Teoriya Veroyatnosteĭ i eë Primeneniya Short Title: Teor. Veroyatn. Primen. Publisher: Russian Academy of Sciences - RAS (Rossiĭskaya Akademiya Nauk - RAN), Moscow; Nauka, Moscow ISSN: 0040-361X; 2305-3151/e Online: http://www.mathnet.ru/tvp Translation: Theory of Probability and its Applications Comments: Latest articles indexed in the translation journal. This journal is available open access with a moving wall of 3 years. Documents Indexed: 2,063 Publications (since 1956) all top 5 Latest Issues 42, No. 4 (1997) 42, No. 3 (1997) 42, No. 2 (1997) 42, No. 1 (1997) 40, No. 4 (1995) 40, No. 3 (1995) 40, No. 2 (1995) 40, No. 1 (1995) 39, No. 4 (1994) 39, No. 3 (1994) 39, No. 2 (1994) 39, No. 1 (1994) 38, No. 3 (1993) 38, No. 2 (1993) 38, No. 1 (1993) 37, No. 4 (1992) 37, No. 3 (1992) 37, No. 2 (1992) 37, No. 1 (1992) 36, No. 4 (1991) 36, No. 3 (1991) 36, No. 2 (1991) 36, No. 1 (1991) 35, No. 4 (1990) 35, No. 3 (1990) 35, No. 2 (1990) 35, No. 1 (1990) 34, No. 4 (1989) 34, No. 3 (1989) 34, No. 2 (1989) 34, No. 1 (1989) 33, No. 4 (1988) 33, No. 3 (1988) 33, No. 2 (1988) 33, No. 1 (1988) 32, No. 4 (1987) 32, No. 3 (1987) 32, No. 2 (1987) 32, No. 1 (1987) 31, No. 4 (1986) 31, No. 3 (1986) 31, No. 2 (1986) 31, No. 1 (1986) 30, No. 4 (1985) 30, No. 3 (1985) 30, No. 2 (1985) 30, No. 1 (1985) 29, No. 4 (1984) 29, No. 3 (1984) 29, No. 2 (1984) 29, No. 1 (1984) 28, No. 4 (1983) 28, No. 3 (1983) 28, No. 2 (1983) 28, No. 1 (1983) 27 (1982) 26 (1981) 25 (1980) 24 (1979) 23 (1978) 16 (1971) 15 (1970) 14 (1969) 13 (1968) 12 (1967) 11 (1966) 10 (1965) 9 (1964) 8 (1963) 7 (1962) 6 (1961) 5 (1960) 4 (1959) 3 (1958) 2 (1957/1958) 1 (1956/1957) all top 5 Authors 24 Skorokhod, Anatoliĭ Volodymyrovych 22 Borovkov, Aleksandr Alekseevich 21 Shiryaev, Al’bert Nikolaevich 20 Ibragimov, Il’dar Abdullovich 18 Rogozin, B. A. 18 Sazonov, Vyacheslav Vasil’evich 18 Zolotarëv, Vladimir Mikhaĭlovich 16 Prokhorov, Yuriĭ Vasil’evich 15 Dobrushin, Roland L’vovich 15 Khas’minskiĭ, Rafail Zalmanovich 15 Kruglov, Victor M. 15 Shur, Mikhail Grigoryevtsh 15 Vatutin, Vladimir Alekseevich 14 Nagaev, Sergey Victorovich 14 Rozanov, Yuriĭ Anatol’evich 13 Dynkin, Evgeniĭ Borisovich 13 Sevast’yanov, Boris Aleksandrovich 12 Borovkov, Konstantin A. 12 Davydov, Yu. A. 12 Gaposhkin, Vladimir Fedorovich 11 Fel’dman, Gennadiĭ Mikhaĭlovich 11 Girko, Vyacheslav Leonidovich 11 Linnik, Yuriĭ Vladimirovich 11 Rotar, Vladimir Il’ich 11 Rozovskiĭ, Leonid Viktorovich 11 Yushkevich, Aleksandr Adol’fovich 10 Kabanov, Yuriĭ Mikhaĭlovich 10 Lebedev, V. A. 10 Liptser, Robert 10 Pagurova, V. I. 10 Petrov, Valentin Vladimirovich 10 Senatov, Vladimir Vasil’evich 10 Tutubalin, Valeriĭ Nikolaevich 9 Chistyakov, Vladimir Pavlovich 9 Korolev, Viktor Yur’evich 9 Martikainen, Alexander I. 9 Nosko, Vladimir P. 9 Vakhania, Nicholas N. 9 Zaitsev, Andrei Yu. 8 Alekseev, V. G. 8 Bulinskiĭ, Aleksandr Vadimovich 8 Korolyuk, Volodymyr Semenovych 8 Korostelev, Alexander P. 8 Krylov, Nicolaĭ Vladimirovich 8 Mikhaĭlov, Vladimir Gavrilovich 8 Nagaev, Alexander Viktorovich 8 Ostrovskii, E. I. 8 Rachev, Svetlozar T. 8 Ronzhin, A. F. 8 Stepanov, V. E. 8 Ushakov, Nikolaĭ Georgievich 8 Zalesskij, Boris Andreevich 7 Chibisov, Dmitriĭ Mikhaĭlovich 7 Darkhovsky, Boris S. 7 Feinberg, Eugene Aleksandrovich 7 Kholevo, Aleksandr Semënovich 7 Ivchenko, Grigoriĭ Ivanovich 7 Khashimov, Sh. A. 7 Khrennikov, Andreĭ Yur’evich 7 Kramkov, Dmitriĭ Olegovich 7 Novikov, Aleksandr Aleksandrovich 7 Pavlov, Igor V. 7 Shurenkov, V. M. 7 Sinaĭ, Yakov Grigor’evich 7 Ul’yanov, Vladimir Vasil’evich 7 Veretennikov, Alexander Yu. 7 Volodin, Igor N. 6 Afanas’eva, Larisa Grigor’evna 6 Badal’baev, I. S. 6 Bakirov, Nail K. 6 Belyaev, Yuriĭ Konstantinovich 6 Bol’shev, Login Nikolaevich 6 Borodin, Andreĭ Nikolaevich 6 Braverman, Michael Sh. 6 Egorov, V. A. 6 Freidlin, Mark I. 6 Gamkrelidze, Nikolaĭ Georgievich 6 Kharlamov, Boris Pavlovich 6 Kagan, Abram Meerovich 6 Klebanov, Leo B. 6 Kolmogorov, Andreĭ Nikolaevich 6 Kulinich, Grygoriĭ Logvynovych 6 Malevich, Tat’yana L’vovna 6 Mirakhmedov, Sherzod A. 6 Molchanov, Ilya S. 6 Mushtari, D. Kh. 6 Osipov, L. V. 6 Pinelis, Iosif Froimovich 6 Piterbarg, Vladimir Il’ich 6 Shepp, Lawrence Alan 6 Tikhov, M. S. 6 Utev, S. A. 6 Vladimirskii, Ju. N. 6 Whittle, Peter 6 Yurinskiĭ, Vadim Vladimirovich 5 Aleškevičienė, Aldona K. 5 Borisov, Igor Semenovich 5 Buldygin, Valeriĭ Volodymyrovych 5 Galtchouk, Leonid I. 5 Greenwood, Priscilla E. ...and 1,005 more Authors all top 5 