Anatoly Yakovlevich Dorogovtsev (September 7, 1935–April 22, 2004)
Translated by:
V. Zaiats
Journal:
Theor. Probability and Math. Statist. 71 (2005), 191-199
DOI:
https://doi.org/10.1090/S0094-9000-06-00658-2
Published electronically:
January 4, 2006
Full-text PDF Free Access
References |
Additional Information
References
- A. Ja. Dorogovcev, Statistical analysis of a difference stochastic equation, Selected Transl. Math. Statist. and Prob., Vol. 3, Amer. Math. Soc., Providence, R.I., 1962, pp. 315–319. MR 0154364
- A. Ja. Dorogovcev, Confidence intervals associated with the evaluation of parameters, Selected Transl. Math. Statist. and Prob., Vol. 3, Amer. Math. Soc., Providence, R.I., 1962, pp. 321–325. MR 0154363
- A. Ja. Dorogovcev, Remarks on random processes generated by certain differential equations, Dopovidi Akad. Nauk Ukraïn. RSR 1962 (1962), 850–853 (Ukrainian, with Russian and English summaries). MR 0143250
- A. Ja. Dorogovcev, Some remarks on the extrapolation of processes generated by differential equations, Dopovidi Akad. Nauk Ukraïn. RSR 1962 (1962), 1006–1010 (Ukrainian, with Russian and English summaries). MR 0143005
- A. Ja. Dorogovcev, Some remarks on differential equations perturbed by periodic random processes, Ukrain. Mat. Ž. 14 (1962), 119–128 (Russian, with English summary). MR 0141850
- A. Ja. Dorogovcev, Correlation functions of vector processes satisfying a certain differential equation, Ukrain. Mat. Ž. 14 (1962), 322–325 (Russian). MR 0155351
- A. Ya. Dorogovtsev, Statistical Problems for a Class of Non-Stationary Random Processes, Candidate dissertation, Akad. Nauk Ukrain. SSR, Inst. Mat., Kiev, 1962. (Russian)
- A. Ya. Dorogovtsev, Some remarks on the processes generated by some differential processes, Vestnik Kiev University, Ser. Mat. Mekh. 5 (1963), 124–146. (Russian)
- A. Ja. Dorogovcev, Problems of linear extrapolation for a class of vector processes, Ukrain. Mat. Ž. 16 (1964), 830–834 (Russian). MR 0172330
- I. I. Gihman and A. Ja. Dorogovcev, On the stability of solutions of stochastic differential equations., Ukrain. Mat. Ž. 17 (1965), no. 6, 3–21 (Russian). MR 0281278
- A. Ja. Dorogovcev, Certain problems of optimal control of a regression experiment, Dopovīdī Akad. Nauk Ukraïn. RSR Ser. A 1968 (1968), 1067–1072 (Ukrainian, with Russian and English summaries). MR 0247659
- A. Ja. Dorogovcev, An application of dynamic programming methods to the study of a certain problem of technical servicing, Teor. Verojatnost. i Mat. Statist. 1970 (1970), no. vyp. 1, 74–85 (Russian). MR 0280176
- A. Ja. Dorogovcev, The design of a regression experiment, Teor. Verojatnost. i Mat. Statist. Vyp. 3 (1970), 56–61 (Russian, with English summary). MR 0283928
- A. Ja. Dorogovcev, A certain non-parametric estimator of the regression function, Teor. Verojatnost. i Mat. Statist. Vyp. 4 (1971), 61–64 (Russian, with English summary). MR 0288918
- V. V. Breĭ, A. Ja. Dorogovcev, O. A. Makoveckiĭ, and L. V. Pogorelyĭ, The optimal choice of a rarefaction interval, Teor. Verojatnost. i Mat. Statist. 7 (1972), 14–22, 162 (Russian, with English summary). MR 0343356
- V. V. Breĭ, L. V. Pogorelyĭ, and A. Ja. Dorogovcev, Determination of the characteristics of a certain nonstationary process, Vyčisl. Prikl. Mat. (Kiev) 19 (1973), 137–142, 160 (Russian, with English summary). MR 0341584
- A. Ja. Dorogovcev and Ju. V. Kartašev, The estimation of the mean value of a stationary process when there is a given time of observation. I, Teor. Verojatnost. i Mat. Statist. Vyp. 8 (1973), 50–58, 175 (Russian, with English summary). MR 0426335
- A. Ja. Dorogovcev, The estimation of an almost periodic signal from observation in a stationary noise, Questions of statistics and of the control of random processes (Russian), Izdanie Inst. Mat. Akad. Nauk Ukrain. SSR, Kiev, 1973, pp. 74–105 (Russian). MR 0433767
- A. Ja. Dorogovcev, Remarks on the properties of a certain least squares estimator, Dopovīdī Akad. Nauk Ukraïn. RSR Ser. A (1973), 585–590, 667 (Ukrainian, with English and Russian summaries). MR 0331679
- A. Ya. Dorogovtsev and K. P. Makarenko, On least squares estimates of parameters of a certain nonlinear system, Issled. Operatsiĭ ASU 2 (1973), 42–52. (Russian)
- A. Ja. Dorogovcev and Ju. V. Kartašev, The estimation of the mean value of a stationary process in the case of given duration of observation time. II, Teor. Verojatnost. i Mat. Statist. Vyp. 9 (1973), 73–81, 175 (Russian, with English summary). MR 0426336
- A. Ja. Dorogovcev, The existence and convergence of the moments of the least square estimator in a nonlinear autoregression model, Dopovīdī Akad. Nauk Ukraïn. RSR Ser. A (1973), 1066–1071, 1149 (Ukrainian, with English and Russian summaries). MR 0331680
- A. Ja. Dorogovcev, Estimation of the probability of small values of sums of positive random variables, Teor. Verojatnost. i Mat. Statist. Vyp. 9 (1973), 66–72, 175 (Russian, with English summary). MR 0413231
- A. Ja. Dorogovcev, The asymptotic properties of least square estimators for regression coefficients, Problemy Peredači Informacii 9 (1973), no. 4, 49–57 (Russian). MR 0348949
- A. Ya. Dorogovtsev and Yu. V. Kartashev, On an estimate of the mean value of a stationary process for a given size of a sample, Theory Probab. Appl. XVIII (1973), no. 4, 871. (Russian)
- A. Ja. Dorogovcev, The estimation of an almost periodic signal from observation in a stationary noise, Questions of statistics and of the control of random processes (Russian), Izdanie Inst. Mat. Akad. Nauk Ukrain. SSR, Kiev, 1973, pp. 74–105 (Russian). MR 0433767
- A. Ja. Dorogovcev, Consistency of a certain estimate of the parameter of a stochastic differential equation, Teor. Verojatnost. i Mat. Statist. Vyp. 10 (1974), 72–81, 175 (Russian, with English summary). MR 0428646
- A. Ja. Dorogovcev and Ju. V. Kartašev, Least square estimations of the regression coefficient of a random process with prescribed observation time, Teor. Verojatnost. i Mat. Statist. Vyp. 10 (1974), 82–87, 175 (Russian, with English summary). MR 0423717
