## 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: Indexed cover-to-cover; From Vol. 82 (2011) - Vol. 101 (2020) translation from: Teor. Ĭmovirn. Mat. Stat.
 Documents Indexed: 1,133 Publications (since 1973) References Indexed: 342 Publications with 5,983 References.
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 970 Probability theory and stochastic processes (60-XX) 323 Statistics (62-XX) 49 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) 20 Approximations and expansions (41-XX) 20 Numerical analysis (65-XX) 18 Ordinary differential equations (34-XX) 18 Operator theory (47-XX) 16 Real functions (26-XX) 14 Integral equations (45-XX) 12 Harmonic analysis on Euclidean spaces (42-XX) 9 Special functions (33-XX) 9 Sequences, series, summability (40-XX) 8 Number theory (11-XX) 8 General topology (54-XX) 7 History and biography (01-XX) 7 Topological groups, Lie groups (22-XX) 7 Global analysis, analysis on manifolds (58-XX) 6 General and overarching topics; collections (00-XX) 6 Difference and functional equations (39-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 5 Computer science (68-XX) 5 Information and communication theory, circuits (94-XX) 4 Integral transforms, operational calculus (44-XX) 3 Abstract harmonic analysis (43-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Combinatorics (05-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Differential geometry (53-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 Group theory and generalizations (20-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)

### Citations contained in zbMATH Open

312 Publications have been cited 781 times in 593 Documents Cited by Year
Limit theorems for distributions of eigenvalues of random symmetric matrices. Zbl 0717.60047
Girko, V. L.
1990
Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations. Zbl 1482.60079
Mishura, Yuliya; Veretennikov, Alexander
2020
Criteria for uniform ergodicity and strong stability of Markov chains with a common phase space. Zbl 0586.60058
Kartashov, N. V.
1985
A white noise approach to phase space Feynman path integrals. Zbl 1285.60071
Bock, W.; Grothaus, M.
2012
Maximal coupling procedure and stability of discrete Markov chains. I. Zbl 1322.60149
Kartashov, M. V.; Golomozyĭ, V. V.
2013
Maximal coupling procedure and stability of discrete Markov chains. II. Zbl 1322.60150
Kartashov, M. V.; Golomozyĭ, V. V.
2013
Justification of the $$3\sigma$$ rule for unimodal distributions. Zbl 0486.60018
Vysochanskij, D. F.; Petunin, Yu. I.
1980
Mixed stochastic delay differential equations. Zbl 1322.60097
Shevchenko, G.
2014
Wave equation with a stochastic measure. Zbl 1371.60105
Bodnarchuk, I. M.
2017
Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. Zbl 1409.60061
Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu.
2018
On the convergence of products of independent random variables. Zbl 0451.60036
Skorokhod, T. A.
1978
Quadratic Gaussian random processes. Zbl 0451.60045
Ryzhov, Yu. M.
1978
On the integrability of the coupling moment for time-inhomogeneous Markov chains. Zbl 1322.60147
Golomoziy, V. V.; Kartashov, N. V.
2014
Compound kernel estimates for the transition probability density of a Lévy process in $$\mathbb R^{n}$$. Zbl 1322.60057
Knopova, Victoria
2014
Weak convergence of weighted additive functionals of long-range dependent fields. Zbl 1409.60082
Alodat, T.; Olenko, A.
2018
Distribution of the product of a singular Wishart matrix and a normal vector. Zbl 1331.62266
Bodnar, T.; Mazur, Stepan; Okhrin, Y.
2015
The Hajek-Renyi inequality for random fields and the strong law of large numbers. Zbl 0459.60019
Klesov, O. I.
1981
Fractal properties of random variables with independent $$Q_\infty$$-symbols. Zbl 1300.60055
Nikiforov, R. O.; Torbin, G. M.
2013
Two component binary statistical experiments with persistent linear regression. Zbl 1416.62506
Koroliouk, D. V.
2015
On a Markov analogue of continuous-time $$Q$$-processes. Zbl 1287.60103
Imomov, Azam A.
2012
Asymptotics of the probability of large excursions for a nonstationary Gaussian process. Zbl 0433.60030
Piterbarg, V. I.; Prisyazhnyuk, V. P.
1979
Limit theorems for recurrent processes of semi-Markov type. Zbl 0733.60102
Anisimov, V. V.; Aliev, A. O.
1990
On the circle law. Zbl 0579.60025
Girko, V. L.
1983
Interpolation of functionals of stochastic sequences with stationary increments. Zbl 1343.60039
Luz, M. M.; Moklyachuk, M. P.
2013
Banach spaces of random variables of sub-Gaussian type. Zbl 0626.60026
Kozachenko, Yu. V.; Ostrovskij, E. I.
