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Teoriâ slučajnyh processov
Tome 16 (2010)
Précédent
Suivant
Sommaire du
Fascicule no. 1
The maximum principle for some nonlinear stochastic control system with variable structure
C. A. Agayeva
;
Q. U. Abushov
p. 1-11
Asymptotic behavior of the conditional probability of the nonlinear boundary crossing by a random walk
S. A. Aliev
;
T. E. Hashimova
p. 12-16
An extension of the It\^o integral: Toward a general theory of stochastic integration
Wided Ayed
;
Hui-Hsiung Kuo
p. 17-28
On the convergence of series of autoregressive sequences in Banach spaces
Valerii V. Buldygin
;
Marina K. Runovska
p. 29-38
On the behaviour of metrics
$H_s$
on loop groups
Shizan Fang
p. 39-43
Geometric Gaussian martingales with disorder
Omar Glonti
;
Zaza Khechinashvili
p. 44-48
On some generalizations of the Pollachek--Khinchine formula
D. V. Gusak (Husak)
p. 49-56
The Fokker–Planck–Kolmogorov equations for some degenerate diffusion processes
S. D. Ivasishen
;
I. P. Medynsky
p. 57-66
Deviation inequallities for exponential jump-diffusion processes
B. Laquerrière
;
N. Privault
p. 67-72
Multidimensional diffusion process with partial reflection on a fixed hyperplane and with generalized diffusion characteristics
A. F. Novosyadlo
p. 73-83
On a standard product of an arbitrary family of
$\sigma$
-finite Borel measures with domains in Polish spaces
Gogi Pantsulaia
p. 84-93
Convergence of independent random variable sum distributions to signed measures and applications to the large deviations problem
N. V. Smorodina
;
M. M. Faddeev
p. 94-102
Density estimation by observations with admixture
O. Sugakova
p. 103-110
On stochastic averaging and mixing
N. Abourashchi
;
A. Yu. Veretennikov
p. 111-129
Strong invariance principle for a superposition of random processes
N. M. Zinchenko
p. 130-138
Sommaire du
Fascicule no. 2
Inclusions for generators of evolution families and stochastic flows
S. V. Azarina
p. 1-4
On asymptotic behavior of the error term in cross-correlogram estimation of response functions in linear systems
I. P. Blazhievska
p. 5-11
On the exact order of growth of solutions of stochastic differential equations with time-dependent coefficients
V. V. Buldygin
;
O. A. Tymoshenko
p. 12-22
Catalytic branching random walk on three-dimensional lattice
E. V. Bulinskaya
p. 23-32
Stochastic dynamics via equations and inclusions in terms of mean derivatives and infinitesimal generators
Yu. E. Gliklikh
p. 33-43
Limit theorems for the number of occupied boxes in the Bernoulli sieve
Alexander Gnedin
;
Alexander Iksanov
;
Alexander Marynych
p. 44-57
Dynamics of random chains of finite size with an infinite number of elements in
$ {\mathbb R}^{2} $
Elena V. Karachanskaya (Chalykh)
p. 58-68
On a diffusion process on a half-line with Feller--Wentzel boundary condition that corresponds to reflection and jumps
P. P. Kononchuk
;
B. I. Kopytko
p. 69-76
L\'{e}vy approximation of impulsive recurrent process with semi-Markov switching
V. S. Korolyuk
;
N. Limnios
;
I. V. Samoilenko
p. 77-85
Stochastic flows and signed measure valued stochastic partial differential equations
Peter M. Kotelenez
p. 86-105
On the asymptotics of moments of linear random recurrences
Alexander Marynych
p. 106-119
Some properties of strongly and weakly divisible statistical structures in a Banach space of measures
G. Sokhadze
;
Z. Zerakidze
p. 120-125
New functional estimator in quadratic errors-in-variables model
Elena Usoltseva
;
Alexander Kukush
p. 126-131