Theory of Probability and its Applications Short Title: Theory Probab. Appl. Publisher: Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA ISSN: 0040-585X; 1095-7219/e Online: http://epubs.siam.org/loi/tprbau Original: Teoriya Veroyatnosteĭ i eë Primeneniya Comments: Journal; Indexed cover-to-cover Documents Indexed: 4,115 Publications (since 1956) References Indexed: 452 Publications with 8,914 References. all top 5 Latest Issues 69, No. 3 (2024) 69, No. 2 (2024) 69, No. 1 (2024) 68, No. 4 (2024) 68, No. 3 (2023) 68, No. 2 (2023) 68, No. 1 (2023) 67, No. 4 (2023) 67, No. 3 (2022) 67, No. 2 (2022) 67, No. 1 (2022) 66, No. 4 (2022) 66, No. 3 (2021) 66, No. 2 (2021) 66, No. 1 (2021) 65, No. 4 (2021) 65, No. 3 (2020) 65, No. 2 (2020) 65, No. 1 (2020) 64, No. 4 (2020) 64, No. 3 (2019) 64, No. 2 (2019) 64, No. 1 (2019) 63, No. 4 (2019) 63, No. 3 (2019) 63, No. 2 (2018) 63, No. 1 (2018) 62, No. 4 (2018) 62, No. 3 (2018) 62, No. 2 (2018) 62, No. 1 (2018) 61, No. 4 (2017) 61, No. 3 (2017) 61, No. 2 (2017) 61, No. 1 (2017) 60, No. 4 (2016) 60, No. 3 (2016) 60, No. 2 (2016) 60, No. 1 (2016) 59, No. 4 (2015) 59, No. 3 (2015) 59, No. 2 (2015) 59, No. 1 (2015) 58, No. 4 (2014) 58, No. 3 (2014) 58, No. 2 (2014) 58, No. 1 (2014) 57, No. 4 (2013) 57, No. 3 (2013) 57, No. 2 (2013) 57, No. 1 (2013) 56, No. 4 (2012) 56, No. 3 (2012) 56, No. 2 (2012) 56, No. 1 (2012) 55, No. 4 (2011) 55, No. 3 (2011) 55, No. 2 (2011) 55, No. 1 (2011) 54, No. 4 (2010) 54, No. 3 (2010) 54, No. 2 (2010) 54, No. 1 (2010) 53, No. 4 (2009) 53, No. 3 (2009) 53, No. 2 (2009) 53, No. 1 (2009) 52, No. 4 (2008) 52, No. 3 (2008) 52, No. 2 (2008) 52, No. 1 (2008) 51, No. 4 (2007) 51, No. 3 (2007) 51, No. 2 (2007) 51, No. 1 (2007) 50, No. 4 (2006) 50, No. 3 (2006) 50, No. 2 (2006) 50, No. 1 (2006) 49, No. 4 (2005) 49, No. 3 (2005) 49, No. 2 (2005) 49, No. 1 (2005) 48, No. 4 (2003) 48, No. 3 (2003) 48, No. 2 (2003) 48, No. 1 (2003) 47, No. 4 (2002) 47, No. 3 (2002) 47, No. 2 (2002) 47, No. 1 (2002) 46, No. 4 (2001) 46, No. 3 (2001) 46, No. 2 (2001) 46, No. 1 (2001) 45, No. 4 (2000) 45, No. 3 (2000) 45, No. 2 (2000) 45, No. 1 (2000) 44, No. 4 (1999) ...and 83 more Volumes all top 5 Authors 79 Borovkov, Aleksandr Alekseevich 66 Shiryaev, Al’bert Nikolaevich 62 Ibragimov, Il’dar Abdullovich 48 Vatutin, Vladimir Alekseevich 40 Nagaev, Sergeĭ Viktorovich 35 Kruglov, Victor M. 35 Rozovskiĭ, Leonid Viktorovich 33 Khas’minskiĭ, Rafail Zalmanovich 30 Shur, Mikhail Grigoryevtsh 27 Mogul’skii, Anatolii Alfredovich 27 Prokhorov, Yuriĭ Vasil’evich 27 Rozanov, Yuriĭ Anatol’evich 27 Skorokhod, Anatoliĭ Volodymyrovych 25 Kholevo, Aleksandr Semënovich 25 Rogozin, B. A. 25 Zolotarëv, Vladimir Mikhaĭlovich 24 Ivchenko, Grigoriĭ Ivanovich 24 Novikov, Aleksandr Aleksandrovich 24 Senatov, Vladimir Vasil’evich 23 Borisov, Igor Semenovich 23 Chibisov, Dmitriĭ Mikhaĭlovich 23 Fel’dman, Gennadiĭ Mikhaĭlovich 23 Rotar, Vladimir Il’ich 22 Korolev, Viktor Yur’evich 20 Davydov, Yu. A. 20 Gaposhkin, Vladimir Fedorovich 20 Petrov, Valentin Vladimirovich 19 Lifshits, Mikhail A. 19 Liptser, Robert 19 Nagaev, Aleksandr Viktorovich 19 Sevast’yanov, Boris Aleksandrovich 19 Smorodina, Natal’ya Vasil’evna 19 Veretennikov, Alexander Yu. 18 Chistyakov, Vladimir Pavlovich 18 Götze, Friedrich 18 Mikhaĭlov, Vladimir Gavrilovich 18 Piterbarg, Vladimir Il’ich 18 Zubkov, Andreĭ Mikhaĭlovich 17 Korolyuk, Volodymyr Semenovych 16 Afanas’ev, Valeriĭ Ivanovich 16 Borovkov, Konstantin A. 16 Feinberg, Eugene Aleksandrovich 16 Gamkrelidze, Nikolaĭ Georgievich 16 Krylov, Nicolaĭ Vladimirovich 16 Pinelis, Iosif Froimovich 16 Presman, Ernst L. 16 Sazonov, Vyacheslav Vasil’evich 16 Tutubalin, Valeriĭ Nikolaevich 16 Yurinskiĭ, Vadim Vladimirovich 16 Zaitsev, Andrei Yu. 15 Darkhovsky, Boris S. 15 Kagan, Abram Meerovich 15 Klebanov, Leo B. 15 Korostelev, Alexander P. 15 Pavlov, Igor V. 15 Shurenkov, V. M. 15 Volodin, Igor N. 15 Yakymiv, Arsen Lubomirovich 