Abstracts of talks given at the 3rd International Conference on Stochastic Methods

Teoriâ veroâtnostej i ee primeneniâ, Tome 64 (2019) no. 1, pp. 151-204

Bibliographie

[1] V. I. Afanasyev, “About time of reaching a high level by a random walk in a random environment”, Theory Probab. Appl., 57:4 (2013), 547–567 | DOI | DOI | MR | Zbl

[2] V. I. Afanasev, “Dvugranichnaya zadacha dlya sluchainogo bluzhdaniya v sluchainoi srede”, Teoriya veroyatn. i ee primen., 63:3 (2018), 417–430 | DOI | MR

[1] S. Albosaily, S. Pergamenshchikov, Optimal investment and consumption for Ornstein–Uhlenbeck spread financial markets with power utility, arXiv: 1712.04333v1

[2] B. Berdjane, S. Pergamenchtchikov, “Optimal consumption and investment for markets with random coefficients”, Finance Stoch., 17:2 (2013), 419–446 | DOI | MR | Zbl

[3] M. Boguslavsky, E. Boguslavskaya, “Arbitrage under power”, Risk, 2004, 69–73

[4] M. A. Monroe, R. A. Cohn, “The relative efficiency of the gold and treasury bill futures markets”, J. Fut. Mark., 6:3 (1986), 477–493 | DOI

[1] U. A. Alekseeva, “Ob opredelenii brounovskogo lista”, Tr. IMM UrO RAN, 24, no. 2, 2018, 3–11 | DOI

[2] G. Da Prato, J. Zabczyk, Stochastic equations in infinite dimensions, Encyclopedia Math. Appl., 152, 2nd ed., Cambridge Univ. Press, Cambridge, 2014, xviii+493 pp. | DOI | MR | Zbl

[3] I. V. Melnikova, “Modeling abstract stochastic problems with white noise perturbations”, Analysis, probability, applications, and computation (Växjö, 2017), Trends Math. (to appear)

[1] A. S. Asylgareev, F. S. Nasyrov, “Theorems of comparison and stability with probability 1 for one-dimensional stochastic differential equations”, Siberian Math. J., 57:5 (2016), 754–761 | DOI | MR | Zbl

[2] A. V. Skorokhod, Studies in the theory of random processes, Addison-Wesley Publishing Co., Inc., Reading, MA, 1965, viii+199 pp. | MR | MR | Zbl | Zbl

[3] C. Geiß, R. Manthey, “Comparison theorems for stochastic differential equations in finite and infinite dimensions”, Stochastic Process. Appl., 53:1 (1994), 23–35 | DOI | MR | Zbl

[1] V. S. Barbu, S. Beltaief, S. Pergamenshchikov, “Robust adaptive efficient estimation for semi-Markov nonparametric regression models”, Stat. Inference Stoch. Process., first online 2018, 1–48 (to appear); arXiv: 1604.04516v2

[2] V. S. Barbu, S. Beltaief, S. Pergamenshchikov, Robust adaptive efficient estimation for a semi-Markov continuous time regression from discrete data, arXiv: 1710.10653

[3] V. S. Barbu, N. Limnios, Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis, Lect. Notes Stat., 191, Springer, New York, 2008, xiv+224 pp. | DOI | MR | Zbl

[1] Ya. I. Belopolskaya, A. O. Stepanova, “Stokhasticheskaya interpretatsiya sistemy MGD–Byurgers”, Veroyatnost i statistika. 26, Zap. nauch. sem. POMI, 466, POMI, SPb., 2017, 7–29

[2] Ya. I. Belopolskaya, “Stochastic interpretation of quasilinear parabolic systems with cross diffusion”, Theory Probab. Appl., 61:2 (2017), 208–234 | DOI | DOI | MR | Zbl

[3] Ya. Belopolskaya, “Probabilistic counterparts for strongly coupled parabolic systems”, Topics in statistical simulation (Rimini, 2013), Springer Proc. Math. Stat., 114, Springer, New York, 2014, 47–55 | DOI | Zbl