1986
Dividends with tax and capital injection in a spectrally negative Lévy risk model. Zbl 1416.91219
Schmidli, H.
2018
Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059
Mishura, Yu.; Ralchenko, K.; Shevchenko, G.
2019
An inequality for the coupling moment in the case of two inhomogeneous Markov chains. Zbl 1322.60148
Golomozyĭ, V. V.
2015
Minimax-robust filtering problem for stochastic sequences with stationary increments. Zbl 1332.60059
Luz, M. M.; Moklyachuk, M. P.
2014
The mean coupling time for independent discrete renewal processes. Zbl 1284.60146
Kartashov, M. V.; Golomozyĭ, V. V.
2012
Impact of the stress factor on the price of widow’s pensions. Proofs. Zbl 1348.60111
Golomozyĭ, V. V.; Kartashov, M. V.; Kartashov, Yu. M.
2016
Maximal coupling and stability of discrete non-homogeneous Markov chains. Zbl 1333.60160
Golomozyĭ, V. V.; Kartashov, M. V.
2015
Heat equation in a multidimensional domain with a general stochastic measure. Zbl 1357.60065
Bodnarchuk, I. M.; Shevchenko, G. M.
2016
The averaging principle for switching processes. Zbl 0835.60018
Anisimov, V. V.
1992
Characterizations of a geometric class of distributions. Zbl 0719.62023
Stepanov, A. V.
1990
A solution of the problem of detecting hidden periodicities. Zbl 0485.60044
Ivanov, A. V.
1980
Random processes in Orlicz spaces. I. Zbl 0587.60034
Kozachenko, Yu. V.
1985
Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations. Zbl 1322.60091
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
2015
Interpolation of periodically correlated stochastic sequences. Zbl 1411.60050
Dubovets’ka, I. I.; Masyutka, O. Yu.; Moklyachuk, M. P.
2012
On extreme values of some regenerative processes. Zbl 1409.60136
Zakusylo, O. K.; Matsak, I. K.
2018
Rate of convergence of option prices by using the method of pseudomoments. Zbl 1345.60018
Mishura, Yu. S.; Munchak, E. Yu.
2016
Binary statistical experiments with persistent nonlinear regression. Zbl 1331.62095
Koroliouk, D. V.
2015
Analytic properties of infinite-horizon survival probability in a risk model with additional funds. Zbl 1339.91063
Mishura, Yu. S.; Ragulina, O. Yu.; Stroev, O. M.
2015
An investigation of an $$\mathrm{M}^\theta /\mathrm{G}/1/m$$ queueing system with service mode switching. Zbl 1329.60324
Zhernovyĭ, K. Yu.
2013
The Banach spaces $$\mathbf{F}_\psi (\Omega )$$ of random variables. Zbl 1305.60025
Kozachenko, Yu. V.; Mlavets’, Yu. Yu.
2013
Riemann integral of a random function and the parabolic equation with a general stochastic measure. Zbl 1329.60218
2013
The multivariate Black & Scholes market: conditions for completeness and no-arbitrage. Zbl 1304.91215
Dhaene, J.; Kukush, A.; Linders, D.
2014
Some limit theorems for empirical measures. Zbl 0486.60005
Kolchinskij, V. I.
1980
Second order necessary conditions of optimality for stochastic systems with variable delay. Zbl 1238.93122
Agayeva, Ch. A.
2011
Conditions for the consistency of the total least squares estimator in an errors-in-variables linear regression model. Zbl 1328.62345
Shklyar, S. V.
2011
Wave equation with a stable noise. Zbl 1402.60079
Pryhara, L. I.; Shevchenko, G. M.
2018
Properties of integrals with respect to a general stochastic measure in a stochastic heat equation. Zbl 1232.60043
2011
On classes of limit distributions in a summation scheme. Zbl 0393.60045
Zakusilo, O. K.
1978
On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators. Zbl 1488.60118
Buchak, K. V.; Sakhno, L. M.
2019
Order of approximation in the central limit theorem for associated random variables and a moderate deviation result. Zbl 1481.60059
Sreehari, M.
2019
Asymptotic behavior of integral functionals of unstable solutions of one-dimensional Itô stochastic differential equations. Zbl 1322.60090
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
2014
Stability of a tandem of queueing systems with Bernoulli noninstantaneous transfer of customers. Zbl 1277.60165
Zorin, A. V.
2012
Extended Poisson equation for weakly ergodic Markov processes. Zbl 1278.60098
Veretennikov, A. Yu.; Kulik, A. M.
2012
On the distribution of the maximum of the telegraph process. Zbl 1476.60182
Cinque, F.; Orsingher, E.
2020
Exponential ergodicity for diffusions with jumps driven by a Hawkes process. Zbl 1477.60075
Dion, Charlotte; Lemler, Sarah; Löcherbach, Eva
2020
Approximation of the solution to the parabolic equation driven by stochastic measure. Zbl 1465.60060
Manikin, B. I.; Radchenko, V. M.