14 Dobrushin, Roland L’vovich 14 Khatuntseva, M. V. 14 Lebedev, V. A. 14 Martikainen, Alexander I. 14 Wentzell, Alexander Dmitrievich 14 Yushkevich, Aleksandr Adol’fovich 13 D’yakonova, Elena Evgen’evna 13 Egorov, V. A. 13 Maksimov, Valeri M. 13 Malevich, Tat’yana L’vovna 13 Molchanov, Stanislav Alekseevich 13 Shevtsova, I. G. 12 Alekseev, V. G. 12 Bernshtejn, A. V. 12 Bogachev, Vladimir Igorevich 12 Bol’shev, Login Nikolaevich 12 Bulinskiĭ, Aleksandr Vadimovich 12 Kabanov, Yuriĭ Mikhaĭlovich 11 Borodin, Andreĭ Nikolaevich 11 Engelbert, Hans-Jürgen 11 Faddeev, Mikhail Mikhaĭlovich 11 Nadaraya, Elizbar A. 11 Ronzhin, A. F. 11 Ul’yanov, Vladimir Vasil’evich 10 Buldygin, Valeriĭ Volodymyrovych 10 Chistyakov, Gennadiĭ Petrovich 10 Girko, Vyacheslav Leonidovich 10 Malinovskiĭ, Vsevolod Konstantinovich 10 Maslov, Viktor Pavlovich 10 Miroshin, R. N. 10 Nosko, Vladimir P. 10 Tikhomirov, Alexander Nikolaevich 10 Yarovaya, Elena B. 9 Afanas’eva, Larisa Grigor’evna 9 Aleškevičienė, Aldona K. 9 Arak, Taivo 9 Barndorff-Nielsen, Ole Eiler 9 Belyaev, Yuriĭ Konstantinovich 9 Dzhaparidze, Kacha 9 Freidlin, Mark I. 9 Kharlamov, Boris Pavlovich 9 Khmaladze, Estate V. ...and 1,962 more Authors all top 5 Fields 3,073 Probability theory and stochastic processes (60-XX) 858 Statistics (62-XX) 127 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 87 Operations research, mathematical programming (90-XX) 86 History and biography (01-XX) 74 Systems theory; control (93-XX) 63 Measure and integration (28-XX) 46 Partial differential equations (35-XX) 40 Information and communication theory, circuits (94-XX) 37 Functional analysis (46-XX) 37 Numerical analysis (65-XX) 36 Combinatorics (05-XX) 32 Quantum theory (81-XX) 30 Statistical mechanics, structure of matter (82-XX) 28 Operator theory (47-XX) 26 Linear and multilinear algebra; matrix theory (15-XX) 23 General and overarching topics; collections (00-XX) 23 Computer science (68-XX) 21 Dynamical systems and ergodic theory (37-XX) 16 Biology and other natural sciences (92-XX) 15 Calculus of variations and optimal control; optimization (49-XX) 11 Real functions (26-XX) 10 Number theory (11-XX) 10 Ordinary differential equations (34-XX) 9 Global analysis, analysis on manifolds (58-XX) 8 Special functions (33-XX) 6 Potential theory (31-XX) 6 Sequences, series, summability (40-XX) 6 Integral equations (45-XX) 6 Fluid mechanics (76-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 4 Integral transforms, operational calculus (44-XX) 3 Topological groups, Lie groups (22-XX) 3 Functions of a complex variable (30-XX) 3 Approximations and expansions (41-XX) 3 Abstract harmonic analysis (43-XX) 2 Mathematical logic and foundations (03-XX) 2 Group theory and generalizations (20-XX) 2 Geometry (51-XX) 2 Convex and discrete geometry (52-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Nonassociative rings and algebras (17-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Differential geometry (53-XX) 1 General topology (54-XX) 1 Mechanics of particles and systems (70-XX) 1 Geophysics (86-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 2,604 Publications have been cited 21,487 times in 16,275 Documents Cited by ▼ Year ▼ On the uniform convergence of relative frequencies of events to their probabilities. Zbl 0247.60005 Vapnik, V. N.; Chervonenkis, A. Ya. 633 1971 Some limit theorems for stationary processes. Zbl 0119.14204 Ibragimov, I. A. 326 1963 Prescribing a system of random variables by conditional distributions. Zbl 0264.60037 Dobrushin, R. L. 222 1970 Some limit theorems for random functions. I. Zbl 0092.33502 Volkonskij, V. A.; Rozanov, Yu. A. 206 1959 Finite continuous time Markov chains. Zbl 0112.09802 Kemeny, J. G.; Snell, J. L. 202 1962 On non-parametric estimates of density functions and regression curves. Zbl 0134.36302 Nadaraya, E. A. 198 1965 On transforming a certain class of stochastic processes