XX) 12 Functional analysis (46-XX) 11 Operator theory (47-XX) 10 Real functions (26-XX) 9 Measure and integration (28-XX) 9 Numerical analysis (65-XX) 8 Harmonic analysis on Euclidean spaces (42-XX) 7 Computer science (68-XX) 6 Sequences, series, summability (40-XX) 6 Information and communication theory, circuits (94-XX) 5 Dynamical systems and ergodic theory (37-XX) 4 Number theory (11-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Approximations and expansions (41-XX) 3 Special functions (33-XX) 2 Combinatorics (05-XX) 2 Functions of a complex variable (30-XX) 2 Mechanics of particles and systems (70-XX) 2 Biology and other natural sciences (92-XX) 1 Difference and functional equations (39-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Fluid mechanics (76-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 226 Publications have been cited 814 times in 686 Documents Cited by ▼ Year ▼ A survey of recursive trees. Zbl 0933.05038 Smythe, Robert T.; Mahmoud, Hosam M. 73 1994 Normal modified stable processes. Zbl 1026.60058 Barndorff-Nielsen, Ole E.; Shephard, Neil 38 2001 Catalytic branching random walk and queuing systems with random number of independent servers. Zbl 1097.60068 Vatutin, V. A.; Topchij, V. A.; Yarovaya, E. B. 20 2003 Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance. Zbl 0998.60059 Svishchuk, A. V.; Kazmerchuk, Yu. I. 18 2001 Estimation for the discretely observed telegraph process. Zbl 1242.62091 Iacus, S. M.; Yoshida, N. 17 2008 A subgeometric estimate of the stability for time-homogeneous Markov chains. Zbl 1224.60030 Golomozyj, V. V. 15 2009 Asymptotic analysis of a measure of variation. Zbl 1150.62363 Albrecher, H.; Teugels, J. L. 14 2006 Malliavin calculus for Lévy processes with arbitrary Lévy measures. Zbl 1123.60040 Kulik, A. M. 13 2005 Limiting behaviour of moving average processes under negative association assumption. Zbl 1199.60074 Chen, P.; Hu, T.-C.; Volodin, A. 13 2007 Conditions for the existence and smoothness of the distribution density of the Ornstein-Uhlenbeck process with Lévy noise. Zbl 1224.60213 Bodnarchuk, S. V.; Kulyk, O. M. 11 2008 Boundedness, limits, and stability of solutions of a perturbation of a nonhomogeneous renewal equation on a semiaxis. Zbl 1224.60190 Kartashov, M. V. 11 2009 Motions with finite velocity analyzed with order statistics and differential equations. Zbl 1097.60088 De Gregorio, A.; Orsinger, E.; Sakhno, L. 10 2004 The upper bound for the number of complete mappings. Zbl 0945.60005 Cooper, K.; Kovalenko, I. M. 10 1995 On some features of asymptotically quasi-inverse functions and their applications. I. Zbl 1103.26001 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. 10 2005 Abelian and Tauberian theorems for random fields on two-point homogeneous spaces. Zbl 1097.60035 Malyarenko, A. A. 9 2004 Path properties of multifractal Brownian motion. Zbl 1224.60080 Ral’chenko, K. V.; Shevchenko, G. M. 9 2009 Consistency of the least squares estimator of the amplitudes and angular frequencies of a sum of harmonic oscillations in models with long-range dependence. Zbl 1223.62145 Ivanov, A. V. 9 2009 Wavelet estimates of density by observations from mixtures. Zbl 1071.62033 Pokhyl’ko, D. 9 2005 Minimum \(L_1\)-norm estimation for fractional Ornstein-Uhlenbeck type processes. Zbl 1097.62075 Prakasa Rao, B. L. S. 8 2004 Approximation of fractional Brownian motion by Wiener integrals. Zbl 1224.60079 Mishura, Yu. S.; Banna, O. L. 8 2008 Exponential asymptotic for a perturbed renewal equation. Zbl 0946.60080 Silvestrov, D. S. 8 1995 Strong