I. Bodnarchuk, Yu. Mishura, Combinatorial approach to the calculation of projection coefficients for the simplest Gaussian-Volterra process, 403

V. Bohdanskyi, V. Bohun, A. Marynych, I. Samoilenko, Arithmetic properties of multiplicative integer-valued perturbed random walks, 133

V. Bohdanskyi, V. Bohun, A. Marynych, I. Samoilenko, Arithmetic properties of multiplicative integer-valued perturbed random walks, 133

C. Amorino, A. Jaramillo, M. Podolskij, Optimal estimation of the local time and the occupation time measure for an α-stable Lévy process, 149

J. Lee, C. Macci, Noncentral moderate deviations for fractional Skellam processes, 43

Yu. Mishura, K. Ralchenko, P. Zelenko, V. Zubchenko, Properties of the entropic risk measure EVaR in relation to selected distributions, 373

B. Elmansouri, M. El Otmani, Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients, 109

B. Elmansouri, M. El Otmani, Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients, 109

L. Shaikhet, Unsolved problem about stability of stochastic difference equations with continuous time and distributed delay, 395

L. Shaikhet, Unsolved problem about stability of stochastic difference equations with continuous time and distributed delay, 395

T. Zaevski, N. Kyurkchiev, On min- and max-Kies families: distributional properties and saturation in Hausdorff sense, 265

T. Zaevski, N. Kyurkchiev, On min- and max-Kies families: distributional properties and saturation in Hausdorff sense, 265

A. Iksanov, V. Kotelnikova, A law of the iterated logarithm for small counts in Karlin’s occupancy scheme, 217

R. Leipus, J. Šiaulys, A note on randomly stopped sums with zero mean increments, 31

T. Zaevski, N. Kyurkchiev, On min- and max-Kies families: distributional properties and saturation in Hausdorff sense, 265

Yu. Mishura, K. Ralchenko, P. Zelenko, V. Zubchenko, Properties of the entropic risk measure EVaR in relation to selected distributions, 373

Yu. Mishura, K. Ralchenko, P. Zelenko, V. Zubchenko, Properties of the entropic risk measure EVaR in relation to selected distributions, 373

J. Lee, C. Macci, Noncentral moderate deviations for fractional Skellam processes, 43

V. Bohdanskyi, V. Bohun, A. Marynych, I. Samoilenko, Arithmetic properties of multiplicative integer-valued perturbed random walks, 133

C. Amorino, A. Jaramillo, M. Podolskij, Optimal estimation of the local time and the occupation time measure for an α-stable Lévy process, 149

R. Leipus, J. Šiaulys, A note on randomly stopped sums with zero mean increments, 31

J. Lee, C. Macci, Noncentral moderate deviations for fractional Skellam processes, 43

A. Iksanov, V. Kotelnikova, A law of the iterated logarithm for small counts in Karlin’s occupancy scheme, 217

V. Cammarota, D. Marinucci, M. Salvi, S. Vigogna, A quantitative functional central limit theorem for shallow neural networks, 85

I. Bodnarchuk, Yu. Mishura, Combinatorial approach to the calculation of projection coefficients for the simplest Gaussian-Volterra process, 403

B. Manikin, V. Radchenko, Sample path properties of multidimensional integral with respect to stochastic measure, 421

K. Ralchenko, M. Yakovliev, Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations, 1

J. Lee, C. Macci, Noncentral moderate deviations for fractional Skellam processes, 43

G. Di Nunno, A. Yurchenko-Tytarenko, Power law in Sandwiched Volterra Volatility model, 169

I. Bodnarchuk, Yu. Mishura, Combinatorial approach to the calculation of projection coefficients for the simplest Gaussian-Volterra process, 403

R. Leipus, J. Šiaulys, A note on randomly stopped sums with zero mean increments, 31

A. Iksanov, V. Kotelnikova, A law of the iterated logarithm for small counts in Karlin’s occupancy scheme, 217

S. Gervė, A. Grigutis, Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory, 323

K. Buchak, L. Sakhno, Generalized fractional calculus and some models of generalized counting processes, 439

M. Şimşek, L. Ramsden, A. D. Papaioannou, Fluctuations of an omega-type killed process in discrete time, 459

K. Buchak, L. Sakhno, Generalized fractional calculus and some models of generalized counting processes, 439

T. Nakagawa, R. Suzuki, Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes, 303

K. Buchak, L. Sakhno, Generalized fractional calculus and some models of generalized counting processes, 439

V. Cammarota, D. Marinucci, M. Salvi, S. Vigogna, A quantitative functional central limit theorem for shallow neural networks, 85

B. Manikin, V. Radchenko, Sample path properties of multidimensional integral with respect to stochastic measure, 421

B. Elmansouri, M. El Otmani, Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients, 109

B. Manikin, V. Radchenko, Sample path properties of multidimensional integral with respect to stochastic measure, 421

T. Nakagawa, R. Suzuki, Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes, 303

B. Elmansouri, M. El Otmani, Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients, 109

G. Di Nunno, A. Yurchenko-Tytarenko, Power law in Sandwiched Volterra Volatility model, 169

T. Nakagawa, R. Suzuki, Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes, 303

B. Elmansouri, M. El Otmani, Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients, 109

B. Elmansouri, M. El Otmani, Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients, 109

G. Di Nunno, A. Yurchenko-Tytarenko, Power law in Sandwiched Volterra Volatility model, 169

S. Gervė, A. Grigutis, Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory, 323

C. Amorino, A. Jaramillo, M. Podolskij, Optimal estimation of the local time and the occupation time measure for an α-stable Lévy process, 149

T. Zaevski, N. Kyurkchiev, On min- and max-Kies families: distributional properties and saturation in Hausdorff sense, 265

K. Ralchenko, M. Yakovliev, Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations, 1

K. Ralchenko, M. Yakovliev, Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations, 1

O. Chernova, Estimation in Cox proportional hazards model with heteroscedastic errors in covariates, 479

O. Chernova, Estimation in Cox proportional hazards model with heteroscedastic errors in covariates, 479

V. Cammarota, D. Marinucci, M. Salvi, S. Vigogna, A quantitative functional central limit theorem for shallow neural networks, 85

M. Şimşek, L. Ramsden, A. D. Papaioannou, Fluctuations of an omega-type killed process in discrete time, 459

S. Gervė, A. Grigutis, Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory, 323

G. Di Nunno, A. Yurchenko-Tytarenko, Power law in Sandwiched Volterra Volatility model, 169

Yu. Mishura, K. Ralchenko, P. Zelenko, V. Zubchenko, Properties of the entropic risk measure EVaR in relation to selected distributions, 373