by absolutely continuous substitution of measures. Zbl 0100.34004 Girsanov, I. V. 187 1962 On optimum methods in quickest detection problems. Zbl 0213.43804 Shiryaev, A. N. 186 1963 The invariance principle for stationary processes. Zbl 0219.60030 Davydov, Yu. A. 181 1971 The limiting behavior of a one-dimensional random walk in a random medium. Zbl 0505.60086 Sinaj, Ya. G. 170 1982 On the strong law of large numbers and related results for quasi- stationary sequences. Zbl 0456.60027 Serfling, R. J. 169 1980 On boundary conditions for multidimensional diffusion processes. Zbl 0089.13404 Ventcel’, A. D. 149 1960 Some new estimates for distribution functions. Zbl 0152.17605 Nadaraya, E. A. 129 1965 Convergence of distributions generated by stationary stochastic processes. Zbl 0181.44101 Davydov, J. A. 119 1968 On a problem of adaptive estimation in Gaussian white noise. Zbl 0745.62083 Lepskij, O. V. 118 1990 Probability inequalities for sums of independent random variables. Zbl 0259.60024 Fuk, Dao Ha; Nagaev, S. V. 115 1971 On a method of calculation of semi-invariants. Zbl 0087.33701 Leonov, V. P.; Shiryaev, A. N. 108 1959 On strong mixing conditions for stationary Gaussian processes. Zbl 0106.12005 Kolmogorov, A. N.; Rozanov, Yu. A. 106 1961 On stochastic processes defined by differential equations with a small parameter. Zbl 0168.16002 Has’minskij, R. Z. 106 1966 Approximate integration of stochastic differential equations. Zbl 0314.60039 Mil’shtejn, G. N. 101 1974 Asymptotically minimax adaptive estimation. I: Upper bounds. Optimally adaptive estimates. Zbl 0776.62039 Lepskij, O. V. 99 1991 On the strong mixing property for linear sequences. Zbl 0377.60046 Gorodeckii, V. V. 97 1977 Ergodic properties of recurrent diffusion processes and stabilization of the solution to the Cauchy problem for parabolic equations. Zbl 0106.12001 Khas’minskiĭ, R. Z. 95 1961 Mixing conditions for Markov chains. Zbl 0297.60031 Davydov, Ju. A. 95 1973 Calculation of the Wasserstein distance between probability distributions on the line. Zbl 0351.60009 Vallander, S. S. 90 1973 Superposition of Ornstein-Uhlenbeck type processes. Zbl 1003.60039 Barndorff-Nielsen, O. E. 85 2000 On large deviations from the invariant measure. Zbl 0375.60033 Gärtner, Jürgen 84 1977 Martingale approach in the theory of goodness-of-fit tests. Zbl 0481.60055 Khmaladze, E. V. 84 1982 The Monge-Kantorovich mass transference problem and its stochastic applications. Zbl 0581.60010 Rachev, S. T. 79 1985 On a generalization of a stochastic integral. Zbl 0333.60060 Skorokhod, A. V. 77 1975 On the strong solutions of stochastic differential equations. Zbl 0434.60064 Veretennikov, A. Yu. 76 1980 Some limit theorems for large deviations. Zbl 0144.18704 Nagaev, S. V. 74 1965 Power variation and time change. Zbl 1095.60023 Barndorff-Nielsen, O. E.; Shephard, N. 70 2006 On the probabilities of large deviations for sums of independent random variables. Zbl 0235.60028 Petrov, V. V. 70 1965 On pure phases of the Ising model on the Bethe lattices. Zbl 0715.60122 Blekher, P. M.; Ganikhodzhaev, N. N. 69 1990 Records. Zbl 0677.62044 Nevzorov, V. B. 68 1987 Probability metrics. Zbl 0533.60025 Zolotarev, V. M. 67 1984 Gibbs state describing coexistence of phases for a three-dimensional Ising model. Zbl 0275.60119 Dobrushin, R. L. 67 1972 Generalization of Sperner’s theorem on the number of subsets of a finite set. Zbl 0123.36303 Meshalkin, L. D. 65 1963 A note on the central limit theorems for dependent random variables. Zbl 0335.60023 Ibragimov, I. A. 62 1975 Integral limit theorems taking deviations into account when Cramer’s condition does not hold. I. Zbl 0196.21002 Nagaev, A. V. 56 1969 Remarks on non-parametric estimates for density functions and regression curves. Zbl 0228.62031 Nadaraya, Eh. A. 56 1970 On the convergence rate in the central limit theorem for weakly dependent random variables. Zbl 