I. Fazekas, Cs. Noszály, N. Uzonyi, Taylor’s power law for the

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P. Mayster, A. Tchorbadjieff, Logarithmic Lévy process directed by Poisson subordinator,

M. Zili, E. Zougar, Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator,

K. Ralchenko, G. Shevchenko, Existence and uniqueness of mild solution to fractional stochastic heat equation,

K. Ralchenko, G. Shevchenko, Existence and uniqueness of mild solution to fractional stochastic heat equation,

P. Di Tella, H.-J. Engelbert, BSDEs and log-utility maximization for Lévy processes,

R.V. Ivanov, K. Ano, Option pricing in time-changed Lévy models with compound Poisson jumps,

M. Vidmar, Arithmetic of (independent) sigma-fields on probability spaces,

M. Vidmar, Arithmetic of (independent) sigma-fields on probability spaces,

P. Mayster, A. Tchorbadjieff, Logarithmic Lévy process directed by Poisson subordinator,

R. Belfadli, L. Boulanba, M. Mellouk, Moderate deviations for a stochastic Burgers equation,

D. Giraudo, Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields,

R. Belfadli, L. Boulanba, M. Mellouk, Moderate deviations for a stochastic Burgers equation,

M. Voutilainen, L. Viitasaari, P. Ilmonen, Note on AR(1)-characterisation of stationary processes and model fitting,

A. Buteikis, R. Leipus, A copula-based bivariate integer-valued autoregressive process with application,

M. Zili, E. Zougar, Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator,

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Z. Mahdi Khalil, C. Tudor, Estimation of the drift parameter for the fractional stochastic heat equation via power variation,

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S. Lohvinenko, K. Ralchenko, Maximum likelihood estimation in the non-ergodic fractional Vasicek model,

R.V. Ivanov, K. Ano, Option pricing in time-changed Lévy models with compound Poisson jumps,

R.V. Ivanov, K. Ano, Option pricing in time-changed Lévy models with compound Poisson jumps,

O. Ragulina, The risk model with stochastic premiums and a multi-layer dividend strategy,

P. Di Tella, H.-J. Engelbert, BSDEs and log-utility maximization for Lévy processes,

D. Giraudo, Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields,

M. Zili, E. Zougar, Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator,

Z. Mahdi Khalil, C. Tudor, Estimation of the drift parameter for the fractional stochastic heat equation via power variation,

P. Di Tella, H.-J. Engelbert, BSDEs and log-utility maximization for Lévy processes,

T. Huschto, M. Podolskij, S. Sager, The asymptotic error of chaos expansion approximations for stochastic differential equations,

T. Huschto, M. Podolskij, S. Sager, The asymptotic error of chaos expansion approximations for stochastic differential equations,

R. Belfadli, L. Boulanba, M. Mellouk, Moderate deviations for a stochastic Burgers equation,

R.V. Ivanov, K. Ano, Option pricing in time-changed Lévy models with compound Poisson jumps,

G. Liaudanskaitė, V. Čekanavičius, Asymptotics for the sum of three state Markov dependent random variables,

V. Golomoziy, On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence,

R.V. Ivanov, K. Ano, Option pricing in time-changed Lévy models with compound Poisson jumps,

P. Mayster, A. Tchorbadjieff, Logarithmic Lévy process directed by Poisson subordinator,

V. Golomoziy, On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence,

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I. Fazekas, Cs. Noszály, N. Uzonyi, Taylor’s power law for the

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S. Lohvinenko, K. Ralchenko, Maximum likelihood estimation in the non-ergodic fractional Vasicek model,

S. Lohvinenko, K. Ralchenko, Maximum likelihood estimation in the non-ergodic fractional Vasicek model,

R. Maiboroda, O. Sugakova, Jackknife covariance matrix estimation for observations from mixture,

A. Buteikis, R. Leipus, A copula-based bivariate integer-valued autoregressive process with application,

R. Maiboroda, O. Sugakova, Jackknife covariance matrix estimation for observations from mixture,

M. Voutilainen, L. Viitasaari, P. Ilmonen, Note on AR(1)-characterisation of stationary processes and model fitting,

A. Buteikis, R. Leipus, A copula-based bivariate integer-valued autoregressive process with application,

V. Bagdonavičius, R. Levulienė, Testing proportional hazards for specified covariates,

V. Bagdonavičius, R. Levulienė, Testing proportional hazards for specified covariates,

V. Bagdonavičius, R. Levulienė, Testing proportional hazards for specified covariates,

T. Huschto, M. Podolskij, S. Sager, The asymptotic error of chaos expansion approximations for stochastic differential equations,

O. Navickienė, J. Sprindys, J. Šiaulys, Ruin probability for the bi-seasonal discrete time risk model with dependent claims,

O. Ragulina, The risk model with stochastic premiums and a multi-layer dividend strategy,

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