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Issue Title
 
Vol 1, No 2 (2014) 2010 Mathematics Subject Classification index Details   PDF
MSC Index
 
Vol 2, No 4 (2015) 2010 Mathematics Subject Classification index Details   PDF
2010 Mathematics Subject Classification 2010 Mathematics Subject Classification index
 
Vol 3, No 4 (2016) 2010 Mathematics Subject Classification index Abstract   PDF
Classification Index
 
Vol 1, No 2 (2014) A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process Abstract   PDF
Yuriy Kozachenko, Viktor Troshki
 
Vol 4, No 2 (2017) A functional limit theorem for random processes with immigration in the case of heavy tails Abstract   PDF
Alexander Marynych, Glib Verovkin
 
Vol 2, No 2 (2015) A group action on increasing sequences of set-indexed Brownian motions Abstract   PDF
Arthur Yosef
 
Vol 3, No 3 (2016) A limit theorem for singular stochastic differential equations Abstract   PDF
Andrey Pilipenko, Yuriy Prykhodko
 
Vol 2, No 2 (2015) A Lundberg-type inequality for an inhomogeneous renewal risk model Abstract   PDF
Ieva Marija Andrulytė, Emilija Bernackaitė, Dominyka Kievinaitė, Jonas Šiaulys
 
Vol 1, No 2 (2014) A martingale bound for the entropy associated with a trimmed filtration on $\mathbb{R}^d$ Abstract   PDF
Alexei Kulik, Taras Tymoshkevych
 
Vol 2, No 4 (2015) A multiplicative wavelet-based model for simulation of a random process Abstract   PDF
Ievgen Turchyn
 
Vol 2, No 4 (2015) Accuracy of discrete approximation for integral functionals of Markov processes Abstract   PDF
Iurii Ganychenko, Victoria Knopova, Alexei Kulik
 
Vol 3, No 4 (2016) An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains Abstract   PDF
Vitaliy Golomoziy
 
Vol 3, No 4 (2016) Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness Abstract   PDF
Oussama El Barrimi, Youssef Ouknine
 
Vol 3, No 2 (2016) Approximations for a solution to stochastic heat equation with stable noise Abstract   PDF
Larysa Pryhara, Georgiy Shevchenko
 
Articles to Appear in Subsequent Issues Asymptotic behavior of functionals of the solutions to inhomogeneous Itô stochastic differential equations with nonregular dependence on parameter Abstract   PDF
Grigorij Kulinich, Svitlana Kushnirenko
 
Vol 3, No 2 (2016) Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter Abstract   PDF
Grigorij Kulinich, Svitlana Kushnirenko, Yuliia Mishura
 
Vol 4, No 1 (2017) Asymptotic behaviour of non-isotropic random walks with heavy tails Abstract   PDF
Mark Kelbert, Enzo Orsingher
 
Vol 1, No 1 (2014) Asymptotic normality of corrected estimator in Cox proportional hazards model with measurement error Abstract   PDF
C. Chimisov, A. Kukush
 
Vol 2, No 1 (2015) Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model Abstract   PDF
Kostiantyn Ralchenko
 
Vol 2, No 1 (2015) Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian–fractional Brownian model Abstract   PDF
Ehsan Azmoodeh, Tommi Sottinen, Lauri Viitasaari
 
Vol 3, No 1 (2016) Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model $AX = B$ Abstract   PDF
Alexander Kukush, Yaroslav Tsaregorodtsev
 
Vol 1, No 2 (2014) Asymptotics for functionals of powers of a periodogram Abstract   PDF
Lyudmyla Sakhno
 
Vol 3, No 1 (2016) Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance Abstract   PDF
Alexei Kulik, Daryna Sobolieva
 
Vol 1, No 2 (2014) Author index Details   PDF
Author index
 
Vol 2, No 4 (2015) Author index Details   PDF
Author Index Author Index
 
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