0471.60030 Tikhomirov, A. N. 56 1981 Weak approximation of solutions of systems of stochastic differential equations. Zbl 0596.60060 Mil’shtejn, G. N. 55 1986 On the expected number of real zeros of random polynomials. I: Coefficients with zero means. Zbl 0277.60051 Ibragimov, I. A.; Maslova, N. B. 54 1971 A method of second-order accuracy integration of stochastic differential equations. Zbl 0422.60048 Mil’shtejn, G. N. 52 1979 A problem of Zolotarev and analogs of infinitely divisible and stable distributions in a scheme for summing a random number of random variables. Zbl 0579.60016 Klebanov, L. B.; Maniya, G. M.; Melamed, I. A. 52 1985 A central limit theorem for a class of dependent random variables. Zbl 0123.36103 Ibragimov, I. A. 52 1963 Principle of averaging for parabolic and elliptic differential equations and for Markov processes with small diffusion. Zbl 0211.20701 Khas’minskiĭ, R. Z. 52 1963 Conditional Markov processes. Zbl 0106.12401 Stratonovich, R. L. 51 1961 Brownian motion with a several-dimensional time. Zbl 0124.08702 McKean, H. P. jun. 51 1963 Sharp optimality in density deconvolution with dominating bias. I. Zbl 1141.62021 Butucea, C.; Tsybakov, A. B. 51 2008 Branching diffusion processes. Zbl 0264.60058 Skorokhod, A. V. 50 1965 Limit measures arising in the asymptotic theory of symmetric groups. I. Zbl 0375.60007 Vershik, A. M.; Shmidt, A. A. 49 1977 Necessary and sufficient conditions for the uniform convergence of means to their expectations. Zbl 0487.60036 Vapnik, V. N.; Chervonenkis, A. Ya. 49 1982 A general approach to the strong law of large numbers. Zbl 0991.60021 Fazekas, I.; Klesov, O. 49 2000 Stochastic equations for diffusion processes in a bounded region. II. Zbl 0201.49302 Skorokhod, A. V. 49 1962 Estimation of the distribution of noise in an autoregression scheme. Zbl 0526.62085 Boldin, M. V. 48 1982 Time-sharing service systems. I. Zbl 0378.60102 Klimov, G. P. 48 1974 An information-theoretic proof of the central limit theorem under the Lindeberg conditions. Zbl 0097.13103 Linnik, Yu. V. 47 1960 Boundary-value problems for random walks and large deviations in function spaces. Zbl 0178.20004 Borovkov, A. A. 47 1967 Sharp large deviations for the Ornstein-Uhlenbeck process. Zbl 1101.60320 Bercu, B.; Rouault, A. 47 2001 On the uniqueness in law and the pathwise uniqueness for stochastic differential equations. Zbl 1036.60051 Cherny, A. S. 47 2001 Backward stochastic differential equations driven by càdlàg martingales. Zbl 1152.60050 Carbone, R.; Ferrario, B.; Santacroce, M. 47 2008 Estimates for the distribution function of a sum of two random variables when the marginal distributions are fixed. Zbl 0488.60022 Makarov, G. D. 46 1982 Periodically and almost-periodically correlated random processes with continuous time parameter. Zbl 0138.11003 Gladyshev, E. G. 46 1963 Nonparametric estimation of a density of unknown smoothness. Zbl 0593.62034 Efrojmovich, S. Yu. 46 1986 Large deviations of the empirical current in interacting particle systems. Zbl 1190.82027 Bertini, L.; De Sole, A.; Gabrielli, D.; Jona-Lasinio, G.; Landim, C. 46 2007 Sharp optimality in density deconvolution with dominating bias. II. Zbl 1142.62017 Butucea, C.; Tsybakov, A. B. 46 2008 Bounds for the mixing rate in the theory of stochastic equations. Zbl 0663.60046 Veretennikov, A. Yu. 45 1987 More exact statement of limit theorems for homogeneous Markov chains. Zbl 0116.10602 Nagaev, S. V. 45 1962 Symmetric stable processes as traces of degenerate diffusion processes. Zbl 0281.60091 Molchanov, S. A.; Ostrovskij, E. 45 1969 Max domains of attraction of univariate and multivariate \(p\)-max stable laws. Zbl 0788.60033 Mohan, N. R.; Ravi, S. 44 1992 On the asymptotic behavior of the probability of non-extinction for critical branching processes in a random environment. Zbl 0384.60058 Kozlov, M. V. 44 1976 On Stefan’s problem and optimal stopping