Theory of Probability and Mathematical Statistics Short Title: Theory Probab. Math. Stat. Publisher: American Mathematical Society (AMS), Providence, RI ISSN: 0094-9000; 1547-7363/e Online: https://www.ams.org/journals/tpms/all_issues.html Original: Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka Comments: Journal; Indexed cover-to-cover; From Vol. 82 (2011) - Vol. 101 (2020) translation from: Teor. Ĭmovirn. Mat. Stat. Documents Indexed: 1,154 Publications (since 1973) References Indexed: 362 Publications with 6,615 References. all top 5 Latest Issues 108 (2023) 107 (2022) 106 (2022) 105 (2021) 104 (2021) 103 (2020) 102 (2020) 101 (2020) 100 (2020) 99 (2019) 98 (2019) 97 (2018) 96 (2018) 95 (2017) 94 (2017) 93 (2016) 92 (2016) 91 (2015) 90 (2015) 89 (2014) 88 (2014) 87 (2013) 86 (2013) 85 (2012) 84 (2012) 83 (2011) 82 (2011) 58 (1999) 50 (1995) 49 (1994) 48 (1994) 47 (1993) 46 (1993) 1992 (1992) 45 (1992) 44 (1992) 43 (1991) 42 (1991) 41 (1990) 40 (1990) 39 (1989) 38 (1989) 37 (1988) 36 (1988) 35 (1987) 34 (1987) 33 (1986) 32 (1986) 31 (1985) 30 (1985) 29 (1984) 28 (1984) 27 (1983) 26 (1983) 25 (1982) 24 (1982) 23 (1981) 22 (1981) 21 (1980) 20 (1980) 19 (1980) 18 (1979) 17 (1979) 16 (1978) 15 (1978) 12 (1978) 11 (1978) 10 (1978) 14 (1977) 13 (1977) 9 (1977) all top 5 Authors 58 Mishura, Yuliya Stepanivna 41 Kozachenko, Yuriĭ Vasyl’ovych 32 Girko, Vyacheslav Leonidovich 32 Moklyachuk, Mykhaĭlo Pavlovych 26 Kartashov, Mykola Valentynovych 23 Ivanov, Aleksandr Vladimirovich 23 Leonenko, Nikolai N. 22 Anisimov, Vladimir Vladislavovič 22 Dorogovtsev, Anatoliĭ Yakovych 22 Silvestrov, Dmitrii 21 Matsak, Ivan K. 17 Kukush, Oleksandr Georgiĭovych 16 Maĭboroda, Rostyslav Yevgenovych 16 Yadrenko, Mykhaĭlo Ĭosypovych 15 Zakusylo, Oleg K. 14 Klesov, Oleg I. 14 Petunin, Yuriĭ Ivanovich 14 Radchenko, Vadym Mykolaĭovych 13 Buldygin, Valeriĭ Volodymyrovych 13 Golomoziy, Vitaliy 13 Ponomarenko, A. I. 12 Korolyuk, Volodymyr Semenovych 12 Shevchenko, Georgiy M. 10 Kulinich, Grygoriĭ Logvynovych 9 Gusak, Dmytro V. 9 Kurchenko, A. A. 9 Lin’kov, Yurii N. 9 Malyarenko, Anatoliy A. 9 Olenko, Andriy Yakovych 9 Ryzhov, Yu. M. 9 Sakhno, Lyudmyla Mykhaĭlivna 8 Alekseev, V. G. 8 Bondarev, Borys Volodymyrovych 8 Kolchinskiĭ, Vladimir I’ich 8 Masol, Volodymyr I. 8 Molchanov, Ilya S. 8 Shklyar, Sergiĭ Volodymyrovych 8 Skorokhod, Anatoliĭ Volodymyrovych 7 Borysenko, Oleksandr Danylovych 7 Knopov, Pavel S. 7 Ralchenko, Kostiantyn V. 7 Solntsev, S. A. 7 Veretennikov, Alexander Yu. 6 Filonov, Yu. P. 6 Samoilenko, Igor V. 6 Shurenkov, V. M. 6 Sugakova, Olena Volodymyrivna 5 Bodnarchuk, I. M. 5 Borovskikh, Yuri V. 5 Ežhov, Igor Ivanovich 5 Kaplan, Eh. I. 5 Kulik, Alexey M. 5 Kuznētsova, O. M. 5 Makhno, Sergeĭ Yakovlevich 5 Mirzakhmedov, Mirfazil Abdilkhakovich 5 Rojtgarts, A. D. 5 Vysochanskij, D. F. 5 Yurachkivsky, Andriĭ P. 4 Amosova, N. N. 4 Bodnar, Taras 4 Bodnarchuk, S. V. 4 Braverman, Michael Sh. 4 Butsan, G. P. 4 Dalets’kyĭ, Yuriĭ L’vovych 4 Gushchin, Aleksandr Aleksandrovich 4 Khusanbaev, Ya. M. 4 Kushnirenko, Svitlana V. 4 Marushin, M. N. 4 Mazur, Stepan 4 Motsa, Andrei I. 4 Oleshko, T. A. 4 Omarov, S. O. 4 Ostrovskii, E. I. 4 Piterbarg, Vladimir Il’ich 4 Ponomarenko, O. Ī. 4 Radchenko, A. N. 4 Rakhimov, Gairat M. 4 Shevlyakov, Andrej Yu. 4 Sreehari, Maddipatla 4 Tatarinov, S. V. 4 Torbin, Grygoriy Myroslavovych 4 Tursunov, G. T. 4 Velikoivanenko, A. I. 4 Zili, Mounir 3 Al-Madani, M. Ghaleb 3 Anh, Vo V. 3 Bardadym, Tamara Alexeevna 3 Davidovich, S. S. 3 Dubovets’ka, I. I. 3 Ibramkhalilov, I. Sh. 3 Ignat, Yu. I. 3 Kuritsyn, Yu. G. 3 Kushnir, O. O. 3 Luz, M. M. 3 Madreimov, I. 3 Moklyachuk, Oksana M. 3 Molchan, George M. 3 Moskvichova, K. K. 3 Ostoja-Starzewski, Martin 3 Parkhomenko, Victoria