- A. Ja. Dorogovcev, Asymptotic properties of estimators of the parameters of a signal that is amplitude modulated by a random process, Dopovīdī Akad. Nauk Ukraïn. RSR Ser. A (1974), 680–684, 763 (Ukrainian, with English and Russian summaries). MR 0348950
- A. Ja. Dorogovcev, The estimation of the mean value of a stationary process in the case of restricted possibilities of observation, Dokl. Akad. Nauk SSSR 214 (1974), 261–263 (Russian). MR 0341784
- A. Ya. Dorogovtsev, Asymptotic properties of least squares estimates for a non-linear autoregressive model, Teoriya Sluchainyh Processov 2 (1974), 47–54. (Russian)
- A. Ja. Dorogovcev, Consistent estimation of a discrete signal on the basis of observation with random errors, Teor. Verojatnost. i Mat. Statist. 11 (1974), 26–34, 178 (Russian, with English summary). MR 0394996
- A. Ja. Dorogovcev, A certain property of the estimate of an almost periodic signal, Teor. Verojatnost. i Mat. Statist. Vyp. 11 (1974), 35–38, 178 (Russian, with English summary). MR 0405757
- A. Ja. Dorogovcev, The asymptotic behavior of estimates of the parameters of a certain nonlinear system, Kibernetika (Kiev) 4 (1974), 72–77 (Russian, with English summary). MR 394995
- A. Ja. Dorogovcev, On an estimate of a periodic signal on the basis of observations with stationary noise, Vīsnik Kiïv. Unīv. Ser. Mat. Meh. 16 (1974), 10–25, 172 (Ukrainian, with English and Russian summaries). MR 0455240
- A. Ja. Dorogovcev, The consistency of a certain estimate of the regression function, Teor. Verojatnost. i Mat. Statist. Vyp. 12 (1975), 36–44, 171 (Russian, with English summary). MR 0397973
- A. Ja. Dorogovcev, Properties of parameter estimators in a certain linear regression model, Vīsnik Kiïv. Unīv. Ser. Mat. Meh. 17 (1975), 3–12, 176 (Ukrainian, with English and Russian summaries). MR 0433768
- A. Ja. Dorogovcev and T. A. Šermet′eva, The consistency of an estimate of a transition function, Theory of random processes, Questions of statistics and control (Russian), Izdanie Inst. Mat. Akad. Nauk Ukrain. SSR, Kiev., 1974, pp. 30–39 (Russian). MR 0488576
- A. Ja. Dorogovcev, On the limit distribution of an estimate for a regression function, Teor. Verojatnost. i Mat. Statist. Vyp. 13 (1975), 38–46, 161 (Russian, with English summary). MR 0418326
- G. P. Grečka and A. Ja. Dorogovcev, The asymptotic properties of the periodogram estimate of the frequency and amplitude of a harmonic oscillation, Vyčisl. Prikl. Mat. (Kiev) Vyp. 28 (1976), 18–31, 150 (Russian, with English summary). MR 0451587
- A. Ja. Dorogovcev, On an assertion that is useful in proving the consistency of estimators, Teor. Verojatnost. i Mat. Statist. Vyp. 14 (1976), 34–41, 154 (Russian, with English summary). MR 0415835
- A. Ja. Dorogovcev, On the consistency of nonparametric estimators of a regression function, Teor. Verojatnost. i Mat. Statist. Vyp. 15 (1976), 47–53, 154. MR 0418327
- A. Ja. Dorogovcev, Remarks on the properties of a certain nonparametric maximum likelihood estimate, Mathematics collection (Russian), Izdat. “Naukova Dumka”, Kiev, 1976, pp. 262–268 (Russian). MR 0468076
- A. Ja. Dorogovcev, Properties of the nonparametric estimator of the translation coefficient of the simplest stochastic differential equation, Theory of random processes, No. 4 (Russian), Izdat. “Naukova Dumka”, Kiev, 1976, pp. 51–59, 117 (Russian). MR 0423665
- A. Ja. Dorogovcev and P. S. Knopov, On the properties of an estimator for the parameters of a nonstationary Gaussian regression of a random field, Teor. Verojatnost. i Mat. Statist. Vyp. 15 (1976), 54–67, 155 (Russian, with English summary). MR 0431564
- G. P. Grečka and A. Ja. Dorogovcev, The properties of periodogram estimation of frequency, Vīsnik Kiïv. Unīv. Ser. Mat. Meh. 18 (1976), 120–122, 145 (Ukrainian, with English and Russian summaries). MR 0494764
- A. Ja. Dorogovcev and P. S. Knopov, The consistency of estimates of a function continuous in a domain that are based on observations at a finite set of points of its range of values with random errors, Dokl. Akad. Nauk Ukrain. SSR Ser. A 12 (1976), 1065–1069, 1140 (Russian, with English summary). MR 0433681
- A. Ja. Dorogovcev and P. S. Knopov, An estimate of a two-dimensional signal from observations with additive random noise, Teor. Verojatnost. i Mat. Statist. Vyp. 17 (1977), 61–79, 164 (Russian, with English summary). MR 0468077
- A. Ja. Dorogovcev and P. S. Knopov, Asymptotic properties of a nonparametric estimate of a function of two variables, Theory of random processes, No. 5 (Russian), Izdat. “Naukova Dumka”, Kiev, 1977, pp. 27–35, 112 (Russian). MR 0468016
- A. Ja. Dorogovcev, Properties of estimates of parameters of linear Gaussian regression in the discrete case, Vyčisl. Prikl. Mat. (Kiev) Vyp. 31 (1977), 136–147, 159 (Russian, with English summary). MR 0501671
- A. Ja. Dorogovcev, On the convergence of the extremum-points of convergent sequences of random functionals, Dokl. Akad. Nauk Ukrain. SSR Ser. A 7 (1977), 581–584, 669 (Russian, with English summary). MR 0494627
- A. Ya. Dorogovtsev, Studies in the Theory of Estimation of Parameters of Random Processes, Doctoral dissertation, Akad. Nauk Ukrain. SSR, Inst. Mat., Kiev, 1977. (Russian)
- A. Ja. Dorogovcev and M. I. Judickiĭ, Models with random errors in variables. Estimation of parameters and design of experiments, Teor. Verojatnost. i Mat. Statist. 19 (1978), 51–57, 157 (Russian, with English summary). MR 0518967
- A. Ja. Dorogovcev and P. S. Knopov, The weak convergence of a sequence of two-parameter martingales, Dokl. Akad. Nauk Ukrain. SSR Ser. A 8 (1978), 675–679, 767 (Russian, with English summary). MR 510436
- A. Ya. Dorogovtsev, D. S. Silvestrov, A. V. Skorokhod, and M. I. Yadrenko, Probability theory: collection of problems, Translations of Mathematical Monographs, vol. 163, American Mathematical Society, Providence, RI, 1997. Translated from the 1976 Ukrainian original by O. I. Klesov and V. A. Kotov. MR 1444579
- A. Ya. Dorogovtsev, On a problem of determining an unbiased linear estimator with minimal variance, Teor. Veroyatnost. i Mat. Statist. 22 (1980), 52–57; English transl. in Theory Probab. Math. Statist. 22 (1981), 57–62.
