Theory of Stochastic Processes Short Title: Theory Stoch. Process. Publisher: TBiMC Scientific Publishers, Kiev ISSN: 0321-3900 Online: http://tsp.imath.kiev.ua/published/http://www.mathnet.ru/php/archive.phtml?jrnid=thsp&wshow=contents&option_lang=eng Predecessor: Teoriya Sluchaĭnykh Protsessov Comments: Journal; This journal is available open access. Documents Indexed: 768 Publications (since 1995) all top 5 Latest Issues 28, No. 1 (2024) 27, No. 1 (2023) 26, No. 1 (2022) 25, No. 2 (2020) 25, No. 1 (2020) 24, No. 2 (2019) 24, No. 1 (2019) 23, No. 2 (2018) 23, No. 1 (2018) 22, No. 2 (2017) 22, No. 1 (2017) 21, No. 2 (2016) 21, No. 1 (2016) 20, No. 2 (2015) 20, No. 1 (2015) 19, No. 2 (2014) 19, No. 1 (2014) 18, No. 2 (2012) 18, No. 1 (2012) 17, No. 2 (2011) 17, No. 1 (2011) 16, No. 2 (2010) 16, No. 1 (2010) 15, No. 2 (2009) 15, No. 1 (2009) 14(30), No. 1 (2008) 14, No. 3-4 (2008) 14, No. 2 (2008) 13(29), No. 4 (2007) 13(29), No. 3 (2007) 13(29), No. 1-2 (2007) 12(28), No. 3-4 (2006) 12(28), No. 1-2 (2006) 11(27), No. 3-4 (2005) 11(27), No. 1-2 (2005) 10(26), No. 3-4 (2004) 10(26), No. 1-2 (2004) 9(25), No. 3-4 (2003) 9(25), No. 1-2 (2003) 8(24), No. 3-4 (2002) 8(24), No. 1-2 (2002) 7(23), No. 3-4 (2001) 7(23), No. 1-2 (2001) 6(22), No. 3-4 (2000) 6(22), No. 1-2 (2000) 5(21), No. 3-4 (1999) 5(21), No. 1-2 (1999) 4(20), No. 1-2 (1998) 3(19), No. 3-4 (1997) 3(19), No. 1-2 (1997) 2(18), No. 3-4 (1996) 2(18), No. 1-2 (1996) 1(17), No. 1 (1995) all top 5 Authors 26 Silvestrov, Dmitrii 20 Dorogovtsev, Andriĭ Anatoliĭovych 19 Kulik, Alexey M. 15 Portenko, Mykola Ivanovych 14 Kukush, Oleksandr Georgiĭovych 14 Mishura, Yuliya Stepanivna 13 Buldygin, Valeriĭ Volodymyrovych 12 Kopytko, Bogdan I. 12 Lin’kov, Yurii N. 12 Zinchenko, Nadiya M. 11 Ivanov, Aleksandr Vladimirovich 11 Moklyachuk, Mykhaĭlo Pavlovych 11 Pilipenko, Andrey Yu. 10 Gusak, Dmytro V. 10 Klesov, Oleg I. 9 Kozachenko, Yuriĭ Vasyl’ovych 8 Aryasova, Olga V. 8 Korolyuk, Volodymyr Semenovych 8 Malyarenko, Anatoliy A. 7 Chani, Aleksandr S. 7 Olenko, Andriy Yakovych 7 Steinebach, Josef G. 6 Glinyanaya, E. V. 6 Orlovsky, Igor V. 6 Ponomarenko, Oleksandr 6 Shaikhet, Leonid Efimovich 5 Agaeva, Cherkez A. 5 Drozdenko, Myroslav O. 5 Hellström, Thomas 5 Iksanov, Aleksander M. 5 Kurchenko, Oleksandr O. 5 Makhno, Sergeĭ Yakovlevich 5 Skorokhod, Anatoliĭ Volodymyrovych 5 Yadrenko, Mykhaĭlo Ĭosypovych 5 Yurachkivsky, Andriĭ P. 4 Bondarev, Borys Volodymyrovych 4 Borysenko, Oleksandr Danylovych 4 Chernyak, Oleksandr I. 4 Gasanenko, Vitalii Alekseevich 4 Knopov, Pavel S. 4 Lakatos, László 4 Limnios, Nikolaos 4 Mandrekar, Vidyadhar S. 4 Marynych, Alexander V. 4 Masol, Volodymyr I. 4 Masyutka, Aleksandr Yu. 4 Osypchuk, Mykhailo M. 4 Perun, Yuriy 4 Riabov, Georgii V. 4 Rudenko, Alexey V. 4 Shevchuk, R. V. 4 Vasylyk, Ol’ga I. 4 Veretennikov, Alexander Yu. 4 Yamnenko, Rostyslav E. 4 Yanevich, Tetyana O. 4 Zakusylo, Oleg K. 4 Zwanzig, Silvelyn 3 Alsmeyer, Gerold 3 Alvarez-Andrade, Sergio 3 Bardadym, Tamara Alexeevna 3 Belyaev, Yuriĭ Konstantinovich 3 Bishwal, Jaya P. N. 3 Blazhievska, I. P. 3 Borysenko, Olga V. 3 Brayman, Volodymyr B. 3 Chernetskij, Vasily A. 3 Dorogovtsev, Anatoliĭ Yakovych 3 Fazekas, István 3 Ferger, Dietmar 3 Fomichov, V. V. 3 Ilchenko, Alexandr V. 3 Kadankova, Tat’yana V. 3 Karnaukh, E. V. 3 Knopova, Victoria Pavlovna 3 Kolesnik, Alexander D. 3 Kolesnikov, Alexander V. 3 Kolodij, Alexander M. 3 Korenovska, Ia. A. 3 Kuchkina, Natalia V. 3 Leonenko, Nikolai N. 3 Maĭboroda, Rostyslav Yevgenovych 3 Malenko, Andrii 3 Nishchenko, Iryna I. 3 Pogorui, Anatoliy A. 3 Polshkov, Yulian Nikolaevich 3 Prakasa Rao, B. L. S. 3 Pupashenko, Mykhailo 3 Seneta, Eugene 3 Shevchenko, Georgiy M. 3 Silvestrova, Evelina D. 3 Slaoui, Yousri 3 Tsapovska, Zhanneta Ya. 3 Vallois, Pierre 3 Yasinsky, Volodymyr 2 Alekseychuk, Anton Nikolaevich 2 Aliyev, Soltan Ali Ogli 2 Androshchuk, Taras O. 2 Bondarenko, Anna 2 Bonner, Richard F. 2 Borovkova, Svetlana ...and 505 more Authors all top 5 Fields 598 Probability theory and stochastic processes (60-XX) 190 Statistics (62-XX) 84 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 27 Numerical analysis (65-XX) 27 Systems theory; control (93-XX) 23 Operations research, mathematical programming (90-XX) 21 Measure and integration (28-XX) 16 Partial differential equations (35-XX) 14 Functional analysis (46-XX) 12 General and overarching topics; collections (00-XX) 11 Mathematics education (97-XX) 10 Operator theory (47-XX) 9 Ordinary differential equations (34-XX) 9 