stability in retrial queues. Zbl 1050.60073 Berdjoudj, Louisa; Aissani, Djamil 8 2003 Necessary and sufficient condition for the Lamperti invariance principle. Zbl 1050.60040 Račkauskas, Alfredas; Suquet, Charles 8 2003 Measurement and performance of the strong stability method. Zbl 1125.60094 Bouallouche, Louiza; Aissani, Djamil 7 2005 Threshold structure of optimal stopping strategies for American type option. II. Zbl 1102.91048 Jönsson, H.; Kukush, A. G.; Silvestrov, D. S. 7 2005 Spectral theory of renormalized fractional random fields. Zbl 1029.60040 Anh, V. V.; Leonenko, N. N. 7 2002 The stochastic stability of interest rates with jump changes. Zbl 0990.60059 Svishchuk, A. V.; Kalemanova, A. V. 7 2000 Some remarks on the testing of smooth changes in the linear drift of a stochastic process. Zbl 0980.62076 Steinebach, Josef 7 2000 Representations for the rate of convergence of birth-death processes. Zbl 1026.60100 van Doorn, Erik A. 7 2001 Diffusion approximation of evolutionary systems with equilibrium in asymptotic split phase space. Zbl 1075.60099 Korolyuk, Vladimir S.; Limnios, Nicolaos 7 2005 Approximation of \(\text{SSub}_{\varphi}(\Omega)\) stochastic processes in the space \(L_p(\mathbb T)\). Zbl 1224.60067 Kozachenko, Yu. V.; Kamenshchikova, O. E. 6 2008 On exponential bounds for mixing and the rate of convergence for Student processes. Zbl 1224.60127 Abourashchi, N.; Veretennikov, A. Yu. 6 2009 Sufficient conditions for the characteristic function of a two-dimensional isotropic distribution. Zbl 0941.60034 Pasenchenko, O. Yu. 6 1995 Improved estimates for moments by observations from mixtures. Zbl 1070.62017 Majboroda, R.; Kubajchuk, O. 6 2005 One limit theorem for stochastic networks and its applications. Zbl 1050.60087 Lebedev, E. O. 6 2003 Properties of maximum likelihood estimates in diffusion and fractional Brownian models. Zbl 1051.62067 Rudomino-Dusyatska, N. 6 2003 Accuracy and reliability of models of stochastic processes of the space \(\text{Sub}_{\varphi}(\Omega)\). Zbl 1100.60016 Kozachenko, Yu. V.; Rozora, I. V. 5 2004 Justification of the Fourier method for hyperbolic equations with random initial conditions. Zbl 1106.35152 Kozachenko, Yu. V.; Slyvka, G. I. 5 2004 Threshold structure of optimal stopping strategies for American type option. I. Zbl 1101.91040 Jönsson, H.; Kukush, A. G.; Silvestrov, D. S. 5 2004 Approximation of a stochastic integral with respect to fractional Brownian motion by integrals with respect to absolutely continuous processes. Zbl 1118.60049 Androshchuk, T. O. 5 2005 Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1224.91194 Mishura, Yu. S.; Posashkova, S. V.; Shevchenko, G. M. 5 2008 On the ruin probability of insurance company functioning on the \((B,S)\)-market. Zbl 1150.91421 Baev, A. V.; Bondarev, B. V. 5 2006 A precise upper bound for the error of interpolation of stochastic processes. Zbl 1097.60023 Olenko, A. Ya.; Pogány, T. K. 4 2004 Strong stability in a G/M/1 queueing system. Zbl 1097.60076 Benaouicha, Mustapha; Aissani, Djamil 4 2004 A criterion for testing hypotheses about the covariance function of a Gaussian stationary process. Zbl 1097.62077 Kozachenko, Yu. V.; Fedoryanych, T. V. 4 2004 Lundberg approximation for the risk function in an almost homogeneous environment. Zbl 1116.60039 Kartashov, M. V.; Stroev, O. M. 4 2005 On asymptotic normality of estimators of unit impulse responses of linear systems. II. Zbl 0927.62097 Buldygin, V. V.; Fu, Li 4 1996 Strong consistency of the maximum spacing estimate. Zbl 0921.62025 Ekström, Magnus 4 1996 On a deductive