2020
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 1371.60152
Golomozyĭ, V. V.
2017
Point processes subordinated to compound Poisson processes. Zbl 1371.60087
Kobylych, K. V.; Sakhno, L. M.
2017
Fourier transform of general stochastic measures. Zbl 1371.60090
Radchenko, V. M.; Stefans’ka, N. O.
2017
Cross-correlogram estimators of impulse response functions. Zbl 1431.62434
Kozachenko, Yu. V.; Rozora, I. V.
2016
Adaptive test on means homogeneity by observations from a mixture. Zbl 1359.62203
Maĭboroda, R. E.; Sugakova, O. V.
2016
On the convergence of random fields in the J-topology. Zbl 0433.60056
Mishura, Yu. S.
1979
Some properties of random vectors of the form $$\sum^{\infty}_0A^1\xi_1$$. Zbl 0448.60038
Zakusilo, O. K.
1977
Limit behavior of the number of solutions of a system of random linear equations over a finite field and a finite ring. Zbl 0449.60018
Kovalenko, I. N.; Levitskaya, A. A.
1977
Linear statistical problems for stationary isotropic random fields on a sphere. I. Zbl 0451.60057
Moklyachuk, M. P.; Yadrenko, M. I.
1979
An averaging principle for switching recurrent sequences. Zbl 0834.60041
Anisimov, V. V.
1991
On an estimator for the drift parameter of random fields. Zbl 0834.60055
Knopov, P. S.
1991
Analytic properties of some classes of pre-Gaussian random processes. Zbl 0840.60035
Kozachenko, Yu. V.; Oleshko, T. A.
1993
The sub-Gaussian norm of a binary random variable. Zbl 1300.60063
Buldygin, V. V.; Moskvichova, K. K.
2013
Filtration of linear functionals of periodically correlated sequences. Zbl 1353.60041
Dubovets’ka, I. I.; Moklyachuk, M. P.
2013
Limit theorems for the maximal residuals in linear and nonlinear regression models. Zbl 1312.60069
Ivanov, A. V.; Matsak, I. K.
2013
Diffusion approximation of systems with weakly ergodic Markov perturbations. II. Zbl 1337.60198
Veretennikov, A. Yu.; Kulik, A. M.
2014
An estimate of the stability for nonhomogeneous Markov chains under classical minorization condition. Zbl 1329.60254
Golomozyĭ, V. V.
2014
Extrapolation of periodically correlated stochastic processes observed with noise. Zbl 1353.60040
Dubovets’ka, I. I.; Moklyachuk, M. P.
2014
Limit theorems for some classes of random processes related to semi- Markov random walks. Zbl 0504.60075
Skorokhod, A. V.; Nasirova, T. I.
1982
Limit theorems for switching processes. Zbl 0663.60030
Anisimov, V. V.
1988
A generalized Itô formula for two-parameter martingales. II. Zbl 0629.60051
Mishura, Yu. S.
1986
Sufficient conditions for relative compactness of measures corresponding to two-parameter strong martingales. Zbl 0629.60052
Mishura, Yu. S.
1987
A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval. Zbl 1243.60034
Banna, O. L.; Mishura, Yu. S.
2011
PageRank for networks, graphs, and Markov chains. Zbl 1402.60115
Engström, C.; Silvestrov, S.
2018
Fourier series and Fourier-Haar series for stochastic measures. Zbl 1402.60061
Radchenko, V. M.; Stefans’ka, N. O.
2018
Properties of solutions of stochastic differential equations with random coefficients, non-Lipschitz diffusion, and Poisson measures. Zbl 1232.60048
Zubchenko, V. P.
2011
Adaptive estimates for the parameter of a mixture of two symmetric distributions. Zbl 1232.62045
Sugakova, Olena
2011
Decomposition of two-parameter martingales into orthogonal components. Zbl 0473.60048
Mishura, Yu. S.
1980
Wave equation in the plane driven by a general stochastic measure. Zbl 1447.60089
Bodnarchuk, I. M.; Radchenko, V. M.
2019
Wave equation for a homogeneous string with fixed ends driven by a stable random noise. Zbl 1436.60067
Rusanyuk, L. I.; Shevchenko, G. M.
2019
Limit behavior of the Rosenblatt Ornstein-Uhlenbeck process with respect to the Hurst index. Zbl 1488.60136
Slaoui, M.; Tudor, C. A.
2019
Transfer principle for $$n$$th order fractional Brownian motion with applications to prediction and equivalence in law. Zbl 1488.60099
Sottinen, T.; Viitasaari, L.