[4] Ya. I. Belopolskaya, “Probabilistic models of the conservation and balance laws in switching regimes”, J. Math. Sci. (N. Y.), 229:6 (2018), 601–625 | DOI | MR | Zbl

[1] G. Da Prato, J. Zabczyk, Stochastic equations in infinite dimensions, Encyclopedia Math. Appl., 152, 2nd ed., Cambridge Univ. Press, Cambridge, 2014, xviii+493 pp. | DOI | MR | Zbl

[2] I. V. Melnikova, U. A. Alekseeva, V. A. Bovkun, “Svyaz beskonechnomernykh stokhasticheskikh zadach s zadachami dlya veroyatnostnykh kharakteristik”, Tr. IMM UrO RAN, 23, no. 3, 2017, 191–205 | DOI | MR

[1] P. Alonso Ruiz, E. Spodarev, Entropy-based inhomogeneity detection in porous media, arXiv: 1611.02241v1

[2] M. Bennasar, Yu. Hicks, R. Setchi, “Feature selection using joint mutual information maximisation”, Expert Syst. Appl., 42:22 (2015), 8520–8532 | DOI

[3] A. Bulinski, D. Dimitrov, “Statistical estimation of the Shannon entropy”, Acta Math. Sin. (Engl. Ser.) (to appear)

[4] A. Bulinski, A. Kozhevin, Statistical estimation of conditional Shannon entropy, arXiv: 1804.08741v1

[5] Weihao Gao, S. Kannan, Sewoong Oh, P. Viswanath, Estimating mutual information for discrete-continuos mixtures, arXiv: 1709.06212v2

[6] D. Pál, B. Póczos, C. Szepesvári, Estimation of Rényi entropy and mutual information based on generalized nearest-neighbor graphs, arXiv: 1003.1954v2

[1] A. I. Sukhinov, A. E. Chistyakov, E. V. Alekseenko, “Numerical realization of the three-dimensional model of hydrodynamics for shallow water basins on a high-performance system”, Math. Models Comput. Simul., 3:5 (2011), 562–574 | DOI | MR | Zbl

[1] T. Klodina, V. Pogorelov, E. Chub, Inertsialnye informatsionno-izmeritelnye kompleksy. Nekorrektiruemaya girostabiliziruemaya platforma, LAP Lambert Academic Publishing, Berlin, 2012, 124 pp.

[2] S. V. Sokolov, V. A. Pogorelov, E. G. Chub, A. S. Mitkin, “Sintez suboptimalnogo stokhasticheskogo upravleniya prostranstvennoi orientatsiei girostabilizirovannoi platformy”, Oboronnaya tekhnika, 2015, no. 11-12, 42–48

[1] I. V. Pavlov, V. V. Shamraeva, I. V. Tsvetkova, “On the existence of martingale measures satisfying the weakened condition of noncoincidence of barycenters in the case of countable probability space”, Theory Probab. Appl., 61:1 (2017), 167–175 | DOI | DOI | MR | Zbl

[2] I. V. Pavlov, “New family of one-step processes admitting special interpolating martingale measures”, Global and Stochastic Analysis, 5:2 (2018), 111–119

[1] B. Dupire, Functional Itô calculus, Bloomberg portfolio research paper No 2009-04-FRONTIERS, 2009, 25 pp. | DOI

[1] E. Eberlein, Chr. Gerhart, “A multiple-curve Lévy forward rate model in a two-price economy”, Quant. Finance, 18:4 (2018), 537–561 | DOI | MR | Zbl

[2] E. Eberlein, Chr. Gerhart, Z. Grbac, Multiple-curve Lévy forward price model, Univ. of Freiburg, 2018, 26 pp.