N. ...and 543 more Authors all top 5 Fields 987 Probability theory and stochastic processes (60-XX) 331 Statistics (62-XX) 51 Functional analysis (46-XX) 40 Measure and integration (28-XX) 37 Partial differential equations (35-XX) 35 Systems theory; control (93-XX) 28 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 25 Linear and multilinear algebra; matrix theory (15-XX) 22 Operations research, mathematical programming (90-XX) 21 Approximations and expansions (41-XX) 20 Numerical analysis (65-XX) 19 Operator theory (47-XX) 18 Ordinary differential equations (34-XX) 16 Real functions (26-XX) 14 Integral equations (45-XX) 12 Harmonic analysis on Euclidean spaces (42-XX) 11 Special functions (33-XX) 9 Sequences, series, summability (40-XX) 9 General topology (54-XX) 8 Number theory (11-XX) 7 General and overarching topics; collections (00-XX) 7 History and biography (01-XX) 7 Topological groups, Lie groups (22-XX) 7 Global analysis, analysis on manifolds (58-XX) 6 Difference and functional equations (39-XX) 6 Information and communication theory, circuits (94-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 5 Computer science (68-XX) 4 Integral transforms, operational calculus (44-XX) 3 Group theory and generalizations (20-XX) 3 Abstract harmonic analysis (43-XX) 3 Differential geometry (53-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Combinatorics (05-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Fluid mechanics (76-XX) 2 Quantum theory (81-XX) 2 Biology and other natural sciences (92-XX) 1 Field theory and polynomials (12-XX) 1 Algebraic geometry (14-XX) 1 Functions of a complex variable (30-XX) 1 Potential theory (31-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Mechanics of deformable solids (74-XX) 1 Relativity and gravitational theory (83-XX) 1 Astronomy and astrophysics (85-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 337 Publications have been cited 923 times in 681 Documents Cited by ▼ Year ▼ Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations. Zbl 1482.60079Mishura, Yuliya; Veretennikov, Alexander 40 2020 Limit theorems for distributions of eigenvalues of random symmetric matrices. Zbl 0717.60047Girko, V. L. 24 1990 Criteria for uniform ergodicity and strong stability of Markov chains with a common phase space. Zbl 0586.60058Kartashov, N. V. 19 1985 A white noise approach to phase space Feynman path integrals. Zbl 1285.60071Bock, W.; Grothaus, M. 13 2012 Justification of the \(3\sigma\) rule for unimodal distributions. Zbl 0486.60018Vysochanskij, D. F.; Petunin, Yu. I. 12 1980 Mixed stochastic delay differential equations. Zbl 1322.60097Shevchenko, G. 12 2014 Maximal coupling procedure and stability of discrete Markov chains. I. Zbl 1322.60149Kartashov, M. V.; Golomozyĭ, V. V. 11 2013 Maximal coupling procedure and stability of discrete Markov chains. II. Zbl 1322.60150Kartashov, M. V.; Golomozyĭ, V. V. 11 2013 Wave equation with a stochastic measure. Zbl 1371.60105Bodnarchuk, I. M. 10 2017 Compound kernel estimates for the transition probability density of a Lévy process in \(\mathbb R^{n}\). Zbl 1322.60057Knopova, Victoria 10 2014 Distribution of the product of a singular Wishart matrix and a normal vector. Zbl 1331.62266Bodnar, T.; Mazur, Stepan; Okhrin, Y. 10 2015 Interpolation of functionals of stochastic sequences with stationary increments. Zbl 1343.60039Luz, M. M.; Moklyachuk, M. P. 9 2013 Weak convergence of weighted additive functionals of long-range dependent fields. Zbl 1409.60082Alodat, T.; Olenko, A. 9 2018 Banach spaces of random variables of sub-Gaussian type. Zbl 0626.60026Kozachenko, Yu. V.; Ostrovskij, E. I. 9 1986 On the integrability of the coupling moment for time-inhomogeneous