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Results: 1 to 30 of 110 found      Go to page: 1 2 3 4

[1] A. I. Nazarov and R. S. Pusev. Comparison theorems for the small ball probabilities of the Green Gaussian processes in weighted $L_2$-norms. St. Petersburg Math. J. 25 (2014) 455-466.
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[2] Zachary A. Gelbaum. Fractional Brownian fields over manifolds. Trans. Amer. Math. Soc. 366 (2014) 4781-4814.
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[3] O. I. Ponomarenko. Discrete representations of second order random functions. II. Theor. Probability and Math. Statist. 87 (2013) 171-183.
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[4] V. Doroshenko, Yu. Mishura and O. Banna. The distance between fractional Brownian motion and the subspace of martingales with ``similar'' kernels. Theor. Probability and Math. Statist. 87 (2013) 41-49.
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[5] G. M. Shevchenko and T. O. Shalaiko. Approximation of random variables by functionals of the increments of a fractional Brownian motion. Theor. Probability and Math. Statist. 87 (2013) 199-208.
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[6] Fuchang Gao. Optimality of CKP-inequality in the critical case. Proc. Amer. Math. Soc. 142 (2014) 909-914.
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[7] O. I. Ponomarenko. Discrete representations of second order random functions. I. Theor. Probability and Math. Statist. 86 (2013) 183-192.
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[8] V. V. Buldygin and K. K. Moskvichova. The sub-Gaussian norm of a binary random variable. Theor. Probability and Math. Statist. 86 (2013) 33-49.
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[9] Krzysztof Fraczek, Joanna Kułaga and Mariusz Lemańczyk. On the self-similarity problem for Gaussian-Kronecker flows. Proc. Amer. Math. Soc. 141 (2013) 4275-4291.
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[10] Piotr Nayar and Tomasz Tkocz. A note on a Brunn-Minkowski inequality for the Gaussian measure. Proc. Amer. Math. Soc. 141 (2013) 4027-4030.
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[11] Ian Pierce and David Skoug. Comparing the distribution of various suprema on two-parameter Wiener space. Proc. Amer. Math. Soc. 141 (2013) 2149-2152.
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[12] M. K. Runovska. Convergence of series of elements of multidimensional Gaussian Markov sequences. Theor. Probability and Math. Statist. 84 (2012) 139-150.
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[13] Mark M. Meerschaert, Wensheng Wang and Yimin Xiao. Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields. Trans. Amer. Math. Soc. 365 (2013) 1081-1107.
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[14] 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.
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[15] 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.
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[16] M. K. Runovska. Convergence of series of Gaussian Markov sequences. Theor. Probability and Math. Statist. 83 (2011) 149-162.
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[17] K. V. Ral’chenko. Approximation of multifractional Brownian motion by absolutely continuous processes. Theor. Probability and Math. Statist. 82 (2011) 115-127. MR 2790487.
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[18] 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.
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[19] 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.
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[20] 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.
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[21] Peter Friz and Harald Oberhauser. A generalized Fernique theorem and applications. Proc. Amer. Math. Soc. 138 (2010) 3679-3688. MR 2661566.
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[22] Fuchang Gao, Wenbo V. Li and Jon A. Wellner. How many Laplace transforms of probability measures are there?. Proc. Amer. Math. Soc. 138 (2010) 4331-4344. MR 2680059.
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[23] Richard J. Gardner and Artem Zvavitch. Gaussian Brunn-Minkowski inequalities. Trans. Amer. Math. Soc. 362 (2010) 5333-5353. MR 2657682.
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[24] Dario Cordero-Erausquin and Michel Ledoux. The geometry of Euclidean convolution inequalities and entropy. Proc. Amer. Math. Soc. 138 (2010) 2755-2769. MR 2644890.
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[25] 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.
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[26] Thomas Cass, Peter Friz and Nicolas Victoir. Non-degeneracy of Wiener functionals arising from rough differential equations. Trans. Amer. Math. Soc. 361 (2009) 3359-3371. MR 2485431.
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[27] Wenbo V. Li and Ang Wei. On the expected number of zeros of a random harmonic polynomial. Proc. Amer. Math. Soc. 137 (2009) 195-204. MR 2439441.
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[28] 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.
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[29] 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.
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[30] 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.
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Results: 1 to 30 of 110 found      Go to page: 1 2 3 4