rules for Markov processes. Zbl 0178.53303 Grigelionis, B. I.; Shiryaev, A. N. 44 1966 Reflected backward SDEs with general jumps. Zbl 1341.60054 Hamadène, S.; Ouknine, Y. 44 2016 Generalized continuous-time random walks, subordination by hitting times, and fractional dynamics. Zbl 1193.60046 Kolokoltsov, V. N. 44 2009 On distributions of functionals related to boundary problems for processes with independent increments. Zbl 0178.52701 Rogozin, B. A. 43 1966 On the continuity of the distribution of a sum of dependent variables connected with independent walks on lines. Zbl 0321.60053 Grincevicjus, A. K. 42 1974 On positive solutions of the equation \({\mathfrak A} u+ V\cdot u=0\). Zbl 0089.34501 Khas’minskiĭ, R. Z. 42 1959 On the decomposition of continuous submartingales. Zbl 0141.15102 Dambis, K. E. 42 1965 A generalization of Khasminskij’s theorem on the existence of invariant measures for locally integrable drifts. Zbl 1004.60061 Bogachev, V.; Röckner, M. 42 2000 Concerning a certain probability problem. Zbl 0109.36404 Zolotarev, V. M. 42 1962 On the distribution of the sizes of particles which undergo splitting. Zbl 0242.60050 Filippov, A. F. 42 1962 Approximation of binomial distributions by infinitely divisible ones. Zbl 0533.60018 Presman, E. L. 41 1984 The distribution of the first ladder moment and height and fluctuation of a random walk. Zbl 0269.60053 Rogozin, B. A. 41 1971 On an identity for stochastic integrals. Zbl 0284.60054 Novikov, A. A. 41 1972 Large deviations for trajectories of multi-dimensional random walks. Zbl 0366.60031 Mogul’skij, A. A. 40 1976 On the problem of the equivalence of probability measures corresponding to stationary Gaussian processes. Zbl 0126.13703 Rozanov, Yu. 40 1963 On polynomial mixing and convergence rate for stochastic difference and differential equations. Zbl 0969.60070 Veretennikov, A. Yu. 39 1999 The density of the distribution of the maximum of a Gaussian process. Zbl 0348.60050 Cirel’son, B. S. 38 1975 Remarks on inequalities for large deviation probabilities. Zbl 0583.60023 Pinelis, I. F.; Sakhanenko, A. I. 38 1986 The Cramér-Lundberg model with stochastic premium process. Zbl 1033.60093 Boikov, A. V. 38 2002 Self-similar probability distributions. Zbl 0358.60031 Sinai, Ya. G. 37 1976 The best choice problem for a random number of objects. Zbl 0296.60031 Presman, E. L.; Sonin, I. M. 37 1972 Integral limit theorems taking large deviations into account when Cramer’s condition does not hold. II. Zbl 0196.21003 Nagaev, A. V. 36 1969 On the rate of convergence for the invariance principle. Zbl 0323.60031 Borovkov, A. A. 36 1973 Regular conditional expectations of correspondences. Zbl 0367.60002 Dynkin, E. B.; Evstigneev, I. V. 36 1976 On a non-parametric analogue of the information matrix. Zbl 0388.62037 Kosevnik, Ju. A.; Levit, B. Ja. 36 1976 Complementary channels and the additivity problem. Zbl 1113.81022 Holevo, A. S. 36 2007 Monte Carlo method for pricing lookback type options in Lévy models. Zbl 1542.91426 Kudryavtsev, O. E.; Grechko, A. S.; Mamedov, I. E. 2 2024 Markov branching random walks on \(\mathbb{Z}_+\): an approach using orthogonal polynomials. I. Zbl 1540.60191 Lyulintsev, A. V. 1 2024 One limit theorem for branching random walks. Zbl 1534.60123 Smorodina, N. V.; Yarovaya, E. B. 1 2024 Large deviations for stochastic differential equations driven by semimartingales. Zbl 07939218 Huang, Q.; Wei, W.; Duan, J. 1 2024 A guaranteed deterministic approach to superhedging: the relationship between the deterministic and probabilistic problem statements without trading constraints. Zbl 1512.91154 Smirnov, S. N. 3 2023 Partial linear eigenvalue statistics for non-Hermitian random matrices. Zbl 07669784 O’Rourke, S.; Williams, N. 3 2023 On mm-entropy of a Banach space with Gaussian measure. Zbl 1533.94016 Vershik, A. M.; Lifshits, M. A. 3 2023 Towards insensitivity of Nadaraya-Watson