Markov chains. Zbl 1322.60147Golomoziy, V. V.; Kartashov, N. V. 9 2014 Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. Zbl 1409.60061Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu. 8 2018 On the convergence of products of independent random variables. Zbl 0451.60036Skorokhod, T. A. 8 1978 Quadratic Gaussian random processes. Zbl 0451.60045Ryzhov, Yu. M. 8 1978 Minimax-robust filtering problem for stochastic sequences with stationary increments. Zbl 1332.60059Luz, M. M.; Moklyachuk, M. P. 8 2014 Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059Mishura, Yu.; Ralchenko, K.; Shevchenko, G. 8 2019 Fractal properties of random variables with independent \(Q_\infty\)-symbols. Zbl 1300.60055Nikiforov, R. O.; Torbin, G. M. 7 2013 Dividends with tax and capital injection in a spectrally negative Lévy risk model. Zbl 1416.91219Schmidli, H. 7 2018 The Hajek-Renyi inequality for random fields and the strong law of large numbers. Zbl 0459.60019Klesov, O. I. 7 1981 Two component binary statistical experiments with persistent linear regression. Zbl 1416.62506Koroliouk, D. V. 7 2015 Interpolation of periodically correlated stochastic sequences. Zbl 1411.60050Dubovets’ka, I. I.; Masyutka, O. Yu.; Moklyachuk, M. P. 7 2012 On a Markov analogue of continuous-time \(Q\)-processes. Zbl 1287.60103Imomov, Azam A. 7 2012 On the distribution of the maximum of the telegraph process. Zbl 1476.60182Cinque, F.; Orsingher, E. 6 2020 A solution of the problem of detecting hidden periodicities. Zbl 0485.60044Ivanov, A. V. 6 1980 Heat equation in a multidimensional domain with a general stochastic measure. Zbl 1357.60065Bodnarchuk, I. M.; Shevchenko, G. M. 6 2016 Limit theorems for recurrent processes of semi-Markov type. Zbl 0733.60102Anisimov, V. V.; Aliev, A. O. 6 1990 On the circle law. Zbl 0579.60025Girko, V. L. 6 1983 Asymptotics of the probability of large excursions for a nonstationary Gaussian process. Zbl 0433.60030Piterbarg, V. I.; Prisyazhnyuk, V. P. 6 1979 Discriminant analysis in small and large dimensions. Zbl 1446.62136Bodnar, T.; Mazur, S.; Ngailo, E.; Parolya, N. 6 2020 An inequality for the coupling moment in the case of two inhomogeneous Markov chains. Zbl 1322.60148Golomozyĭ, V. V. 6 2015 The mean coupling time for independent discrete renewal processes. Zbl 1284.60146Kartashov, M. V.; Golomozyĭ, V. V. 6 2012 On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension. Zbl 1447.60037Bodnar, T.; Mazur, S.; Muhinyuza, S.; Parolya, N. 5 2019 Impact of the stress factor on the price of widow’s pensions. Proofs. Zbl 1348.60111Golomozyĭ, V. V.; Kartashov, M. V.; Kartashov, Yu. M. 5 2016 An investigation of an \(\mathrm{M}^\theta /\mathrm{G}/1/m\) queueing system with service mode switching. Zbl 1329.60324Zhernovyĭ, K. Yu. 5 2013 On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector. Zbl 1359.62171Kotsiuba, I.; Mazur, Stepan 5 2016 Properties of integrals with respect to a general stochastic measure in a stochastic heat equation. Zbl 1232.60043Radchenko, V. M. 5 2011 On extreme values of some regenerative processes. Zbl 1409.60136Zakusylo, O. K.; Matsak, I. K. 5 2018 Characterizations of a geometric class of distributions. Zbl 0719.62023Stepanov, A. V. 5 1990 Limit behavior of the number of solutions of a system of random linear equations over a finite field and a finite ring. Zbl 0449.60018Kovalenko, I. N.; Levitskaya, A. A. 5 1977 Random processes in Orlicz spaces. I. Zbl 0587.60034Kozachenko, Yu. V. 5 1985 The averaging principle for switching processes. Zbl 0835.60018Anisimov, V. V. 5 1992 Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations. Zbl 1322.60091Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S. 5 2015 Transfer principle for \(n\)th order fractional Brownian motion with applications to prediction and equivalence in law. Zbl 1488.60099Sottinen, T.; Viitasaari, L. 5 2019 Maximal coupling and stability of discrete non-homogeneous Markov chains. Zbl 1333.60160Golomozyĭ, V. V.; Kartashov, M. V. 5 2015 Approximation of the solution to the parabolic equation driven by stochastic measure. Zbl 1465.60060Manikin, B. I.; Radchenko, V. M. 4 2020 Some limit theorems for empirical measures. Zbl 0486.60005Kolchinskij, V. I. 4 1980 Rate of convergence of option prices by using the method of pseudomoments. Zbl 1345.60018Mishura, Yu. S.; Munchak, E. Yu. 4 2016 The sub-Gaussian norm of a binary random variable. Zbl 1300.60063Buldygin, V. V.; Moskvichova, K. K. 4 2013 The Banach spaces \(\mathbf{F}_\psi (\Omega )\) of random variables. Zbl 1305.60025Kozachenko, Yu. V.; Mlavets’, Yu. Yu. 4 2013 Riemann integral of a random function and the parabolic equation with a general stochastic measure. Zbl 1329.60218Radchenko, V. 4 2013 Diffusion approximation of systems with weakly ergodic Markov perturbations. II. Zbl 1337.60198Veretennikov, A. Yu.; Kulik, A. M. 4 2014 The multivariate Black & Scholes market: conditions for completeness and no-arbitrage. Zbl 1304.91215Dhaene, J.; Kukush, A.; Linders, D. 4 2014 Cross-correlogram estimators of impulse response functions. Zbl 1431.62434Kozachenko, Yu. V.; Rozora, I. V. 4 2016 Wave equation with a stable noise. Zbl 1402.60079Pryhara, L. I.; Shevchenko, G. M. 4 2018 Second order necessary conditions of optimality for stochastic systems with variable delay. Zbl 1238.93122Agayeva, Ch. A. 4 2011 Conditions for the consistency of the total least squares estimator in an errors-in-variables linear regression model. Zbl 1328.62345Shklyar, S. V. 4 2011 On classes of limit distributions in a summation scheme. Zbl 0393.60045Zakusilo, O. K. 4 1978 Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation. Zbl 1454.60100Zili, M.; Zougar, E. 4 2020 Stochastic asymptotic expansion of correlogram estimator of the correlation function of random noise in nonlinear regression model. Zbl 1346.60043Ivanov, O. V.; Moskvichova, K. K. 4 2015 Asymptotic behavior of integral functionals of unstable solutions of one-dimensional Itô stochastic differential equations. Zbl 1322.60090Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S. 4 2014 On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators. Zbl 1488.60118Buchak, K. V.; Sakhno, L. M. 4 2019 Limit behavior of the Rosenblatt Ornstein-Uhlenbeck process with respect to the Hurst index. Zbl 1488.60136Slaoui, M.; Tudor, C. A. 4 2019 Order of approximation in the central limit theorem for associated random variables and a moderate deviation result. Zbl 1481.60059Sreehari, M. 4 2019 Binary statistical experiments with persistent nonlinear regression. Zbl 1331.62095Koroliouk, D. V. 4 2015 Analytic properties of infinite-horizon survival probability in a risk model with additional funds. Zbl 1339.91063Mishura, Yu. S.; Ragulina, O. Yu.; Stroev, O. M. 4 2015 Stability of a tandem of queueing systems with Bernoulli noninstantaneous transfer of customers. Zbl 1277.60165Zorin, A. V. 4 2012 Extended Poisson equation for weakly ergodic Markov processes. Zbl 1278.60098Veretennikov, A. Yu.; Kulik, A. M. 4 2012 Persistence and extinction in a stochastic nonautonomous logistic model of population dynamics. Zbl 1447.60083Borysenko, O. D.; Borysenko, D. O. 3 2019 Exponential ergodicity for diffusions with jumps driven by a Hawkes process. Zbl 1477.60075Dion, Charlotte; Lemler, Sarah; Löcherbach, Eva 3 2020 On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. Zbl 1382.60071Avram, Florin; Zhou, Xiaowen 3 2017 Robust estimation for continuous-time linear