
0508 I. Bodnarchuk, Yu. Mishura, Combinatorial approach to the calculation of projection coefficients for the simplest GaussianVolterra process, 403

11A05 V. Bohdanskyi, V. Bohun, A. Marynych, I. Samoilenko, Arithmetic properties of multiplicative integervalued perturbed random walks, 133

11K65 V. Bohdanskyi, V. Bohun, A. Marynych, I. Samoilenko, Arithmetic properties of multiplicative integervalued perturbed random walks, 133

11N60 C. Amorino, A. Jaramillo, M. Podolskij, Optimal estimation of the local time and the occupation time measure for an αstable Lévy process, 149

33E12 J. Lee, C. Macci, Noncentral moderate deviations for fractional Skellam processes, 43

33E99 Yu. Mishura, K. Ralchenko, P. Zelenko, V. Zubchenko, Properties of the entropic risk measure EVaR in relation to selected distributions, 373

34F05 B. Elmansouri, M. El Otmani, Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients, 109

35R60 B. Elmansouri, M. El Otmani, Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients, 109

41A40 T. Zaevski, N. Kyurkchiev, On min and maxKies families: distributional properties and saturation in Hausdorff sense, 265

41A46 T. Zaevski, N. Kyurkchiev, On min and maxKies families: distributional properties and saturation in Hausdorff sense, 265

60C05 A. Iksanov, V. Kotelnikova, A law of the iterated logarithm for small counts in Karlin’s occupancy scheme, 217

60E05 R. Leipus, J. Šiaulys, A note on randomly stopped sums with zero mean increments, 31T. Zaevski, N. Kyurkchiev, On min and maxKies families: distributional properties and saturation in Hausdorff sense, 265Yu. Mishura, K. Ralchenko, P. Zelenko, V. Zubchenko, Properties of the entropic risk measure EVaR in relation to selected distributions, 373

60E10 Yu. Mishura, K. Ralchenko, P. Zelenko, V. Zubchenko, Properties of the entropic risk measure EVaR in relation to selected distributions, 373

60F05 J. Lee, C. Macci, Noncentral moderate deviations for fractional Skellam processes, 43V. Bohdanskyi, V. Bohun, A. Marynych, I. Samoilenko, Arithmetic properties of multiplicative integervalued perturbed random walks, 133C. Amorino, A. Jaramillo, M. Podolskij, Optimal estimation of the local time and the occupation time measure for an αstable Lévy process, 149

60F10 R. Leipus, J. Šiaulys, A note on randomly stopped sums with zero mean increments, 31J. Lee, C. Macci, Noncentral moderate deviations for fractional Skellam processes, 43

60F15 A. Iksanov, V. Kotelnikova, A law of the iterated logarithm for small counts in Karlin’s occupancy scheme, 217

60F17 V. Cammarota, D. Marinucci, M. Salvi, S. Vigogna, A quantitative functional central limit theorem for shallow neural networks, 85

60G15 I. Bodnarchuk, Yu. Mishura, Combinatorial approach to the calculation of projection coefficients for the simplest GaussianVolterra process, 403

60G17 B. Manikin, V. Radchenko, Sample path properties of multidimensional integral with respect to stochastic measure, 421

60G22 K. Ralchenko, M. Yakovliev, Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations, 1J. Lee, C. Macci, Noncentral moderate deviations for fractional Skellam processes, 43G. Di Nunno, A. YurchenkoTytarenko, Power law in Sandwiched Volterra Volatility model, 169

60G25 I. Bodnarchuk, Yu. Mishura, Combinatorial approach to the calculation of projection coefficients for the simplest GaussianVolterra process, 403

60G40 R. Leipus, J. Šiaulys, A note on randomly stopped sums with zero mean increments, 31

60G50 A. Iksanov, V. Kotelnikova, A law of the iterated logarithm for small counts in Karlin’s occupancy scheme, 217S. Gervė, A. Grigutis, Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory, 323K. Buchak, L. Sakhno, Generalized fractional calculus and some models of generalized counting processes, 439M. Şimşek, L. Ramsden, A. D. Papaioannou, Fluctuations of an omegatype killed process in discrete time, 459

60G51 K. Buchak, L. Sakhno, Generalized fractional calculus and some models of generalized counting processes, 439

60G52 T. Nakagawa, R. Suzuki, Existence of density function for the running maximum of SDEs driven by nontruncated purejump Lévy processes, 303

60G55 K. Buchak, L. Sakhno, Generalized fractional calculus and some models of generalized counting processes, 439

60G60 V. Cammarota, D. Marinucci, M. Salvi, S. Vigogna, A quantitative functional central limit theorem for shallow neural networks, 85B. Manikin, V. Radchenko, Sample path properties of multidimensional integral with respect to stochastic measure, 421

60H05 B. Elmansouri, M. El Otmani, Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients, 109B. Manikin, V. Radchenko, Sample path properties of multidimensional integral with respect to stochastic measure, 421

60H07 T. Nakagawa, R. Suzuki, Existence of density function for the running maximum of SDEs driven by nontruncated purejump Lévy processes, 303

60H10 B. Elmansouri, M. El Otmani, Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients, 109G. Di Nunno, A. YurchenkoTytarenko, Power law in Sandwiched Volterra Volatility model, 169T. Nakagawa, R. Suzuki, Existence of density function for the running maximum of SDEs driven by nontruncated purejump Lévy processes, 303

60H15 B. Elmansouri, M. El Otmani, Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients, 109

60H30 B. Elmansouri, M. El Otmani, Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients, 109

60H35 G. Di Nunno, A. YurchenkoTytarenko, Power law in Sandwiched Volterra Volatility model, 169

60J80 S. Gervė, A. Grigutis, Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory, 323

62E17 C. Amorino, A. Jaramillo, M. Podolskij, Optimal estimation of the local time and the occupation time measure for an αstable Lévy process, 149T. Zaevski, N. Kyurkchiev, On min and maxKies families: distributional properties and saturation in Hausdorff sense, 265

62F10 K. Ralchenko, M. Yakovliev, Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations, 1

62F12 K. Ralchenko, M. Yakovliev, Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations, 1

62H12 O. Chernova, Estimation in Cox proportional hazards model with heteroscedastic errors in covariates, 479

62N02 O. Chernova, Estimation in Cox proportional hazards model with heteroscedastic errors in covariates, 479

68T07 V. Cammarota, D. Marinucci, M. Salvi, S. Vigogna, A quantitative functional central limit theorem for shallow neural networks, 85

91B30 M. Şimşek, L. Ramsden, A. D. Papaioannou, Fluctuations of an omegatype killed process in discrete time, 459

91G05 S. Gervė, A. Grigutis, Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory, 323

91G30 G. Di Nunno, A. YurchenkoTytarenko, Power law in Sandwiched Volterra Volatility model, 169

91G70 Yu. Mishura, K. Ralchenko, P. Zelenko, V. Zubchenko, Properties of the entropic risk measure EVaR in relation to selected distributions, 373
2020 Mathematics Subject Classification index
Volume 11, 2024
Volume 11, Issue 4 (2024), pp. 495–498
Pub. online: 21 August 2024
Type: 2020 Mathematics Subject Classification Index
Published
21 August 2024
21 August 2024