logic-based spatiotemporal random field theory. Zbl 1027.60026 Christakos, G. 4 2002 Self-similar processes with stationary increments from the space \(\text{SSub}_{\varphi}(\Omega)\). Zbl 1026.60037 Kozachenko, Yu.; Sottinen, T.; Vasylyk, O. 4 2001 Renormalization and homogenization of solutions of the inhomogeneous heat equation with a linear potential and of the related Burgers equation with random data. Zbl 1004.60017 Leonenko, N. N.; Mel’nikova, O. O. 4 2000 Black-Scholes formula for a market in a random environment. Zbl 0989.60056 Griego, R. J.; Svishchuk, A. V. 4 2000 Evaluation of bias in higher-order spectral estimation. Zbl 1224.62077 Ahn, V. V.; Leonenko, N. N.; Sakhno, L. M. 4 2009 Comparing the efficiency of structural and functional methods in measurement error models. Zbl 1222.62086 Schneeweiss, H.; Kukush, A. 4 2009 Fractal properties of some Bernoulli convolutions. Zbl 1224.60082 Goncharenko, Ya. V.; Prats’ovytyj, M. V.; Torbin, G. M. 4 2008 On the central limit theorem for aperiodic dynamical systems and application. Zbl 0938.37007 De la Rue, T.; Ladouceur, S.; Peskir, G.; Weber, M. 4 1997 Extrapolation of time-homogeneous random fields that are isotropic on a sphere. II. Zbl 0951.60056 Moklyachuk, M. P. 4 1995 On a class of perturbed generators of stable processes. Zbl 0943.60067 Löbus, J.-U.; Portenko, M. I. 4 1995 On the rate of convergence of series of random variables. Zbl 0941.60043 Num, E.; Rosalskyj, A. 4 1995 Diffusion approximation for integral functionals in the double merging and averaging scheme. Zbl 0955.60041 Korolyuk, V. S.; Limnios, N. 4 1999 A location invariant moment-type estimator. II. Zbl 1193.62053 Ling, Cheng-Xiu; Peng, Zuoxiang; Nadarajah, Saralees 4 2007 Stochastic fractional order differential models on fractals. Zbl 1050.60047 Ruiz-Medina, M. E.; Angulo, J. M.; Ahn, V. V. 4 2002 An application of the correlation structure of a Markov chain for the estimation of shift parameters in queueing systems. Zbl 1101.62069 Voĭna, O. A.; Chaplya, E. 3 2004 Asymptotic normality of improved weighted empirical distribution functions. Zbl 1097.62042 Maiboroda, R.; Kubajchuk, O. 3 2004 Adaptive moment estimates of distribution parameters by observations with admixtures. Zbl 1164.62332 Lodatko, N.; Majboroda, R. 3 2006 Mixed empirical stochastic point processes in compact metric spaces. II. Zbl 1164.60350 Petunin, Yu. I.; Semeiko, M. G. 3 2006 Depending on parameter integrals with respect to random measures. Zbl 1164.60371 Radchenko, V. M. 3 2006 PRV property of functions and asymptotic behaviour of solutions to stochastic differential equations. Zbl 1123.60044 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 3 2005 Wavelet orthogonal approximation of fractional generalized random fields on bounded domains. Zbl 1118.60043 Angulo, J. M.; Ruiz-Medina, M. D.; Anh, V. V. 3 2005 Interpolation of multidimensional stationary sequences. Zbl 1117.62103 Moklyachuk, M. P.; Masyutka, O. Yu. 3 2005 Tauberian theorems for random fields with an OR spectrum. I. Zbl 1115.60056 Olenko, A. Ya. 3 2005 Random fields evolution: Nonanticipating integration and differentiation. Zbl 1027.60045 Di Nunno, G. 3 2002 On the simulation of random fields. II. Zbl 1004.60032 Kozachenko, Yu. V.; Pashko, A. O. 3 2000 On the simulation of random fields. I. Zbl 0985.60036 Kozachenko, Yu. V.; Pashko, A. O. 3 2000 Inhomogeneous perturbations of a renewal equation and the Cramér-Lundberg theorem for a risk process with variable premium rates. Zbl 1224.91065 Kartashov, M. V. 3 2008 The heat equation with random initial