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[1] M. K. Runovska.
Convergence of series of elements of multidimensional Gaussian Markov sequences.
Theor. Probability and Math. Statist.
84
(2012)
139-150.
Abstract, references, and article information
View Article: PDF
[2] 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 long-range dependence.
Theor. Probability and Math. Statist.
84
(2012)
15-31.
Abstract, references, and article information
View Article: PDF
[3] 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)
13-25.
Abstract, references, and article information
View Article: PDF
[4] M. K. Runovska.
Convergence of series of Gaussian Markov sequences.
Theor. Probability and Math. Statist.
83
(2011)
149-162.
Abstract, references, and article information
View Article: PDF
[5] K. V. Ral’chenko.
Approximation of multifractional Brownian motion by absolutely continuous processes.
Theor. Probability and Math. Statist.
82
(2011)
115-127.
MR 2790487.
Abstract, references, and article information
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[6] 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)
101-115.
MR 2667313.
Abstract, references, and article information
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[7] 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)
117-130.
MR 2667314.
Abstract, references, and article information
View Article: PDF
[8] K. V. Ral’chenko and G. M. Shevchenko.
Path properties of multifractal Brownian motion.
Theor. Probability and Math. Statist.
80
(2010)
119-130.
MR 2541957.
Abstract, references, and article information
View Article: PDF
[9] Yu. S. Mishura and O. L. Banna.
Approximation of fractional Brownian motion by Wiener integrals.
Theor. Probability and Math. Statist.
79
(2009)
107-116.
MR 2494540.
Abstract, references, and article information
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[10] 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)
131-139.
MR 2368745.
Abstract, references, and article information
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[11] 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)
59-76.
Abstract, references, and article information
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[12] 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)
1-13.
MR 2368734.
Abstract, references, and article information
View Article: PDF
[13] K. V. Ral'chenko.
Two-parameter Garsia--Rodemich--Rumsey inequality and its application to fractional Brownian fields.
Theor. Probability and Math. Statist.
75
(2007)
167-178.
MR 2321190.
Abstract, references, and article information
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[14] 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)
93-108.
MR 2321184.
Abstract, references, and article information
View Article: PDF
[15] 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)
51-64.
MR 2321180.
Abstract, references, and article information
View Article: PDF
[16] 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)
19-29.
MR 2213333.
Abstract, references, and article information
View Article: PDF
[17] O. I. Ponomarenko and Yu. D. Perun.
Multidimensional weakly stationary random functions on semigroups.
Theor. Probability and Math. Statist.
73
(2006)
151-162.
MR 2213849.
Abstract, references, and article information
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[18] 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)
117-124.
Abstract, references, and article information
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[19] S. V. Posashkov.
Optimal filtration for systems with fractional Brownian noises.
Theor. Probability and Math. Statist.
72
(2006)
135-144.
MR 2168143.
Abstract, references, and article information
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[20] Yulia Mishura.
An estimate of ruin probabilities for long range dependence models.
Theor. Probability and Math. Statist.
72
(2006)
103-111.
Abstract, references, and article information
View Article: PDF
[21] 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)
1-15.
MR 2144316.
Abstract, references, and article information
View Article: PDF
[22] B. L. S. Prakasa Rao.
Minimum $L_1$-norm estimation for fractional Ornstein--Uhlenbeck type process.
Theor. Probability and Math. Statist.
71
(2005)
181-189.
MR 2144330.
Abstract, references, and article information
View Article: PDF
[23] V. V. Buldygin.
The exponential integrability of quasi-additive functionals of Gaussian vectors.
Theor. Probability and Math. Statist.
68
(2004)
19-25.
MR 2000391.
Abstract, references, and article information
View Article: PDF
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