estimators to design correlation. Zbl 07723256 Linke, Yu. Yu. 3 2023 Series expansions of fractional Brownian motions and strong local nondeterminism of bifractional Brownian motions on balls and spheres. Zbl 1509.60095 Lu, T.; Ma, C.; Wang, F. 3 2023 Uniqueness of the inverse first-passage time problem and the shape of the Shiryaev boundary. Zbl 1507.60053 Klump, A.; Kolb, M. 2 2023 On nondegenerate Itô processes with moderated drift. Zbl 1524.60112 Krylov, N. V. 2 2023 Kolmogorov problems on equations for Stationary and transition probabilities of diffusion processes. Zbl 1534.35396 Bogachev, V. I.; Röckner, M.; Shaposhnikov, S. V. 2 2023 Population size of a critical branching process evolving in an unfavorable environment. Zbl 1527.60069 Vatutin, V. A.; Dyakonova, E. E. 2 2023 Global rate optimality of integral curve estimators in high order tensor models. Zbl 1519.92108 Banerjee, C.; Sakhanenko, L. A.; Zhu, D. C. 2 2023 Probabilistic properties of Zipf sets and their maximal intersections. Zbl 1509.60087 Lifshits, M. A.; Lialinov, I. M. 2 2023 On asymptotic expansion for mathematical expectation of a renewal-reward process with dependent components and heavy-tailed interarrival times. Zbl 1507.60117 Aliyev, R.; Bayramov, V. 1 2023 On one family of random operators. Zbl 07764858 Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M. 1 2023 On characterization of quantum Gaussian measurement channels. Zbl 1535.81026 Holevo, A. S. 1 2023 Wiener spiral for volatility modeling. Zbl 1536.91331 Fukasawa, M. 1 2023 On the asymptotic approach to the change-point problem and exponential convergence rate in the ergodic theorem for Markov chains. Zbl 1529.60048 Borovkov, A. A. 1 2023 On relevant features selection based on information theory. Zbl 07764855 Bulinski, A. V. 1 2023 On the convergence rate in precise asymptotics. Zbl 1515.60075 Rozovsky, L. V. 1 2023 Quenched small deviation for the trajectory of a random walk with random environment in time. Zbl 1533.60188 Lv, Y.; Hong, W. 1 2023 Controlled diffusion mean field games with common noise and McKean-Vlasov second order backward SDEs. Zbl 1483.91029 Barrasso, A.; Touzi, N. 7 2022 Chebyshev-Hermite polynomials and distributions of polynomials in Gaussian random variables. Zbl 1492.60033 Bogachev, V. I. 5 2022 A trajectorial approach to the gradient flow properties of Langevin-Smoluchowski diffusions. Zbl 1480.60237 Karatzas, I.; Schachermayer, W.; Tschiderer, B. 4 2022 Log-optimal portfolio without NFLVR: existence, complete characterization, and duality. Zbl 1502.91053 Choulli, T.; Yansori, S. 3 2022 Complete \(f\)-moment convergence for randomly weighted sums of extended negatively dependent random variables and its statistical application. Zbl 07573884 Lang, J.; Cheng, L.; Yu, Z.; Wu, Y.; Wang, X. 3 2022 A new version of uniform integrability via power series summability methods. Zbl 1489.60040 Ordóñez Cabrera, M.; Rosalsky, A.; Ünver, M.; Volodin, A. 3 2022 Stable random variables with complex stability index. I. Zbl 1498.60069 Alexeev, I. A. 2 2022 Limiting spectral distribution for large sample covariance matrices with graph-dependent elements. Zbl 1498.60127 Yaskov, P. A. 2 2022 Normal limit law for protected node profile of random recursive trees. Zbl 1498.60100 Toofanpour, J.; Javanian, M.; Imany-Nabiyyi, R. 2 2022 Another proof of a Sakhanenko theorem. Zbl 1498.60118 Formanov, Sh. K. 2 2022 Explicit expressions of the Hua-Pickrell semigroup. Zbl 1513.76137 Arista, J.; Demni, N. 2 2022 On the sojourn time distribution of a random walk at a multidimensional lattice point. Zbl 1495.60077 Aparin, A. A.; Popov, G. A.; Yarovaya, E. B. 2 2022 On alternative approximating distributions in the multivariate version of Kolmogorov’s second uniform limit theorem. Zbl 1492.60056 Götze, F.; Zaitsev, A. Yu. 2 2022 Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion. Zbl 1492.60094 Aurzada, F.; Kilian, M. 