conditions from Orlicz spaces. Zbl 1224.60113 Kozachenko, Yu. V.; Veresh, K. I. 3 2009 Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I. Zbl 1224.60061 Mishura, Yu. S.; Shevchenko, G. M.; Yukhnovs’kyj, Yu. V. 3 2009 A limit theorem for random fields with a singularity in the spectrum. Zbl 1224.60115 Olenko, A. Ya.; Klykavka, B. M. 3 2009 Estimation of mean positions and concentrations from observations of a two-component mixture of symmetric distributions. Zbl 1223.62021 Maiboroda, R. 3 2008 The convergence of Galton-Watson branching processes with immigration to a diffusion process. Zbl 1224.60218 Khusanbaev, Ya. M. 3 2008 A generalization of Karamata’s theorem on the asymptotic behavior of integrals. Zbl 1224.26007 Buldygin, V. V.; Pavlenkov, V. V. 3 2009 The calculation and estimation of the exponential ergodicity exponent for general Markov processes and chains with recurrent kernels. Zbl 0945.60061 Kartashov, M. V. 3 1996 Accuracy of simulation of stochastic processes in norms of Orlicz spaces. I. Zbl 0942.60040 Kozachenko, Yu. V.; Pashko, A. O. 3 1998 Limit theorems for solutions of the multidimensional Burgers equation subject to weakly dependent random initial conditions. Zbl 0937.35157 Leonenko, N. N.; Derijev, I. I. 3 1994 Fréchet optimality of upper bivariate Bonferroni-type bounds. Zbl 0941.60037 Seneta, Eugene; Chen, Tuhao 3 1995 A Tauberian theorem for the fields with \(OR\) spectrum. II. Zbl 1150.60027 Olenko, A. Ya. 3 2006 A location invariant moment-type estimator. I. Zbl 1193.62052 Ling, Cheng-Xiu; Peng, Zuoxiang; Nadarajah, Saralees 3 2007 One strong consistency estimate of the Hurst parameter of the fractional Brownian motion. Zbl 1050.60035 Kurchenko, O. O. 3 2002 Stochastically bounded solutions of linear non-homogeneous stochastic differential equation. Zbl 1050.60059 Il’chenko, O. 3 2003 On positive distributions of the class \(L\) of self-decompsable laws. Zbl 0998.60014 Iksanov, O. M. 3 2001 Stochastic processes of the classes \(V(\varphi,\psi)\). Zbl 0990.60036 Kozachenko, Yu. V.; Vasylyk, O. I. 3 2000 Maximal inequalities for reflected Brownian motion with drift. Zbl 0990.60078 Peshkir, G.; Shiryaev, A. N. 3 2000 Estimates of distributions of components in a mixture from censoring data. Zbl 1098.62126 Ryzhov, A. Yu. 2 2004 The stability of almost homogeneous in time Markov semigroups of operators. Zbl 1097.60059 Kartashov, M. V. 2 2004 An exact solution of the risk equation with a step current reserve function. Zbl 1098.62137 Kerekesha, D. P. 2 2004 Stability of transient quasi-homogeneous Markov semigroups and estimate of ruin probability. Zbl 1164.60405 Kartashov, M. V. 2 2006 On the problem of filtration of vector stationary sequences. Zbl 1164.60358 Moklyachuk, M. P.; Masyutka, O. Yu. 2 2006 On the generalized differentiability on the initial data of the flow generated by stochastic equation with reflection. Zbl 1164.60385 Pylypenko, A. Yu. 2 2006 Two-parameter inequality of Garcia-Rodemich-Rumsey and its application to fractional Brownian fields. Zbl 1164.60351 Ral’chenko, K. V. 2 2006 The ergodicity and stability of quasi-homogeneous Markov semigroups of operators. Zbl 1124.60060 Kartashov, M. V. 2 2005 A subgeometric estimate of the stability for time-homogeneous Markov chains. Zbl 1224.60030 Golomozyj, V. V. 15 2009 Boundedness, limits, and stability of solutions of a perturbation of a nonhomogeneous renewal equation on a semiaxis. Zbl 1224.60190 Kartashov, M. V. 11 2009 Path properties of multifractal Brownian motion. Zbl 1224.60080 Ral’chenko, K. V.; Shevchenko, G. M. 9 2009 