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[1] Georgiy Shevchenko.
Local properties of a multifractional stable field.
Theor. Probability and Math. Statist.
85
(2012)
159-168.
Abstract, references, and article information
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[2] Yuriĭ Kozachenko, Tommi Sottinen and Ol’ga Vasylyk.
Lipschitz conditions for $\operatorname{Sub}_{𝜙}(Ω)$-processes and applications to weakly self-similar processes with stationary increments.
Theor. Probability and Math. Statist.
82
(2011)
57-73.
Abstract, references, and article information
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[3] Yu. V. Kozachenko and K. I. Veresh.
The heat equation with random initial conditions from Orlicz spaces.
Theor. Probability and Math. Statist.
80
(2010)
71-84.
MR 2541953.
Abstract, references, and article information
View Article: PDF
[4] 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
[5] V. V. Buldygin and E. D. Pechuk.
Inequalities for the distributions of functionals of sub-Gaussian vectors.
Theor. Probability and Math. Statist.
80
(2010)
25-36.
MR 2541949.
Abstract, references, and article information
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[6] 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.
Abstract, references, and article information
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[7] 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.
Abstract, references, and article information
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[8] V. V. Buldygin, O. I. Klesov and J. G. Steinebach.
PRV property of functions and the asymptotic behaviour of solutions of stochastic differential equations.
Theor. Probability and Math. Statist.
72
(2006)
11-25.
MR 2168132.
Abstract, references, and article information
View Article: PDF
[9] 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.
Abstract, references, and article information
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