models with memory. Zbl 1392.62283Ginovyan, Mamikon S.; Sahakyan, Artur A. 3 2017 On the convergence rate in a theorem of Heyde. Zbl 0861.60054Klesov, O. I. 3 1993 The equation for vibrations of a fixed string driven by a general stochastic measure. Zbl 1508.60064Bodnarchuk, I. M.; Radchenko, V. M. 3 2020 Filtration of linear functionals of periodically correlated sequences. Zbl 1353.60041Dubovets’ka, I. I.; Moklyachuk, M. P. 3 2013 Limit theorems for the maximal residuals in linear and nonlinear regression models. Zbl 1312.60069Ivanov, A. V.; Matsak, I. K. 3 2013 An estimate of the stability for nonhomogeneous Markov chains under classical minorization condition. Zbl 1329.60254Golomozyĭ, V. V. 3 2014 Extrapolation of periodically correlated stochastic processes observed with noise. Zbl 1353.60040Dubovets’ka, I. I.; Moklyachuk, M. P. 3 2014 Adaptive test on means homogeneity by observations from a mixture. Zbl 1359.62203Maĭboroda, R. E.; Sugakova, O. V. 3 2016 An estimate of the expectation of the excess of a renewal sequence generated by a time-inhomogeneous Markov chain if a square-integrable majorizing sequence exists. Zbl 1371.60152Golomozyĭ, V. V. 3 2017 Point processes subordinated to compound Poisson processes. Zbl 1371.60087Kobylych, K. V.; Sakhno, L. M. 3 2017 Fourier transform of general stochastic measures. Zbl 1371.60090Radchenko, V. M.; Stefans’ka, N. O. 3 2017 Properties of solutions of stochastic differential equations with random coefficients, non-Lipschitz diffusion, and Poisson measures. Zbl 1232.60048Zubchenko, V. P. 3 2011 Adaptive estimates for the parameter of a mixture of two symmetric distributions. Zbl 1232.62045Sugakova, Olena 3 2011 Spectral expansions of random sections of homogeneous vector bundles. Zbl 1414.83106Malyarenko, A. 3 2018 PageRank for networks, graphs, and Markov chains. Zbl 1402.60115Engström, C.; Silvestrov, S. 3 2018 Fourier series and Fourier-Haar series for stochastic measures. Zbl 1402.60061Radchenko, V. M.; Stefans’ka, N. O. 3 2018 A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval. Zbl 1243.60034Banna, O. L.; Mishura, Yu. S. 3 2011 On the distribution of storage processes from the class \(V(\varphi,\psi)\). Zbl 1241.90009Yamnenko, R. E.; Shramko, O. S. 3 2011 A generalized Itô formula for two-parameter martingales. II. Zbl 0629.60051Mishura, Yu. S. 3 1986 Sufficient conditions for relative compactness of measures corresponding to two-parameter strong martingales. Zbl 0629.60052Mishura, Yu. S. 3 1987 Limit theorems for switching processes. Zbl 0663.60030Anisimov, V. V. 3 1988 Some properties of random vectors of the form \(\sum^{\infty}_0A^1\xi_1\). Zbl 0448.60038Zakusilo, O. K. 3 1977 Linear statistical problems for stationary isotropic random fields on a sphere. I. Zbl 0451.60057Moklyachuk, M. P.; Yadrenko, M. I. 3 1979 Decomposition of two-parameter martingales into orthogonal components. Zbl 0473.60048Mishura, Yu. S. 3 1980 On the central limit theorem for empirical measures. Zbl 0504.60024Kolchinskij, V. I. 3 1982 Limit theorems for some classes of random processes related to semi- Markov random walks. Zbl 0504.60075Skorokhod, A. V.; Nasirova, T. I. 3 1982 Isotropic random spin weighted functions on \(S^2\) vs isotropic random fields on \(S^3\). Zbl 07618874Stecconi, Michele 1 2022 Finite dimensional models for random microstructures. Zbl 1495.60061Grigoriu, M. 1 2022 Random Lipschitz-Killing curvatures: reduction principles, integration by parts and Wiener chaos. Zbl 1495.60043Vidotto, A. 1 2022 Fractional stochastic partial differential equation for random tangent fields on the sphere. Zbl 1473.35671Anh, V. V.; Olenko, A.; Wang, Y. G. 2 2021 Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients. Zbl 