Dynamical systems and ergodic theory (37-XX) 9 Statistical mechanics, structure of matter (82-XX) 8 History and biography (01-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 7 Global analysis, analysis on manifolds (58-XX) 7 Biology and other natural sciences (92-XX) 6 Number theory (11-XX) 6 Computer science (68-XX) 5 Sequences, series, summability (40-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 3 Difference and functional equations (39-XX) 3 Mechanics of particles and systems (70-XX) 2 Real functions (26-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Integral equations (45-XX) 1 Topological groups, Lie groups (22-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral transforms, operational calculus (44-XX) 1 Differential geometry (53-XX) 1 Fluid mechanics (76-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Quantum theory (81-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 305 Publications have been cited 909 times in 742 Documents Cited by ▼ Year ▼ Stability of stochastic hereditary systems with Markov switching. Zbl 0939.60049 Shaikhet, Leonid E. 59 1996 Arbitrage with fractional Brownian motion? Zbl 1152.91028 Bender, Christian; Sottinen, Tommi; Valkeila, Esko 21 2007 On stochastic averaging and mixing. Zbl 1224.60181 Abourashchi, N.; Veretennikov, A. Yu. 17 2010 The distribution of the maximum of a Lévy process with positive jumps of phase-type. Zbl 1026.60043 Mordecki, Ernesto 16 2002 Limit theorems for the number of occupied boxes in the Bernoulli sieve. Zbl 1249.60029 Gnedin, Alexander; Iksanov, Alexander; Marynych, Alexander 13 2010 The explicit probability distribution of a six-dimensional random flight. Zbl 1224.82017 Kolesnik, Alexander D. 12 2009 One Brownian stochastic flow. Zbl 1065.60144 Dorogovtsev, Andrey A. 11 2004 Modern state and development perspectives of Lyapunov functionals method in the stability theory of stochastic hereditary systems. Zbl 0893.60029 Shaikhet, Leonid E. 11 1996 Mixed large deviation and ergodic theorems for nonlinear perturbed regenerative processes. Zbl 0946.60079 Englund, Erling; Silvestrov, Dmitrii S. 10 1997 On a \(\text{GI}|\text{G}|1\) retrial queueing system with a FIFO queueing discipline. Zbl 1026.60104 Koba, E. V. 10 2002 Robust procedures in time series analysis. Zbl 0967.62074 Moklyachuk, Mikhail 10 2000 Power series expansions for fractional Brownian motions. Zbl 1064.60062 Gilsing, Hagen; Sottinen, Tommi 9 2003 On a cyclic-waiting queueing system. Zbl 0893.60059 Lakatos, Lásló 9 1996 Exponential rate of \(L_p\)-convergence of intrinsic martingales in supercritical branching random walks. Zbl 1224.60086 Alsmeyer, G.; Iksanov, A.; Polotskiy, S.; Rösler, U. 9 2009 Perturbed risk processes: a review. Zbl 0954.60036 Schmidli, Hanspeter 8 1999 Game theory and convex optimization methods in robust estimation problems. Zbl 0973.62083 Moklyachuk, Mikhail 8 2001 Weak convergence of first-rare-event times for semi-Markov processes. Zbl 1164.60065 Drozdenko, Myroslav 8 2007 Probability distributions with independent Q-symbols and transformations preserving the Hausdorff dimension. Zbl 1142.60032 Torbin, Grygoriy 8 2007 Semi-Markov reward models for disability insurance. Zbl 1141.60056 Stenberg, Fredrik; Manca, Raimondo; Silvestrov, Dmitrii 8 2006 Coupling method for Markov chains under integral Doeblin type condition. Zbl 1026.60087 Veretennikov, A. Yu. 8 2002 Spectral properties of image probability measures after conflict interactions. Zbl 1070.60021 Koshmanenko, V.; Kharchenko, N. 7 2004 On asymptotic quasi-inverse functions. Zbl 1068.26002 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 7 2003 On estimation for discretely observed diffusion: a review. Zbl 0893.62082 Bibly, Bo Martin; Sørensen, Michael 7 1996 Upper bounds of maximum values of average differential and linear characteristic probabilities of Feistel cipher with adder modulo \(2^m\). Zbl 1142.60302 Alekseychuk, A. N.; Kovalchuk, L. 7 2006 Ruin probability for generalized \(\varphi\)-sub-Gaussian fractional Brownian motion. Zbl 1141.60017 Yamnenko, Rostyslav 7 2006 Bias reduction in the estimation of parameters of rare events. Zbl 1022.62022 Caeiro, Frederico; Gomes, M. Ivette 7 2002 Linear stochastic differential equations in the dual of a multi-Hilbertian space. Zbl 1224.60160 Gawarecki, L.; Mandrekar, V.; Rajeev, B. 7 2008 An extension of the Itô integral: toward a general theory of stochastic integration. Zbl 1224.60122 Ayed, Wided; Kuo, Hui-Hsiung 7 2010 The logistic S. D. E. Zbl 