Quasi-compactness and absolutely continuous kernels

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Adaptive Strategies for Certain Classes of Controlled Markov Processes

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Girsanov identities for Poisson measures under quasi-nilpotent transformations

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Cameron–Martin–Girsanov Theorem

BOOK CHAPTER published 2023 in Continuous Parameter Markov Processes and Stochastic Differential Equations

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Limit Theorems for Stochastic Processes Stopped at Random

JOURNAL ARTICLE published January 1971 in Theory of Probability & Its Applications

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Some Characteristic Properties of Gaussian Stochastic Processes

JOURNAL ARTICLE published January 1964 in Theory of Probability & Its Applications

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A Note on Some Stochastic Approximation Processes

JOURNAL ARTICLE published January 1962 in Theory of Probability & Its Applications

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On Stochastic Approximation Processes with Infinite Variance

JOURNAL ARTICLE published January 1969 in Theory of Probability & Its Applications

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Gaussian Measures Corresponding to Generalized Stationary Processes

JOURNAL ARTICLE published January 1967 in Theory of Probability & Its Applications

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One-Dimensional Continuous Strong Markov Processes

JOURNAL ARTICLE published January 1959 in Theory of Probability & Its Applications

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Spectral Properties of Multivariate Stationary Processes and Boundary Properties of Analytic Matrices

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Authors: Yu. A. Rozanov

Evolution Equations Driven by General Stochastic Measures in Hilbert Space

JOURNAL ARTICLE published January 2015 in Theory of Probability & Its Applications

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Continuous Singular Probability Measures That are Almost Lattice

JOURNAL ARTICLE published June 1987 in Theory of Probability & Its Applications

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Igor’ Vladimirovich Girsanov

JOURNAL ARTICLE published January 1967 in Theory of Probability & Its Applications

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Stochastic Integrals with Respect to Optional Semimartingales and Random Measures

JOURNAL ARTICLE published January 1985 in Theory of Probability & Its Applications

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An extended class of time-continuous branching processes

JOURNAL ARTICLE published March 1997 in Journal of Applied Probability

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Quasi-Moment Functions in the Theory of Random Processes

JOURNAL ARTICLE published January 1960 in Theory of Probability & Its Applications

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The non-homogeneous Markov system in a stochastic environment

JOURNAL ARTICLE published June 1993 in Journal of Applied Probability

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The Large Deviation Principle for Stochastic Processes. II

JOURNAL ARTICLE published January 2004 in Theory of Probability & Its Applications

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Extinction Conditions for Branching Stochastic Processes with Diffusion

JOURNAL ARTICLE published January 1961 in Theory of Probability & Its Applications

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