2019
On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. Zbl 1382.60071
Avram, Florin; Zhou, Xiaowen
2017
Stochastic asymptotic expansion of correlogram estimator of the correlation function of random noise in nonlinear regression model. Zbl 1346.60043
Ivanov, O. V.; Moskvichova, K. K.
2015
Lift zonoid order and functional inequalities. Zbl 1329.60018
Kulik, Alexei M.; Tymoshkevych, Taras D.
2014
Quasi-stationary distributions for perturbed discrete time regenerative processes. Zbl 1335.60165
2014
Statistical analysis of curve fitting methods in errors-in-variables models. Zbl 1429.62276
Al-Sharadqah, A.; Chernov, N.
2012
Cable equation with a general stochastic measure. Zbl 1274.60159
2012
Multi-channel queueing networks with interdependent input flows in heavy traffic. Zbl 1409.60133
Lebedev, E. O.; Chechelnitsky, O. A.; Livinska, G. V.
2018
Fractional stochastic partial differential equation for random tangent fields on the sphere. Zbl 1473.35671
Anh, V. V.; Olenko, A.; Wang, Y. G.
2021
Convergence results for the time-changed fractional Ornstein-Uhlenbeck processes. Zbl 1470.60111
Ascione, G.; Mishura, Yu.; Pirozzi, E.
2021
Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients. Zbl 1473.60100
Tappe, S.
2021
The dual Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations. Zbl 1485.60062
Tappe, S.
2021
Stochastic elliptic operators defined by non-Gaussian random fields with uncertain spectrum. Zbl 1485.60051
Soize, C.
2021
Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations. Zbl 1482.60079
Mishura, Yuliya; Veretennikov, Alexander
2020
On the distribution of the maximum of the telegraph process. Zbl 1476.60182
Cinque, F.; Orsingher, E.
2020
Exponential ergodicity for diffusions with jumps driven by a Hawkes process. Zbl 1477.60075
Dion, Charlotte; Lemler, Sarah; Löcherbach, Eva
2020
Approximation of the solution to the parabolic equation driven by stochastic measure. Zbl 1465.60060
Manikin, B. I.; Radchenko, V. M.
2020
Discriminant analysis in small and large dimensions. Zbl 1446.62136
Bodnar, T.; Mazur, S.; Ngailo, E.; Parolya, N.
2020
The wave equation in the three-dimensional space driven by a general stochastic measure. Zbl 1446.60042
Bodnarchuk, I. M.; Radchenko, V. M.
2020
Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors. Zbl 1446.62245
Kharin, Yu. S.; Voloshko, V. A.
2020
On Davie’s uniqueness for some degenerate SDEs. Zbl 1470.60162
Priola, Enrico
2020
Limit theorems for singular Skorohod integrals. Zbl 1485.60053
Bell, Denis; Bolaños, Raul; Nualart, David
2020
Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation. Zbl 1454.60100
Zili, M.; Zougar, E.
2020
The asymptotic normality for the least squares estimator of parameters in a two dimensional sinusoidal model of observations. Zbl 1446.62354
Ivanov, O. V.; Lymar, O. V.
2020
The equation for vibrations of a fixed string driven by a general stochastic measure. Zbl 07291162
Bodnarchuk, I. M.; Radchenko, V. M.
2020
Bounded in the mean of order $$p$$ solutions of a difference equation with a jump of the operator coefficient. Zbl 1458.39016
Gorodnii, M. F.; Gonchar, I. V.
2020
Conditions for the sample continuity with probability one for square-Gaussian stochastic processes. Zbl 1455.60059
Kozachenko, Yu. V.; Rozora, I. V.
2020
A test on mean-variance efficiency of the tangency portfolio in high-dimensional setting. Zbl 1470.91248
Muhinyuza, Stanislas
2020
Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059
Mishura, Yu.; Ralchenko, K.; Shevchenko, G.
2019
On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators. Zbl 1488.60118
Buchak, K. V.; Sakhno, L. M.
2019
Order of approximation in the central limit theorem for associated random variables and a moderate deviation result. Zbl 1481.60059
Sreehari, M.
2019
Wave equation in the plane driven by a general stochastic measure. Zbl 1447.60089
Bodnarchuk, I. M.; Radchenko, V. M.
2019
Wave equation for a homogeneous string with fixed ends driven by a stable random noise. Zbl 1436.60067
Rusanyuk, L. I.; Shevchenko, G. M.
2019
Limit behavior of the Rosenblatt Ornstein-Uhlenbeck process with respect to the Hurst index. Zbl 1488.60136
Slaoui, M.; Tudor, C. A.
2019
Transfer principle for $$n$$th order fractional Brownian motion with applications to prediction and equivalence in law. Zbl 1488.60099
Sottinen, T.; Viitasaari, L.
2019
Persistence and extinction in a stochastic nonautonomous logistic model of population dynamics. Zbl 1447.60083
Borysenko, O. D.; Borysenko, D. O.
