AMS eContent Search Results 
[1] V. M. Radchenko.
Integral equations with respect to a general stochastic measure.
Theor. Probability and Math. Statist.
91
(2015)
169179.
Abstract, references, and article information
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[2] V. Radchenko.
Riemann integral of a random function and the parabolic equation with a general stochastic measure.
Theor. Probability and Math. Statist.
87
(2013)
185198.
Abstract, references, and article information
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[3] D. M. Gorodnya.
On the existence and uniqueness of solutions of the Cauchy problem for wave equations with general stochastic measures.
Theor. Probability and Math. Statist.
85
(2012)
5359.
Abstract, references, and article information
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[4] V. M. Radchenko.
Cable equation with a general stochastic measure.
Theor. Probability and Math. Statist.
84
(2012)
131138.
Abstract, references, and article information
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[5] V. M. Radchenko.
Properties of integrals with respect to a general stochastic measure in a stochastic heat equation.
Theor. Probability and Math. Statist.
82
(2011)
103114.
MR 2790486.
Abstract, references, and article information
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[6] V. P. Zubchenko.
Properties of solutions of stochastic differential equations with random coefficients, nonLipschitzian diffusion, and Poisson measures.
Theor. Probability and Math. Statist.
82
(2011)
1126.
MR 2790480.
Abstract, references, and article information
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[7] V. P. Zubchenko and Yu. S. Mishura.
Existence and uniqueness of solutions of stochastic differential equations with nonLipschitz diffusion and Poisson measure.
Theor. Probability and Math. Statist.
80
(2010)
4759.
MR 2541951.
Abstract, references, and article information
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[8] V. M. Radchenko.
Minimum variance hedging in a model with jumps at Poisson random times.
Theor. Probability and Math. Statist.
78
(2009)
175190.
MR 2446858.
Abstract, references, and article information
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[9] 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
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[10] 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
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[11] 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
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[12] 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
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[13] 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
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[14] A. V. Baev and B. V. Bondarev.
On the ruin probability of an insurance company dealing in a $BS$market.
Theor. Probability and Math. Statist.
74
(2007)
1123.
MR 2336774.
Abstract, references, and article information
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[15] 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
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[16] 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
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[17] Georgii Shevchenko.
Euler approximations of anticipating quasilinear stochastic differential equations.
Theor. Probability and Math. Statist.
72
(2006)
167175.
MR 2168146.
Abstract, references, and article information
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[18] 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
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[19] Yu. S. Mishura and S. A. Il'chenko.
The Itô formula for fractional Brownian fields.
Theor. Probability and Math. Statist.
69
(2004)
153166.
Abstract, references, and article information
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