Limiting behaviour of moving average processes under negative association assumption

JOURNAL ARTICLE published 2008 in Theory of Probability and Mathematical Statistics

Authors: P. Chen | T.-C. Hu | A. Volodin

On the rate of convergence of prices of barrier options with discrete and continuous time

JOURNAL ARTICLE published 2009 in Theory of Probability and Mathematical Statistics

Authors: O. M. Soloveyko | G. M. Shevchenko

A test of the hypothesis about the homogeneity of components of a mixture with varying concentrations by using censored data

JOURNAL ARTICLE published 5 September 2006 in Theory of Probability and Mathematical Statistics

Authors: A. Yu. Ryzhov

Comparison theorem for solutions of parabolic stochastic equations with an absorber

JOURNAL ARTICLE published 10 August 2015 in Theory of Probability and Mathematical Statistics

Authors: S. A. Mel’nik

The Wold decomposition of Hilbertian periodically correlated processes

JOURNAL ARTICLE published 5 January 2021 in Theory of Probability and Mathematical Statistics

Authors: A. Zamani | Z. Sajjadnia | M. Hashemi

An addendum to “Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients”

JOURNAL ARTICLE published 8 November 2022 in Theory of Probability and Mathematical Statistics

Authors: Stefan Tappe

Convergence of a sequence of nearly critical branching processes with immigration

JOURNAL ARTICLE published 11 August 2015 in Theory of Probability and Mathematical Statistics

Authors: Ya. M. Khusanbaev

Lift zonoid order and functional inequalities

JOURNAL ARTICLE published 26 January 2015 in Theory of Probability and Mathematical Statistics

Authors: Alexei M. Kulik | Taras D. Tymoshkevych

JOURNAL ISSUE published 2021 in Theory of Probability and Mathematical Statistics

Large deviations problem for random evolution processes

JOURNAL ARTICLE published 7 February 2017 in Theory of Probability and Mathematical Statistics

Authors: V. S. Koroliuk | I. V. Samoilenko

Limit behavior of symmetric random walks with a membrane

JOURNAL ARTICLE published 14 January 2013 in Theory of Probability and Mathematical Statistics

Authors: A. Yu. Pilipenko | Yu. E. Pryhod’ko

JOURNAL ISSUE published 2012 in Theory of Probability and Mathematical Statistics

The exponential integrability of quasi-additive functionals of Gaussian vectors

JOURNAL ARTICLE published 11 May 2004 in Theory of Probability and Mathematical Statistics

Authors: V. V. Buldygin

Limit theorems for extremal residuals in a regression model with heavy tails of observation errors

JOURNAL ARTICLE published 24 July 2014 in Theory of Probability and Mathematical Statistics

Authors: O. V. Ivanov | I. K. Matsak

Conditions for the uniform convergence in probability of wavelet decompositions for stochastic processes from the space $operatorname{Exp}_{varphi}(Omega)$

JOURNAL ARTICLE published 2010 in Theory of Probability and Mathematical Statistics

Authors: Yu. V. Kozachenko | O. V. Polos’mak

Accuracy and reliability of a model of an isotropic and homogeneous Gaussian random field in the space $C(mathbb {T})$

JOURNAL ARTICLE published 21 February 2019 in Theory of Probability and Mathematical Statistics

Authors: N. V. Troshki

The cumulant representation of the Lundberg root in the case of semicontinuous processes

JOURNAL ARTICLE published 2011 in Theory of Probability and Mathematical Statistics

Authors: D. V. Gusak

Linear equations and stochastic exponents in a Hilbert space

JOURNAL ARTICLE published 30 December 2005 in Theory of Probability and Mathematical Statistics

Authors: Yuliya Mishura | Georgiy Shevchenko

Asymptotic behavior of SIMEX estimators in an errors-in-variables linear structural regression model

JOURNAL ARTICLE published 2009 in Theory of Probability and Mathematical Statistics

Authors: O. B. Gontar

Upper bounds for supremums of the norms of the deviation between a homogeneous isotropic random field and its model

JOURNAL ARTICLE published 25 August 2017 in Theory of Probability and Mathematical Statistics

Authors: N. V. Troshki