2019
Fractional Stokes-Boussinesq-Langevin equation and Mittag-Leffler correlation decay. Zbl 1488.60076
Anh, V. V.; Leonenko, N. N.
2019
On a new Sheffer class of polynomials related to normal product distribution. Zbl 1481.60046
Azmoodeh, E.; Gasbarra, D.
2019
Subordination principles for the multi-dimensional space-time-fractional diffusion-wave equation. Zbl 1461.35007
Luchko, Yu.
2019
Stein-Haff identity for the exponential family. Zbl 1436.62196
Alfelt, G.
2019
Asymptotic results for certain weak dependent variables. Zbl 1431.60028
Arab, I.; Oliveira, P. E.
2019
On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension. Zbl 1447.60037
Bodnar, T.; Mazur, S.; Muhinyuza, S.; Parolya, N.
2019
Goodness-of-fit test in the Cox proportional hazards model with measurement errors. Zbl 1431.62447
Kukush, A. G.; Chernova, O. O.
2019
Ehrenfest-Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion. Zbl 1431.60041
Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N.
2019
Approximation of solutions of the wave equation driven by a stochastic measure. Zbl 1431.60063
Radchenko, V. M.; Stefans&rsquo;ka, N. O.
2019
Schrödinger equation with Gaussian potential. Zbl 1488.60084
Hu, Y.
2019
Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. Zbl 1409.60061
Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu.
2018
Weak convergence of weighted additive functionals of long-range dependent fields. Zbl 1409.60082
Alodat, T.; Olenko, A.
2018
Dividends with tax and capital injection in a spectrally negative Lévy risk model. Zbl 1416.91219
Schmidli, H.
2018
On extreme values of some regenerative processes. Zbl 1409.60136
Zakusylo, O. K.; Matsak, I. K.
2018
Wave equation with a stable noise. Zbl 1402.60079
Pryhara, L. I.; Shevchenko, G. M.
2018
PageRank for networks, graphs, and Markov chains. Zbl 1402.60115
Engström, C.; Silvestrov, S.
2018
Fourier series and Fourier-Haar series for stochastic measures. Zbl 1402.60061
Radchenko, V. M.; Stefans&rsquo;ka, N. O.
2018
Multi-channel queueing networks with interdependent input flows in heavy traffic. Zbl 1409.60133
Lebedev, E. O.; Chechelnitsky, O. A.; Livinska, G. V.
2018
Asymptotic expansions for power-exponential moments of hitting times for nonlinearly perturbed semi-Markov processes. Zbl 1409.60108
Silvestrov, D. S.; Silvestrov, S. D.
2018
The asymptotic behavior of the total number of particles in a critical branching process with immigration. Zbl 1402.60108
Khusanbaev, Ya. M.
2018
Mild solution of the parabolic equation driven by a $$\sigma$$-finite stochastic measure. Zbl 1409.60099
Vertsimakha, O. O.; Radchenko, V. M.
2018
Consistency of the orthogonal regression estimator in an implicit linear model with errors in variables. Zbl 1412.62093
Dashkov, O. O.; Kukush, A. G.
2018
Consistency of the least squares estimators of parameters in the texture surface sinusoidal model. Zbl 1412.62126
Ivanov, A. V.; Malyar, O. V.
2018
Increasing domain asymptotics for the first Minkowski functional of spherical random fields. Zbl 1409.60085
Leonenko, N. N.; Ruiz-Medina, M. D.
2018
Spectral expansions of random sections of homogeneous vector bundles. Zbl 1414.83106
Malyarenko, A.
2018
A comparative study for two newly developed estimators for the slope in the functional EIV linear model. Zbl 1415.62048
2018
Consistent estimation in Cox proportional hazards model with measurement errors and unbounded parameter set. Zbl 1402.62227
Kukush, A. G.; Chernova, O. O.
2018
Properties of highly reliable systems with protection in the case of Poisson renewal process. Zbl 1402.60116
Kushnir, O. O.; Kushnir, V. P.
2018
Wave equation with a stochastic measure. Zbl 1371.60105
Bodnarchuk, I. M.
2017
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 1371.60152
Golomozyĭ, V. V.
2017
Point processes subordinated to compound Poisson processes. Zbl 1371.60087
Kobylych, K. V.; Sakhno, L. M.
2017
Fourier transform of general stochastic measures. Zbl 1371.60090
Radchenko, V. M.; Stefans&rsquo;ka, N. O.
2017
On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. Zbl 1382.60071
Avram, Florin; Zhou, Xiaowen
2017
Non-central limit theorems and convergence rates. Zbl 1390.60183
Anh, Vo; Olenko, Andriy; Vaskovych, V.