Fields 1,347 Probability theory and stochastic processes (60-XX) 369 Statistics (62-XX) 49 Operations research, mathematical programming (90-XX) 32 Systems theory; control (93-XX) 27 Measure and integration (28-XX) 26 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 22 Functional analysis (46-XX) 16 Numerical analysis (65-XX) 13 Information and communication theory, circuits (94-XX) 11 Computer science (68-XX) 10 History and biography (01-XX) 10 Linear and multilinear algebra; matrix theory (15-XX) 10 Operator theory (47-XX) 9 Combinatorics (05-XX) 9 Calculus of variations and optimal control; optimization (49-XX) 8 Statistical mechanics, structure of matter (82-XX) 7 Partial differential equations (35-XX) 6 Quantum theory (81-XX) 5 Biology and other natural sciences (92-XX) 4 General and overarching topics; collections (00-XX) 4 Number theory (11-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 Potential theory (31-XX) 2 Sequences, series, summability (40-XX) 2 Global analysis, analysis on manifolds (58-XX) 1 Mathematical logic and foundations (03-XX) 1 Functions of a complex variable (30-XX) 1 Special functions (33-XX) 1 Approximations and expansions (41-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral equations (45-XX) 1 Convex and discrete geometry (52-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 965 Publications have been cited 5,837 times in 5,090 Documents Cited by ▼ Year ▼ On estimating regression. Zbl 0136.40902Nadaraya, E. A. 308 1964 On the strong law of large numbers and related results for quasi- stationary sequences. Zbl 0423.60030Serfling, R. J. 240 1980 On some limit theorems similar to the arc-sin law. Zbl 0147.37004Breiman, L. 191 1965 Convergence of random processes and limit theorems in probability theory. Zbl 0075.29001Prokhorov, Yu. V. 167 1956 The description of a random field by means of conditional probabilities and conditions of its regularity. Zbl 0184.40403Dobrushin, R. L. 156 1968 Limit theorems for stochastic processes. Zbl 0074.33802Skorokhod, A. V. 140 1956 A theorem on sums of independent positive random variables and its applications to branching random processes. Zbl 0203.19401Chistyakov, V. P. 99 1964 Nonparametric estimation of a multidimensional probability density. Zbl 0175.17101Epanechnikov, V. A. 96 1969 Stochastic equations for diffusion processes in a bounded region. Zbl 0215.53501Skorokhod, A. V. 84 1961 Strong Markov processes. Zbl 0073.34801Dynkin, E. B.; Yushkevich, A. A. 78 1956 Central limit theorem for non-stationary Markov chains. I, II. Zbl 0093.15001Dobrushin, R. L. 70 1956 On a problem of adaptive estimation in Gaussian white noise. Zbl 0725.62075Lepskij, O. V. 69 1990 Branching processes with immigration and related limit theorems. Zbl 0242.60034Kawazu, Kiyoshi; Watanabe, Shinzo 69 1971 Circular law. Zbl 0565.60034Girko, V. L. 69 1984 Ergodic properties of recurrent diffusion processes and stabilization of the solution to the Cauchy problem for parabolic equations. Zbl 0093.14902Khas’minskiĭ, R. Z. 61 1960 The almost sure Skorokhod representation for subsequences in nonmetric spaces. Zbl 0923.60001Jakubowski, A. 58 1997 On the composition of unimodal distributions. Zbl 0073.12501Ibragimov, I. A. 49 1956 Mean-variance hedging of options on stocks with Markov volatilities. Zbl 0836.60075Di Masi, G. B.; Kabanov, Yu. M.; Runggaldier, W. J. 46 1994 Infinitely divisible processes. Zbl 0268.60036Maruyama, G. 44 1970 The Galton-Watson process with mean one and finite variance. Zbl 0158.35202Kesten, H.; Ney, P.; Spitzer, F. 39 1966 Limit theorems for stochastic processes with independent increments. Zbl 0097.13001Skorokhod, A. V. 38 1957 Large financial markets: Asymptotic arbitrage and contiguity. Zbl 0834.90018Kabanov, Yu. M.; Kramkov, D. O. 35 1994 On multivariate skewness and kurtosis. Zbl 0807.60020Móri, T. F.; Rohatgi, V. K.; Székely, G. J. 35 1993 A limit theorem for the solutions of differential equations with random right-hand sides. Zbl 0202.48601Khas’minskiĭ, R. Z. 32 1966 On a strong mixing condition for stationary random Gaussian processes. Zbl 0091.30001Kolmogorov, A. N.; Rozanov, Yu. A. 32 1960 Bounds for the moments of linear and quadratic forms in independent variables. Zbl 0101.12003Whittle, P. 31 1962 On a relation between an estimate of the remainder in the central limit theorem and the law of the iterated logarithm. Zbl 0203.19602Petrov, V. V. 29 1966 Existence and uniqueness of semimartingale