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[1] D. V. Zatula and Yu. V. Kozachenko. Lipschitz conditions for stochastic processes in the Banach spaces $\mathbb{F}_\psi(\Omega)$ of random variables. Theor. Probability and Math. Statist.
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[2] N. V. Troshki. Accuracy and reliability of a model for a Gaussian homogeneous and isotropic random field in the space $L_p(\mathbb{T})$, $p\geq 1$. Theor. Probability and Math. Statist. 90 (2015) 183-200.
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[3] Yu. V. Kozachenko and O. E. Kamenshchikova. An approximation of stochastic processes belonging to the Orlicz space in the norm of the space $C[0,\infty)$. Theor. Probability and Math. Statist. 88 (2014) 123-138.
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[4] Yu. V. Kozachenko and Yu. Yu. Mlavets$’$. The Banach spaces $\mathbf{F}_\psi(\Omega)$ of random variables. Theor. Probability and Math. Statist. 86 (2013) 105-121.
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[5] R. E. Yamnenko. Bounds for the distribution of some functionals of processes with $\varphi$-sub-Gaussian increments. Theor. Probability and Math. Statist. 85 (2012) 181-197.
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[6] Yu. V. Kozachenko and O. M. Moklyachuk. Sample continuity and modeling of stochastic processes from the spaces $D_{V,W}$. Theor. Probability and Math. Statist. 83 (2011) 95-110. MR 2768851.
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[7] R. E. Yamnenko and O. S. Shramko. On the distribution of storage processes from the class $V(\varphi,\psi)$. Theor. Probability and Math. Statist. 83 (2011) 191-206. MR 2768858.
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[8] O. E. Kamenshchikova and T. O. Yanevich. An approximation of $L_p(\Omega)$ processes. Theor. Probability and Math. Statist. 83 (2011) 71-82. MR 2768849.
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[9] Yu. V. Kozachenko and O. M. Moklyachuk. Stochastic processes in the spaces $D_{V,W}$. Theor. Probability and Math. Statist. 82 (2011) 43-56.
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[10] Yu. V. Kozachenko and O. E. Kamenshchikova. Approximation of $\operatorname {SSub}_{\varphi }(\Omega )$ stochastic processes in the space $L_{p}(\mathbb {T})$. Theor. Probability and Math. Statist. 79 (2009) 83-88. MR 2494537.
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[11] Yu. V. Kozachenko and E. V. Turchin. Conditions for the uniform convergence of expansions of $\varphi $-sub-Gaussian stochastic processes in function systems generated by wavelets. Theor. Probability and Math. Statist. 78 (2009) 83-95. MR 2446851.
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[12] R. E. Yamnenko. An estimate of the probability that the queue length exceeds the maximum for a queue that is a generalized Ornstein--Uhlenbeck stochastic process. Theor. Probability and Math. Statist. 73 (2006) 181-194. MR 2213851.
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[13] Yu. V. Kozachenko and T. V. Fedoryanich. Estimates for the distribution of the supremum of square-Gaussian stochastic processes defined on noncompact sets. Theor. Probability and Math. Statist. 73 (2006) 81-97. MR 2213843.
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[14] Peter J. Hammond and Yeneng Sun. Joint measurability and the one-way Fubini property for a continuum of independent random variables. Proc. Amer. Math. Soc. 134 (2006) 737-747. MR 2180892.
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[15] Yu. V. Kozachenko and T. V. Fedoryanych. A criterion for testing hypotheses about the covariance function of a Gaussian stationary process. Theor. Probability and Math. Statist. 69 (2004) 85-94.
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[16] N. V. Krylov. Martingales. Graduate Studies in Mathematics 43 (2002) 71-93.
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[17] N. V. Krylov. Generalities. Graduate Studies in Mathematics 43 (2002) 1-26.
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[18] N. V. Krylov. The Wiener process. Graduate Studies in Mathematics 43 (2002) 27-70.
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[19] N. V. Krylov. Infinitely divisible processes. Graduate Studies in Mathematics 43 (2002) 131-167.
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[20] N. V. Krylov. Introduction to the Theory of Random Processes. Graduate Studies in Mathematics 43 (2002) MR MR1885884.
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[21] N. V. Krylov. Stationary processes. Graduate Studies in Mathematics 43 (2002) 95-129.
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[22] N. V. Krylov. It\^o stochastic integral. Graduate Studies in Mathematics 43 (2002) 169-226.
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[23] Richard C. Bradley. Tightness bounds for strongly mixing random sequences. Proc. Amer. Math. Soc. 128 (2000) 1481-1486. MR 1676307.
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[24] David Neal. Commutation of variation and dual projection . Proc. Amer. Math. Soc. 123 (1995) 1591-1595. MR 1242100.
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[25] Robert C. Dalang. Optimal stopping of two-parameter processes on nonstandard probability spaces . Trans. Amer. Math. Soc. 313 (1989) 697-719. MR 948189.
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[26] Nicolae Dinculeanu. Vector-valued stochastic processes. V. Optional and predictable variation of stochastic measures and stochastic processes . Proc. Amer. Math. Soc. 104 (1988) 625-631. MR 962839.
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[27] Thomas E. Armstrong. Finitely additive supermartingales are differences of martingales and adapted increasing processes . Proc. Amer. Math. Soc. 95 (1985) 619-625. MR 810174.
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[28] Thomas E. Armstrong. Finitely additive $F$-processes . Trans. Amer. Math. Soc. 279 (1983) 271-295. MR 704616.
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[29] Rajeeva L. Karandikar. A general principle for limit theorems in finitely additive probability . Trans. Amer. Math. Soc. 273 (1982) 541-550. MR 667159.
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Results: 1 to 29 of 29 found      Go to page: 1


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