1363.60074 Giet, Jean-Sébastien; Vallois, Pierre; Wantz-Mézières, Sophie 7 2015 Moment measures and stability for Gaussian inequalities. Zbl 1413.28025 Kolesnikov, Alexander V.; Kosov, Egor D. 7 2017 Random process from the class \(V(\varphi,\psi)\): exceeding a curve. Zbl 1164.60029 Yamnenko, Rostyslav; Vasylyk, Olga 6 2007 Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions. Zbl 1224.60074 Banna, Oksana L.; Mishura, Yuliya S. 6 2008 Risk process with stochastic premiums. Zbl 1224.91102 Zinchenko, Nadiia; Andrusiv, Andrii 6 2008 Negative binomial construction of random discrete distributions on the infinite simplex. Zbl 1413.60039 Ipsen, Yuguang F.; Maller, Ross A. 6 2017 On distances between distributions of polynomials. Zbl 1413.60008 Zelenov, Georgii I. 6 2017 Cramér-Lundberg and diffusion approximations for nonlinearly perturbed risk processes including numerical calculation of ruin probabilities. Zbl 0952.60080 Gyllenberg, Mats; Silvestrov, Dmitrii S. 5 1999 \(L_p\)-estimates in nonlinear regression with long-range dependence. Zbl 1063.62094 Ivanov, A. V.; Orlovsky, I. V. 5 2001 Optimal pricing for American type options with discrete time. Zbl 1063.91036 Kukush, Alexander G.; Silvestrov, Dmitrii S. 5 2004 The group analysis of stochastic partial differential equations. Zbl 1065.60080 Melnick, S. A. 5 2003 On the \(\varphi\)-asymptotic behaviour of solutions of stochastic differential equations. Zbl 1199.60203 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G.; Tymoshenko, O. A. 5 2008 Inferring the conditional mean. Zbl 1164.62382 Morvai, Gusztáv; Weiss, Benjamin 5 2005 Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and Wiener process. Zbl 1142.60028 Mishura, Yuliya; Posashkov, Sergiy 5 2007 Duality for coalescing stochastic flows on the real line. Zbl 1438.60127 Riabov, G. V. 5 2018 Limit theorem for perturbed random walks. Zbl 1449.60071 Ngo, Hoang-Long; Peigné, Marc 5 2019 Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion. Zbl 1424.62133 Prakasa Rao, B. L. S. 5 2018 Catalytic branching random walk on three-dimensional lattice. Zbl 1249.60028 Bulinskaya, E. V. 5 2010 On pasting together two inhomogeneous diffusion processes on a line with the general Feller-Wentzell conjugation condition. Zbl 1249.60173 Kopytko, B. I.; Shevchuk, R. V. 5 2011 On the joint distribution of \(q\)-additive functions of polynomial sequences. Zbl 1036.11046 Steiner, Wolfgang 5 2002 The maximum principle for some nonlinear stochastic control system with variable structure. Zbl 1224.93129 Agayeva, C. A.; Abushov, Q. U. 5 2010 Limit behaviour of a simple random walk with non-integrable jump from a barrier. Zbl 1313.60062 Pilipenko, A. Yu.; Prykhodko, Yu. E. 5 2014 One type of singular perturbations of a multidimensional stable process. Zbl 1340.47089 Osypchuk, M. M.; Portenko, M. I. 5 2014 A note on convergence to stationarity of random processes with immigration. Zbl 1363.60017 Marynych, A. V. 5 2015 New optimization algorithms and software. Zbl 0947.90131 Holmström, Kenneth 4 1999 Finite horizon ruin probabilities for Markov-modulated risk processes with heavy tails. Zbl 0892.62078 Asmussen, Søren; Højgaard, Bjarne 4 1996 Central limit theorem for a random walk in dynamical environment: integral and local. Zbl 0994.60056 Boldrighini, Carlo; Minlos, Robert A.; Pellegrinotti, Alessandro 4 1999 Large deviations for one-dimensional SDE with discontinuous diffusion coefficient. Zbl 1265.60124 Kulik, Alexei M.; Soboleva, Daryna D. 4 2012 Regular variation in the branching random walk. Zbl 1142.60340 Iksanov, Aleksander; Polotskiy, Sergey 4 2006 Markov approximation of stable processes by random walks. Zbl 1142.60325 Kulik, Alexey M. 4 2006 On reselling of European option. Zbl 1141.91017 Kukush, A. G.; Mishura, Yu. S.; Shevchenko, G. M. 4 2006 Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I. Zbl 1141.60054 Silvestrov, D. S.; Drozdenko, M. O. 4 2006 Topological, metric and fractal properties of probability distributions on the set of incomplete sums of positive series. Zbl 1152.28014 Pratsiovytyi, M. V.; Feshchenko, O. Yu. 4 2007 Convergence rates of the semi-discrete method for stochastic differential equations. Zbl 1449.60104 Stamatiou, I. S.; Halidias, N. 4 2019 Limit theorems for the number of clusters of the Arratia flow. Zbl 1438.60023 Glinyanaya, E. V.; Fomichov, V. V. 4 2018 Stochastic flows and signed measure valued stochastic partial differential equations. Zbl 1249.60099 Kotelenez, Peter M. 4 2010 The distribution of