-
39B62 A. Kulik, T. Tymoshkevych, A martingale bound for the entropy associated with a trimmed filtration on ${\mathbb{R}}^{d}$, 151
-
47D07 A. Kulik, T. Tymoshkevych, A martingale bound for the entropy associated with a trimmed filtration on ${\mathbb{R}}^{d}$, 151
-
60E15 A. Kulik, T. Tymoshkevych, A martingale bound for the entropy associated with a trimmed filtration on ${\mathbb{R}}^{d}$, 151
-
60F05 L. Sakhno, Asymptotics for functionals of powers of a periodogram, 181
-
60F15 V. Makogin, Yu. Mishura, Strong limit theorems for anisotropic self-similar fields, 73
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60G10 Yu. Kozachenko, V. Troshki, A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process, 139L. Sakhno, Asymptotics for functionals of powers of a periodogram, 181
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60G17 V. Makogin, Yu. Mishura, Strong limit theorems for anisotropic self-similar fields, 73V. Radchenko, Heat equation with general stochastic measure colored in time, 129
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60G18 V. Makogin, Yu. Mishura, Strong limit theorems for anisotropic self-similar fields, 73Yu. Mishura, G. Rizhniak, V. Zubchenko, European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process, 95
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60G22 V. Makogin, Yu. Mishura, Strong limit theorems for anisotropic self-similar fields, 73
-
60G44 G. Kulinich, S. Kushnirenko, Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients, 65
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60G51 T. Kosenkova, A. Kulik, Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes, 49Yu. Mishura, O. Ragulina, O. Stroyev, Practical approaches to the estimation of the ruin probability in a risk model with additional funds, 167
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60G57 V. Radchenko, Heat equation with general stochastic measure colored in time, 129
-
60G60 V. Makogin, Yu. Mishura, Strong limit theorems for anisotropic self-similar fields, 73
-
60H07 D. Ivanenko, A. Kulik, LAN property for discretely observed solutions to Lévy driven SDE’s, 33Iu. Ganychenko, A. Kulik, Rates of approximation of nonsmooth integral-type functionals of Markov processes, 117
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60H10 T. Kosenkova, A. Kulik, Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes, 49G. Kulinich, S. Kushnirenko, Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients, 65Yu. Mishura, G. Rizhniak, V. Zubchenko, European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process, 95
-
60H15 V. Radchenko, Heat equation with general stochastic measure colored in time, 129
-
60H35 Iu. Ganychenko, A. Kulik, Rates of approximation of nonsmooth integral-type functionals of Markov processes, 117
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60J55 M. Perestyuk, Yu. Mishura, G. Shevchenko, On the distribution of integral functionals of a homogeneous diffusion process, 109
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60J60 M. Perestyuk, Yu. Mishura, G. Shevchenko, On the distribution of integral functionals of a homogeneous diffusion process, 109A. Kulik, T. Tymoshkevych, A martingale bound for the entropy associated with a trimmed filtration on ${\mathbb{R}}^{d}$, 151
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60J75 D. Ivanenko, A. Kulik, LAN property for discretely observed solutions to Lévy driven SDE’s, 33T. Kosenkova, A. Kulik, Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes, 49
-
62F12 D. Ivanenko, A. Kulik, LAN property for discretely observed solutions to Lévy driven SDE’s, 33
-
62G10 A. Doronin, R. Maiboroda, Testing hypotheses on moments by observations from a mixture with varying concentrations, 195
-
62G20 A. Doronin, R. Maiboroda, Testing hypotheses on moments by observations from a mixture with varying concentrations, 195
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62H05 L. Aleksidze, M. Mumladze, Z. Zerakidze, The consistent criteria of hypotheses, 3
-
62H12 L. Aleksidze, M. Mumladze, Z. Zerakidze, The consistent criteria of hypotheses, 3
-
62J12 C. Chimisov, A. Kukush, Asymptotic normality of corrected estimator in Cox proportional hazards model with measurement error, 13
-
62M07 Yu. Kozachenko, V. Troshki, A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process, 139
-
62M15 L. Sakhno, Asymptotics for functionals of powers of a periodogram, 181
-
62N01 C. Chimisov, A. Kukush, Asymptotic normality of corrected estimator in Cox proportional hazards model with measurement error, 13
-
62N02 C. Chimisov, A. Kukush, Asymptotic normality of corrected estimator in Cox proportional hazards model with measurement error, 13
-
91B25 Yu. Mishura, G. Rizhniak, V. Zubchenko, European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process, 95
-
91B30 Yu. Mishura, O. Ragulina, O. Stroyev, Practical approaches to the estimation of the ruin probability in a risk model with additional funds, 167
2010 Mathematics Subject Classification index
Volume 1, 2014
Volume 1, Issue 2 (2014), pp. 215–217
Pub. online: 12 February 2015
Type: 2010 Mathematics Subject Classification Index
Published
12 February 2015
12 February 2015