[1] M. L. Esquível, J. M. Fernandes, G. R. Guerreiro, “On the evolution and asymptotic analysis of open Markov populations: application to consumption credit”, Stoch. Models, 30:3 (2014), 365–389 | DOI | MR | Zbl

[2] M. L. Esquível, G. R. Guerreiro, J. M. Fernandes, “Open Markov chain scheme models”, REVSTAT, 15:2 (2017), 277–297 | MR | Zbl

[3] M. L. Esquível, P. Patrício, G. R. Guerreiro, “From ODE to MC, via SDE. Associated models for HIV infection in individuals and populations”, 2018 (submitted)

[1] E. Nelson, “Derivation of the Schrödinger equation from Newtonian mechanics”, Phys. Rev., 150:4 (1966), 1079–1085 | DOI

[2] E. Nelson, Dynamical theories of Brownian motion, Princeton Univ. Press, Princeton, NJ, 1967, iii+142 pp. | MR | Zbl

[3] E. Nelson, Quantum fluctuations, Princeton Ser. Phys., Princeton Univ. Press, Princeton, NJ, 1985, viii+147 pp. | MR | Zbl

[4] Yu. E. Gliklikh, Global and stochastic analysis with applications to mathematical physics, Theoret. Math. Phys., Springer-Verlag London, Ltd., London, 2011, xxiv+436 pp. | DOI | MR | Zbl

[5] S. V. Azarina, Yu. E. Gliklikh, “On the solvability of nonautonomous stochastic differential equations with current velocities”, Math. Notes, 100:1 (2016), 3–10 | DOI | DOI | MR | Zbl

[1] M. Grigorova, P. Imkeller, E. Offen, Y. Ouknine, M.-C. Quenez, “Reflected BSDEs when the obstacle is not right-continuous and optimal stopping”, Ann. Appl. Probab., 27:5 (2017), 3153–3188 | DOI | MR | Zbl

[2] M. Grigorova, P. Imkeller, Y. Ouknine, M.-C. Quenez, Optimal stopping with $f$-expectations: the irregular case, arXiv: 1611.09179

[3] M. Grigorova, P. Imkeller, Y. Ouknine, M.-C. Quenez, Doubly reflected BSDEs and {\vrule width0pt height10pt$\mathscr{E}^f$}-Dynkin games: beyond the right-continuous case, arXiv: 1704.00625

[1] A. A. Gushchin, “The joint law of terminal values of a nonnegative submartingale and its compensator”, Theory Probab. Appl., 62:2 (2018), 216–235 | DOI | DOI | MR

[1] A. S. Holevo, Statistical structure of quantum theory, Lect. Notes Phys. Monogr., 67, Springer-Verlag, Berlin, 2001, x+159 pp. | DOI | MR | Zbl

[2] A. S. Holevo, “On dissipative stochastic equations in a Hilbert space”, Probab. Theory Related Fields, 104:4 (1996), 483–500 | DOI | MR | Zbl

[3] A. S. Holevo, “On singular perturbations of quantum dynamical semigroups”, Math. Notes, 103:1 (2018), 133–144 | DOI | MR | Zbl

[4] W. Arveson, “The domain algebra of a CP-semigroup”, Pacific. J. Math., 203:1 (2002), 67–77 | DOI | MR | Zbl

[1] I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev, “On a limit theorem related to probabilistic representation of solution to the Cauchy problem for the Schrödinger equation”, J. Math. Sci. (N. Y.), 229:6 (2018), 702–713 | DOI | MR | Zbl

[2] I. M. Gel'fand, N. Ya. Vilenkin, Generalized functions, v. 4, Applications of harmonic analysis, Academic Press, New York–London, 1964, xiv+384 pp. | MR | MR | Zbl | Zbl

[1] M. A. Grigoreva, “Uslovnye granitsy mer riska v finansovoi matematike”, Sovremennye problemy matematiki i mekhaniki, 10, no. 3, Lenand, M., 2015, 63–81

[2] H. O. Hartley, H. A. David, “Universal bounds for mean range and extreme observation”, Ann. Math. Statist., 25:1 (1954), 85–99 | DOI | MR | Zbl

[3] N. Balakrishnan, “Improving the Hartley–David–Gumbel bound for the mean of extreme order statistics”, Statist. Probab. Lett., 9:4 (1990), 291–294 | DOI | MR | Zbl

