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[1] I. I. Dubovets’ka, O. Yu. Masyutka and M. P. Moklyachuk.
Interpolation of periodically correlated stochastic sequences.
Theor. Probability and Math. Statist.
84
(2012)
43-56.
Abstract, references, and article information
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[2] M. P. Moklyachuk and O. Yu. Masyutka.
On the problem of filtration for vector stationary sequences.
Theor. Probability and Math. Statist.
75
(2007)
109-119.
MR 2321185.
Abstract, references, and article information
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[3] Yu. V. Kozachenko and G. I. Slivka.
Modelling a solution of a hyperbolic equation with random initial conditions.
Theor. Probability and Math. Statist.
74
(2007)
59-75.
MR 2336779.
Abstract, references, and article information
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[4] M. P. Moklyachuk and O. Yu. Masyutka.
Interpolation of multidimensional stationary sequences.
Theor. Probability and Math. Statist.
73
(2006)
125-133.
MR 2213847.
Abstract, references, and article information
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[5] 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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[6] 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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[7] Yu. V. Kozachenko and G. I. Slivka.
Justification of the Fourier method for hyperbolic equations with random initial conditions.
Theor. Probability and Math. Statist.
69
(2004)
67-83.
MR 2110906.
Abstract, references, and article information
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