- N. A. Germanov and A. Ja. Dorogovcev, Estimation of the parameters of an autoregressive process with nonidentically distributed disturbances, Dokl. Akad. Nauk Ukrain. SSR Ser. A 7 (1980), 14–16, 96 (Russian, with English summary). MR 582843
- A. Ja. Dorogovcev and A. A. Kurčenko, Application of a problem of minimization in a Hilbert space to a determination of the best linear estimations, Teor. Veroyatnost. i Mat. Statist. 23 (1980), 47–51, 148 (Russian, with English summary). MR 614575
- A. Ya. Dorogovtsev and A. A. Kurčenko, The best linear estimate of trend parameters in the presence of errors of white noise type, Teor. Veroyatnost. i Mat. Statist. 24 (1981), 27–34, 151 (Russian, with English summary). MR 628425
- A. Ya. Dorogovtsev, A. A. Kurčenko, and A. G. Kukush, A new case for the existence of linear unbiased estimates, Izv. Akad. Nauk UzSSR Ser. Fiz.-Mat. Nauk 3 (1981), 23–29, 97 (Russian). MR 628914
- A. Ya. Dorogovtsev, Teoriya otsenok parametrov sluchaĭ nykh protsessov, “Vishcha Shkola”, Kiev, 1982 (Russian). MR 668517
- A. Ya. Dorogovtsev, Stability of bounded and stationary solutions of equations with an operator coefficient subject to perturbations, Mathematics today ’97, No. 11 (Russian), Nauchn. Izdat. “TViMS”, Kiev, 1997, pp. 43–52 (Russian). MR 1632323
- A. Ya. Dorogovtsev, Estimation of the mean value parameter in a Hilbert space, Theory of random processes, No. 11, “Naukova Dumka”, Kiev, 1983, pp. 28–31 (Russian). MR 711232
- A. Ya. Dorogovtsev and Yu. G. Kondrat′ev, Some problems of infinite-dimensional analysis and their application, Vīsnik Kiïv. Unīv. Ser. Mat. Mekh. 25 (1983), 55–70 (Ukrainian, with Russian summary). MR 746765
- A. Ya. Dorogovtsev and A. G. Kukush, Optimal choice of the observation mode in a problem of estimation of the mean, Teor. Veroyatnost. i Mat. Statist. 30 (1984), 38–45, 150 (Russian). MR 800828
- A. Ya. Dorogovtsev, Convergence of certain integrals with respect to a Gaussian measure in a Hilbert space, Dokl. Akad. Nauk Ukrain. SSR Ser. A 5 (1985), 7–8 (Russian, with English summary). MR 796167
- A. Ya. Dorogovtsev, S. D. Īvasishen, and A. G. Kukush, Asymptotic behavior of solutions of the heat equation with white noise in the right-hand side, Ukrain. Mat. Zh. 37 (1985), no. 1, 13–20, 133 (Russian). MR 780908
- A. Ya. Dorogovtsev, The asymptotic behavior of solutions of the Cauchy problem for an abstract stochastic differential equation, Uspekhi Mat. Nauk 41 (1986), no. 4, 159–160. (Russian)
- A. Ya. Dorogovtsev, N. Zerek, and A. G. Kukush, Asymptotic properties of estimates of nonlinear regression in Hilbert space, Teor. Veroyatnost. i Mat. Statist. 35 (1986), 36–43, 122 (Russian). MR 885663
- A. Ya. Dorogovtsev, Mathematical Analysis, A collection of problems, “Vyshcha Shkola”, Kiev, 1987. (Russian)
- A. Ya. Dorogovtsev, N. Zerek, and A. G. Kukush, Weak convergence to the normal distribution of an estimator for an infinite-dimensional parameter, Teor. Veroyatnost. i Mat. Statist. 37 (1987), 39–46, 135 (Russian). MR 913908
- N. A. Denis′evskiĭ and A. Ya. Dorogovtsev, On the law of large numbers for a linear process in a Banach space, Dokl. Akad. Nauk SSSR 295 (1987), no. 2, 276–279 (Russian); English transl., Soviet Math. Dokl. 36 (1988), no. 1, 47–50. MR 902681
- A. Ya. Dorogovtsev, The existence of periodic solutions of an abstract stochastic equation. The asymptotic periodicity of solutions of the Cauchy problem, Uspekhi Mat. Nauk 42 (1987), no. 4, 160. (Russian)
- A. Ya. Dorogovtsev, S. D. Īvasishen, and A. G. Kukush, On the asymptotic behaviour of the linear stochastic heat equation solutions, Probability theory and mathematical statistics, Vol. I (Vilnius, 1985) VNU Sci. Press, Utrecht, 1987, pp. 419–431. MR 901501
- A. Ya. Dorogovtsev and A. G. Kukush, Asymptotic behavior of the solution of the Cauchy problem for a stochastic equation of parabolic type, Ukrain. Mat. Zh. 40 (1988), no. 2, 162–169, 270 (Russian); English transl., Ukrainian Math. J. 40 (1988), no. 2, 136–142. MR 941500, DOI https://doi.org/10.1007/BF01056468
- A. Ya. Dorogovtsev and A. G. Kukush, On the limiting distribution of extremum points for certain stochastic optimization models, Stochastic optimization (Kiev, 1984) Lect. Notes Control Inf. Sci., vol. 81, Springer, Berlin, 1986, pp. 17–21. MR 890965, DOI https://doi.org/10.1007/BFb0007078
- A. Ya. Dorogovtsev, Asymptotic behavior of the solutions of the Cauchy problem for an abstract stochastic differential equation, Teor. Veroyatnost. i Mat. Statist. 38 (1988), 31–34, 134 (Russian); English transl., Theory Probab. Math. Statist. 38 (1989), 31–34. MR 947518
- A. Ya. Dorogovtsev, Existence of periodic solutions of an abstractly stochastic equation. Asymptotic periodicity of the solutions of the Cauchy problem, Teor. Veroyatnost. i Mat. Statist. 39 (1988), 47–52, 126 (Russian); English transl., Theory Probab. Math. Statist. 39 (1989), 55–60. MR 947930, DOI https://doi.org/10.1090/s0094-9000-2013-00873-4