[1] A. Beskopylny, A. Lyapin, M. Kadomtsev, A. Veremeenko, “Complex method of defects diagnostics in underground structures”, 9th international scientific conference on building defects (Building Defects 2017) (Ceske Budejovice, 2017), MATEC Web Conf., 146, Curran Associates, Inc., Red Hook, NY, 2018, 152–158; EDP Sciences, 02013, 8 pp. | DOI

[2] Yu. I. Zhigulskaya, A. A. Lyapin, “Reshenie obratnykh zadach stroitelnoi mekhaniki na osnove neironnykh setei”, Nauch. obozrenie, 2014, no. 10, Ch. 2, 441–445

[1] V. I. Bogachev, A. V. Korolev, “On the ergodic theorem in the Kozlov–Treshchev form”, Dokl. Math., 75:1 (2007), 47–52 | DOI | MR | Zbl

[2] V. I. Bogachev, A. V. Korolev, A. Yu. Pilipenko, “Non uniform averagings in the ergodic theorem for stochastic flows”, Dokl. Math., 81:3 (2010), 422–425 | DOI | MR | Zbl

[1] J. Fabricius, Yu. Koroleva, P. Wall, “A rigorous derivation of the time-dependent Reynolds equation”, Asymptot. Anal., 84:1-2 (2013), 103–121 | MR | Zbl

[2] J. Fabricius, Y. O. Koroleva, A. Tsandzana, P. Wall, “Asymptotic behaviour of Stokes flow in a thin domain with a moving rough boundary”, Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci., 470:2167 (2014), 20130735, 20 pp. | DOI | MR | Zbl

[1] I. V. Pavlov, S. I. Uglich, “Optimizatsiya slozhnykh sistem kvazilineinogo tipa s neskolkimi nezavisimymi prioritetami”, Vestnik RGUPS, 2017, no. 3(67), 140–145

[1] A. Kuznetsov, A. E. Kyprianou, J. C. Pardo, K. van Schaik, “A Wiener–Hopf Monte Carlo simulation technique for Lévy processes”, Ann. Appl. Probab., 21:6 (2011), 2171–2190 | DOI | MR | Zbl

[2] O. Kudryavtsev, “Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models”, Bol. Soc. Mat. Mex. (3), 22:2 (2016), 711–731 | DOI | MR | Zbl

[1] J. L. Doob, “The Brownian movement and stochastic equations”, Ann. of Math. (2), 43:2 (1942), 351–369 | DOI | MR | Zbl

[2] R. S. Liptser, A. N. Shiryaev, Statistics of random processes, v. 2, Appl. Math., 6, 2nd rev. and exp. ed., Springer-Verlag, Berlin, 2001, xvi+402 pp. | MR | MR | Zbl | Zbl

[3] A. I. Yashin, “On a problem of sequential hypothesis testing”, Theory Probab. Appl., 28:1 (1984), 157–165 | DOI | MR | Zbl

[4] L. I. Galtchouk, “Optimality of the Wald SPRT for processes with continuous time parameter”, mODa 6 – advances in model-oriented design and analysis (Puchberg/Schneeberg, 2001), Contrib. Statist., Physica, Heidelberg, 2001, 97–110 | DOI | MR

[5] D. I. Lisovskii, A. N. Shiryaev, “Sequential testing of two simple hypotheses for a stationary Ornstein–Uhlenbeck process”, Theory Probab. Appl., 63 | DOI

[1] S. V. Azarina, Yu. E. Gliklikh, “On the solvability of nonautonomous stochastic differential equations with current velocities”, Math. Notes, 100:1 (2016), 3–10 | DOI | DOI | MR | Zbl

[1] E. V. Khmaladze, “Martingale approach in the theory of goodness-of-fit tests”, Theory Probab. Appl., 26:2 (1982), 240–257 | DOI | MR | Zbl

[2] G. Martynov, “Weighted Cramér–von Mises test with estimated parameters”, LAD' 2004 Longevity, aging and degradation models in reliability, public health, medicine and biology (St. Petersburg, 2004), v. 2, St. Petersburg State Politech. Univ., St. Petersburg, 2004, 207–222 | Zbl