reflecting Brownian motions in convex polyhedrons. Zbl 0854.60078Dai, J. G.; Williams, R. J. 28 1995 Optimal stopping rules and maximal inequalities for Bessel processes. Zbl 0807.60040Dubins, L. E.; Shepp, L. A.; Shiryaev, A. N. 28 1993 More exact statements of several theorems in the theory of branching processes. Zbl 0089.34202Zolotarev, V. M. 28 1957 Martingale approach in the theory of goodness-of-fit tests. Zbl 0454.60049Khmaladze, E. V. 27 1981 Certain types of random fields in \(n\)-dimensional spaces similar to stationary stochastic processes. Zbl 0084.12804Yaglom, A. M. 27 1957 On characteristic functionals. Zbl 0089.33801Sazonov, V. 27 1958 Probability metrics. Zbl 0514.60026Zolotarev, V. M. 26 1983 The first passage time of a level and the behavior at infinity for a class of processes with independent increments. Zbl 0149.12903Zolotarev, V. M. 26 1964 Symmetric stable processes as traces of degenerate diffusion processes. Zbl 0238.60060Molchanov, S. A.; Ostrovskij, E. 24 1969 A note to the theory of infinitely divisible laws. Zbl 0301.60014Kruglov, V. M. 24 1970 Equicontinuous Markov operators. Zbl 0133.40101Rosenblatt, M. 22 1965 Age-dependent branching processes allowing immigration. Zbl 0164.46902Jagers, P. 22 1968 Limit theorems for random walks. I, II. Zbl 0202.47403Skorokhod, A. V.; Slobodenyuk, N. P. 21 1965 Some limit theorems for stationary Markov chains. Zbl 0078.31804Nagaev, S. V. 21 1958 Testing hypothesis of the model linear accumulation of damages. Zbl 0399.62099Bagdonavicus, V. B. 20 1978 On the multi-dimensional central limit theorem. Zbl 0139.35206Borovkov, A. A.; Rogozin, B. A. 20 1965 On limit theorems for the product of random matrices. Zbl 0147.17105Tutubalin, V. N. 20 1965 A new look at pricing of the “Russian option”. Zbl 0834.60072Shepp, L. A.; Shiryaev, A. N. 19 1994 On the convergence of sums of random step processes to a Poisson process. Zbl 0202.48302Grigelionis, B. 19 1963 On the nonparametric estimation of a value of a linear functional in Gaussian white noise. Zbl 0532.62061Ibragimov, I. A.; Khas’minskij, R. Z. 19 1984 On the rate of convergence in the central limit theorem for weakly dependent random variables. Zbl 0448.60019Tikhomirov, A. N. 19 1980 A functional central limit theorem for semimartingales. Zbl 0454.60032Liptser, R. Sh.; Shiryaev, A. N. 19 1980 Limit behavior of the one-dimensional random walks in random environments. Zbl 0497.60065Sinaj, Ya. G. 19 1982 Asymptotically minimax adaptive estimation. I: Upper bounds. Optimally adaptive estimates. Zbl 0738.62045Lepskij, O. V. 18 1991 On convergence of distribution generated by stationary stochastic processes. Zbl 0174.49201Davydov, J. A. 18 1968 Convergence of random sequences with the independent random indices. I. Zbl 0837.60018Korolev, V. Yu. 17 1994 Consistent families of measures and their extensions. Zbl 0201.49102Vorob’ev, N. N. 17 1962 Two-dimensional analogues of an inequality of Esseen with applications to the central limit theorem. Zbl 0202.48503Sadikova, S. M. 17 1966 Conditioned branching processes and their limiting diffusions. Zbl 0253.60073Lamperti, John; Ney, Peter 17 1968 On an inequality and on the related characterization of the normal distribution. Zbl 0511.60016Borovkov, A. A.; Utev, S. A. 17 1983 Several uniform estimates of the rate of convergence in the multidimensional central limit theorem. Zbl 0454.60023Senatov, V. V. 17 1980 The laws of large numbers for identically distributed Banach space valued random variables. Zbl 0466.60007Azlarov, T. A.; Volodin, N. A. 17 1981 On relations between strict sense and wide sense conditional expectations. Zbl 0078.31101Sidak, Zbynek 17 1957 Dirichlet’s problem for an equation with periodic coefficients depending on a small parameter. Zbl 0138.11602Freidlin, M. I. 17 1964 Limit theorems for solutions of the Burgers equation with Gaussian and non-Gaussian initial conditions. Zbl 0853.35139Leonenko, N.; Orsingher, E. 16 1995 On conditional probability spaces generated by a dimensionally ordered set of measures. Zbl 0073.12302Rényi, Alfréd 16 1956 On large deviations in Banach spaces. Zbl 0623.60012Bentkus, V. Yu. 15 1986 Monge-Kantorovich problem on mass transition and its applications in stochastics. Zbl 0565.60010Rachev, S. T. 15 1984 Some aspects of insurance mathematics. Zbl 0803.62092Embrechts, P.; Klüppelberg, C. 15 1993 An asymptotic behaviour of local times of a recurrent random walk with finite