random evolution in Erlang semi-Markov media. Zbl 1249.60196 Pogorui, A. 4 2011 Asymptotic behaviour of the distribution density of some Lévy functionals in \(\mathbb R^n\). Zbl 1249.60095 Knopova, V. 4 2011 The structure of residual partial sums limit processes of linear regression models. Zbl 1027.60029 Bischoff, Wolfgang 4 2002 Parametric sequential tests in the presence of nuisance parameters. Zbl 1022.62066 Gombay, Edit 4 2002 Limit theorems for general Dirichlet series. Zbl 1036.11041 Laurinčikas, A. 4 2002 A brief overview of the \(L_p\)-theory of SPDEs. Zbl 1224.60161 Krylov, Nicolai 4 2008 The generalization of the quantile hedging problem for a price process model involving a finite number of Brownian and fractional Brownian motions. Zbl 1224.91190 Bratyk, Mykhaylo; Mishura, Yuliya 4 2008 Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion. Zbl 1224.60146 Mishura, Yuliya; Posashkova, Svitlana 4 2008 On the convergence of series of autoregressive sequences. Zbl 1224.60093 Buldygin, Valerii V.; Runovska, Marina K. 4 2009 Weak convergence of additive functionals of a sequence of Markov chains. Zbl 1224.60194 Kartashov, Yuri N.; Kulik, Alexey M. 4 2009 Weak convergence of first-rare-event times for semi-Markov processes. II. Zbl 1224.60224 Drozdenko, Myroslav 4 2009 The problem of pasting together two diffusion processes and classical potentials. Zbl 1224.60203 Kopytko, Bohdan I.; Portenko, Mykola I. 4 2009 Large deviation principle for stochastic equations with local time. Zbl 1224.60141 Krykun, Ivan H. 4 2009 On the convergence of series of autoregressive sequences in Banach spaces. Zbl 1224.60094 Buldygin, Valerii V.; Runovska, Marina K. 4 2010 Poisson approximation of processes with locally independent increments with Markov switching. Zbl 1224.60195 Koroliuk, V. S.; Limnios, N.; Samoilenko, I. V. 4 2009 Renewal shot noise processes in the case of slowly varying tails. Zbl 1374.60174 Kabluchko, Zakhar; Marynych, Alexander 4 2016 Arginf-sets of multivariate cadlag processes and their convergence in hyperspace topologies. Zbl 1363.60050 Ferger, D. 4 2015 One class of transformations of a symmetric stable process. Zbl 0934.60036 Portenko, Nikolai I. 3 1997 Ergodic theorems for iterated function systems. Zbl 0935.60051 Stenflo, Örjan 3 1997 On the distribution of suprema of Sub\(_{\varphi}(\Omega)\) random processes. Zbl 0940.60046 Kozachenko, Yu. V.; Vasilic, O. I. 3 1998 Stability of systems of stochastic linear difference equations with varying delays. Zbl 0938.93059 Shaikhet, Leonid E. 3 1998 Statistical inference in sampling theory. Zbl 0974.62010 Traat, Imbi; Meister, Kadri; Sõstra, Kaja 3 2001 Simple approximations of ruin probabilities. Zbl 0977.62107 Grandel, Jan 3 2001 PRV property and the asymptotic behaviour of solutions of stochastic differential equations. Zbl 1142.60362 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 3 2005 Precise asymptotics over a small parameter for a series of large deviation probabilities. Zbl 1152.60018 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 3 2007 Robust filtering of stochastic processes. Zbl 1142.60328 Moklyachuk, Mikhail; Masyutka, Aleksandr 3 2007 Asymptotic expansions for quasi-stationary distributions of nonlinearly perturbed semi-Markov processes. Zbl 1142.60397 Silvestrov, Dmitrii S. 3 2007 On strong existence and continuous dependence for solutions of one-dimensional stochastic equations with additive Lévy noise. Zbl 1289.60104 Pilipenko, Andrey Yu. 3 2012 Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II. Zbl 1142.60058 Silvestrov, D. S.; Drozdenko, M. O. 3 2006 Some selected topics for the bootstrap of the empirical and quantile processes. Zbl 1449.60067 Alvarez-Andrade, Sergio; Bouzebda, Salim 3 2019 On regularization of the formal Fourier-Wiener transform of the self-intersection local time of a planar Gaussian process. Zbl 1249.60073 Dorogovtsev, A. A.; Izyumtseva, O. L. 3 2011 Poincaré inequality and exponential integrability of the hitting times of a Markov process. Zbl 1249.60167 Kulik, Alexey M. 3 2011 Nonlinear perturbed renewal equations with application to a random walk. Zbl 0973.60026 Englund, Erling 3 2000 Estimation of moments by observations from mixtures with varying concentrations. Zbl 1026.62030 Kubaychuk, O. 3 2002 Lévy processes and Itô-Skorokhod integrals. Zbl 1224.60125 Es-Sebaiy, Khalifa; Tudor, Ciprian A. 3 2008 On a bad descriptive structure of Minkowski’s sum of certain small sets in a topological vector space. Zbl 