[3] G. Martynov, “Note on the Cramér–von Mises test with estimated parameters”, Publ. Math. Debrecen, 76:3-4 (2010), 341–346 | MR

[1] E. Yu. Mashkov, “Singular stochastic Leontieff type equations with depending on time diffusion coefficients”, Global and Stochastic Analysis, 4:2 (2017), 207–217

[2] L. A. Vlasenko, S. I. Lyashko, A. G. Rutkas, “Ob odnoi stokhasticheskoi sisteme s impulsnymi vozdeistviyami”, Dopovidi NAN Ukraïni, 2012, no. 2, 50–55 | MR | Zbl

[3] Yu. E. Gliklikh, Global and stochastic analysis with applications to mathematical physics, Theoret. Math. Phys., Springer-Verlag London, Ltd., London, 2011, xxiv+436 pp. | DOI | MR | Zbl

[1] G. Belyavsky, V. Misyura, “A random event forecast in stochastic models with undefined parametrs”, Far East J. Math. Sci. (FJMS), 103:1 (2018), 159–170 | DOI

[2] A. N. Shiryaev, “Part 1. Facts, models”, Essentials of stochastic finance. Facts, models, theory, Adv. Ser. Stat. Sci. Appl. Probab., 3, World Sci. Publ., River Edge, NJ, 1999, 2–379 | DOI | MR | Zbl

[1] M. H. A. Davis, G. Burstein, “A deterministic approach to stochastic optimal control with application to anticipative control”, Stochastics Stochastics Rep., 40:3-4 (1992), 203–256 | DOI | MR | Zbl

[2] F. S. Nasyrov, Lokalnye vremena, simmetrichnye integraly i stokhasticheskii analiz, Fizmatlit, M., 2011, 212 pp.

[1] A. I. Sukhinov, A. E. Chistyakov, A. A. Semenyakina, A. V. Nikitina, “Chislennoe modelirovanie ekologicheskogo sostoyaniya Azovskogo morya s primeneniem skhem povyshennogo poryadka tochnosti na mnogoprotsessornoi vychislitelnoi sisteme”, Kompyuternye issledovaniya i modelirovanie, 8:1 (2016), 151–168

[1] I. V. Pavlov, V. V. Shamraeva, I. V. Tsvetkova, “On the existence of martingale measures satisfying the weakened condition of noncoincidence of barycenters in the case of countable probability space”, Theory Probab. Appl., 61:1 (2017), 167–175 | DOI | DOI | MR | Zbl

[2] V. V. Shamraeva, “Novyi metod preobrazovaniya sistem neravenstv dlya nakhozhdeniya interpolyatsionnykh martingalnykh mer”, Mezhdunar. nauch.-issled. zhurn., 2016, no. 12-5(54), 30–41 | DOI

[1] I. V. Pavlov, S. I. Uglich, “Optimizatsiya slozhnykh sistem kvazilineinogo tipa s neskolkimi nezavisimymi prioritetami”, Vestnik RGUPS, 2017, no. 3(67), 140–145

[1] L. Galtchouk, S. Pergamenshchikov, “Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes”, Stat. Inference Stoch. Process., 9:1 (2006), 1–16 | DOI | MR | Zbl

[2] E. A. Pchelintsev, S. M. Pergamenshchikov, “Oracle inequalities for the stochastic differential equations”, Stat. Inference Stoch. Process., 21:2 (2018), 469–483 | DOI | MR | Zbl

[3] E. Pchelintsev, V. Pchelintsev, S. Pergamenshchikov, “Non asymptotic sharp oracle inequalities for the improved model selection procedures for the adaptive nonparametric signal estimation problem”, Communications – Scientific Letters of the University of Zilina, 20:1 (2018), 72–76

[1] E. Pechersky, S. Pirogov, G. M. Schütz, A. Vladimirov, A. Yambartsev, “Large fluctuations of radiation in stochastically activated two-level systems”, J. Phys. A, 50:45 (2017), 455203, 20 pp. | DOI | MR | Zbl

[1] M. V. Platonova, K. S. Ryadovkin, “On the mean number of particles of a branching random walk on $\mathbb{Z}^d$ with periodic sources of branching”, Dokl. Math., 97:2 (2018), 140–143 | DOI | DOI | Zbl