variance. Zbl 0474.60056Borodin, A. N. 15 1981 Mellin-Stieltjes transformations in probability theory. Zbl 0084.14103Zolotarev, V. M. 15 1958 On a class of degenerate diffusion processes. Zbl 0183.19901Sonin, I. M. 15 1967 No-arbitrage and equivalent martingale measures: An elementary proof of the Harrison-Pliska theorem. Zbl 0834.60045Kabanov, Yu. M.; Kramkov, D. O. 14 1994 Toward the theory of pricing of options of both European and American types. II: Continuous time. Zbl 0833.60065Shiryaev, A. N.; Kabanov, Yu. M.; Kramkov, D. O.; Mel’nikov, A. V. 14 1994 On the rate of convergence in Kolmogorov’s uniform limit theorem. I. Zbl 0458.60024Arak, T. V. 14 1981 Limit theorems for the compositions of distributions in the Lobachevsky plane and space. Zbl 0107.35603Karpelevich, F. I.; Tutubalin, V. N.; Shur, M. G. 14 1959 Zero-zero chance-constrained games. Zbl 0206.23201Charnes, A.; Kirby, M. J. L.; Raike, W. M. 13 1968 Cuts in natural exponential families. Zbl 0852.62019Barndorff-Nielsen, O. E.; Koudou, A. E. 13 1995 On the distribution of the first jump. Zbl 0139.35501Rogozin, B. A. 13 1964 Integral limit theorems taking into account large deviations when Cramer’s condition does not hold. I. Zbl 0172.21901Nagaev, A. V. 13 1969 On the Chebyshev-Cramér asymptotic expansions. Zbl 0201.51001Ibragimov, I. A. 12 1967 Le “skew-Brownian motion” et les processus qui en dérivent. (The ‘skew Brownian motion’ and the processes derived from this). Zbl 0696.60080Ouknine, Youssef 12 1990 Local Bahadur optimality and characterization problems. Zbl 0537.62018Nikitin, Ya. Yu. 12 1984 On the rate of convergence in the central limit theorem for m-dependent random variables. Zbl 0437.60018Shergin, V. V. 12 1979 A pathwise solution of the equations of nonlinear filtering. Zbl 0487.60049Davis, M. H. A. 12 1982 Branching stochastic processes for particles diffusing in a restricted domain with absorbing boundaries. Zbl 0198.22403Sevast’yanov, B. A. 12 1958 On Skorokhod convergence. Zbl 0074.34102Kolmogorov, A. N. 12 1956 Some recent work and further problems in the theory of queues. Zbl 0134.14302Kendall, D. G. 12 1964 A refinement of two theorems in the theory of branching processes. Zbl 0166.14202Heathcote, C. R.; Seneta, E.; Vere-Jones, D. 12 1967 Multiplicity and representation theory of purely non-deterministic stochastic processes. Zbl 0171.38902Kallianpur, Gopinath; Mandrekar, V. 12 1965 On estimates of regression coefficients. Zbl 0199.53601Kholevo, A. S. 11 1969 On the connection between two characteristics of dependence of Gaussian random vectors. Zbl 0213.19702Ibragimov, I. A.; Rozanov, Yu. A. 11 1970 On an estimate of the concentration function of a sum of independent random variables. Zbl 0235.60024Petrov, V. V. 11 1970 A non-uniform estimate for the convergence speed in the multi-dimensional central limit theorem. Zbl 0235.60026Rotar’, V. I. 11 1970 Limit theorems for the number of empty cells in the equiprobable scheme of group disposal of particles. Zbl 0517.60008Vatutin, V. A.; Mikhajlov, V. G. 11 1982 Effective convergence in probability and an ergodic theorem for individual random sequences. Zbl 0917.60039V’yugin, V. V. 11 1997 Well-calibrated, coherent forecasting systems. Zbl 0909.62085Berti, P.; Regazzini, E.; Rigo, P. 11 1997 On the exact constant for the Rosenthal inequality. Zbl 0927.60023Ibragimov, R.; Sharakhmetov, Sh. 11 1997 Limit distributions for order statistics. II. Zbl 0405.62041Balkema, A. A.; De Haan, Laurens 11 1978 Necessary and sufficient conditions for the uniform convergence of empirical means to their true values. Zbl 0471.60041Vapnik, V. N.; Chervonenkis, A. Ya. 11 1981 Limit theorems for branching stochastic processes of special form. Zbl 0089.34201Sevast’yanov, B. A. 11 1957 Limit theorems for Markov processes. Zbl 0090.35501Skorokhod, A. V. 11 1958 Probability distributions on bicompact topological groups. Zbl 0102.14102Kloss, B. M. 11 1960 The almost sure Skorokhod representation for subsequences in nonmetric spaces. Zbl 0923.60001Jakubowski, A. 58 1997 Effective convergence in probability and an ergodic theorem for individual random sequences. Zbl 0917.60039V’yugin, V. V. 11 1997 Well-calibrated, coherent forecasting systems. Zbl 0909.62085Berti, P.; Regazzini, E.; Rigo, P. 11 1997 On the exact constant for the Rosenthal inequality. Zbl 0927.60023Ibragimov, R.; Sharakhmetov, Sh. 11 1997 Maximum of the critical Galton-Watson processes and left-continuous random