1473.60100Tappe, S. 2 2021 Stochastic elliptic operators defined by non-Gaussian random fields with uncertain spectrum. Zbl 1485.60051Soize, C. 2 2021 Convergence results for the time-changed fractional Ornstein-Uhlenbeck processes. Zbl 1470.60111Ascione, G.; Mishura, Yu.; Pirozzi, E. 1 2021 Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise. Zbl 1473.60101Zili, M.; Zougar, E. 1 2021 Limit theorems for prices of options written on semi-Markov processes. Zbl 1480.91294Scalas, E.; Toaldo, B. 1 2021 The dual Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations. Zbl 1485.60062Tappe, S. 1 2021 On the least squares estimator asymptotic normality of the multivariate symmetric textured surface parameters. Zbl 07450429Ivanov, A. V.; Savych, I. M. 1 2021 Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations. Zbl 1482.60079Mishura, Yuliya; Veretennikov, Alexander 40 2020 On the distribution of the maximum of the telegraph process. Zbl 1476.60182Cinque, F.; Orsingher, E. 6 2020 Discriminant analysis in small and large dimensions. Zbl 1446.62136Bodnar, T.; Mazur, S.; Ngailo, E.; Parolya, N. 6 2020 Approximation of the solution to the parabolic equation driven by stochastic measure. Zbl 1465.60060Manikin, B. I.; Radchenko, V. M. 4 2020 Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation. Zbl 1454.60100Zili, M.; Zougar, E. 4 2020 Exponential ergodicity for diffusions with jumps driven by a Hawkes process. Zbl 1477.60075Dion, Charlotte; Lemler, Sarah; Löcherbach, Eva 3 2020 The equation for vibrations of a fixed string driven by a general stochastic measure. Zbl 1508.60064Bodnarchuk, I. M.; Radchenko, V. M. 3 2020 The wave equation in the three-dimensional space driven by a general stochastic measure. Zbl 1446.60042Bodnarchuk, I. M.; Radchenko, V. M. 3 2020 Limit theorems for singular Skorohod integrals. Zbl 1485.60053Bell, Denis; Bolaños, Raul; Nualart, David 2 2020 On Davie’s uniqueness for some degenerate SDEs. Zbl 1470.60162Priola, Enrico 2 2020 A test on mean-variance efficiency of the tangency portfolio in high-dimensional setting. Zbl 1470.91248Muhinyuza, Stanislas 2 2020 The asymptotic normality for the least squares estimator of parameters in a two dimensional sinusoidal model of observations. Zbl 1446.62354Ivanov, O. V.; Lymar, O. V. 2 2020 Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors. Zbl 1446.62245Kharin, Yu. S.; Voloshko, V. A. 2 2020 On synchronized Fleming-Viot particle systems. Zbl 1467.82047Cérou, Frédéric; Guyader, Arnaud; Rousset, Mathias 1 2020 Asymptotic behavior of a solution of the non-autonomous logistic stochastic differential equation. Zbl 1455.60075Borysenko, O. D.; Borysenko, D. O. 1 2020 Stationary limits of shot noise processes. Zbl 1455.60120Verovkin, G. K.; Marynych, A. V. 1 2020 Estimates of stability of transition probabilities for non-homogeneous Markov chains in the case of the uniform minorization. Zbl 1455.60119Golomozyĭ, V. V. 1 2020 Bounded in the mean of order \(p\) solutions of a difference equation with a jump of the operator coefficient. Zbl 1458.39016Gorodnii, M. F.; Gonchar, I. V. 1 2020 Conditions for the sample continuity with probability one for square-Gaussian stochastic processes. Zbl 1455.60059Kozachenko, Yu. V.; Rozora, I. V. 1 2020 On the asymptotic merging of the set of nodes in stochastic networks. Zbl 1455.60123Lebedev, E. O.; Livinska, G. V. 1 2020 A limit theorem for extreme values of discrete random variables and its applications. Zbl 1455.60049Matsak, I. K. 1 2020 Noninformative Bayesian inference for heterogeneity in a generalized marginal random effects meta-analysis. Zbl 1446.62091Bodnar, O. 1 2020 Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059Mishura, Yu.; Ralchenko, K.; Shevchenko, G. 