[2] E. B. Yarovaya, “Criteria of exponential growth for the numbers of particles in models of branching random walks”, Theory Probab. Appl., 55:4 (2011), 661–682 | DOI | DOI | MR | Zbl

[3] E. B. Yarovaya, “Spectral properties of evolutionary operators in branching random walk models”, Math. Notes, 92:1 (2012), 115–131 | DOI | DOI | MR | Zbl

[1] O. Kudryavtsev, V. Rodochenko, “On a numerical method for solving integro-differential equations with variable coefficients with applications in finance”, J. Phys. Conf. Ser., 973:1 (2018), 012054 | DOI

[2] M. Briani, L. Caramellino, A. Zanette, “A hybrid approach for the implementation of the Heston model”, IMA J. Manag. Math., 28:4 (2017), 467–500 | DOI | MR

[3] O. Kudryavtsev, “Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models”, Bol. Soc. Mat. Mex. (3), 22:2 (2016), 711–731 | DOI | MR | Zbl

[1] C. J. C. H. Watkins, P. Dayan, “$Q$-learning”, Mach. Learn., 8:3 (1992), 279–292 | DOI

[2] V. Könönen, “Asymmetric multiagent reinforcement learning”, Web Intelligence and Agent Systems (WIAS), 2:2 (2004), 105–121

[3] D. P. Bertsekas, J. N. Tsitsiklis, Neuro-dynamic programming, Athena Scientific, Belmont, MA, 1996, xiii+491 pp. | Zbl

[1] D. Kozyrev, V. Rykov, N. Kolev, “Reliability function of renewable system under Marshall–Olkin failure model”, Reliability: Theory and Applications, 13:1(48) (2018), 39–46

[1] V. S. Vagin, I. V. Pavlov, “Modelirovanie i optimizatsiya kvazilineinykh slozhnykh sistem s uchetom veroyatnostnogo kharaktera prioritetov”, Vestnik RGUPS, 2016, no. 1(61), 135–139

[2] N. A. Saifutdinova, M. A. Sumbatyan, “Modelirovanie optimalnogo raspredeleniya resursov v soobschestve ekonomicheskikh ob'ektov”, Nauch. obozrenie, 2012, no. 3(12), 71–77

[1] I. V. Pavlov, V. V. Shamraeva, “New results on the existence of interpolating and weakly interpolating martingale measures”, Russian Math. Surveys, 72:4 (2017), 767–769 | DOI | DOI | MR | Zbl

[2] I. V. Tsvetkova, V. V. Shamraeva, “Raschet komponentov khedzhiruyuschego portfelya s pomoschyu protsedury khaarovskoi interpolyatsii”, Naukovedenie, 2013, no. 3(16), 45TRGSU313, 7 pp.

[1] F. E. Grubbs, “Sample criteria for testing outlying observations”, Ann. Math. Statist., 21:1 (1950), 27–58 | DOI | MR | Zbl

[2] L. K. Shiryaeva, “On distrubution of Grubbs' statistics in case of normal sample with outlier”, Russian Math. (Iz. VUZ), 61:4 (2017), 72–88 | DOI | MR | Zbl

[1] R. S. Liptser, A. N. Shiryaev, Statistics of random processes, v. 1, 2, Appl. Math., 5, 6, 2nd rev. and exp. ed., Springer-Verlag, Berlin, 2001, xvi+427 pp., xv+402 pp. | MR | MR | MR | Zbl | Zbl

[2] A. A. Shishkova, “Raschet aziatskikh optsionov dlya modeli Bleka–Shoulsa”, Vestn. Tomsk. gos. un-ta. Matem. i mekh., 2018, no. 51, 48–63 | DOI | MR

[1] B. Dupire, “Pricing with a smile”, Risk, 7:1 (1994), 18–20

[2] J. C. Cox, S. A. Ross, “The valuation of options for alternative stochastic processes”, J. Financial Economics, 3:1-2 (1976), 145–166 | DOI

[3] P. Carr, M. Tari, T. Zariphopoulou, Closed form option valuation with smiles, NationsBanc Montgomery Securities, 1999, 32 pp. https://www.ma.utexas.edu/users/zariphop/pdfs/TZ-TechnicalReport-11.pdf

[4] S. G. Shorokhov, Vvedenie v modeli kolichestvennoi otsenki rynochnykh riskov, RUDN, M., 2017, 120 pp.