1224.28002 Kharazishvili, Alexander B. 3 2008 On asymptotic behavior of solutions of stochastic differential equations in multidimensional space. Zbl 1538.60106 Yuskovych, V. K. 1 2023 Asymptotic behavior of solutions to stochastic differential equations with interaction. Zbl 1488.60139 Belozerova, M. A. 1 2020 Clark representation formula for the solution to equation with interaction. Zbl 1488.60171 Djordjević, Jasmina; Dorogovtsev, Andrey 1 2020 On number of particles in coalescing-fragmentating Wasserstein dynamics. Zbl 1488.60237 Konarovskyi, Vitalii 1 2020 On a limit behaviour of a random walk penalised in the lower half-plane. Zbl 1488.60071 Pilipenko, A.; Prykhodko, O. O. 1 2020 Representations of the finite-dimensional point densities in Arratia flows with drift. Zbl 1474.60147 Dorogovtsev, A. A.; Vovchanskii, N. B. 1 2020 Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces. Zbl 1474.60165 Mandrekar, V.; Naik-Nimbalkar, U. V. 1 2020 Limit theorem for perturbed random walks. Zbl 1449.60071 Ngo, Hoang-Long; Peigné, Marc 5 2019 Convergence rates of the semi-discrete method for stochastic differential equations. Zbl 1449.60104 Stamatiou, I. S.; Halidias, N. 4 2019 Some selected topics for the bootstrap of the empirical and quantile processes. Zbl 1449.60067 Alvarez-Andrade, Sergio; Bouzebda, Salim 3 2019 On exponential decay of a distance between solutions of an SDE with non-regular drift. Zbl 1449.60096 Aryasova, O.; Pilipenko, A. 1 2019 The nonlocal conjugation problem for one-dimensional parabolic equation with discontinuous coefficients and associated Feller semigroup. Zbl 1449.60124 Kopytko, B. I.; Shevchuk, R. V. 1 2019 First order convergence of weak Wong-Zakai approximations of Levy-driven Marcus SDEs. Zbl 1449.65006 Kosenkova, Tetyana; Kulik, Alexei; Pavlyukevich, Ilya 1 2019 Duality for coalescing stochastic flows on the real line. Zbl 1438.60127 Riabov, G. V. 5 2018 Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion. Zbl 1424.62133 Prakasa Rao, B. L. S. 5 2018 Limit theorems for the number of clusters of the Arratia flow. Zbl 1438.60023 Glinyanaya, E. V.; Fomichov, V. V. 4 2018 Tuning of a Bayesian estimator under discrete time observations and unknown transition density. Zbl 1424.62087 Kohatsu-Higa, Arturo; Vayatis, Nicolas; Yasuda, Kazuhiro 2 2018 On a property of joint terminal distributions of locally integrable increasing processes and their compensators. Zbl 1438.60056 Borzykh, D. A. 1 2018 Estimates of distances between solutions of Fokker-Planck-Kolmogorov equations with partially degenerate diffusion matrices. Zbl 1438.35244 Manita, Oxana A.; Romanov, Maxim S.; Shaposhnikov, Stanislav V. 1 2018 Convergence of solutions of SDEs to Harris flows. Zbl 1438.60083 Vovchanskii, M. B. 1 2018 Power moments of first passage times for some oscillating perturbed random walks. Zbl 1424.60063 Rashytov, B. 1 2018 Moment measures and stability for Gaussian inequalities. Zbl 1413.28025 Kolesnikov, Alexander V.; Kosov, Egor D. 7 2017 Negative binomial construction of random discrete distributions on the infinite simplex. Zbl 1413.60039 Ipsen, Yuguang F.; Maller, Ross A. 6 2017 On distances between distributions of polynomials. Zbl 1413.60008 Zelenov, Georgii I. 6 2017 A note on the Kolmogorov-Marcinkiewicz-Zygmund type strong law of large numbers for elements of autoregression sequences. Zbl 1399.60047 Ilienko, M. K. 2 2017 \(\mathbf p\)-majorizing quadratic stochastic operators. Zbl 1399.47151 Saburov, M.; Yusof, N. A. 2 2017 On Gaussian conditional measures depending on a parameter. Zbl 1413.28024 Alekseev, Georgii A.; Yurova, Ekaterina V. 2 2017 On some random integral operators generated by an Arratia flow. Zbl 1413.60059 Dorogovtsev, A. A.; Korenovska, Ia. A.; Glinyanaya, E. V. 2 2017 Some random integral operators related to a point processes. Zbl 1399.60086 Dorogovtsev, A. A.; Korenovska, Ia. A. 1 2017 On a limit behavior of a random walk with modifications upon each visit to zero. Zbl 1399.60066 Pilipenko, Andrey; Khomenko, Vladislav 1 2017 On convergence rate for Erlang-Sevastyanov type models with infinitely many servers (In memory and to the 90th anniversary of A. D. Solovyev (06.09.1927–06.04.2001)). Zbl 1399.60145 Veretennikov, A. Yu. 1 2017 Optimal estimation of a signal perturbed by a mixed fractional Brownian motion. Zbl 1413.60031 Prakasa Rao, B. L. S. 1 2017 Renewal shot noise processes in the case of slowly varying tails. Zbl 1374.60174 Kabluchko, Zakhar; Marynych, Alexander 4 2016 On weak convergence