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[1] V. M. Radchenko and N. O. Stefans’ka.
Fourier transform of general stochastic measures.
Theor. Probability and Math. Statist.
94
(2017)
151158.
Abstract, references, and article information View Article: PDF [2] 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 View Article: PDF [3] 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 View Article: PDF [4] 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 View Article: PDF This article is available free of charge [5] V. M. Radchenko. Cable equation with a general stochastic measure. Theor. Probability and Math. Statist. 84 (2012) 131138. Abstract, references, and article information View Article: PDF This article is available free of charge [6] 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 View Article: PDF This article is available free of charge [7] 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 View Article: PDF This article is available free of charge [8] 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 View Article: PDF This article is available free of charge [9] 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 View Article: PDF This article is available free of charge [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) 131139. MR 2368745. Abstract, references, and article information View Article: PDF This article is available free of charge [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) 5976. Abstract, references, and article information View Article: PDF This article is available free of charge [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) 113. MR 2368734. Abstract, references, and article information View Article: PDF This article is available free of charge [13] 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 [14] 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 [15] 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 View Article: PDF This article is available free of charge [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) 1929. MR 2213333. Abstract, references, and article information View Article: PDF This article is available free of charge [17] 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 [18] 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 View Article: PDF This article is available free of charge [19] 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 [20] 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 View Article: PDF This article is available free of charge 
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