- A. Ya. Dorogovtsev and Le Vin′Tkhuan, The existence of periodic and stationary regimes of discrete dynamical systems in a Banach space, Kibernetika (Kiev) 6 (1988), 121–123, 136 (Russian, with English summary). MR 986181
- J. Neyman, On a statistical problem arising in routine analyses and in sampling inspections of mass production, Ann. Math. Statistics 12 (1941), 46–76. MR 4452, DOI https://doi.org/10.1214/aoms/1177731785
- A. Ya. Dorogovtsev and Le Vin’Tkhuan, Correlation functions of Gaussian Markov stationary and periodic processes in a Hilbert space, Selected Problems in the Current Theory of Random Processes, Akad. Nauk Ukrain. SSR, Inst. Mat., Kiev, 1988, pp. 61–65. (Russian)
- M. F. Gorodniĭ and A. Ya. Dorogovtsev, Stationary solutions of a two-dimensional stochastic difference equation in a Banach space, Stochastic analysis and its applications (Russian), Akad. Nauk Ukrain. SSR, Inst. Mat., Kiev, 1989, pp. 25–33, ii (Russian). MR 1064769
- A. Ya. Dorogovtsev, Èlementy obshcheĭ teorii mery i integrala, “Vyshcha Shkola”, Kiev, 1989 (Russian). MR 995843
- A. Ya. Dorogovtsev, Periodic solutions of evolution differential equations that are perturbed by stochastic processes, Ukrain. Mat. Zh. 41 (1989), no. 12, 1642–1648, 1727 (Russian); English transl., Ukrainian Math. J. 41 (1989), no. 12, 1412–1419 (1990). MR 1042961, DOI https://doi.org/10.1007/BF01056109
- A. Ya. Dorogovtsev, Necessary and sufficient conditions for existence of stationary and periodic solutions of a stochastic difference equation in Hilbert space, Comput. Math. Appl. 19 (1990), no. 1, 31–37. MR 1026779, DOI https://doi.org/10.1016/0898-1221%2890%2990079-Y
- A. Ya. Dorogovtsev, Stationary and periodic solutions of a stochastic difference equation in a Banach space, Teor. Veroyatnost. i Mat. Statist. 42 (1990), 35–42 (Russian); English transl., Theory Probab. Math. Statist. 42 (1991), 39–46. MR 1069311
- A. Ya. Dorogovtsev, Stochastically periodic solutions of differential equations with operator coefficients, Ukrain. Mat. Zh. 43 (1991), no. 4, 489–496 (Russian, with Ukrainian summary); English transl., Ukrainian Math. J. 43 (1991), no. 4, 451–457. MR 1117890
- A. Ya. Dorogovtsev, Consistency of the least squares estimator of an infinite-dimensional parameter, Sibirsk. Mat. Zh. 33 (1992), no. 4, 65–69, 221 (Russian, with Russian summary); English transl., Siberian Math. J. 33 (1992), no. 4, 603–607 (1993). MR 1185436, DOI https://doi.org/10.1007/BF00971125
- A. Ya. Dorogovtsev, Periodicheskie i statsionarnye rezhimy beskonechnomernykh determinirovannykh i stokhasticheskikh dinamicheskikh sistem, “Vishcha Shkola”, Kiev, 1992 (Russian, with Russian and Ukrainian summaries). MR 1206004
- A. Ya. Dorogovtsev, Bounded and periodic solutions of some difference and differential equations, Uspekhi Mat. Nauk 46 (1991), no. 6, 149–150. (Russian)
- A. Ya. Dorogovtsev, Mathematical Analysis, vol. I, “Lybid”, Kyiv, 1993; vol. II, 1994. (Russian)
- A. Ya. Dorogovtsev, On asymptotic normality of the least square estimators of an infinite-dimensional parameter, Ukrainian Math. J. 45 (1993), no. 1, 48–58. MR 1426569
- A. Ya. Dorogovtsev, Periodic and bounded solutions of the Riccati operator equation, Ukraïn. Mat. Zh. 45 (1993), no. 2, 239–242 (Russian, with Russian and Ukrainian summaries); English transl., Ukrainian Math. J. 45 (1993), no. 2, 255–259. MR 1232407, DOI https://doi.org/10.1007/BF01060981
- A. Ya. Dorogovtsev, Stationary and periodic solutions of the Riccati operator equation with random perturbation, Ukraïn. Mat. Zh. 45 (1993), no. 5, 609–615 (Russian, with English and Ukrainian summaries); English transl., Ukrainian Math. J. 45 (1993), no. 5, 662–670 (1994). MR 1247681, DOI https://doi.org/10.1007/BF01058204
- A. Ya. Dorogovtsev and M. F. Gorodniĭ, Bounded solutions of the operator Volterra chain, Uspekhi Mat. Nauk 49 (1994), no. 4, 85.
- A. Ya. Dorogovtsev, Stationary and periodic solutions of linear differential operator equations, Proceedings of the Second Ukrainian–Hungarian Conference on “New Trends in Probability Theory and Mathematical Statistics”, September 25–October 2, 1992, Mukachevo, Ukraine, TViMS, Kiev, 1994, pp. 50–54.
- A. Ya. Dorogovtsev and T. A. Petrova, Bound and periodic solutions of the Riccati equation in Banach space, J. Appl. Math. Stochastic Anal. 8 (1995), no. 2, 195–200. MR 1330123, DOI https://doi.org/10.1155/S1048953395000189
- M. F. Gorodniĭ and A. Ya. Dorogovtsev, Bounded solutions of a class of nonlinear operator difference equations, Ukraïn. Mat. Zh. 47 (1995), no. 7, 890–896 (Russian, with English and Ukrainian summaries); English transl., Ukrainian Math. J. 47 (1995), no. 7, 1022–1029 (1996). MR 1367944, DOI https://doi.org/10.1007/BF01084898
- A. Ya. Dorogovtsev, Stability of periodic solutions of operator equations with perturbation coefficients, Exploring stochastic laws, VSP, Utrecht, 1995, pp. 111–119. MR 1713997
- A. Ya. Dorogovtsev, Stationary and periodic solutions of a certain class of nonlinear equations in a Banach space, Theory Stoch. Process. 1(17) (1995), no. 1, 17–25.