of finite-dimensional and infinite-dimensional distributions of random processes. Zbl 1363.60003 Bogachev, V. I.; Miftakhov, A. F. 3 2016 On Feller semigroups associated with one-dimensional diffusion processes with membranes. Zbl 1363.60108 Kopytko, B. I.; Shevchuk, R. V. 2 2016 Baxter type theorems for generalized random Gaussian processes. Zbl 1363.60057 Krasnitskiy, S. M.; Kurchenko, O. O. 2 2016 Remarks on mass transportation minimizing expectation of a minimum of affine functions. Zbl 1374.49038 Kolesnikov, Alexander V.; Lysenko, Nikolay 1 2016 Markov processes and group actions. Zbl 1374.60143 Liao, Ming 1 2016 Convoluted Brownian motion: a semimartingale approach. Zbl 1374.60065 Roelly, Sylvie; Vallois, Pierre 1 2016 Transfer theorems and right-continuous processes. Zbl 1374.60003 Rigo, Pietro; Thorisson, Hermann 1 2016 Tail behaviour of suprema of perturbed random walks. Zbl 1363.60068 Iksanov, Alexander; Polotskiy, Serguei 1 2016 On some perturbations of a symmetric stable process and the corresponding Cauchy problems. Zbl 1363.60071 Osypchuk, M. M. 1 2016 The logistic S. D. E. Zbl 1363.60074 Giet, Jean-Sébastien; Vallois, Pierre; Wantz-Mézières, Sophie 7 2015 A note on convergence to stationarity of random processes with immigration. Zbl 1363.60017 Marynych, A. V. 5 2015 Arginf-sets of multivariate cadlag processes and their convergence in hyperspace topologies. Zbl 1363.60050 Ferger, D. 4 2015 Exchangeable optimal transportation and log-concavity. Zbl 1363.28020 Kolesnikov, Alexander V.; Zaev, Danila A. 2 2015 On self-intersection local times for generalized Brownian bridges and the distance between step functions. Zbl 1363.60053 Dorogovtsev, A. A.; Izyumtseva, O. I. 1 2015 Evolution of moments of isotropic Brownian stochastic flows. Zbl 1363.60091 Fomichov, V. V. 1 2015 Random maps and Kolmogorov widths. Zbl 1363.60094 Korenovska, I. A. 1 2015 Positivity of transition probabilities of infinite-dimensional diffusion processes on ellipsoids. Zbl 1363.60088 Manita, Oxana 1 2015 On a limit behaviour of a one-dimensional random walk with non-integrable impurity. Zbl 1363.60098 Pilipenko, Andrey; Sakhanenko, Lyudmila 1 2015 Limit behaviour of a simple random walk with non-integrable jump from a barrier. Zbl 1313.60062 Pilipenko, A. Yu.; Prykhodko, Yu. E. 5 2014 One type of singular perturbations of a multidimensional stable process. Zbl 1340.47089 Osypchuk, M. M.; Portenko, M. I. 5 2014 On the local times for Gaussian integrators. Zbl 1313.60067 Izyumtseva, O. L. 3 2014 Geometric entropy in Banach spaces. Zbl 1340.46025 Dorogovtsev, Andrey; Popov, Mikhail 2 2014 Large deviations principle for finite system of heavy diffusion particles. Zbl 1313.82010 Konarovskyi, V. V. 1 2014 On Ornstein-Uhlenbeck’s measure of a Hilbert ball in the space of continuous functions. Zbl 1313.60141 Osypchuk, M. M.; Portenko, M. I. 1 2014 Some uniform estimates for the transition density of a Brownian motion on a Carnot group and their application to local times. Zbl 1313.60142 Rudenko, A. V. 1 2014 Semigroups of \(m\)-point motions of the Arratia flow, and binary forests. Zbl 1340.60123 Glinyanaya, E. V. 1 2014 On the strong existence and uniqueness to a solution of a countable system of SDEs with measurable drift. Zbl 1340.60093 Pilipenko, Andrey; Tantsiura, Maksym 1 2014 Itô-Wiener expansion for functionals of the Arratia’s flow \(n\)-point motion. Zbl 1340.60079 Riabov, G. V. 1 2014 Large deviations for one-dimensional SDE with discontinuous diffusion coefficient. Zbl 1265.60124 Kulik, Alexei M.; Soboleva, Daryna D. 4 2012 On strong existence and continuous dependence for solutions of one-dimensional stochastic equations with additive Lévy noise. Zbl 1289.60104 Pilipenko, Andrey Yu. 3 2012 Weak convergence of a series scheme of Markov chains to the solution of a Lévy driven SDE. Zbl 1265.60136 Kosenkova, T. I. 2 2012 Iterated logarithm law for sizes of clusters in Arratia flow. Zbl 1289.60132 Dorogovtsev, A. A.; Gnedin, A. V.; Vovchanskii, M. B. 2 2012 Stochastic differential equations with interaction and the law of iterated logarithm. Zbl 1289.60101 Lagunova, M. P. 2 2012 Large deviation principle for processes with Poisson noise term. Zbl 1289.60103 Logachov, A. 2 2012 Large deviation principle for one-dimensional SDE with discontinuous coefficients. Zbl 1289.60027 Sobolieva, Daryna D. 2 2012 Independent infinite Markov particle systems with jumps. Zbl 1265.60095 Hiraba, Seiji 1 2012 The distribution of random motion in semi-Markov media. Zbl 