[5] S. G. Shorokhov, Vvedenie v modeli kolichestvennoi otsenki kreditnykh riskov, RUDN, M., 2018, 84 pp.

[1] J. Glimm, A. Jaffe, Quantum physics. A functional integral point of view, 2nd ed., Springer-Verlag, New York, 1987, xxii+535 pp. | DOI | MR | MR | Zbl | Zbl

[2] I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev, “On a limit theorem related to probabilistic representation of solution to the Cauchy problem for the Schrödinger equation”, J. Math. Sci. (N. Y.), 229:6 (2018), 702–713 | DOI | MR | Zbl

[1] T. B. Benjamin, J. L. Bona, J. J. Mahony, “Model equations for long waves in nonlinear dispersive systems”, Philos. Trans. Roy. Soc. London Ser. A, 272:1220 (1972), 47–78 | DOI | MR | Zbl

[2] M. Chen, O. Goubet, Y. Mammeri, “Generalized regularized long wave equation with white noise dispersion”, Stoch. Partial Differ. Equ. Anal. Comput., 5:3 (2017), 319–342 | DOI | MR | Zbl

[3] F. S. Nasyrov, Lokalnye vremena, simmetrichnye integraly i stokhasticheskii analiz, Fizmatlit, M., 2011, 212 pp.

[1] V. V. Sidoryakina, A. I. Sukhinov, “Well-posedness analysis and numerical implementation of a linearized two-dimensional bottom sediment transport problem”, Comput. Math. Math. Phys., 57:6 (2017), 978–994 | DOI | DOI | MR | Zbl

[2] A. I. Sukhinov, A. A. Sukhinov, “Reconstruction of 2001 ecological disaster in the Azov sea on the basis of precise hydrophysics models”, Parallel computational fluid dynamics. Multidisciplinary applications (Las Palmas de Gran Canaria, Spain), Elsevier B. V., Amsterdam, 2005, 231–238 | DOI

[3] Dinamika ruslovykh potokov i litodinamika pribrezhnoi zony morya, ed. V. K. Debolskii, Nauka, M., 1994, 303 pp.

[1] L. Erdős, Horng-Tzer Yau, A dynamical approach to random matrix theory, Courant Lect. Notes Math., 28, Courant Inst. Math. Sci., New York, Providence, RI, 2017, ix+226 pp. | DOI | MR | Zbl

[2] P. Bourgade, L. Erdős, Horng-Tzer Yau, Jun Yin, “Universality for a class of random band matrices”, Adv. Theor. Math. Phys., 21:3 (2017), 739–800 | DOI | MR | Zbl

[3] P. Bourgade, Horng-Tzer Yau, Jun Yin, “Local circular law for random matrices”, Probab. Theory Related Fields, 159:3-4 (2014), 545–595 | DOI | MR | Zbl

[4] L. Erdős, “Universality of Wigner random matrices: a survey of recent results”, Russian Math. Surveys, 66:3 (2011), 507–626 | DOI | DOI | MR | Zbl

[5] F. Götze, A. A. Naumov, A. N. Tikhomirov, D. A. Timushev, “Local semicircle law under weak moment conditions”, Dokl. Math., 93:3 (2016), 248–250 | DOI | DOI | MR | Zbl

[6] F. Götze, A. Naumov, A. Tikhomirov, D. Timushev, “On the local semicircular law for Wigner ensemble”, Bernoulli, 24:3 (2018), 2358–2400 | DOI | MR | Zbl

[7] F. Götze, A. Naumov, A. Tikhomirov, On the local law for non-Hermitian random matrices, 2018, arXiv: 1708.06950

[8] F. Götze, A. A. Naumov, A. N. Tikhomirov, “Local semicircle law under moment conditions: Stieltjes transform, rigidity and delocalization”, Theory Probab. Appl., 62:1 (2018), 58–83 | DOI | DOI | MR | Zbl

[1] S. V. Krishtopenko, M. S. Tikhov, E. B. Popova, Doza–effekt, Meditsina, M., 2008, 288 pp.