walks. Zbl 0909.60076Vatutin, V. A.; Topchij, V. A. 6 1997 Some refinements of probabilistic and moment inequalities. Zbl 0923.60023Nagaev, S. V. 6 1997 A refinement of the central limit theorem for random determinants. Zbl 0923.60027Girko, V. L. 5 1997 Variance inequalities for covariance kernels and applications to central limit theorems. Zbl 0915.60036Cacoullos, T.; Papadatos, N.; Papathanasiou, V. 5 1997 Approximation of quadratic forms of independent random vectors by accompanying laws. Zbl 0913.60034Bentkus, V.; Götze, F.; Zaitsev, A. Yu. 5 1997 Closedness of sum spaces and the generalized Schrödinger problem. Zbl 0915.60007Rüschendorf, L.; Thomsen, W. 5 1997 Asymptotic minimaxity of chi-square tests. Zbl 0911.62039Ermakov, M. S. 5 1997 On the Russian option: The expected waiting time. Zbl 0924.60012Graversen, S. E.; Peškir, G. 4 1997 The Skitovich-Darmois theorem for discrete periodic Abelian groups. Zbl 0921.60007Fel’dman, G. M. 4 1997 Weak convergence of distributions of separable statistics. Zbl 0915.60035Kudlaev, E. M. 3 1997 A controlled jump discounted model with constraints. Zbl 0908.60026Piunovskij, A. B. 3 1997 Optimal bounds for the Prokhorov distance of the Miller-Sen process and Brownian motion. Zbl 0920.60015Ferger, D. 3 1997 On the convergence of distributions of random sums of independent random variables to stable laws. Zbl 0908.60004Korolev, V. Yu. 2 1997 Maximum likelihood estimator and Kullback-Leibler information in misspecified Markov chain models. Zbl 0947.62052Greenwood, P. E.; Wefelmeyer, W. 2 1997 To the invariance principle. Zbl 0908.60013Kruglov, V. M. 2 1997 Propagation of chaos for queueing networks. Zbl 0906.60063Borovkov, K. A. 2 1997 Probabilities of large deviations of sums of independent random variables with a common distribution function from the domain of attraction of an asymmetric stable law. Zbl 0915.60044Rozovskij, L. V. 2 1997 The Eaton problem and multiplicative properties of multivariate distributions. Zbl 0921.62067Lisitskij, A. D. 2 1997 Weak convergence of the integrated number of level crossings to the local time for Wiener processes. Zbl 0911.60005Berzin-Joseph, C.; León, J. R. 2 1997 On the convergence of distributions of random sums of independent random variables to stable laws. Zbl 0911.60006Korolev, V. Yu. 2 1997 On a Poisson approximation for the distribution of the number of empty cells in a nonhomogeneous allocation scheme. Zbl 0909.60029Mikhajlov, V. G. 1 1997 On the existence of strong solutions of diffusion-type stochastic equations in \(\mathbb{R}^m\). Zbl 0906.60049Pisanets, S. I. 1 1997 A probabilistic approach to a nonlinear differential equation on a Riemannian manifold. Zbl 0910.58040Dynkin, E. B. 1 1997 On the Brownian first-passage time over a one-sided stochastic boundary. Zbl 0924.60069Peškir, G.; Shiryaev, A. N. 1 1997 On the longest head-run in an individual random sequence. Zbl 0908.60067V’yugin, V. V. 1 1997 Existence and uniqueness of semimartingale reflecting Brownian motions in convex polyhedrons. Zbl 0854.60078Dai, J. G.; Williams, R. J. 28 1995 Limit theorems for solutions of the Burgers equation with Gaussian and non-Gaussian initial conditions. Zbl 0853.35139Leonenko, N.; Orsingher, E. 16 1995 Cuts in natural exponential families. Zbl 0852.62019Barndorff-Nielsen, O. E.; Koudou, A. E. 13 1995 The domains of attraction of semistable laws. Zbl 0853.60011Grinevich, I. V.; Khokhlov, Yu. S. 6 1995 Large deviations for solutions of stochastic equations. Zbl 0863.60052Makhno, S. Ya. 6 1995 Convergence of random sequences with independent random indices. II. Zbl 0863.60022Korolev, V. Yu. 6 1995 On probability distributions on the field of \(p\)-adic numbers. Zbl 0848.60011Khrennikov, A. Yu. 4 1995 On local times for functions and stochastic processes. I. Zbl 0909.60057Nasyrov, F. S. 4 1995 On the extensions of the von Mises frequency approach and Kolmogorov axiomatic approach to the \(p\)-adic probability theory. Zbl 0852.60002Khrennikov, A. Yu. 3 1995 Nonlinear filtering using random particles. Zbl 0860.60030Del Moral, P. 3 1995 A refinement of the central limit theorem for sums of independent random indicators. Zbl 0861.60029Volkova, A. Yu. 3 1995 Spectral properties of sample covariance matrices. Zbl 0898.62081Serdobol’skij, V. I. 3 1995 Graphs of systems of two term equations with Boolean unknowns. Zbl 0842.60010Balakin, G. V. 2 1995 Fubini theorem for parameter-dependent stochastic integrals with