2010 Mathematics Subject Classification index

doi:10.15559/20-VMSTA74MI

11B73 A. Tchorbadjieff, P. Mayster, Geometric branching reproduction Markov processes, 357
28A35 N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43
33C05 A. Tchorbadjieff, P. Mayster, Geometric branching reproduction Markov processes, 357
35G10 Yu. Kozachenko, E. Orsingher, L. Sakhno, O. Vasylyk, Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions, 79
35K10 H. Knani, M. Dozzi, Linear backward stochastic differential equations with Gaussian Volterra processes, 415
35R60 Yu. Kozachenko, E. Orsingher, L. Sakhno, O. Vasylyk, Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions, 79
60A10 N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43
60E07 A. Basse-O’Connor, J. Pedersen, V. Rohde, On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos, 267
60F10 B. Pacchiarotti, Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion, 17
60F15 A.V. Marynych, I.K. Matsak, The laws of iterated and triple logarithms for extreme values of regenerative processes, 61
60G07 A. De Gregorio, R. Garra, Alternative probabilistic representations of Barenblatt-type solutions, 97

A.A. Gushchin, Single jump filtrations and local martingales, 135
60G15 B. Pacchiarotti, Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion, 17

A. Basse-O’Connor, J. Pedersen, V. Rohde, On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos, 267
60G20 Yu. Kozachenko, E. Orsingher, L. Sakhno, O. Vasylyk, Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions, 79
60G22 B. Pacchiarotti, Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion, 17

O. Banna, F. Buryak, Yu. Mishura, Distance from fractional Brownian motion with associated Hurst index 0 < H < 1/2 to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent, 191

D. Avetisian, K. Ralchenko, Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation, 339

H. Knani, M. Dozzi, Linear backward stochastic differential equations with Gaussian Volterra processes, 415
60G44 N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43

A.A. Gushchin, Single jump filtrations and local martingales, 135

O. Banna, F. Buryak, Yu. Mishura, Distance from fractional Brownian motion with associated Hurst index 0 < H < 1/2 to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent, 191
60G48 A.S. Sengar, N.S. Upadhye, Subordinated compound Poisson processes of order k, 395
60G51 M. Hess, A pure-jump mean-reverting short rate model, 113

O. Ragulina, Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy, 245

L. Vostrikova, On distributions of exponential functionals of the processes with independent increments, 291

A.S. Sengar, N.S. Upadhye, Subordinated compound Poisson processes of order k, 395
60G55 N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43
60G57 I. Bodnarchuk, Averaging principle for a stochastic cable equation, 449
60G60 Yu. Kozachenko, E. Orsingher, L. Sakhno, O. Vasylyk, Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions, 79
60G70 A.V. Marynych, I.K. Matsak, The laws of iterated and triple logarithms for extreme values of regenerative processes, 61
60H05 H. Knani, M. Dozzi, Linear backward stochastic differential equations with Gaussian Volterra processes, 415

I. Bodnarchuk, Averaging principle for a stochastic cable equation, 449
60H07 H. Knani, M. Dozzi, Linear backward stochastic differential equations with Gaussian Volterra processes, 415
60H10 Olg. Borysenko, O. Borysenko, Stochastic two-species mutualism model with jumps, 1

M. Hess, A pure-jump mean-reverting short rate model, 113

H. Knani, M. Dozzi, Linear backward stochastic differential equations with Gaussian Volterra processes, 415
60H15 D. Avetisian, K. Ralchenko, Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation, 339

I. Bodnarchuk, Averaging principle for a stochastic cable equation, 449
60H20 M. Marzougue, Y. Sagna, Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions, 157
60H30 Olg. Borysenko, O. Borysenko, Stochastic two-species mutualism model with jumps, 1

M. Hess, A pure-jump mean-reverting short rate model, 113

M. Marzougue, Y. Sagna, Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions, 157
60J80 A. Tchorbadjieff, P. Mayster, Geometric branching reproduction Markov processes, 357
60K05 N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43
60K25 A.V. Marynych, I.K. Matsak, The laws of iterated and triple logarithms for extreme values of regenerative processes, 61
62F10 D. Avetisian, K. Ralchenko, Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation, 339
62G20 V. Miroshnichenko, R. Maiboroda, Asymptotic normality of modified LS estimator for mixture of nonlinear regressions, 435
62H05 A. Basse-O’Connor, J. Pedersen, V. Rohde, On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos, 267
62H10 A. Basse-O’Connor, J. Pedersen, V. Rohde, On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos, 267
62H12 A. Kukush, I. Senko, Prediction in polynomial errors-in-variables models, 203
62J02 A. Kukush, I. Senko, Prediction in polynomial errors-in-variables models, 203
62J05 A. Kukush, I. Senko, Prediction in polynomial errors-in-variables models, 203

V. Miroshnichenko, R. Maiboroda, Asymptotic normality of modified LS estimator for mixture of nonlinear regressions, 435
91B30 N.D. Macheras, S.M. Tzaninis, A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles, 43

M. Hess, A pure-jump mean-reverting short rate model, 113

D.J. Santana, L. Rincón, Approximations of the ruin probability in a discrete time risk model, 221

O. Ragulina, Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy, 245
91B70 M. Hess, A pure-jump mean-reverting short rate model, 113
91E20 Y. Dolinsky, On shortfall risk minimization for game options, 379
91G10 Y. Dolinsky, On shortfall risk minimization for game options, 379
91G30 M. Hess, A pure-jump mean-reverting short rate model, 113
91G80 L. Vostrikova, On distributions of exponential functionals of the processes with independent increments, 291
91G99 D.J. Santana, L. Rincón, Approximations of the ruin probability in a discrete time risk model, 221
92D25 Olg. Borysenko, O. Borysenko, Stochastic two-species mutualism model with jumps, 1

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