Consistency of the least squares estimator of the amplitudes and angular frequencies of a sum of harmonic oscillations in models with long-range dependence. Zbl 1223.62145 Ivanov, A. V. 9 2009 On exponential bounds for mixing and the rate of convergence for Student processes. Zbl 1224.60127 Abourashchi, N.; Veretennikov, A. Yu. 6 2009 Evaluation of bias in higher-order spectral estimation. Zbl 1224.62077 Ahn, V. V.; Leonenko, N. N.; Sakhno, L. M. 4 2009 Comparing the efficiency of structural and functional methods in measurement error models. Zbl 1222.62086 Schneeweiss, H.; Kukush, A. 4 2009 The heat equation with random initial conditions from Orlicz spaces. Zbl 1224.60113 Kozachenko, Yu. V.; Veresh, K. I. 3 2009 Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I. Zbl 1224.60061 Mishura, Yu. S.; Shevchenko, G. M.; Yukhnovs’kyj, Yu. V. 3 2009 A limit theorem for random fields with a singularity in the spectrum. Zbl 1224.60115 Olenko, A. Ya.; Klykavka, B. M. 3 2009 A generalization of Karamata’s theorem on the asymptotic behavior of integrals. Zbl 1224.26007 Buldygin, V. V.; Pavlenkov, V. V. 3 2009 Asymptotic behavior of the distribution of the maximum of a Chentsov field on polygonal lines. Zbl 1224.60075 Kruglova, N. V. 2 2009 Inequalities for the distributions of functionals of sub-Gaussian vectors. Zbl 1224.60112 Buldygin, V. V.; Pechuk, E. D. 2 2009 Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure. Zbl 1224.60156 Zubchenko, V. P.; Mishura, Yu. S. 2 2009 Convergence of option rewards for Markov type price processes modulated by stochastic indices. II. Zbl 1224.91200 Silvestrov, D. S.; Jönsson, H.; Stenberg, F. 2 2009 The distribution of the supremum of \(\Theta\)-pre-Gaussian shot noise processes. Zbl 1224.60077 Kozachenko, Yu. V.; Darijchuk, I. V. 1 2009 An estimator of the location parameter obtained from observations with admixtures. Zbl 1223.62025 Sugakova, O. 1 2009 Convergence with respect to the parameter of a series and the differentiability of barrier option prices with respect to the barrier. Zbl 1224.91158 Kulik, O. M.; Mishura, Yu. S.; Solovejko, O. M. 1 2009 Singularity of the second Ostrogradskii random series. Zbl 1224.11070 Torbin, G. M.; Pratsyovyta, I. M. 1 2009 Prelimit and limit generalizations of the Pollaczek-Khinchin formula. Zbl 1224.60096 Gusak, D. V. 1 2009 Estimation for the discretely observed telegraph process. Zbl 1242.62091 Iacus, S. M.; Yoshida, N. 17 2008 Conditions for the existence and smoothness of the distribution density of the Ornstein-Uhlenbeck process with Lévy noise. Zbl 1224.60213 Bodnarchuk, S. V.; Kulyk, O. M. 11 2008 Approximation of fractional Brownian motion by Wiener integrals. Zbl 1224.60079 Mishura, Yu. S.; Banna, O. L. 8 2008 Approximation of \(\text{SSub}_{\varphi}(\Omega)\) stochastic processes in the space \(L_p(\mathbb T)\). Zbl 1224.60067 Kozachenko, Yu. V.; Kamenshchikova, O. E. 6 2008 Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1224.91194 Mishura, Yu. S.; Posashkova, S. V.; Shevchenko, G. M. 5 2008 Fractal properties of some Bernoulli convolutions. Zbl 1224.60082 Goncharenko, Ya. V.; Prats’ovytyj, M. V.; Torbin, G. M. 4 2008 Inhomogeneous perturbations of a renewal equation and the Cramér-Lundberg theorem for a risk process with variable premium rates. Zbl 1224.91065 Kartashov, M. V. 3 2008 Estimation of mean positions and concentrations from observations of a two-component mixture of symmetric distributions. Zbl 1223.62021 Maiboroda, R. 3 2008 The convergence of Galton-Watson branching processes with immigration to a diffusion process. Zbl 