- A. Ya. Dorogovtsev and T. A. Petrova, Bounded and periodic solutions of a Riccati-type equation in a Banach space, Dopov. Nats. Akad. Nauk Ukraïni 9 (1995), 8–9 (Russian, with English summary). MR 1374671
- A. Ya. Dorogovtsev and T. A. Petrova, Bounded and periodic solutions of the operator Riccati equation with an unbounded operator, Dopov. Nats. Akad. Nauk Ukraïni 10 (1995), 7–9 (Russian, with English summary). MR 1376464
- A. Ya. Dorogovtsev, On the stability of bounded and stationary solutions of equations with operator coefficients in the case where the coefficients are disturbed, Uspekhi Mat. Nauk 50 (1995), no. 4, 103. (Russian)
- A. Ya. Dorogovtsev, Asymptotic properties of an estimator of the compensator of a nonhomogeneous Poisson process, Proceedings of the International Mathematical Conference dedicated to the memory of Hans Hahn, October 1994, Chernivtsi, “Ruta”, Chernivtsi, 1995, pp. 72–77. (Russian)
- A. Ya. Dorogovtsev and A. G. Kukush, Asymptotic properties of a nonparametric estimator of the intensity of a nonhomogeneous Poisson process, Kibernet. Sistem. Anal. 1 (1996), 91–104, 188 (Russian, with English and Ukrainian summaries); English transl., Cybernet. Systems Anal. 32 (1996), no. 1, 74–85. MR 1409534, DOI https://doi.org/10.1007/BF02366585
- A. Ya. Dorogovtsev, Stability of bounded and stationary solutions of linear equations with respect to perturbations of operator coefficients, Dokl. Akad. Nauk 345 (1995), no. 4, 448–450 (Russian). MR 1376444
- A. Ya. Dorogovtsev and T. A. Petrova, Bounded and periodic solutions of the Riccati operator equation with an unbounded operator, Differ. Uravn. 33 (1997), no. 3, 309–315, 428 (Russian, with Russian summary); English transl., Differential Equations 33 (1997), no. 3, 305–311. MR 1615401
- A. Ya. Dorogovtsev, Stability of stationary and periodic solutions equations in Banach space, J. Appl. Math. Stochastic Anal. 10 (1997), no. 3, 249–255. MR 1468119, DOI https://doi.org/10.1155/S1048953397000312
- A. Ya. Dorogovtsev, Stationary solutions of semilinear abstract equation with random input, Nonlinear Stud. 5 (1998), no. 2, 129–138. MR 1652614
- A. Ya. Dorogovtsev, Solutions, periodic in distribution, of the boundary value problem for the heat equation, Uspekhi Mat. Nauk 53 (1998), no. 4, 176–177. (Russian)
- A. Ya. Dorogovtsev, Periodic processes: A survey of results, Theory Stoch. Process. 2(18) (1996), no. 3–4, 36–53.
- Anatolii Ya. Dorogovtsev, Time-stationary and time-periodic solutions for boundary value problems, Proceedings of the Donetsk Colloquium on Probability Theory and Mathematical Statistics (1998), 1998, pp. 105–115. MR 2026618
- A. Ya. Dorogovtsev, Periodic in distribution solution for a telegraph equation, J. Appl. Math. Stochastic Anal. 12 (1999), no. 2, 121–131. MR 1701228, DOI https://doi.org/10.1155/S1048953399000131
- A. Ya. Dorogovtsev, Stability of stationary solutions, Dokl. Akad. Nauk 369 (1999), no. 3, 309–310 (Russian). MR 1746744
- A. Ya. Dorogovtsev, Solutions, periodic with respect to distribution, of a boundary value problem for the heat equation, Dokl. Akad. Nauk 372 (2000), no. 6, 733–735 (Russian). MR 1776913
- A. Ya. Dorogovtsev, Periodic in distribution solution for a telegraph equation, J. Appl. Math. Stochastic Anal. 12 (1999), no. 2, 121–131. MR 1701228, DOI https://doi.org/10.1155/S1048953399000131
- A. Ya. Dorogovtsev, Bounded solutions of abstract equations, Novi Sad J. Math. 30 (2000), no. 1, 59–67. MR 1835631
- A. Ya. Dorogovtsev, Stationary solutions to boundary problem for the heat equations, Hiroshima Math. J. 30 (2000), no. 2, 191–203. MR 1777511
- A. Ya. Dorogovtsev and O. Yu. Trofimchuk, On the stability of stationary solutions of a linear integro-differential equation, J. Appl. Math. Stochastic Anal. 14 (2001), no. 2, 139–150. MR 1838342, DOI https://doi.org/10.1155/S1048953301000107
- A. Ya. Dorogovtsev, Solutions, periodic in distribution, of a boundary value problem for the heat equation, Fundam. Prikl. Mat. 7 (2001), no. 3, 699–712 (Russian, with English and Russian summaries). MR 1879292
- A. Ya. Dorogovtsev, Solutions, periodic in distribution, of a boundary value problem for a telegraph equation, Differ. Uravn. 37 (2001), no. 3, 391–396, 431 (Russian, with Russian summary); English transl., Differ. Equ. 37 (2001), no. 3, 418–424. MR 1846535, DOI https://doi.org/10.1023/A%3A1019202801360
- A. Ya. Dorogovtsev, Periodicity in distribution. I. Discrete systems, Int. J. Math. Math. Sci. 30 (2002), no. 2, 65–127. MR 1901089, DOI https://doi.org/10.1155/S0161171202011328
- A. Ya. Dorogovtsev, On a case of the existence of homogeneous solutions, Ukraïn. Mat. Zh. 54 (2002), no. 2, 190–194 (Russian, with English and Ukrainian summaries); English transl., Ukrainian Math. J. 54 (2002), no. 2, 233–238. MR 1952819, DOI https://doi.org/10.1023/A%3A1020134512402
- A. Ya. Dorogovtsev, On the stability of solutions of a stochastic equation, Ukraïn. Mat. Zh. 56 (2004), no. 1, 19–30 (Russian, with English and Ukrainian summaries); English transl., Ukrainian Math. J. 56 (2004), no. 1, 22–36. MR 2060500, DOI https://doi.org/10.1023/B%3AUKMA.0000031701.23961.e9
- A. Ya. Dorogovtsev, Mathematical Analysis: A Modern Approach, Second edition, “Fakt”, Kiev, 2004. (Russian)
References
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- A. Ya. Dorogovtsev and Yu. V. Kartashev, On an estimate of the mean value of a stationary process for a given observation time. I, Teor. Veroyatnost. i Mat. Statist. 8 (1973), 50–58; English transl. in Theory Probab. Math. Statist. 8 (1977), 47–55. MR 0426335 (54 #14279a)
- A. Ya. Dorogovtsev, On a certain estimate of an almost periodic signal from an observation in a stationary noise, Problems of Statistics and Control of Random Processes (A. V. Skorokhod, ed.), Akad. Nauk Ukrain. SSR, Inst. Mat., Kiev, 1973, pp. 74–105. (Russian) MR 0433767 (55 #6739)
- A. Ya. Dorogovtsev, Remarks on some properties of a least squares estimate, Dopovidi Akad. Nauk Ukraïn. RSR Ser. A 7 (1973), 585–590. (Russian) MR 0331679 (48 #10011)
- A. Ya. Dorogovtsev and K. P. Makarenko, On least squares estimates of parameters of a certain nonlinear system, Issled. Operatsiĭ ASU 2 (1973), 42–52. (Russian)
- A. Ya. Dorogovtsev and Yu. V. Kartashev, On an estimate of the mean value of a stationary process for a given observation time. II, Teor. Veroyatnost. i Mat. Statist. 9 (1973), 73–81; English transl. in Theory Probab. Math. Statist. 9 (1977), 77–85. MR 0426336 (54 #14279b)
- A. Ya. Dorogovtsev, On the existence and convergence of moments of the least squares estimate in the nonlinear autoregressive model, Dopovidi Akad. Nauk Ukraïn. RSR Ser. A 12 (1973), 1066–1071. (Russian) MR 0331680 (48 #10012)
- A. Ya. Dorogovtsev, On an estimate of the probability of small values of sums of positive random variables, Teor. Veroyatnost. i Mat. Statist. 9 (1973), 66–72; English transl. in Theory Probab. Math. Statist. 9 (1977), 69–76. MR 0413231 (54 #1348)