2017
Robust estimation for continuous-time linear models with memory. Zbl 1392.62283
Ginovyan, Mamikon S.; Sahakyan, Artur A.
2017
On the $$G$$-isomorphism of probability and dimensional theories of representations of real numbers and fractal faithfulness of systems of coverings. Zbl 1414.11096
Garko, I. I.; Nikiforov, R. O.; Torbin, G. M.
2017
Distributions of overshoots for almost continuous stochastic processes defined on a Markov chain. Zbl 1371.60065
Gerych, M. S.
2017
On a redundant system with renewals. Zbl 1371.60154
Dovgaĭ, B. V.; Matsak, I. K.
2017
An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility. Zbl 1377.91160
Kuchuk-Yatsenko, S. V.; Mishura, Yu. S.; Munchak, Ye. Yu.
2017
Minimax interpolation of stochastic processes with stationary increments from observations with noise. Zbl 1371.60064
Luz, M. M.; Moklyachuk, M. P.
2017
Upper bounds for supremums of the norms of the deviation between a homogeneous isotropic random field and its model. Zbl 1371.60093
Troshki, N. V.
2017
Asymptotics for time-changed diffusions. Zbl 1390.60295
Capitanelli, Raffaela; D&rsquo;Ovidio, Mirko
2017
Spectral estimation in the presence of missing data. Zbl 1411.62249
Bahamonde, Natalia; Doukhan, Paul
2017
Large deviations of regression parameter estimate in the models with stationary sub-Gaussian noise. Zbl 1390.60109
Ivanov, A. V.
2017
Log-Gaussian Cox processes in infinite-dimensional spaces. Zbl 1382.60074
Torres, A.; Frías, M. P.; Ruiz-Medina, M. D.
2017
Impact of the stress factor on the price of widow’s pensions. Proofs. Zbl 1348.60111
Golomozyĭ, V. V.; Kartashov, M. V.; Kartashov, Yu. M.
2016
Heat equation in a multidimensional domain with a general stochastic measure. Zbl 1357.60065
Bodnarchuk, I. M.; Shevchenko, G. M.
2016
Rate of convergence of option prices by using the method of pseudomoments. Zbl 1345.60018
Mishura, Yu. S.; Munchak, E. Yu.
2016
Cross-correlogram estimators of impulse response functions. Zbl 1431.62434
Kozachenko, Yu. V.; Rozora, I. V.
2016
Adaptive test on means homogeneity by observations from a mixture. Zbl 1359.62203
Maĭboroda, R. E.; Sugakova, O. V.
2016
Limit behavior of functionals of solutions of diffusion type equations. Zbl 1345.60029
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
2016
A limit theorem for non-Markovian multi-channel networks under heavy traffic conditions. Zbl 1357.60102
Livinska, H. V.
2016
A probabilistic approach to studies of DP-transformations and faithfullness of covering systems to evaluate the Hausdorff-Besicovitch dimension. Zbl 1346.60074
Ibragim, M. H.; Torbin, G. M.
2016
Convergence of estimators in the polynomial measurement error model. Zbl 1343.62009
Kukush, A. G.; Tsaregorodtsev, Ya. V.
2016
A modified Kaplan-Meier estimator for a model of mixtures with varying concentrations. Zbl 1347.62217
Maĭboroda, R. E.; Khizanov, V. G.
2016
An $$L_p$$-criterion for testing a hypothesis about the covariance function of a random sequence. Zbl 1346.60050
Yanevich, T. O.
2016
Maximal coupling and $$V$$-stability of discrete nonhomogeneous Markov chains. Zbl 1357.60074
Golomozyĭ, V. V.; Kartashov, M. V.
2016
Asymptotic properties of Ibragimov’s estimator for a parameter of the spectral density of the random noise in a nonlinear regression model. Zbl 1357.62231
Ivanov, A. V.; Prikhod&rsquo;ko, V. V.
2016
A refinement of conditions for the almost sure convergence of series of multidimensional regression sequences. Zbl 1357.40001
Ilienko, M. K.
2016
On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector. Zbl 1359.62171
Kotsiuba, I.; Mazur, Stepan
2016
Rate of convergence of option prices for approximations of the geometric Ornstein-Uhlenbeck process by Bernoulli jumps of prices on assets. Zbl 1415.91288
Mishura, Yu. S.; Munchak, Ye. Yu.
2016
Distribution of the product of a singular Wishart matrix and a normal vector. Zbl 1331.62266
Bodnar, T.; Mazur, Stepan; Okhrin, Y.
2015
Two component binary statistical experiments with persistent linear regression. Zbl 1416.62506
Koroliouk, D. V.
2015
An inequality for the coupling moment in the case of two inhomogeneous Markov chains. Zbl 1322.60148
Golomozyĭ, V. V.