respect to \(L^ 0\)-valued random measures. Zbl 0844.60028Lebedev, V. A. 2 1995 Asymptotic minimaxity of tests of the Kolmogorov and omega-square types. Zbl 0898.62058Ermakov, M. S. 2 1995 Central limit theorem of the perturbed sample quantile for a sequence of \(m\)-dependent nonstationary random processes. Zbl 0839.60026Sun, Shan 2 1995 Marcinkiewicz-Zygmund laws for Banach space valued random variables with multidimensional parameters. Zbl 0843.60004Nguyen Van Giang 2 1995 Graphs of systems of two term equations with Boolean unknowns. Zbl 0852.60010Balakin, G. V. 2 1995 On asymptotic optimality of estimators of parameters under the LAQ condition. Zbl 0898.62031Gushchin, A. A. 2 1995 Comparison theorems for distribution functions of quadratic forms of Gaussian vectors. Zbl 0853.60018Bakirov, N. K. 2 1995 On the distribution of the number of solutions of random systems of equations which are known to be consistent. Zbl 0852.60074Kopyttsev, V. A. 2 1995 On the convergence of random processes generated by polyhedral approximation of convex compacts. Zbl 0852.60011Molchanov, I. S. 2 1995 A functional limit theorem for random variables with strong residual dependence. Zbl 0865.60023Rusakov, O. V. 2 1995 Characterization of probability distributions by absolute moments of partial sums. Zbl 0840.62013Braverman, M. Sh.; Mallows, C. L.; Shepp, L. A. 1 1995 On the distribution of the number of solutions of consistent systems of random equations. Zbl 0847.60049Kopyttsev, V. A. 1 1995 Almost sure convergence of multiple series of independent random variables. Zbl 0845.60028Klesov, O. I. 1 1995 Rate of convergence in the central limit theorem for fields of associated random variables. Zbl 0849.60015Bulinskij, A. V. 1 1995 On a group analogue of a theorem of A. M. Kagan. Zbl 0839.60010Lisyanoj, S. V. 1 1995 On efficient estimation of smooth functionals. Zbl 0898.62047Goldstein, L.; Khas’minskiĭ, R. Z. 1 1995 A small deviation theorem for independent random variables. Zbl 0841.60017Shao, Q. M. 1 1995 The Fubini theorem for stochastic integrals with respect to \(L^ 0\)-valued random measures depending on a parameter. Zbl 0852.60060Lebedev, V. A. 1 1995 A local limit theorem for multiple Wiener-Itô stochastic integrals. Zbl 0852.60061Davydov, Yu. A.; Manukyan, R. R. 1 1995 A matrix equation for resolvents of random matrices with independent blocks. Zbl 0858.15009Girko, V. L. 1 1995 Repetition of states of a random-number generator under multiple access. Zbl 0857.65008Mikhailov, V. G. 1 1995 A generalization of E. Siebert’s theorem on convergence of convolution semigroups and accompanying laws. Zbl 0857.60007Hazod, W. 1 1995 Mean-variance hedging of options on stocks with Markov volatilities. Zbl 0836.60075Di Masi, G. B.; Kabanov, Yu. M.; Runggaldier, W. J. 46 1994 Large financial markets: Asymptotic arbitrage and contiguity. Zbl 0834.90018Kabanov, Yu. M.; Kramkov, D. O. 35 1994 A new look at pricing of the “Russian option”. Zbl 0834.60072Shepp, L. A.; Shiryaev, A. N. 19 1994 Convergence of random sequences with the independent random indices. I. Zbl 0837.60018Korolev, V. Yu. 17 1994 No-arbitrage and equivalent martingale measures: An elementary proof of the Harrison-Pliska theorem. Zbl 0834.60045Kabanov, Yu. M.; Kramkov, D. O. 14 1994 Toward the theory of pricing of options of both European and American types. II: Continuous time. Zbl 0833.60065Shiryaev, A. N.; Kabanov, Yu. M.; Kramkov, D. O.; Mel’nikov, A. V. 14 1994 A new look at the “Russian option”. Zbl 0829.60055Shepp, L. A.; Shiryaev, A. N. 7 1994 Models for option prices. Zbl 0833.90020Rachev, S. T.; Rüschendorf, L. 6 1994 Minimax nonparametric testing of hypotheses on the distribution density. Zbl 0855.62032Ermakov, M. S. 5 1994 Minimax testing of hypotheses on the distribution density for ellipsoids in \(l_ p\). Zbl 0855.62033Ingster, Yu. I. 5 1994 Integral option. Zbl 0836.90012Kramkov, D. O.; Mordecki, E. 5 1994 The development of the mathematical theory of extremes in the past half century. Zbl 0832.60060Galambos, J. 4 1994 On representation of densities of stable laws by special functions. Zbl 0872.60012Zolotarev, V. M. 4 1994 Toward the theory of pricing of options of both European and American types. I: Discrete time. Zbl 0833.60064Shiryaev, A. N.; Kabanov, Yu. M.; Kramkov, D. O.; Mel’nikov, A. V. 4 1994 Absolute continuity of transition probabilities of multidimensional processes with stationary independent increments. Zbl 