[2] M. S. Tikhov, “Statistical estimation on the basis of interval-censored data”, J. Math. Sci. (N. Y.), 119:3 (2004), 321–335 | DOI | MR | Zbl

[3] M. Tikhov, M. Ivkin, “A new Yang-type estimator of distribution function at quantal response over indirect data”, WSEAS Trans. Math., 13 (2014), 684–693

[4] J. Hájek, Z. Šidák, K. P. Sen, Theory of rank tests, Probab. Math. Statist., 2nd ed., Academic Press, Inc., San Diego, CA, 1999, xiv+435 pp. | MR | Zbl

[1] Yu. V. Prokhorov, V. V. Ulyanov, “Some approximation problems in statistics and probability”, Limit theorems in probability, statistics and number theory, Springer Proc. Math. Stat., 42, Springer, Heidelberg, 2013, 235–249 | DOI | MR | Zbl

[2] S. S. Barsov, V. V. Ul'yanov, “Difference of Gaussian measures”, J. Soviet Math., 38:5 (1987), 2191–2198 | DOI | MR | Zbl

[3] G. Christoph, Yu. V. Prokhorov, V. V. Ulyanov, “On distribution of quadratic forms in Gaussian random variables”, Theory Probab. Appl., 40:2 (1995), 250–260 | DOI | MR | Zbl

[4] F. Götze, A. Naumov, V. Spokoiny, V. Ulyanov, Large ball probabilities, Gaussian comparison and anti-concentration, arXiv: 1708.08663v2

[5] A. A. Naumov, V. G. Spokoiny, Yu. E. Tavyrikov, V. V. Ulyanov, “Nonasymptotic estimates for the closeness of Gaussian measures on balls”, Dokl. Math., 98:2 (2018), 490–493 | DOI

[6] A. Naumov, V. Spokoiny, V. Ulyanov, Bootstrap confidence sets for spectral projectors of sample covariance, arXiv: 1703.00871

[1] V. A. Vasiliev, “A truncated estimation method with guaranteed accuracy”, Ann. Inst. Statist. Math., 66:1 (2014), 141–163 | DOI | MR | Zbl

[2] H. Chernoff, Sequential analysis and optimal design, CBMS–NSF Reg. Conf. Ser. in Appl. Math., 8, Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 1972, v+119 pp. | DOI | MR | Zbl

[1] I. V. Pavlov, S. I. Uglich, “Optimizatsiya slozhnykh sistem kvazilineinogo tipa s neskolkimi nezavisimymi prioritetami”, Vestnik RGUPS, 2017, no. 3(67), 140–145

[2] T. A. Volosatova, A. G. Danekyants, “Optimizatsiya kvazilineinykh slozhnykh sistem: sluchai trekh determinirovannykh prioritetov”, Mezhdunar. nauch.-issled. zhurn., 2016, no. 10-2(52), 127–132 | DOI

[1] A. L. Yakymiv, “A Tauberian theorem for multiple power series”, Sb. Math., 207:2 (2016), 286–313 | DOI | DOI | MR | Zbl

[1] K. Borovkov, Yu. Mishura, A. Novikov, M. Zhitlukhin, “Bounds for expected maxima of Gaussian processes and their discrete approximations”, Stochastics, 89:1 (2017), 21–37 | DOI | MR | Zbl

[2] K. Borovkov, Yu. Mishura, A. Novikov, M. Zhitlukhin, “New and refined bounds for expected maxima of fractional Brownian motion”, Statist. Probab. Lett., 137 (2018), 142–147 | DOI | MR | Zbl

[3] K. Borovkov, M. Zhitlukhin, On the maximum of discretely sampled fractional Brownian motion with small Hurst parameter, arXiv: 1802.03496