2015
Maximal coupling and stability of discrete non-homogeneous Markov chains. Zbl 1333.60160
Golomozyĭ, V. V.; Kartashov, M. V.
2015
Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations. Zbl 1322.60091
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
2015
Binary statistical experiments with persistent nonlinear regression. Zbl 1331.62095
Koroliouk, D. V.
2015
Analytic properties of infinite-horizon survival probability in a risk model with additional funds. Zbl 1339.91063
Mishura, Yu. S.; Ragulina, O. Yu.; Stroev, O. M.
2015
Stochastic asymptotic expansion of correlogram estimator of the correlation function of random noise in nonlinear regression model. Zbl 1346.60043
Ivanov, O. V.; Moskvichova, K. K.
2015
Adaptive estimation for a semiparametric model of mixture. Zbl 1331.62191
Doronin, O. V.
2015
On asymptotic Borovkov-Sakhanenko inequality with unbounded parameter set. Zbl 1325.62052
Abu-Shanab, R.; Veretennikov, A. Yu.
2015
Accuracy and reliability of a model for a Gaussian homogeneous and isotropic random field in the space $$L_{p}(\mathbb{T})$$, $$p\geq1$$. Zbl 1322.60070
Troshki, N. V.
2015
...and 212 more Documents
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### Cited by 715 Authors

 21 Mishura, Yuliya Stepanivna 13 Kozachenko, Yuriĭ Vasyl’ovych 13 Moklyachuk, Mykhaĭlo Pavlovych 12 Ivanov, Aleksandr Vladimirovich 12 Radchenko, Vadym Mykolaĭovych 10 Matsak, Ivan K. 10 Sakhno, Lyudmyla Mykhaĭlivna 9 Korolyuk, Volodymyr Semenovych 8 Golomozyĭ, V. V. 8 Silvestrov, Dmitrii 8 Zeifman, Alexander Izrailevich 7 Imomov, Azam Abdurakhimovich 6 Anisimov, Vladimir Vladislavovič 6 Kukush, Oleksandr Georgiĭovych 6 Leonenko, Nikolai N. 6 Ralchenko, Kostiantyn V. 6 Shevchenko, Georgiy M. 5 Girko, Vyacheslav Leonidovich 5 Kartashov, Mykola Valentynovych 5 Korolev, Viktor Yur’evich 5 Maĭboroda, Rostyslav Yevgenovych 5 Mazur, Stepan 5 Olenko, Andriy Yakovych 5 Orsingher, Enzo 5 Prakasa Rao, B. L. S. 5 Torbin, Grygoriy Myroslavovych 5 Troshki, Viktor B. 4 Ascione, Giacomo 4 Christofides, Tasos C. 4 Golomoziy, Vitaliy 4 Kaleta, Kamil 4 Kulik, Alexey M. 4 Kulinich, Grygoriĭ L. 4 Kumanogo, Naoto 4 Kushnirenko, Svitlana V. 4 Pirozzi, Enrica 4 Piterbarg, Vladimir Il’ich 4 Samoilenko, Igor V. 4 Schmidli, Hanspeter 4 Shklyar, Sergiĭ Volodymyrovych 4 Skorokhod, Tatjana A. 4 Veretennikov, Alexander Yu. 4 Zhang, Haisen 4 Zhang, Xu 3 Al-Sharadqah, Ali A. 3 Alodat, Tareq 3 Anh, Vo V. 3 Bock, Wolfgang 3 Bodnar, Taras 3 Bodnarchuk, I. M. 3 Borysenko, Oleksandr Danylovych 3 D’Ovidio, Mirko 3 Ginovyan, Mamikon S. 3 Gut, Allan 3 Huang, Xing 3 Ivanoff, B. Gail 3 Kharin, Yuriĭ Sëmenovich 3 Knopova, Victoria Pavlovna 3 Luz, Maksym 3 Masyutka, Oleksandr Yu. 3 Meyn, Sean P. 3 Ragulina, Olena 3 Schilling, René Leander 3 Sergienko, Ivan Vasylyovych 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 Yamnenko, Rostyslav E. 3 Yukich, Joseph Elliott 3 Zorine, Andrei V. 2 Abola, Benard 2 Aissani, Djamil 2 Albeverio, Sergio A. 2 Banna, Oksana L. 2 Biganda, Pitos Seleka 2 Blazhievska, Irina 2 Borysenko, Olga V. 2 Brachetta, Matteo 2 Buchak, Khrystyna 2 Kinderknecht, Yana A. 2 Chaudru De Raynal, Paul-Eric 2 Cinque, Fabrizio 2 Dębicki, Krzysztof 2 Dembińska, Anna 2 Di Nunno, Giulia 2 Dong, Hua 2 Dorogovtsev, Anatoliĭ Yakovych 2 Doronin, O. V. 2 Dovgyĭ, S. O. 2 Drygas, Hilmar 2 Dubovets’ka, I. I. 2 Eied, A. A. 2 Engström, Christopher 2 Frikha, Noufel 2 Gaunt, Robert Edward 2 Hong, Phan Thanh ...and 615 more Authors
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### Cited in 158 Journals