1224.60218 Khusanbaev, Ya. M. 3 2008 Convergence of option rewards for Markov type price processes modulated by stochastic indices. I. Zbl 1224.91199 Silvestrov, D. S.; Jönsson, H.; Stenberg, F. 2 2008 Difference approximation of the local times of multidimensional diffusions. Zbl 1224.60197 Kulik, Aleksey M. 1 2008 An optimal joint estimator for regression and dispersion parameters in errors-in-variables nonlinear models. Zbl 1223.62111 Malenko, A. L.; Kukush, O. G. 1 2008 Minimum variance hedging in a model with jumps at Poisson random times. Zbl 1224.91162 Radchenko, V. M. 1 2008 Asymptotic normality of \(L_p\)-estimators in nonlinear regression models with weak dependence. Zbl 1223.62110 Ivanov, O. V.; Orlovs’kyj, I. V. 1 2008 Asymptotic properties of an estimator for the drift coefficient of a stochastic differential equation with fractional Brownian motion. Zbl 1224.60139 Kasyts’ka, E. I.; Knopov, P. S. 1 2008 Limiting behaviour of moving average processes under negative association assumption. Zbl 1199.60074 Chen, P.; Hu, T.-C.; Volodin, A. 13 2007 A location invariant moment-type estimator. II. Zbl 1193.62053 Ling, Cheng-Xiu; Peng, Zuoxiang; Nadarajah, Saralees 4 2007 A location invariant moment-type estimator. I. Zbl 1193.62052 Ling, Cheng-Xiu; Peng, Zuoxiang; Nadarajah, Saralees 3 2007 Strong stability in a Jackson queueing network. Zbl 1199.60321 Lekadir, O.; Aissani, D. 2 2007 A method of modelling log Gaussian Cox processes. Zbl 1199.60114 Kozachenko, Yu. V.; Pogorilyak, O. O. 2 2007 Markov renewal limit theorems. Zbl 1199.60318 Degtyar’, S. V. 2 2007 Random motions in inhomogeneous media. Zbl 1199.60349 Orsingher, E.; Ratanov, N. E. 2 2007 Some finite sample properties of negatively dependent random variables. Zbl 1199.60048 Farcomeni, Alessio 1 2007 The distribution of a random sum of exponentials with an application to a traffic problem. Zbl 1199.60144 Recker, Frank 1 2007 Ruin probability for an insurer investing in several risky assets. Zbl 1199.62034 Bratyk, M. V. 1 2007 Sufficient conditions for the convergence of local-time type functionals of Markov approximations. Zbl 1199.60287 Kartashov, Yu. M. 1 2007 An estimate for the ruin probability in a model with variable premiums and with investments in a bond and several stocks. Zbl 1194.91090 Androshchuk, M. O. 1 2007 On the asymptotic degeneration of systems of linear inhomogeneous stochastic differential equations. Zbl 1199.60213 Il’chenko, Oleksander 1 2007 Overshoot functionals for almost semicontinuous processes defined on a Markov chain. Zbl 1199.60163 Karnaukh, E. V. 1 2007 Existence and uniqueness of the solution of a stochastic differential equation, driven by fractional Brownian motion with a stabilizing term. Zbl 1199.60121 Mishura, Yu. S.; Posashkov, S. V. 1 2007 Asymptotic analysis of a measure of variation. Zbl 1150.62363 Albrecher, H.; Teugels, J. L. 14 2006 On the ruin probability of insurance company functioning on the \((B,S)\)-market. Zbl 1150.91421 Baev, A. V.; Bondarev, B. V. 5 2006 Adaptive moment estimates of distribution parameters by observations with admixtures. Zbl 1164.62332 Lodatko, N.; Majboroda, R. 3 2006 Mixed empirical stochastic point processes in compact metric spaces. II. Zbl 1164.60350 Petunin, Yu. I.; Semeiko, M. G. 3 2006 Depending on parameter integrals with respect to random measures. Zbl 1164.60371 Radchenko, V. M. 3 2006 A Tauberian theorem for the fields with \(OR\) spectrum. II. Zbl 1150.60027 Olenko, A. Ya. 3 2006 Stability of transient quasi-homogeneous Markov semigroups and estimate of ruin