1265.60191 Pogorui, A. 1 2012 Disordering asymptotics in the discrete approximation of an Arratia flow. Zbl 1289.60150 Glinyanaya, E. V. 1 2012 System of interacting particles with Markovian switching. Zbl 1289.82008 Pogorui, A. A. 1 2012 On pasting together two inhomogeneous diffusion processes on a line with the general Feller-Wentzell conjugation condition. Zbl 1249.60173 Kopytko, B. I.; Shevchuk, R. V. 5 2011 The distribution of random evolution in Erlang semi-Markov media. Zbl 1249.60196 Pogorui, A. 4 2011 Asymptotic behaviour of the distribution density of some Lévy functionals in \(\mathbb R^n\). Zbl 1249.60095 Knopova, V. 4 2011 On regularization of the formal Fourier-Wiener transform of the self-intersection local time of a planar Gaussian process. Zbl 1249.60073 Dorogovtsev, A. A.; Izyumtseva, O. L. 3 2011 Poincaré inequality and exponential integrability of the hitting times of a Markov process. Zbl 1249.60167 Kulik, Alexey M. 3 2011 Correlogram estimation of response functions of linear systems in scheme of some independent samples. Zbl 1248.62136 Blazhievska, I. P. 2 2011 Discrete time approximation of coalescing stochastic flows on the real line. Zbl 1249.60122 Nishchenko, I. I. 2 2011 On the strong uniqueness of a solution to singular stochastic differential equations. Zbl 1249.60177 Aryasova, Olga V.; Pilipenko, Andrey Yu. 2 2011 On asymptotic behaviour of conditional probability of crossing the nonlinear boundary by a perturbed random walk. Zbl 1249.60084 Aliyev, S.; Rahimov, F.; Navidiv, M. 1 2011 On stochastic averaging and mixing. Zbl 1224.60181 Abourashchi, N.; Veretennikov, A. Yu. 17 2010 Limit theorems for the number of occupied boxes in the Bernoulli sieve. Zbl 1249.60029 Gnedin, Alexander; Iksanov, Alexander; Marynych, Alexander 13 2010 An extension of the Itô integral: toward a general theory of stochastic integration. Zbl 1224.60122 Ayed, Wided; Kuo, Hui-Hsiung 7 2010 Catalytic branching random walk on three-dimensional lattice. Zbl 1249.60028 Bulinskaya, E. V. 5 2010 The maximum principle for some nonlinear stochastic control system with variable structure. Zbl 1224.93129 Agayeva, C. A.; Abushov, Q. U. 5 2010 Stochastic flows and signed measure valued stochastic partial differential equations. Zbl 1249.60099 Kotelenez, Peter M. 4 2010 On the convergence of series of autoregressive sequences in Banach spaces. Zbl 1224.60094 Buldygin, Valerii V.; Runovska, Marina K. 4 2010 On the exact order of growth of solutions of stochastic differential equations with time-dependent coefficients. Zbl 1249.60085 Buldygin, V. V.; Tymoshenko, O. A. 2 2010 Asymptotic behaviour of the conditional probability of the nonlinear boundary crossing by a random walk. Zbl 1224.60091 Aliev, S. A.; Hashimova, T. E. 2 2010 The Fokker-Planck-Kolmogorov equations for some degenerate diffusion processes. Zbl 1224.35172 Ivasyshen, S. D.; Medynsky, I. P. 2 2010 Density estimation by observations with admixture. Zbl 1223.62036 Sugakova, O. 2 2010 Lévy approximation of impulsive recurrent process with semi-Markov switching. Zbl 1249.60171 Koroliuk, V. S.; Limnios, N.; Samoilenko, I. V. 1 2010 On the asymptotics of moments of linear random recurrences. Zbl 1249.60032 Marynych, Alexander 1 2010 Convergence of independent random variable sum distributions to signed measures and applications to the large deviations problem. Zbl 1224.28032 Smorodina, N. V.; Faddeev, M. M. 1 2010 Strong invariance principle for a superposition of random processes. Zbl 1224.60062 Zinchenko, N. M. 1 2010 The explicit probability distribution of a six-dimensional random flight. Zbl 1224.82017 Kolesnik, Alexander D. 12 2009 Exponential rate of \(L_p\)-convergence of intrinsic martingales in supercritical branching random walks. Zbl 1224.60086 Alsmeyer, G.; Iksanov, A.; Polotskiy, S.; Rösler, U. 9 2009 On the convergence of series of autoregressive sequences. Zbl 1224.60093 Buldygin, Valerii V.; Runovska, Marina K. 4 2009 Weak convergence of additive functionals of a sequence of Markov chains. Zbl 1224.60194 Kartashov, Yuri N.; Kulik, Alexey M. 4 2009 ...and 205 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 921 Authors 33 Mao, Xuerong 23 Iksanov, Aleksander M. 13 Marynych, Alexander V. 13 Silvestrov, Dmitrii 11 Dorogovtsev, Andriĭ Anatoliĭovych 11 Kulik, Alexey M. 11 Shaikhet, Leonid Efimovich 11 Veretennikov, Alexander Yu. 10 Kozachenko, Yuriĭ Vasyl’ovych 10 Moklyachuk, Mykhaĭlo Pavlovych 9 Mishura, Yuliya Stepanivna 9 Pilipenko, Andrey Yu. 8 Kopytko, Bogdan