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- A. Ya. Dorogovtsev, An estimate of an almost periodic signal constructed from an observation in a stationary noise, Proceedings of All Union Symposium on Statistics of Random Processes, Kiev, June 5–8, 1973, pp. 68–71. (Russian) MR 0433767 (55 #6739)
- A. Ya. Dorogovtsev, The consistency of an estimate of a parameter of a stochastic differential equation, Teor. Veroyatnost. i Mat. Statist. 10 (1974), 72–81; English transl. in Theory Probab. Math. Statist. 10 (1978), 73–82. MR 0428646 (55 #1667)
- A. Ya. Dorogovtsev and Yu. V. Kartashev, Least squares estimation of the regression coefficient for a random process with given observation time, Teor. Veroyatnost. i Mat. Statist. 10 (1974), 82–87; English transl. in Theory Probab. Math. Statist. 10 (1978), 83–88. MR 0423717 (54 #11692)
- A. Ya. Dorogovtsev, Asymptotic properties of estimators of the parameters of a signal that is amplitude modulated by a random process, Dopovidi Akad. Nauk Ukraïn. RSR Ser. A 8 (1974), 680–684. (Russian) MR 0348950 (50 #1444)
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- A. Ya. Dorogovtsev, Asymptotic properties of least squares estimates for a non-linear autoregressive model, Teoriya Sluchainyh Processov 2 (1974), 47–54. (Russian)
- A. Ya. Dorogovtsev, A consistent estimate of a discrete signal from an observation with random errors, Teor. Veroyatnost. i Mat. Statist., 11 (1974), 26–34; English transl. in Theory Probab. Math. Statist. 11 (1978), 23–31. MR 0394996 (52 #15794)
- A. Ya. Dorogovtsev, On a property of an estimator of an almost periodic signal, Teor. Veroyatnost. i Mat. Statist. 11 (1974), 35–38; English transl. in Theory Probab. Math. Statist. 11 (1978), 33–36. MR 0405757 (53 #9549)
- A. Ya. Dorogovtsev, The asymptotic behavior of estimates of parameters of a certain non-linear system, Kibernetika 4 (1974), 72–77. (Russian) MR 0394995 (52 #15793)
- A. Ya. Dorogovtsev, A certain estimate of a periodic signal constructed from an observation in a stationary noise, Vestnik Kiev University, Ser. Mat. Mekh. Ser. A 16 (1974), 10–25. (Russian) MR 0455240 (56 #13479)
- A. Ya. Dorogovtsev, On the consistency of an estimate of the regression function, Teor. Veroyatnost. i Mat. Statist. 12 (1975), 36–43; English transl. in Theory Probab. Math. Statist. 12 (1978), 35–43. MR 0397973 (53 #1828)
- A. Ya. Dorogovtsev, Properties of estimates of parameters in a certain linear regression model, Vestnik Kiev University, Ser. Mat. Mekh. Ser. A 17 (1975), 3–12. (Russian) MR 0433768 (55 #6740)
- A. Ya. Dorogovtsev and T. A. Sheremet’eva, The consistency of an estimate of a transition function, Theory of Random Processes. Questions of Statistics and Control, Akad. Nauk Ukrain. SSR, Inst. Mat., Kiev, 1974, pp. 30–39. (Russian) MR 0488576 (58 #8103)
- A. Ya. Dorogovtsev, On the limit distribution of an estimator of a regression function, Teor. Veroyatnost. i Mat. Statist. 13 (1975), 38–46; English transl. in Theory Probab. Math. Statist. 13 (1977), 39–46. MR 0418326 (54 #6367)
- A. Ya. Dorogovtsev and G. P. Grechka, The asymptotic properties of the periodogram estimate of the frequency and amplitude of a harmonic oscillation, Vychisl. Prikl. Mat. 28 (1976), 18–30. (Russian) MR 0451587 (56:9869)
- A. Ya. Dorogovtsev, On an assertion useful in proving the consistency of estimators, Teor. Veroyatnost. i Mat. Statist. 14 (1976), 34–41; English transl. in Theory Probab. Math. Statist. 14 (1977), 33–39. MR 0415835 (54 #3912)
- A. Ya. Dorogovtsev, On the consistency of non-parametric estimators of a regression function, Teor. Veroyatnost. i Mat. Statist. 15 (1976), 47–53; English transl. in Theory Probab. Math. Statist. 15 (1978), 46–42. MR 0418327 (54 #6368)
- A. Ya. Dorogovtsev, Remarks on the properties of a certain non-parametric maximum likelihood estimate, Mathematics Collection, “Naukova dumka”, Kiev, 1976, pp. 262–268. (Russian) MR 0468076 (57 #7915)
- A. Ya. Dorogovtsev, Properties of a non-parametric estimate of a shift parameter of the simplest stochastic differential equation, Teoriya Sluchainyh Processov 4 (1976), 51–59. (Russian) MR 0423665 (54 #11640)
- A. Ya. Dorogovtsev and P. S. Knopov, Properties of an estimator of parameters of a non-stationary Gaussian regression of a random field, Teor. Veroyatnost. i Mat. Statist. 15 (1976), 54–68; English transl. in Theory Probab. Math. Statist. 15 (1978), 53–66. MR 0431564 (55 #4561)
- A. Ya. Dorogovtsev and G. P. Grechka, Properties of a periodogram estimate of the frequency, Vestnik Kiev University, Ser. Mat. Mekh. Ser. A 18 (1976), 120–122. (Russian) MR 0494764 (58 #13574)
- A. Ya. Dorogovtsev and P. S. Knopov, The consistency of estimates of a continuous function constructed from observations at a finite number of points and with random errors, Dopovidi Akad. Nauk Ukraïn. RSR Ser. A 12 (1976), 1065–1068. (Russian) MR 0433681 (55 #6653)
- A. Ya. Dorogovtsev and P. S. Knopov, An estimator of a two-dimensional signal from an observation with additive random noise, Teor. Veroyatnost. i Mat. Statist. 17 (1977), 61–79; English transl. in Theory Probab. Math. Statist. 17 (1980), 67–86. MR 0468077 (57 #7916)
- A. Ya. Dorogovtsev and P. S. Knopov, Asymptotic properties of a non-parametric estimate of a function of two arguments, Teoriya Sluchainyh Processov 5 (1977), 27–35. (Russian) MR 0468016 (57 #7857)
- A. Ya. Dorogovtsev, Properties of estimates of parameters of linear Gaussian regression in the discrete case, Vychisl. Prikl. Mat. 31 (1977), 136–146. (Russian) MR 0501671 (58 #18969)
- A. Ya. Dorogovtsev, On the convergence of the extremum-points of convergent sequences of random functionals, Dopovidi Akad. Nauk Ukraïn. RSR Ser. A 7 (1977), 581–584. (Russian) MR 0494627 (58:13457)
- A. Ya. Dorogovtsev, Studies in the Theory of Estimation of Parameters of Random Processes, Doctoral dissertation, Akad. Nauk Ukrain. SSR, Inst. Mat., Kiev, 1977. (Russian)
- A. Ya. Dorogovtsev and M. I. Yuditskiĭ, Models with random errors in variables. Estimation of parameters and design of experiments, Teor. Veroyatnost. i Mat. Statist. 19 (1978), 51–57; English transl. in Theory Probab. Math. Statist. 19 (1980), 57–63. MR 0518967 (58 #24767)
- A. Ya. Dorogovtsev and P. S. Knopov, The weak convergence of a sequence of two-parameter martingales, Dopovidi Akad. Nauk Ukraïn. RSR Ser. A 8 (1978), 675–679. (Russian) MR 0510436 (80c:60066
- A. Ya. Dorogovtsev, D. S. Silvestrov, A. V. Skorokhod, and M. I. Yadrenko, Probability Theory: Collection of Problems, “Vyshcha Shkola”, Kiev, 1980; English transl., Amer. Math. Soc., Providence, R.I., 1997. MR 1444579 (98k:60001)
- A. Ya. Dorogovtsev, On a problem of determining an unbiased linear estimator with minimal variance, Teor. Veroyatnost. i Mat. Statist. 22 (1980), 52–57; English transl. in Theory Probab. Math. Statist. 22 (1981), 57–62.
