AMS eContent Search Results 
[1] O. I. Ponomarenko.
Discrete representations of second order random functions. II.
Theor. Probability and Math. Statist.
87
(2013)
171183.
Abstract, references, and article information
View Article: PDF
[2] V. Doroshenko, Yu. Mishura and O. Banna.
The distance between fractional Brownian motion and the subspace of martingales with ``similar'' kernels.
Theor. Probability and Math. Statist.
87
(2013)
4149.
Abstract, references, and article information
View Article: PDF
[3] G. M. Shevchenko and T. O. Shalaiko.
Approximation of random variables by functionals of the increments of a fractional Brownian motion.
Theor. Probability and Math. Statist.
87
(2013)
199208.
Abstract, references, and article information
View Article: PDF
[4] O. I. Ponomarenko.
Discrete representations of second order random functions. I.
Theor. Probability and Math. Statist.
86
(2013)
183192.
Abstract, references, and article information
View Article: PDF
[5] V. V. Buldygin and K. K. Moskvichova.
The subGaussian norm of a binary random variable.
Theor. Probability and Math. Statist.
86
(2013)
3349.
Abstract, references, and article information
View Article: PDF
[6] M. K. Runovska.
Convergence of series of elements of multidimensional Gaussian Markov sequences.
Theor. Probability and Math. Statist.
84
(2012)
139150.
Abstract, references, and article information
View Article: PDF
[7] M. V. Bratyk, Yu. V. Kozachenko and Yu. S. Mishura.
Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with longrange dependence.
Theor. Probability and Math. Statist.
84
(2012)
1531.
Abstract, references, and article information
View Article: PDF
[8] O. L. Banna and Yu. S. Mishura.
A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval.
Theor. Probability and Math. Statist.
83
(2011)
1325.
MR 2768845.
Abstract, references, and article information
View Article: PDF
[9] M. K. Runovska.
Convergence of series of Gaussian Markov sequences.
Theor. Probability and Math. Statist.
83
(2011)
149162.
MR 2768855.
Abstract, references, and article information
View Article: PDF
[10] K. V. Ral’chenko.
Approximation of multifractional Brownian motion by absolutely continuous processes.
Theor. Probability and Math. Statist.
82
(2011)
115127.
MR 2790487.
Abstract, references, and article information
View Article: PDF
[11] N. V. Kruglova.
Asymptotic behavior of the distribution of the maximum of a Chentsov field on polygonal lines.
Theor. Probability and Math. Statist.
81
(2010)
101115.
MR 2667313.
Abstract, references, and article information
View Article: PDF
[12] O. M. Kulik, Yu. S. Mishura and O. M. Soloveĭko.
Convergence with respect to the parameter of a series and the differentiability of barrier option prices with respect to the barrier.
Theor. Probability and Math. Statist.
81
(2010)
117130.
MR 2667314.
Abstract, references, and article information
View Article: PDF
[13] K. V. Ral’chenko and G. M. Shevchenko.
Path properties of multifractal Brownian motion.
Theor. Probability and Math. Statist.
80
(2010)
119130.
MR 2541957.
Abstract, references, and article information
View Article: PDF
[14] Yu. S. Mishura and O. L. Banna.
Approximation of fractional Brownian motion by Wiener integrals.
Theor. Probability and Math. Statist.
79
(2009)
107116.
MR 2494540.
Abstract, references, and article information
View Article: PDF
This article is available free of charge
[15] Yu. S. Mishura and S. V. Posashkov.
Existence and uniqueness of the solution of a stochastic differential equation, driven by fractional Brownian motion with a stabilizing term.
Theor. Probability and Math. Statist.
76
(2008)
131139.
MR 2368745.
Abstract, references, and article information
View Article: PDF
This article is available free of charge
[16] Yu. V. Kozachenko and Yu. S. Mishura.
Maximal upper bounds for the moments of stochastic integrals
and solutions of stochastic differential equations with respect
to fractional Brownian motion with Hurst index $H<1/2$. II.
Theor. Probability and Math. Statist.
76
(2008)
5976.
Abstract, references, and article information
View Article: PDF
This article is available free of charge
[17] M. O. Androshchuk.
An estimate for the ruin probability in a model with variable
premiums and with investments in a bond and several stocks.
Theor. Probability and Math. Statist.
76
(2008)
113.
MR 2368734.
Abstract, references, and article information
View Article: PDF
This article is available free of charge
[18] K. V. Ral'chenko.
Twoparameter GarsiaRodemichRumsey inequality and its application to fractional Brownian fields.
Theor. Probability and Math. Statist.
75
(2007)
167178.
MR 2321190.
Abstract, references, and article information
View Article: PDF
This article is available free of charge
[19] Yu. S. Mishura and S. A. Il'chenko.
Stochastic integrals and stochastic differential equations with respect to the fractional Brownian field.
Theor. Probability and Math. Statist.
75
(2007)
93108.
MR 2321184.
Abstract, references, and article information
View Article: PDF
This article is available free of charge
[20] Yu. V. Kozachenko and Yu. S. Mishura.
Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations with respect to fractional Brownian motion with Hurst index $H<1/2$. I.
Theor. Probability and Math. Statist.
75
(2007)
5164.
MR 2321180.
Abstract, references, and article information
View Article: PDF
This article is available free of charge
[21] T. O. Androshchuk.
Approximation of a stochastic integral with respect to fractional Brownian motion by integrals with respect to absolutely continuous processes.
Theor. Probability and Math. Statist.
73
(2006)
1929.
MR 2213333.
Abstract, references, and article information
View Article: PDF
This article is available free of charge
[22] O. I. Ponomarenko and Yu. D. Perun.
Multidimensional weakly stationary random functions on semigroups.
Theor. Probability and Math. Statist.
73
(2006)
151162.
MR 2213849.
Abstract, references, and article information
View Article: PDF
This article is available free of charge
[23] Yu. S. Mishura and S. V. Posashkov.
Optimal filtration in systems with noise modeled by a polynomial of fractional Brownian motion.
Theor. Probability and Math. Statist.
73
(2006)
117124.
Abstract, references, and article information
View Article: PDF
This article is available free of charge
[24] S. V. Posashkov.
Optimal filtration for systems with fractional Brownian noises.
Theor. Probability and Math. Statist.
72
(2006)
135144.
MR 2168143.
Abstract, references, and article information
View Article: PDF
This article is available free of charge
[25] Yulia Mishura.
An estimate of ruin probabilities for long range dependence models.
Theor. Probability and Math. Statist.
72
(2006)
103111.
Abstract, references, and article information
View Article: PDF
This article is available free of charge
[26] T. Androshchuk.
The local asymptotic normality of a family of measures generated by solutions of stochastic differential equations with a small fractional Brownian motion.
Theor. Probability and Math. Statist.
71
(2005)
115.
MR 2144316.
Abstract, references, and article information
View Article: PDF
This article is available free of charge
[27] B. L. S. Prakasa Rao.
Minimum $L_1$norm estimation for fractional OrnsteinUhlenbeck type process.
Theor. Probability and Math. Statist.
71
(2005)
181189.
MR 2144330.
Abstract, references, and article information
View Article: PDF
This article is available free of charge
[28] V. V. Buldygin.
The exponential integrability of quasiadditive functionals of Gaussian vectors.
Theor. Probability and Math. Statist.
68
(2004)
1925.
MR 2000391.
Abstract, references, and article information
View Article: PDF
This article is available free of charge

Results:
1 to 28 of 28 found
Go to page:
1