0831.60024Yamazato, M. 3 1994 Continual analogues of random polynomials that are orthogonal on a circle. Zbl 0832.60071Teplyaev, A. V. 3 1994 Martingale methods for random walks in a one-dimensional random environment. Zbl 0846.60069Butov, A. A. 3 1994 On the strong law of large numbers for blockwise independent and blockwise orthogonal random variables. Zbl 0847.60022Gaposhkin, V. F. 3 1994 A local limit theorem for nonhomogeneous random walk on a lattice. Zbl 0837.60067Zhizhina, E. A.; Minlos, R. A. 2 1994 On the rational pricing of the “Russian option” for the symmetrical binomial model of a \((B,S)\)-market. Zbl 0836.90013Kramkov, D. O.; Shiryaev, A. N. 2 1994 Distributions of Itô processes: Estimates for the density and for conditional expectations of integral functionals. Zbl 0844.60030Dokuchaev, N. G. 2 1994 Limit theorems involving restricted convergence. Zbl 0831.60035Rossberg, H.-J. 1 1994 Operator stable probability measures: An overview. Zbl 0832.60022Hudson, W. N.; Mason, J. D.; Veeh, J. A. 1 1994 On the limit behavior of products of a random number of group valued random variables. Zbl 0834.60010Hazod, W. 1 1994 On a problem of a Khinchin-type decomposition theorem for extreme values. Zbl 0833.60055Pancheva, E. 1 1994 Multimodal convolutions of unimodal infinitely divisible distributions. Zbl 0834.60018Sato, K. 1 1994 A unified criterion for the domain of attraction of extreme value distributions. Zbl 0832.60061de Haan, L. 1 1994 Measurement and filtering of quantum diffusion. II. Zbl 0872.60049Belavkin, V. P. 1 1994 Asymptotic properties of distributions of the maximum of a Gaussian nonstationary process occurring in covariance statistic. Zbl 0834.60039Ostrovskij, E. I.; Tsykunova, S. Yu. 1 1994 On the support of the solutions of stochastic differential equations. Zbl 0837.60055Gyöngy, I. 1 1994 Itô formula for an extended stochastic integral with nonanticipating kernel. Zbl 0845.60049Norin, N. V. 1 1994 On multivariate skewness and kurtosis. Zbl 0807.60020Móri, T. F.; Rohatgi, V. K.; Székely, G. J. 35 1993 Optimal stopping rules and maximal inequalities for Bessel processes. Zbl 0807.60040Dubins, L. E.; Shepp, L. A.; Shiryaev, A. N. 28 1993 Some aspects of insurance mathematics. Zbl 0803.62092Embrechts, P.; Klüppelberg, C. 15 1993 Probabilities of large deviations on the whole axis. Zbl 0801.60021Rozovskij, L. V. 10 1993 A random walk with a random potential. Zbl 0807.60069Sinaĭ, Ya. G. 8 1993 ...and 827 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 5,429 Authors 31 Mikosch, Thomas 30 Zaitsev, Andrei Yu. 26 Leonenko, Nikolai N. 23 Götze, Friedrich 23 Tang, Qihe 19 Sunklodas, Jonas Kazys 18 Korolev, Viktor Yur’evich 17 Bobkov, Sergey Germanovich 16 Bentkus, Vidmants-Kastytis 15 Kohler, Michael 15 Rachev, Svetlozar T. 15 Veraverbeke, Noël 14 Borovkov, Aleksandr Alekseevich 14 Horváth, Lajos 14 Vatutin, Vladimir Alekseevich 14 Wang, Yuebao 13 Gapeev, Pavel V. 13 Samorodnitsky, Gennady Pinkhosovich 13 Wang, Xuejun 12 Balakrishnan, Narayanaswamy 12 Chistyakov, Gennadiy P. 12 Davydov, Yu. A. 12 Krzyżak, Adam 12 Nikulin, Mikhail Stepanovich 12 Puri, Madan Lal 12 Resnick, Sidney Ira 12 Rozovskiĭ, Leonid Viktorovich 12 Yang, Yang 11 Berkes, István 11 Bouzebda, Salim 11 Hashorva, Enkelejd 11 Ibragimov, Il’dar Abdullovich 11 Kruglov, Victor M. 11 Lotov, Vladimir Ivanovich 11 Nikitin, Yakov Yu. 11 Pakes, Anthony G. 11 Zitikis, Ričardas 10 Albeverio, Sergio A. 10 Aleškevičienė, Aldona K. 10 Cai, Tony Tony 10 Čekanavičius, Vydas 10 Davis, Richard A. 10 Feinberg, Eugene Aleksandrovich 10 Henze, Norbert 10 Hu, Shuhe 10 Paulauskas, Vygantas Ionovič 10 Pitman, Jim William 10 Rosalsky, Andrew 10 Spokoiny, Vladimir G. 10 Wang, Kaiyong 9 Astashkin, Sergeĭ Vladimir 9 Coletti, Giulianella 9 Csörgő, Miklós 9 Devroye, Luc P. J. A. 9 Foss, Sergey G. 9 Hall, Peter Gavin 9 Hofmanová, Martina 9 Juditsky, Anatoli B. 9 Korolyuk, Volodymyr Semenovych 9 Kulik, Alexey M. 9 Li, Jinzhu 9 Li, Zenghu 9 Loperfido, Nicola M. R. 9 Račkauskas, Alfredas Yurgevich 9 Sakhno, Lyudmyla Mykhaĭlivna 9 Surgailis, Donatas 9 Wang, Dingcheng 9 Yanev, Nikolay Mihailov 9 Zeifman, Alexander Izrailevich 9 Zwart, Bert P. 8 Anh, Vo V. 8 Bening, Vladimir E. 8 Borovskikh, Yuri V. 8 Girko, Vyacheslav Leonidovich 8 Grigelionis, Bronius I. 8 Hung, Tran Loc 8 Ivanov, Aleksandr Vladimirovich 8 Khrennikov, Andreĭ Yur’evich 8 Lepskiĭ, Oleg Vital’evich 8 Lifshits, Mikhail A. 8 Lisser, Abdel 8 Low, Mark G. 8 Mandrekar, Vidyadhar