8 2019 On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension. Zbl 1447.60037Bodnar, T.; Mazur, S.; Muhinyuza, S.; Parolya, N. 5 2019 Transfer principle for \(n\)th order fractional Brownian motion with applications to prediction and equivalence in law. Zbl 1488.60099Sottinen, T.; Viitasaari, L. 5 2019 On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators. Zbl 1488.60118Buchak, K. V.; Sakhno, L. M. 4 2019 Limit behavior of the Rosenblatt Ornstein-Uhlenbeck process with respect to the Hurst index. Zbl 1488.60136Slaoui, M.; Tudor, C. A. 4 2019 Order of approximation in the central limit theorem for associated random variables and a moderate deviation result. Zbl 1481.60059Sreehari, M. 4 2019 Persistence and extinction in a stochastic nonautonomous logistic model of population dynamics. Zbl 1447.60083Borysenko, O. D.; Borysenko, D. O. 3 2019 Fractional Stokes-Boussinesq-Langevin equation and Mittag-Leffler correlation decay. Zbl 1488.60076Anh, V. V.; Leonenko, N. N. 3 2019 Wave equation in the plane driven by a general stochastic measure. Zbl 1447.60089Bodnarchuk, I. M.; Radchenko, V. M. 3 2019 Subordination principles for the multi-dimensional space-time-fractional diffusion-wave equation. Zbl 1461.35007Luchko, Yu. 3 2019 Wave equation for a homogeneous string with fixed ends driven by a stable random noise. Zbl 1436.60067Rusanyuk, L. I.; Shevchenko, G. M. 3 2019 On a new Sheffer class of polynomials related to normal product distribution. Zbl 1481.60046Azmoodeh, E.; Gasbarra, D. 2 2019 Stein-Haff identity for the exponential family. Zbl 1436.62196Alfelt, G. 1 2019 Asymptotic results for certain weak dependent variables. Zbl 1431.60028Arab, I.; Oliveira, P. E. 1 2019 Construction of the Karhunen-Loève model for an input Gaussian process in a linear system by using the output process. Zbl 1447.60066Kozachenko, Yu. V.; Rozora, I. V. 1 2019 Goodness-of-fit test in the Cox proportional hazards model with measurement errors. Zbl 1431.62447Kukush, A. G.; Chernova, O. O. 1 2019 Ehrenfest-Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion. Zbl 1431.60041Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N. 1 2019 Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model. Zbl 1435.60028Lohvinenko, S. S.; Ralchenko, K. 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V.; Prikhod’ko, V. V. 2 2016 ...and 237 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 816 Authors 22 Mishura, Yuliya Stepanivna 16 Kozachenko, Yuriĭ Vasyl’ovych 15 Radchenko, Vadym Mykolaĭovych 14 Golomoziy, Vitaliy 14 Moklyachuk, Mykhaĭlo Pavlovych 12 Ivanov, Aleksandr Vladimirovich 11 Matsak, Ivan K. 11 Sakhno, Lyudmyla Mykhaĭlivna 9 Korolyuk, Volodymyr Semenovych 8 Girko, Vyacheslav Leonidovich 8 Leonenko, Nikolai N. 8 Ralchenko, Kostiantyn V. 8 Silvestrov, Dmitrii 8 Zeifman, Alexander Izrailevich 7 Imomov, Azam Abdurakhimovich 7 Kukush, Oleksandr Georgiĭovych 7 Olenko, Andriy Yakovych 7 Prakasa Rao, B. L. S. 6 Anisimov, Vladimir Vladislavovič 6 Mazur, Stepan 6 Shevchenko, Georgiy M. 6 Troshki, Viktor B. 5 Huang, Xing 5 Kartashov, Mykola Valentynovych 5 Korolev, Viktor Yur’evich 5 Maĭboroda, Rostyslav Yevgenovych 5 Orsingher, Enzo 5 Shklyar, Sergiĭ Volodymyrovych 5 Torbin, Grygoriy Myroslavovych 5 Tudor, Ciprian A. 5 Veretennikov, Alexander Yu. 4 Alodat, Tareq 4 Ascione, Giacomo 4 Bock, Wolfgang 4 Christofides, Tasos C. 4 Ginovyan, Mamikon S. 4 Kaleta, Kamil 4 Kulik, Alexey M. 4 Kulinich, Grygoriĭ Logvynovych 4 Kumanogo, Naoto 4 Kushnirenko, Svitlana V. 4 Pirozzi, Enrica 4 Piterbarg, Vladimir Il’ich 4 Samoilenko, Igor V. 4 Schilling, René Leander 4 Schmidli, Hanspeter 4 Skorokhod, Tatjana A. 4 Yamnenko, Rostyslav E. 4 Zhang, Haisen 4 Zhang, Xu 3 