2 2022 On the accuracy in a combinatorial central limit theorem: the characteristic function method. Zbl 1491.60042 Roos, B. 2 2022 Kolmogorov’s equations for jump Markov processes and their applications to control problems. Zbl 1492.60223 Feinberg, E. A.; Shiryaev, A. N. 2 2022 Clustering effect for multitype branching random walk. Zbl 1498.60337 Balashova, D. M. 1 2022 Records and increases of multivariate extremes of random particle scores in supercritical branching processes with max-linear heredity. Zbl 1502.60127 Lebedev, A. V. 1 2022 On asymptotic strategies in the stochastic Colonel Blotto game. Zbl 1498.91036 Kharlamov, V. V. 1 2022 On two limit values of the chromatic number of a random hypergraph. Zbl 1495.05313 Demidovich, Yu. A.; Shabanov, D. A. 1 2022 Likelihood ratio processes under nonstandard settings. Zbl 07573883 Goto, Y.; Kaneko, T.; Kojima, S.; Taniguchi, M. 1 2022 On the bicentenary of the birth of P. L. Chebyshev, a great Russian mathematician. Zbl 1489.01007 Shiryaev, A. N. 1 2022 The life, work, and legacy of P. L. Chebyshev. Zbl 1492.01012 Bingham, N. H. 1 2022 Chebyshev-type inequalities and large deviation principles. Zbl 1492.60047 Borovkov, A. A.; Logachov, A. V.; Mogulskii, A. A. 1 2022 On optimal stochastic linear quadratic control with inversely proportional time-weighting in the cost. Zbl 1490.93133 Palamarchuk, E. S. 1 2022 An analogue of the Feynman-Kac formula for a high-order operator. Zbl 07523559 Platonova, M. V. 1 2022 Background driving distribution functions and series representations for log-gamma self-decomposable random variables. Zbl 1492.60042 Jurek, Z. J. 1 2022 Galton-Watson processes and their role as building blocks for branching processes. Zbl 1492.60236 Bruss, F. Thomas 1 2022 On Senatov moments in asymptotic expansions in the central limit theorem. Zbl 1492.60060 Sobolev, V. N.; Kondratenko, A. E. 1 2022 Distributional uncertainty of the financial time series measured by \(G\)-expectation. Zbl 07481235 Peng, S.; Yang, S. 1 2022 Breaking a chain of interacting Brownian particles: a Gumbel limit theorem. 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A. 37 Bobkov, Sergey Germanovich 37 Zeifman, Alexander Izrailevich 36 Zaitsev, Andrei Yu. 35 Borovkov, Aleksandr Alekseevich 35 Horváth, Lajos 35 Peligrad, Magda 34 Fel’dman, Gennadiĭ Mikhaĭlovich 33 Efromovich, Sam 32 Mukhamedov, Farruh Maksutovich 32 Shao, Qi-Man 32 Shirokov, Maksim Evgen’evich 32 Taqqu, Murad S. 31 Bradley, Richard C. jun. 31 Dedecker, Jérôme 31 Feinberg, Eugene Aleksandrovich 30 Liang, Hanying 30 Merlevède, Florence 30 Rachev, Svetlozar T. 29 Hu, Shuhe 29 Mogul’skii, Anatolii Alfredovich 28 Prakasa Rao, B. L. S. 27 Ginovyan, Mamikon S. 27 Rozovskiĭ, Leonid Viktorovich 26 Chistyakov, Gennadiĭ Petrovich 26 Orsingher, Enzo 26 Surgailis, Donatas 26 Vershik, Anatoliĭ Moiseevich 26 Wachtel, Vitali I. 25 Barakat, Haroon Mohamed 25 Cai, Tianwen 25 D’yakonova, Elena Evgen’evna 25 Mishura, Yuliya Stepanivna 25 Privault, Nicolas 25 Shiryaev, Al’bert Nikolaevich 24 Berkes, István 24 Kutoyants, Yury A. 24 Lifshits, Mikhail A. 24 Puri, Madan Lal 24 Tartakovsky, Alexander G. 23 Hall, Peter Gavin 23 Kabluchko, Zakhar A. 23 Kifer, Yuri 23 Lotov, Vladimir Ivanovich 23 Nualart, David 23 Ouknine, Youssef 23 Sunklodas, Jonas Kazys 23 Veretennikov, Alexander Yu. 23 Volodin, Andrei I. 22 Barndorff-Nielsen, Ole Eiler 22 Kholevo, Aleksandr Semënovich 22 Pitman, Jim William 22 Tran, Lanh Tat 22 Yarovaya, Elena B. 22 Yor, Marc 21 Lepskiĭ, Oleg Vital’evich 21 Liu, Quansheng 21 Pinelis, Iosif Froimovich 21 Piunovskiĭ, Alekseĭ Borisovich 21 Weiß, Christian H. 21 Zhang, Yi 20 Anthony, Martin H. G. 20 Bouzebda, Salim 20 Deheuvels, Paul 20 Gonzalez-Velasco, Miguel 20 Ibragimov, Il’dar Abdullovich 20 Lee, Sangyeol 20 Li, Zenghu 20 Nazarov, Alexander I. 20 Račkauskas, Alfredas Yurgevich 20 Yoshida, Nakahiro 19 Ahmad, Ibrahim A. 19 Chen, Pingyan 