05C80 I. Fazekas, Cs. Noszály, N. Uzonyi, Taylor’s power law for the N-stars network evolution model, 311

11B73 P. Mayster, A. Tchorbadjieff, Logarithmic Lévy process directed by Poisson subordinator, 419

33C05 P. Mayster, A. Tchorbadjieff, Logarithmic Lévy process directed by Poisson subordinator, 419

35A08 M. Zili, E. Zougar, Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator, 345

35K55 K. Ralchenko, G. Shevchenko, Existence and uniqueness of mild solution to fractional stochastic heat equation, 57

35R60 K. Ralchenko, G. Shevchenko, Existence and uniqueness of mild solution to fractional stochastic heat equation, 57

50G46 P. Di Tella, H.-J. Engelbert, BSDEs and log-utility maximization for Lévy processes, 479

6008 R.V. Ivanov, K. Ano, Option pricing in time-changed Lévy models with compound Poisson jumps, 81

60A05 M. Vidmar, Arithmetic of (independent) sigma-fields on probability spaces, 269

60A10 M. Vidmar, Arithmetic of (independent) sigma-fields on probability spaces, 269

60E07 P. Mayster, A. Tchorbadjieff, Logarithmic Lévy process directed by Poisson subordinator, 419

60F05 R. Belfadli, L. Boulanba, M. Mellouk, Moderate deviations for a stochastic Burgers equation, 167

D. Giraudo, Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields, 251

60F10 R. Belfadli, L. Boulanba, M. Mellouk, Moderate deviations for a stochastic Burgers equation, 167

60G10 M. Voutilainen, L. Viitasaari, P. Ilmonen, Note on AR(1)-characterisation of stationary processes and model fitting, 195

A. Buteikis, R. Leipus, A copula-based bivariate integer-valued autoregressive process with application, 227

60G15 M. Zili, E. Zougar, Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator, 345

Z. Mahdi Khalil, C. Tudor, Estimation of the drift parameter for the fractional stochastic heat equation via power variation, 397

60G18 Z. Mahdi Khalil, C. Tudor, Estimation of the drift parameter for the fractional stochastic heat equation via power variation, 397

60G22 K. Ralchenko, G. Shevchenko, Existence and uniqueness of mild solution to fractional stochastic heat equation, 57

S. Lohvinenko, K. Ralchenko, Maximum likelihood estimation in the non-ergodic fractional Vasicek model, 377

60G44 R.V. Ivanov, K. Ano, Option pricing in time-changed Lévy models with compound Poisson jumps, 81

60G51 R.V. Ivanov, K. Ano, Option pricing in time-changed Lévy models with compound Poisson jumps, 81

O. Ragulina, The risk model with stochastic premiums and a multi-layer dividend strategy, 285

P. Di Tella, H.-J. Engelbert, BSDEs and log-utility maximization for Lévy processes, 479

60G60 D. Giraudo, Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields, 251

60H05 M. Zili, E. Zougar, Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator, 345

Z. Mahdi Khalil, C. Tudor, Estimation of the drift parameter for the fractional stochastic heat equation via power variation, 397

P. Di Tella, H.-J. Engelbert, BSDEs and log-utility maximization for Lévy processes, 479

60H07 T. Huschto, M. Podolskij, S. Sager, The asymptotic error of chaos expansion approximations for stochastic differential equations, 145

60H10 T. Huschto, M. Podolskij, S. Sager, The asymptotic error of chaos expansion approximations for stochastic differential equations, 145

60H15 K. Ralchenko, G. Shevchenko, Existence and uniqueness of mild solution to fractional stochastic heat equation, 57

R. Belfadli, L. Boulanba, M. Mellouk, Moderate deviations for a stochastic Burgers equation, 167

M. Zili, E. Zougar, Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator, 345

60H30 R.V. Ivanov, K. Ano, Option pricing in time-changed Lévy models with compound Poisson jumps, 81

60J10 G. Liaudanskaitė, V. Čekanavičius, Asymptotics for the sum of three state Markov dependent random variables, 109

V. Golomoziy, On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence, 333

60J75 R.V. Ivanov, K. Ano, Option pricing in time-changed Lévy models with compound Poisson jumps, 81

P. Mayster, A. Tchorbadjieff, Logarithmic Lévy process directed by Poisson subordinator, 419

60K05 V. Golomoziy, On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence, 333

60K35 L. Angelani, R. Garra, Probability distributions for the run-and-tumble models with variable speed and tumbling rate, 3

60K99 L. Angelani, R. Garra, Probability distributions for the run-and-tumble models with variable speed and tumbling rate, 3

62E10 I. Fazekas, Cs. Noszály, N. Uzonyi, Taylor’s power law for the N-stars network evolution model, 311

62E20 V. Bagdonavičius, R. Levulienė, Testing proportional hazards for specified covariates, 209

62F10 S. Lohvinenko, K. Ralchenko, Maximum likelihood estimation in the non-ergodic fractional Vasicek model, 377

62F12 S. Lohvinenko, K. Ralchenko, Maximum likelihood estimation in the non-ergodic fractional Vasicek model, 377

62G20 R. Maiboroda, O. Sugakova, Jackknife covariance matrix estimation for observations from mixture, 495

62H12 A. Buteikis, R. Leipus, A copula-based bivariate integer-valued autoregressive process with application, 227

62J05 R. Maiboroda, O. Sugakova, Jackknife covariance matrix estimation for observations from mixture, 495

62M10 M. Voutilainen, L. Viitasaari, P. Ilmonen, Note on AR(1)-characterisation of stationary processes and model fitting, 195

A. Buteikis, R. Leipus, A copula-based bivariate integer-valued autoregressive process with application, 227

62N01 V. Bagdonavičius, R. Levulienė, Testing proportional hazards for specified covariates, 209

62N02 V. Bagdonavičius, R. Levulienė, Testing proportional hazards for specified covariates, 209

62N03 V. Bagdonavičius, R. Levulienė, Testing proportional hazards for specified covariates, 209

65C30 T. Huschto, M. Podolskij, S. Sager, The asymptotic error of chaos expansion approximations for stochastic differential equations, 145

91B30 O. Navickienė, J. Sprindys, J. Šiaulys, Ruin probability for the bi-seasonal discrete time risk model with dependent claims, 133

O. Ragulina, The risk model with stochastic premiums and a multi-layer dividend strategy, 285

91B70 O. Navickienė, J. Sprindys, J. Šiaulys, Ruin probability for the bi-seasonal discrete time risk model with dependent claims, 133