Al-Sharadqah, Ali A. 3 Anh, Vo V. 3 Bodnar, Taras 3 Bodnarchuk, I. M. 3 Borysenko, Oleksandr Danylovych 3 Cinque, Fabrizio 3 D’Ovidio, Mirko 3 Gut, Allan 3 Ianevych, Tetiana O. 3 Ivanoff, B. Gail 3 Kharin, Yuriĭ Sëmenovich 3 Knopova, Victoria Pavlovna 3 Luz, Maksym 3 Malyarenko, Anatoliy A. 3 Masyutka, Oleksandr Yu. 3 Meyn, Sean P. 3 Ragulina, Olena 3 Reisinger, Christoph 3 Ren, Panpan 3 Silvestrov, Sergei D. 3 Stefans’ka, N. O. 3 Steinebach, Josef G. 3 Troshki, N. V. 3 Vasylyk, Ol’ga I. 3 Voloshko, Valeriy A. 3 Wu, Jianglun 3 Yukich, Joseph Elliott 3 Zili, Mounir 3 Zorine, Andrei V. 3 Zougar, Eya 2 Abola, Benard 2 Aissani, Djamil 2 Albeverio, Sergio A. 2 Alfelt, Gustav 2 Araya, Héctor 2 Avetisian, Diana 2 Banna, Oksana L. 2 Biganda, Pitos Seleka 2 Blazhievska, Irina 2 Borysenko, Olga V. 2 Bouzebda, Salim 2 Brachetta, Matteo 2 Buchak, Khrystyna 2 Kinderknecht, Yana A. 2 Chaudru De Raynal, Paul-Eric 2 Dębicki, Krzysztof 2 Dembińska, Anna 2 Di Nunno, Giulia 2 Dong, Hua 2 Dorogovtsev, Anatoliĭ Yakovych ...and 716 more Authors all top 5 Cited in 173 Journals 110 Theory of Probability and Mathematical Statistics 52 Modern Stochastics. 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(English Edition) 2 Probability Surveys 2 International Journal of Stochastic Analysis 2 Japanese Journal of Statistics and Data Science 1 Advances in Applied Probability 1 Communications in Mathematical Physics 1 Computer Methods in Applied Mechanics and Engineering 1 International Journal of Solids and Structures 1 Israel Journal of Mathematics 1 Journal d’Analyse Mathématique 1 Journal of Mathematical Biology 1 Theoretical and Computational Fluid Dynamics 1 Chaos, Solitons and Fractals 1 Prikladnaya Matematika i Mekhanika 1 Advances in Mathematics 1 Annals of the Institute of Statistical Mathematics 1 Applied Mathematics and Optimization 1 BIT 1 Dissertationes Mathematicae 1 Journal of Functional Analysis 1 Manuscripta Mathematica 1 Le Matematiche 1 Mathematische Annalen 1 Mathematische Nachrichten 1 Mathematische Zeitschrift 1 Numerische Mathematik 1 Osaka Journal of Mathematics ...and 73 more Journals all top 5 Cited in 40 Fields 511 Probability theory and stochastic processes (60-XX) 204 Statistics (62-XX) 56 Partial differential equations (35-XX) 43 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 32 Operations research, mathematical programming (90-XX) 31 Systems theory; control (93-XX) 30 Numerical analysis (65-XX) 23 Linear and multilinear algebra; matrix theory (15-XX) 16 Real functions (26-XX) 16 Operator theory (47-XX) 16 Quantum theory (81-XX) 14 Measure and integration (28-XX) 14 Computer science (68-XX) 13 Biology and other natural sciences (92-XX) 11 Number theory (11-XX) 11 Ordinary differential equations (34-XX) 9 Harmonic analysis on Euclidean spaces (42-XX) 9 Statistical mechanics, structure of matter (82-XX) 8 Information and communication theory, circuits (94-XX) 6 Special functions (33-XX) 6 Dynamical systems and ergodic theory (37-XX) 6 Functional analysis (46-XX) 6 Mechanics of deformable solids (74-XX) 5 Combinatorics (05-XX) 5 Approximations and expansions (41-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 4 History and biography (01-XX) 4 Difference and functional equations (39-XX) 4 Integral transforms, operational calculus (44-XX) 4 Fluid mechanics (76-XX) 3 Potential theory (31-XX) 3 Global analysis, analysis on manifolds (58-XX) 2 Sequences, series, summability (40-XX) 2 Integral equations (45-XX) 2 Geophysics (86-XX) 1 General and overarching topics; collections (00-XX) 1 Group theory and generalizations (20-XX) 1 Functions of a complex variable (30-XX) 1 Algebraic topology (55-XX) 1 Relativity and gravitational theory (83-XX) Citations by Year