19 Denisov, Denis E. 19 Hernández-Lerma, Onésimo 19 Jiang, Hui 19 Koul, Hira Lal 19 Maller, Ross Arthur 19 Peccati, Giovanni 19 Peskir, Goran 19 Shi, Zhan 19 Wu, Yi 19 Yakymiv, Arsen Lubomirovich 19 Yang, Wenzhi 18 Ermakov, Mikhaĭl Sergeevich 18 Gapeev, Pavel V. 18 Grama, Ion G. 18 Janson, Svante 18 Jentzen, Arnulf 18 Karatzas, Ioannis ...and 14,801 more Authors all top 5 Cited in 920 Journals 759 Stochastic Processes and their Applications 660 Statistics & Probability Letters 383 Journal of Statistical Planning and Inference 366 Journal of Multivariate Analysis 330 Probability Theory and Related Fields 321 Journal of Mathematical Sciences (New York) 307 Communications in Statistics. 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Calcul des Probabilités et Statistique 36 Physica A 36 Journal of the Korean Statistical Society 35 Israel Journal of Mathematics 35 Journal of Combinatorial Theory. Series A 34 The Canadian Journal of Statistics 34 Journal of Complexity 34 Journal of Inequalities and Applications 34 ALEA. Latin American Journal of Probability and Mathematical Statistics 34 SIAM Journal on Financial Mathematics 33 Computers & Mathematics with Applications 33 Scandinavian Journal of Statistics 33 Journal of Computer and System Sciences 33 International Journal of Theoretical and Applied Finance ...and 820 more Journals all top 5 Cited in 62 Fields 9,795 Probability theory and stochastic processes (60-XX) 5,342 Statistics (62-XX) 1,320 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 882 Numerical analysis (65-XX) 831 Partial differential equations (35-XX) 774 Statistical mechanics, structure of matter (82-XX) 718 Computer science (68-XX) 677 Operations research, mathematical programming (90-XX) 614 Systems theory; control (93-XX) 587 Combinatorics (05-XX) 421 Dynamical systems and ergodic theory (37-XX) 364 Operator theory (47-XX) 328 Functional analysis (46-XX) 316 Information and communication theory, circuits (94-XX) 290 Quantum theory (81-XX) 286 Biology and other natural sciences (92-XX) 285 Measure and integration (28-XX) 268 Ordinary differential equations (34-XX) 267 Calculus of variations and optimal control; optimization (49-XX) 212 Linear and multilinear algebra; matrix theory (15-XX) 180 Harmonic analysis on Euclidean spaces (42-XX) 170 Real functions (26-XX) 139 Number theory (11-XX) 129 Convex and discrete geometry (52-XX) 107 Fluid mechanics (76-XX) 102 Approximations and expansions (41-XX) 99 Global analysis, analysis on manifolds (58-XX) 91 Integral equations (45-XX) 89 Special functions (33-XX) 81 Mathematical logic and foundations (03-XX) 78 Abstract harmonic analysis (43-XX) 72 Functions of a complex variable (30-XX) 65 Potential theory (31-XX) 62 History and biography (01-XX) 52 Group theory and generalizations (20-XX) 48 Integral transforms, operational calculus (44-XX) 45 Mechanics of particles and systems (70-XX) 43 Differential geometry (53-XX) 42 Difference and functional equations (39-XX) 39 Order, lattices, ordered algebraic structures (06-XX) 38 General topology (54-XX) 38 Mechanics of deformable solids (74-XX) 35 Topological groups, Lie groups (22-XX) 33 Geophysics (86-XX) 31 Classical thermodynamics, heat transfer (80-XX) 30 Sequences, series, summability (40-XX) 23 General and overarching topics; collections (00-XX) 14 Commutative algebra (13-XX) 14 Nonassociative rings and algebras (17-XX) 13 Field theory and polynomials (12-XX) 13 Algebraic geometry (14-XX) 10 Several complex variables and analytic spaces (32-XX) 9 Manifolds and cell complexes (57-XX) 8 Associative rings and algebras (16-XX) 8 Relativity and gravitational theory (83-XX) 6 Geometry (51-XX) 5 Optics, electromagnetic theory (78-XX) 5 Astronomy and astrophysics (85-XX) 4 Algebraic topology (55-XX) 4 Mathematics education (97-XX) 3 Category theory; homological algebra (18-XX) 1 General algebraic systems (08-XX) Citations by Year