I. 8 Meiners, Matthias 8 Osypchuk, Mykhailo M. 8 Samoilenko, Igor V. 8 Sottinen, Tommi 8 Yuan, Chenggui 7 Hu, Liangjian 7 Koshmanenko, Volodymyr Dmytrovych 6 Koba, E. V. 6 Liu, Wei 6 Lu, Jianqiu 6 Pogorui, Anatoliy A. 6 Portenko, Mykola Ivanovych 6 Rodríguez-Dagnino, Ramón Martín 6 Viitasaari, Lauri 6 Yamnenko, Rostyslav E. 5 Bhar, Suprio 5 Kolesnik, Alexander D. 5 Li, Ronghua 5 Maller, Ross Arthur 5 Morvai, Gusztáv 5 Shevchenko, Georgiy M. 5 Weiss, Benjamin 4 Alsmeyer, Gerold 4 Bogachev, Vladimir Igorevich 4 Bulinskaya, Ekaterina Vladimirovna 4 Fei, Weiyin 4 Ferger, Dietmar 4 Gombay, Edit 4 Leal de Carvalho Gomes, Maria Ivette 4 Ipsen, Yuguang F. 4 Ivanov, Aleksandr Vladimirovich 4 Klesov, Oleg I. 4 Kohatsu-Higa, Arturo 4 Kovalenko, Igor Mykolaĭovych 4 Lakatos, László 4 Le Caër, Gérard 4 Li, Xiaoyue 4 Li, Yuyuan 4 Mao, Wei 4 Petersson, Mikael 4 Prakasa Rao, B. L. S. 4 Shemehsavar, Soudabeh 4 Shevchuk, Roman 4 Torbin, Grygoriy Myroslavovych 4 You, Surong 3 Aghayeva, Charkaz 3 Albeverio, Sergio A. 3 Banna, Oksana L. 3 Bischoff, Wolfgang 3 Bouzebda, Salim 3 D’Amico, Guglielmo 3 Fathi, Max 3 Fleige, Andreas 3 Frolov, Andreĭ Nikolaevich 3 Gardes, Laurent 3 Gatto, Riccardo 3 Girard, Stéphane 3 Gladkov, Nikita A. 3 Gnedin, Alexander V. 3 Huang, Chunmao 3 Izyumtseva, Olga 3 Kadankova, Tat’yana V. 3 Kolesnikov, Alexander V. 3 Kolmanovskii, Vladimir Borisovich 3 Konarovskyi, Vitalii 3 Kostenko, Aleksey S. 3 Koval’chuk, L. V. 3 Kukush, Oleksandr Georgiĭovych 3 Laurinčikas, Antanas 3 Liang, Xingang 3 Limnios, Nikolaos 3 Liu, Quansheng 3 Luo, Qi 3 Manca, Raimondo 3 Meleshko, Sergey V. 3 Olenko, Andriy Yakovych 3 Paternoster, Beatrice 3 Pavlyukevich, Ilya 3 Qiu, Qinwei 3 Rajeev, Bhaskaran 3 Rashytov, Bohdan 3 Riabov, Georgii V. 3 Roelly, Sylvie 3 Rozora, Iryna V. 3 Scheutzow, Michael K. R. 3 Seneta, Eugene 3 Silvestrov, Sergei D. ...and 821 more Authors all top 5 Cited in 215 Journals 64 Theory of Probability and Mathematical Statistics 35 Stochastic Processes and their Applications 28 Cybernetics and Systems Analysis 20 Journal of Applied Probability 19 Ukrainian Mathematical Journal 18 Statistics & Probability Letters 15 Journal of Mathematical Analysis and Applications 15 Journal of Mathematical Sciences (New York) 14 Methodology and Computing in Applied Probability 14 Modern Stochastics. 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Mathématique. Académie des Sciences, Paris 2 Bulletin of the Institute of Mathematics. Academia Sinica. New Series 2 IET Control Theory & Applications 2 SIAM Journal on Financial Mathematics 2 Izvestiya Irkutskogo Gosudarstvennogo Universiteta. Seriya Matematika 2 Cogent Mathematics 2 Probability, Uncertainty and Quantitative Risk 2 Matematicheskie Voprosy Kriptografii 1 Applicable Analysis ...and 115 more Journals all top 5 Cited in 42 Fields 554 Probability theory and stochastic processes (60-XX) 128 Statistics (62-XX) 71 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 68 Systems theory; control (93-XX) 52 Partial differential equations (35-XX) 46 Numerical analysis (65-XX) 43 Ordinary differential equations (34-XX) 33 Operations research, mathematical programming (90-XX) 30 Measure and integration (28-XX) 26 Dynamical systems and ergodic theory (37-XX) 23 Statistical mechanics, structure of matter (82-XX) 22 Number theory (11-XX) 22 Operator theory (47-XX) 16 Biology and other natural sciences (92-XX) 14 Real functions (26-XX) 12 Calculus of variations and optimal control; optimization (49-XX) 11 Information and communication theory, circuits (94-XX) 9 Computer science (68-XX) 8 Difference and functional equations (39-XX) 8 Functional analysis (46-XX) 6 Sequences, series, summability (40-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 5 History and biography (01-XX) 5 Special functions (33-XX) 5 Approximations and expansions (41-XX) 5 Integral equations (45-XX) 5 Fluid mechanics (76-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Convex and discrete geometry (52-XX) 2 Combinatorics (05-XX) 2 Functions of a complex variable (30-XX) 2 Several complex variables and analytic spaces (32-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Mechanics of particles and systems (70-XX) 1 General and overarching topics; collections (00-XX) 1 Commutative algebra (13-XX) 1 Topological groups, Lie groups (22-XX) 1 Potential theory (31-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral transforms, operational calculus (44-XX) 1 General topology (54-XX) 1 Quantum theory (81-XX) Citations by Year