T. Godland, Z. Kabluchko, Conic intrinsic volumes of Weyl chambers, 357

S.M. Tzaninis, Applications of a change of measures technique for compound mixed renewal processes to the ruin problem, 45

T. Godland, Z. Kabluchko, Conic intrinsic volumes of Weyl chambers, 357

T. Godland, Z. Kabluchko, Conic intrinsic volumes of Weyl chambers, 357

T. Godland, Z. Kabluchko, Conic intrinsic volumes of Weyl chambers, 357

T. Godland, Z. Kabluchko, Conic intrinsic volumes of Weyl chambers, 357

S.M. Tzaninis, Applications of a change of measures technique for compound mixed renewal processes to the ruin problem, 45

Y. Kawamoto, Interacting Brownian motions in infinite dimensions related to the origin of the spectrum of random matrices, 89

T. Godland, Z. Kabluchko, Conic intrinsic volumes of Weyl chambers, 357

C. Macci, B. Pacchiarotti, E. Villa, Asymptotic results for families of random variables having power series distributions, 207

C. Macci, B. Pacchiarotti, E. Villa, Asymptotic results for families of random variables having power series distributions, 207

V. Bohun, A. Marynych, Random walks with sticky barriers, 245

V. Bohun, A. Marynych, Random walks with sticky barriers, 245

C. Hu, V. Pozdnyakov, J. Yan, On occupation time for on-off processes with multiple off-states, 413

D. Borzykh, A. Gushchin, On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions, 265

C. Hu, V. Pozdnyakov, J. Yan, On occupation time for on-off processes with multiple off-states, 413

Yu. Mishura, S. Shklyar, Gaussian Volterra processes with power-type kernels. Part I, 313

M. El Omari, Notes on spherical bifractional Brownian motion, 339

Yu. Mishura, S. Shklyar, Gaussian Volterra processes with power-type kernels. Part II, 431

Yu. Mishura, S. Shklyar, Gaussian Volterra processes with power-type kernels. Part I, 313

Yu. Mishura, S. Shklyar, Gaussian Volterra processes with power-type kernels. Part II, 431

Yu. Mishura, S. Shklyar, Gaussian Volterra processes with power-type kernels. Part I, 313

Yu. Mishura, S. Shklyar, Gaussian Volterra processes with power-type kernels. Part II, 431

M. D’Ovidio, E. Orsingher, L. Sakhno, Models of space-time random fields on the sphere, 139

C. Macci, B. Pacchiarotti, E. Villa, Asymptotic results for families of random variables having power series distributions, 207

Yu. Mishura, S. Shklyar, Gaussian Volterra processes with power-type kernels. Part I, 313

Yu. Mishura, S. Shklyar, Gaussian Volterra processes with power-type kernels. Part II, 431

S.M. Tzaninis, Applications of a change of measures technique for compound mixed renewal processes to the ruin problem, 45

D. Borzykh, A. Gushchin, On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions, 265

V. Bohun, A. Marynych, Random walks with sticky barriers, 245

A. Grigutis, A. Nakliuda, Note on the bi-risk discrete time risk model with income rate two, 401

S.M. Tzaninis, Applications of a change of measures technique for compound mixed renewal processes to the ruin problem, 45

B. Manikin, Averaging principle for the one-dimensional parabolic equation driven by stochastic measure, 123

B. Manikin, Asymptotic properties of the parabolic equation driven by stochastic measure, 483

M. D’Ovidio, E. Orsingher, L. Sakhno, Models of space-time random fields on the sphere, 139

M. El Omari, Notes on spherical bifractional Brownian motion, 339

A. Ohashi, F. Russo, A. Teixeira, On path-dependent SDEs involving distributional drifts, 65

Yu. Mishura, S. Shklyar, Gaussian Volterra processes with power-type kernels. Part II, 431

A. Ohashi, F. Russo, A. Teixeira, On path-dependent SDEs involving distributional drifts, 65

Y. Kawamoto, Interacting Brownian motions in infinite dimensions related to the origin of the spectrum of random matrices, 89

N.E.H. Bouaicha, F. Chighoub, I. Alia, A. Sohail, Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps, 157

A. Ohashi, F. Russo, A. Teixeira, On path-dependent SDEs involving distributional drifts, 65

N.E.H. Bouaicha, F. Chighoub, I. Alia, A. Sohail, Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps, 157

M. D’Ovidio, E. Orsingher, L. Sakhno, Models of space-time random fields on the sphere, 139

V. Bohun, A. Marynych, Random walks with sticky barriers, 245

V. Bezborodov, L. Di Persio, Spatial birth-and-death processes with a finite number of particles, 279

Y. Kawamoto, Interacting Brownian motions in infinite dimensions related to the origin of the spectrum of random matrices, 89

A. Tchorbadjieff, P. Mayster, Factorial moments of the critical Markov branching process with geometric reproduction of particles, 229

A. Grigutis, A. Nakliuda, Note on the bi-risk discrete time risk model with income rate two, 401

S. Losidis, Covariance between the forward recurrence time and the number of renewals, 1

S.M. Tzaninis, Applications of a change of measures technique for compound mixed renewal processes to the ruin problem, 45

A. Tchorbadjieff, P. Mayster, Factorial moments of the critical Markov branching process with geometric reproduction of particles, 229

S. Losidis, Covariance between the forward recurrence time and the number of renewals, 1

Y. Kawamoto, Interacting Brownian motions in infinite dimensions related to the origin of the spectrum of random matrices, 89

V. Bezborodov, L. Di Persio, Spatial birth-and-death processes with a finite number of particles, 279

R. Maiboroda, V. Miroshnychenko, O. Sugakova, Jackknife for nonlinear estimating equations, 377

R. Maiboroda, V. Miroshnychenko, O. Sugakova, Jackknife for nonlinear estimating equations, 377

G. Alfelt, S. Mazur, On the mean and variance of the estimated tangency portfolio weights for small samples, 453

Y. Kawamoto, Interacting Brownian motions in infinite dimensions related to the origin of the spectrum of random matrices, 89

S.M. Tzaninis, Applications of a change of measures technique for compound mixed renewal processes to the ruin problem, 45

A. Grigutis, A. Nakliuda, Note on the bi-risk discrete time risk model with income rate two, 401

G. Alfelt, S. Mazur, On the mean and variance of the estimated tangency portfolio weights for small samples, 453

N.E.H. Bouaicha, F. Chighoub, I. Alia, A. Sohail, Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps, 157

N.E.H. Bouaicha, F. Chighoub, I. Alia, A. Sohail, Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps, 157