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- » On the martingale problem for pseudo-differential operators of variable order
- » Linear stochastic differential equations in the dual of a multi-Hilbertian space
Gawarecki, L.; Mandrekar, V.; Rajeev, B.
2025-07-15
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- » The measure preserving and nonsingular transformations of the jump Levy processes
- » A uniqueness theorem for the martingale problem describing a diffusion in media with...
Aryasova, O.V.; Portenko, M.I.
2025-07-15
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- » On asymptotic behaviour of probabilities of small deviations for compound Cox processes
- » Estimation in an implicit multivariate measurement error model with clustering in the...
- » Convergence in Skorokhod J-topology for compositions of stochastic processes
- » The role of Skorokhod space in the development of the econometric analysis of time series
- » Certain properties of triangular transformations of measures
- » Asymptotic formulas for probabilities of large deviations of ladder heights
- » The Rosenblatt coefficient of dependence for m–dependent random sequences with...
- » The expansion of a Simex estimator in the nonlinear errors-in-variables model with...
Gontar, O.; Kuchenhoff, H.
2025-07-15
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- » On some characteristics of the claim surplus process
- » Asymptotic properties of Lp-estimators
- » A limit theorem for symmetric Markovian random evolution in R^m
- » Distribution of the maximum of the Chentsov random field
- » A new test for unimodality
Andrushkiw, R.I.; Klyushin, D.D.; Petunin, Y.I.
2025-07-15
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- » On the equivalence of integral norms on the space of measurable polynomials with...
- » On the φ-asymptotic behaviour of solutions of stochastic differential equations
Buldygin, V.V.; Klesov, O.I.; Steinebach, J.G.; Tymoshenko, O.A.
2025-07-15
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- » Stationary processes in functional spaces Lq( R )
- » Random process from the class V(φ,ψ): exceeding a curve
Yamnenko, R.; Vasylyk, O.
2025-07-15
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- » Strong invariance principle for renewal and randomly stopped processes
- » Long-term returns in stochastic interest rate models
- » International Conference“Skorokhod Space. 50 years on”
- » Asymptotic expansions for distributions of the surplus prior and at the time of ruin
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