S. 8 Mogul’skii, Anatolii Alfredovich 8 Ramanan, Kavita 8 Sagitov, Serik 8 Šiaulys, Jonas 8 Sukochev, Fedor Anatol’evich 8 Yin, Gang George 8 Zubkov, Andreĭ Mikhaĭlovich 7 Bai, Zhi-Dong 7 Bloznelis, Mindaugas 7 Bogachev, Vladimir Igorevich 7 Braverman, Michael Sh. 7 Breit, Dominic 7 Budhiraja, Amarjit S. 7 Chaumont, Loïc 7 Dawson, Donald Andrew 7 Deheuvels, Paul 7 Denker, Manfred ...and 5,329 more Authors all top 5 Cited in 501 Journals 316 Statistics & Probability Letters 222 Stochastic Processes and their Applications 191 Journal of Mathematical Sciences (New York) 178 Journal of Statistical Planning and Inference 173 Lithuanian Mathematical Journal 164 Journal of Multivariate Analysis 136 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 128 Journal of Soviet Mathematics 121 Probability Theory and Related Fields 114 The Annals of Probability 113 The Annals of Applied Probability 111 The Annals of Statistics 108 Mathematical Notes 104 Ukrainian Mathematical Journal 94 Journal of Mathematical Analysis and Applications 85 Journal of Applied Probability 84 Journal of Theoretical Probability 83 Bernoulli 78 Transactions of the American Mathematical Society 66 Siberian Mathematical Journal 59 Insurance Mathematics & Economics 50 Annals of the Institute of Statistical Mathematics 47 Journal of Statistical Physics 46 Advances in Applied Probability 43 Communications in Mathematical Physics 41 Electronic Journal of Statistics 38 Proceedings of the American Mathematical Society 36 Journal of Functional Analysis 33 Annales de l’Institut Henri Poincaré. 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Simulation and Computation 8 Journal of Inequalities and Applications 8 Lobachevskii Journal of Mathematics 8 Stochastics and Dynamics 8 Statistical Methodology 8 ALEA. Latin American Journal of Probability and Mathematical Statistics 8 Nonlinear Analysis. Theory, Methods & Applications ...and 401 more Journals all top 5 Cited in 62 Fields 3,170 Probability theory and stochastic processes (60-XX) 1,682 Statistics (62-XX) 394 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 221 Partial differential equations (35-XX) 217 Operations research, mathematical programming (90-XX) 200 Numerical analysis (65-XX) 176 Statistical mechanics, structure of matter (82-XX) 166 Systems theory; control (93-XX) 144 Functional analysis (46-XX) 133 Measure and integration (28-XX) 126 Operator theory (47-XX) 114 Computer science (68-XX) 112 Dynamical systems and ergodic theory (37-XX) 99 Linear and multilinear algebra; matrix theory (15-XX) 93 Biology and other natural sciences (92-XX) 90 Combinatorics (05-XX) 65 Fluid mechanics (76-XX) 63 Ordinary differential equations (34-XX) 58 Information and communication theory, circuits (94-XX) 48 Quantum theory (81-XX) 46 Calculus of variations and optimal control; optimization (49-XX) 33 Approximations and expansions (41-XX) 32 Harmonic analysis on Euclidean spaces (42-XX) 30 Real functions (26-XX) 27 Number theory (11-XX) 26 History and biography (01-XX) 25 Differential geometry (53-XX) 23 Global analysis, analysis on manifolds (58-XX) 20 Abstract harmonic analysis (43-XX) 20 General topology (54-XX) 19 Integral equations (45-XX) 17 Integral transforms, operational calculus (44-XX) 17 Relativity and gravitational theory (83-XX) 16 Mathematical logic and foundations (03-XX) 16 Topological groups, Lie groups (22-XX) 16 Potential theory (31-XX) 16 Special functions (33-XX) 15 Mechanics of deformable solids (74-XX) 13 Convex and discrete geometry (52-XX) 12 Functions of a complex variable (30-XX) 10 Group theory and generalizations (20-XX) 10 Difference and functional equations (39-XX) 10 Mechanics of particles and systems (70-XX) 7 Geophysics (86-XX) 6 Order, lattices, ordered algebraic structures (06-XX) 6 Sequences, series, summability (40-XX) 4 Commutative algebra (13-XX) 4 Classical thermodynamics, heat transfer (80-XX) 3 General and overarching topics; collections (00-XX) 3 Field theory and polynomials (12-XX) 3 Nonassociative rings and algebras (17-XX) 2 Algebraic geometry (14-XX) 2 Geometry (51-XX) 2 Manifolds and cell complexes (57-XX) 2 Optics, electromagnetic theory (78-XX) 2 Astronomy and astrophysics (85-XX) 1 General algebraic systems (08-XX) 1 Associative rings and algebras (16-XX) 1 Category theory; homological algebra (18-XX) 1 \(K\)-theory (19-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Mathematics education (97-XX) Citations by Year