- N. A. Germanov and A. Ya. Dorogovtsev, Estimation of parameters of an autoregressive process with non-identically distributed disturbances, Dopovidi Akad. Nauk Ukraïn. RSR Ser. A 7 (1980), 14–17. (Russian) MR 0582843 (82a:62140)
- A. Ya. Dorogovtsev and A. G. Kurchenko, Application of a certain minimization problem in a Hilbert space to the determination of the best linear estimator, Teor. Veroyatnost. i Mat. Statist. 23 (1980), 47–51; English transl. in Theory Probab. Math. Statist. 23 (1981), 51–54. MR 0614575 (82m:62144)
- A. Ya. Dorogovtsev and A. G. Kurchenko, The best linear estimator of the trend parameters in the presence of white noise type errors, Teor. Veroyatnost. i Mat. Statist. 24 (1981), 27–34; English transl. in Theory Probab. Math. Statist. 24 (1982), 31–37. MR 0628425 (83f:62135)
- A. Ya. Dorogovtsev, A. A. Kurchenko, and A. G. Kukush, A new case for the existence of linear unbiased estimates, Izv. Akad. Nauk UzSSR Ser. Fiz.-Mat. Nauk 3 (1981), 23–29. (Russian) MR 0628914 (83a:62182)
- A. Ya. Dorogovtsev, The Theory of Estimates of the Parameters of Random Processes, “Vyshcha shkola”, Kiev, 1982. (Russian) MR 0668517 (84h:62122)
- A. Ya. Dorogovtsev, Mathematics Today (A. Ya. Dorogovtsev, ed.), vol. 1–9, “Vyshcha shkola”, Kiev, 1983–1994; vol. 10–11, “TViMS”, Kiev, 1995–1997; vol. 12, “Nauchno-metodicheskii tsentr vysshego obrazovaniya”, Kiev, 2001. (Russian) MR 1632323 (99h:47016)
- A. Ya. Dorogovtsev, Estimation of the mean value parameter in a Hilbert space, Teoriya Sluchainyh Processov 11 (1983), 28–31. (Russian) MR 0711232 (85b:62024)
- A. Ya. Dorogovtsev and Yu. G. Kondrat’ev, Some problems of infinite-dimensional analysis and their applications, Vīsnyk Kyïv. Unīv. Ser. Mat. Mekh. 25 (1983), 55–70. (Russian) MR 0746765 (87a:46072)
- A. Ya. Dorogovtsev and A. G. Kukush, Optimal choice of the observation mode in a problem of estimation of the mean, Teor. Veroyatnost. i Mat. Statist. 30 (1984), 38–45; English transl. in Theory Probab. Math. Statist. 30 (1985), 39–46. MR 0800828 (87d:62163)
- A. Ya. Dorogovtsev, The convergence of some integrals with respect to the Gaussian measure in a Hilbert space, Dopovidi Akad. Nauk Ukraïn. RSR Ser. A 5 (1985), 7–8. (Russian) MR 0796167 (86j:60009)
- A. Ya. Dorogovtsev, S. D. Ivasishen, and A. G. Kukush, Asymptotic behavior of solutions of the heat equation with white noise in the right-hand side, Ukrain. Mat. Zh. 37 (1985), no 1, 13–20; English transl. in Ukrainian Math. J. 37 (1986), 10–15. MR 0780908 (86m:35016)
- A. Ya. Dorogovtsev, The asymptotic behavior of solutions of the Cauchy problem for an abstract stochastic differential equation, Uspekhi Mat. Nauk 41 (1986), no. 4, 159–160. (Russian)
- A. Ya. Dorogovtsev, Asymptotic properties of estimates of nonlinear regression in Hilbert space, Teor. Veroyatnost. i Mat. Statist. 35 (1986), 36–43; English transl. in Theory Probab. Math. Statist. 35 (1987), 37–44. MR 0885663 (88d:62058)
- A. Ya. Dorogovtsev, Mathematical Analysis, A collection of problems, “Vyshcha Shkola”, Kiev, 1987. (Russian)
- A. Ya. Dorogovtsev, N. Zerek, and A. G. Kukush, Weak convergence to the normal distribution of an estimator of an infinite-dimensional parameter, Teor. Veroyatnost. i Mat. Statist. 37 (1987), 39–46; English transl. in Theory Probab. Math. Statist. 37 (1988), 45–51. MR 0913908 (89h:62095)
- N. A. Denis’evskiĭ and A. Ya. Dorogovtsev, On a law of large numbers for a linear process in a Banach space, Dokl. Akad. Nauk SSSR 295 (1987), no. 2, 276–279; English transl. in Soviet Math. Dokl. 36 (1988), no. 1, 47–50. MR 0902681 (88j:60023)
- A. Ya. Dorogovtsev, The existence of periodic solutions of an abstract stochastic equation. The asymptotic periodicity of solutions of the Cauchy problem, Uspekhi Mat. Nauk 42 (1987), no. 4, 160. (Russian)
- A. Ya. Dorogovtsev, S. D. Ivasishen, and A. G. Kukush, On the asymptotic behavior on the linear stochastic heat equation solutions, Probability Theory and Mathematical Statistics, Proceedings of the Fourth Vilnius Conference, vol. 1, VNU Sci. Press, Utrecht, 1987, pp. 419–432. MR 0901501 (89g:60192)
- A. Ya. Dorogovtsev and A. G. Kukush, Asymptotic behavior of the solution of the Cauchy problem for a stochastic equation of parabolic type, Ukrain. Mat. Zh. 40 (1988), no. 2, 162–169; English transl. in Ukrainian Math. J. 40 (1988), no. 2, 136–142. MR 0941500 (89e:60117)
- A. Ya. Dorogovtsev and A. G. Kukush, On the limiting distribution of extremum points for certain stochastic optimization models, Lecture Notes in Control and Inform. Sci., vol. 81, Springer-Verlag, Berlin, 1986, 17–21. MR 0890965 (88g:93116)
- A. Ya. Dorogovtsev, Asymptotic behavior of solutions of the Cauchy problem for an abstract stochastic differential equation, Teor. Veroyatnost. i Mat. Statist. 38 (1988), 31–34; English transl. in Theory Probab. Math. Statist. 38 (1989), 31–34. MR 0947518 (89g:60183)