probability. Zbl 1164.60405 Kartashov, M. V. 2 2006 On the problem of filtration of vector stationary sequences. Zbl 1164.60358 Moklyachuk, M. P.; Masyutka, O. Yu. 2 2006 On the generalized differentiability on the initial data of the flow generated by stochastic equation with reflection. Zbl 1164.60385 Pylypenko, A. Yu. 2 2006 Two-parameter inequality of Garcia-Rodemich-Rumsey and its application to fractional Brownian fields. Zbl 1164.60351 Ral’chenko, K. V. 2 2006 Multidimensional additive stationary random functions on the convex structures. Zbl 1150.60015 Ponomarenko, O. I.; Perun, Yu. D. 2 2006 Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations containing fractional Brownian motion with Hurst index \(H<1/2\). I. 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Zbl 1097.62042 Maiboroda, R.; Kubajchuk, O. 3 2004 ...and 126 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 902 Authors 20 Kozachenko, Yuriĭ Vasyl’ovych 19 Leonenko, Nikolai N. 14 Golomoziy, Vitaliy 12 Mahmoud, Hosam M. 11 Aissani, Djamil 11 Maĭboroda, Rostyslav Yevgenovych 11 Mishura, Yuliya Stepanivna 10 Olenko, Andriy Yakovych 10 Ruiz-Medina, María Dolores 9 Bulinskaya, Ekaterina Vladimirovna 9 De Gregorio, Alessandro 9 Kartashov, Mykola Valentynovych 8 Ivanov, Aleksandr Vladimirovich 8 Orsingher, Enzo 8 Porcu, Emilio 8 Prakasa Rao, B. L. S. 8 Silvestrov, Dmitrii 7 Angulo, José Miguel 7 Anh, Vo V. 7 Kulik, Alexey M. 7 Sugakova, Olena Volodymyrivna 7 Yarovaya, Elena B. 6 Bhamidi, Shankar 6 Javanian, Mehri 6 Jumarie, Guy M. 6 Lebedev, Eugene O. 6 Luo, Jiaowan 6 Moklyachuk, Mykhaĭlo Pavlovych 6 Panholzer, Alois 6 Rozora, Iryna V. 6 Steinebach, Josef G. 5 Matsak, Ivan K. 5 Radchenko, Vadym Mykolaĭovych 5 Sakhno, Lyudmyla Mykhaĭlivna 5 Shevchenko, Georgiy M. 5 Yamnenko, Rostyslav E. 4 Banna, Oksana L. 4 Bareche, Aïcha 4 Chabanyuk, Yaroslav M. 4 Chen, Pingyan 4 Cinque, Fabrizio 4 Devroye, Luc P. J. A. 4 Giraudo, Davide 4 Iksanov, Aleksander M. 4 Jiang, Feng 4 Kuba, Markus F. 4 Kuznetsov, N. Yu. 4 Nikitin, Anatolii V. 4 Peng, Zuoxiang 4 Račkauskas, Alfredas Yurgevich 4 Shen, Guangjun 4 Suquet, Charles 4 Troshki, Viktor B. 4 Vargas, Vincent 4 Vasylyk, Ol’ga I. 4 Volodin, Andrei I. 4 Zhang, Shibin 3 Abbas, Karim 3 Akbash, K. S. 3 Albrecher, Hansjörg 3 Bally, Vlad 3 Banerjee, Sayan 3 Bondarev, Borys Volodymyrovych 3 Cleanthous, Galatia 3 Cooper, Colin 3 de la Peña, Victor H. 3 Djurčić, Dragan Ž. 3 Ekström, Magnus 3 Fernández-Pascual, Rosaura 3 Ianevych, Tetiana O. 3 Khimka, U. T. 3 Kokonendji, Célestin Clotaire 3 Ladoucette, Sophie A. 3 Livinska, Hanna 3 Ma, Chunsheng 3 Masyutka, Oleksandr Yu. 3 Mateu, Jorge 3 Meoli, Alessandra 3 Mselmi, Farouk 3 Nadarajah, Saralees 3 Neininger, Ralph 3 Osypchuk, Mykhailo M. 3 Pang, Guodong 3 Pogány, Tibor K. 3 Qiu, Dehua 3 Rhodes, Rémi 3 Shieh, Narn-Rueih 3 Shklyar, Sergiĭ Volodymyrovych 3 Šuvak, Nenad 3 Torgašev, Aleksandar 3 Troshki, N. V. 3 Vahidi-Asl, Mohammad Q. 3 Volný, Dalibor 3 Wyłomańska, Agnieszka 3 Yang, Hua 3 Zhang, Xinsheng 2 Alodat, Tareq 2 Amini, Omid 2 Arapostathis, Aristotle 2 Autin, Florent ...and 802 more Authors all top 5 Cited in 190 Journals 84 Theory of Probability and Mathematical Statistics 25 Statistics & Probability Letters 25 Stochastic Processes and their Applications 22 Journal of Applied Probability 22 Cybernetics and Systems Analysis 22 Methodology and Computing in Applied Probability 21 Modern Stochastics. Theory and Applications 15 Ukrainian Mathematical Journal 15 The Annals of Applied Probability 15 Communications in Statistics. 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