 101 Theory of Probability and Mathematical Statistics 44 Modern Stochastics. Theory and Applications 28 Cybernetics and Systems Analysis 26 Statistics & Probability Letters 19 Ukrainian Mathematical Journal 19 Journal of Multivariate Analysis 19 Stochastic Processes and their Applications 12 Journal of Mathematical Sciences (New York) 10 Journal of Mathematical Analysis and Applications 10 Communications in Statistics. Theory and Methods 9 Journal of Theoretical Probability 8 Journal of Soviet Mathematics 8 Random Operators and Stochastic Equations 8 Methodology and Computing in Applied Probability 7 Acta Applicandae Mathematicae 6 Lithuanian Mathematical Journal 6 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 6 Probability Theory and Related Fields 6 The Annals of Applied Probability 5 Journal of Applied Probability 5 Journal of Statistical Planning and Inference 5 Bernoulli 5 Electronic Journal of Statistics 4 Journal of Statistical Physics 4 The Annals of Probability 4 Applied Mathematics and Computation 4 SIAM Journal on Control and Optimization 4 Acta Mathematica Hungarica 4 Electronic Journal of Probability 4 Fractional Calculus & Applied Analysis 4 Statistical Inference for Stochastic Processes 4 Journal of Siberian Federal University. Mathematics & Physics 3 Journal of Computational and Applied Mathematics 3 Journal of Differential Equations 3 Siberian Mathematical Journal 3 Cybernetics 3 Stochastic Analysis and Applications 3 Carpathian Mathematical Publications 3 Cogent Mathematics 2 International Journal of Modern Physics B 2 Bulletin of the Australian Mathematical Society 2 Computers & Mathematics with Applications 2 Journal of Mathematical Physics 2 Mathematical Notes 2 Metrika 2 Nuclear Physics. B 2 Reports on Mathematical Physics 2 Theory of Probability and its Applications 2 The Annals of Statistics 2 Transactions of the American Mathematical Society 2 Insurance Mathematics & Economics 2 Journal de Mathématiques Pures et Appliquées. Neuvième Série 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Test 2 Top 2 Bulletin des Sciences Mathématiques 2 Electronic Communications in Probability 2 Mathematical Problems in Engineering 2 Finance and Stochastics 2 International Journal of Theoretical and Applied Finance 2 International Journal of Applied Mathematics and Computer Science 2 Econometric Theory 2 Brazilian Journal of Probability and Statistics 2 Nonlinear Analysis. Modelling and Control 2 Acta Mathematica Scientia. Series B. (English Edition) 2 International Journal of Stochastic Analysis 2 Journal of Pseudo-Differential Operators and Applications 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 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 1 Proceedings of the London Mathematical Society. Third Series 1 SIAM Journal on Numerical Analysis 1 European Journal of Combinatorics 1 Chinese Annals of Mathematics. Series B 1 Statistics 1 Journal of Complexity 1 International Journal of Approximate Reasoning 1 Journal of Economic Dynamics & Control 1 Mathematical and Computer Modelling 1 Journal of Applied Mathematics and Stochastic Analysis 1 Annals of Operations Research ...and 58 more Journals
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### Cited in 38 Fields

 434 Probability theory and stochastic processes (60-XX) 172 Statistics (62-XX) 43 Partial differential equations (35-XX) 40 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 30 Operations research, mathematical programming (90-XX) 28 Systems theory; control (93-XX) 23 Numerical analysis (65-XX) 19 Linear and multilinear algebra; matrix theory (15-XX) 16 Quantum theory (81-XX) 14 Measure and integration (28-XX) 14 Operator theory (47-XX) 13 Real functions (26-XX) 13 Computer science (68-XX) 11 Number theory (11-XX) 11 Biology and other natural sciences (92-XX) 10 Ordinary differential equations (34-XX) 8 Statistical mechanics, structure of matter (82-XX) 8 Information and communication theory, circuits (94-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 5 History and biography (01-XX) 5 Combinatorics (05-XX) 5 Dynamical systems and ergodic theory (37-XX) 5 Approximations and expansions (41-XX) 5 Functional analysis (46-XX) 5 Mechanics of deformable solids (74-XX) 4 Special functions (33-XX) 4 Difference and functional equations (39-XX) 3 Potential theory (31-XX) 3 Integral transforms, operational calculus (44-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Fluid mechanics (76-XX) 2 Sequences, series, summability (40-XX) 2 Global analysis, analysis on manifolds (58-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 Integral equations (45-XX)