- A. Ya. Dorogovtsev, The existence of periodic solutions of an abstract stochastic equation. Asymptotic periodicity of solutions of the Cauchy problem, Teor. Veroyatnost. i Mat. Statist. 39 (1988), 47–52; English transl. in Theory Probab. Math. Statist. 39 (1989), 55–60. MR 0947930 (89e:60119)
- A. Ya. Dorogovtsev and Le Vin’Tkhuan, The existence of periodic and stationary regimes of discrete dynamical systems in a Banach space, Kibernetika 6 (1988), 121–123. (Russian) MR 0986181 (90f:60114)
- A. Ya. Dorogovtsev and O. Ortega, The existence of periodic solutions of a stochastic equation in a Hilbert space, Vīsnyk Kyïv. Unīv. Ser. Mat. Mekh. 30 (1988), 21–30. (Russian) MR 004452 (90k:60107)
- A. Ya. Dorogovtsev and Le Vin’Tkhuan, Correlation functions of Gaussian Markov stationary and periodic processes in a Hilbert space, Selected Problems in the Current Theory of Random Processes, Akad. Nauk Ukrain. SSR, Inst. Mat., Kiev, 1988, pp. 61–65. (Russian)
- M. F. Gorodniĭ and A. Ya. Dorogovtsev, Stationary solutions of a two-dimensional stochastic difference equation in a Banach space, Stochastic Analysis and its Applications, Akad. Nauk Ukrain. SSR, Inst. Mat., Kiev, 1989, pp. 25–33. (Russian) MR 1064769 (91i:60167)
- A. Ya. Dorogovtsev, Elements of the General Theory of Measure and Integral, “Vyshcha shkola”, Kiev, 1989. (Russian) MR 0995843 (90f:28001)
- A. Ya. Dorogovtsev, Periodic solutions of evolution differential equations that are perturbed by stochastic processes, Ukrain. Mat. Zh. 41 (1989), no. 12, 1642–1648; English transl. in Ukrainian Math. J. 41 (1990), no. 12, 1412–1419. MR 1042961 (91i:34068)
- A. Ya. Dorogovtsev, Necessary and sufficient conditions for existence of stationary and periodic solutions of a stochastic difference equation in Hilbert space, Comput. Math. Appl. 19 (1990), no. 1, 31–37. MR 1026779 (91d:60149)
- A. Ya. Dorogovtsev, Stationary and periodic solutions of a stochastic difference equation in a Banach space, Teor. Veroyatnost. i Mat. Statist. 42 (1990), 35–42; English transl. in Theory Probab. Math. Statist. 42 (1991), 39–46. MR 1069311 (92f:60113)
- A. Ya. Dorogovtsev, Stochastically periodic solutions of differential equations with operator coefficients, Ukrain. Mat. Zh. 43 (1991), no. 4, 489–496; English transl. in Ukrainian Math. J. 43 (1991), no. 4, 451–457. MR 1117890 (92i:60123)
- A. Ya. Dorogovtsev, Consistency of the least squares estimator of an infinite-dimensional parameter, Sibirsk. Mat. Zh. 33 (1992), no. 4, 65–69; English transl. in Siberian Math. J. 33 (1993), no. 4, 603–607. MR 1185436 (93h:62119)
- A. Ya. Dorogovtsev, Periodic and Stationary Regimes of Infinite-Dimensional Deterministic and Stochastic Dynamical Systems, “Vyshcha Shkola”, Kiev, 1992. (Russian) MR 1206004 (94c:60097)
- A. Ya. Dorogovtsev, Bounded and periodic solutions of some difference and differential equations, Uspekhi Mat. Nauk 46 (1991), no. 6, 149–150. (Russian)
- A. Ya. Dorogovtsev, Mathematical Analysis, vol. I, “Lybid”, Kyiv, 1993; vol. II, 1994. (Russian)
- A. Ya. Dorogovtsev, On asymptotic normality of the least square estimators of an infinite-dimensional parameter, Ukrain. Mat. Zh. 45 (1993), no. 1, 44–53; English transl. in Ukrainian Math. J. 45 (1993), no. 1, 48–58. MR 1426569 (99c:62058)
- A. Ya. Dorogovtsev, Periodic and bounded solutions of the operator Riccati equation, Ukrain. Mat. Zh. 45 (1993), no. 2, 239–242; English transl. in Ukrainian Math. J. 45 (1993), no. 2, 255–259. MR 1232407 (95a:34092)
- A. Ya. Dorogovtsev, Stationary and periodic solutions of the operator Riccati equation with random perturbation, Ukrain. Mat. Zh. 45 (1993), no. 5, 609–615; English transl. in Ukrainian Math. J. 45 (1994), no. 5, 662–670. MR 1247681 (94k:34107)
- A. Ya. Dorogovtsev and M. F. Gorodniĭ, Bounded solutions of the operator Volterra chain, Uspekhi Mat. Nauk 49 (1994), no. 4, 85.
- A. Ya. Dorogovtsev, Stationary and periodic solutions of linear differential operator equations, Proceedings of the Second Ukrainian–Hungarian Conference on “New Trends in Probability Theory and Mathematical Statistics”, September 25–October 2, 1992, Mukachevo, Ukraine, TViMS, Kiev, 1994, pp. 50–54.
- A. Ya. Dorogovtsev and T. A. Petrova, Bound and periodic solutions of the Riccati equation in Banach space, J. Appl. Math. Stochastic Anal. 8 (1995), no. 2, 195–200. MR 1330123 (96c:34129)
- M. F. Gorodniĭ and A. Ya. Dorogovtsev, Bounded solutions of a class of nonlinear operator difference equations, Ukrain. Mat. Zh. 47 (1995), no. 7, 888–894; English transl. in Ukrainian Math. J. 47 (1995), no. 7, 890–896. MR 1367944 (96j:39016)
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Published electronically:
January 4, 2006
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American Mathematical Society