2020 Mathematics Subject Classification index

doi:10.15559/24-VMSTA114MI

05-08 I. Bodnarchuk, Yu. Mishura, Combinatorial approach to the calculation of projection coefficients for the simplest Gaussian-Volterra process, 403
11A05 V. Bohdanskyi, V. Bohun, A. Marynych, I. Samoilenko, Arithmetic properties of multiplicative integer-valued perturbed random walks, 133
11K65 V. Bohdanskyi, V. Bohun, A. Marynych, I. Samoilenko, Arithmetic properties of multiplicative integer-valued perturbed random walks, 133
11N60 C. Amorino, A. Jaramillo, M. Podolskij, Optimal estimation of the local time and the occupation time measure for an α-stable 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
37H10 L. Shaikhet, Unsolved problem about stability of stochastic difference equations with continuous time and distributed delay, 395
37H30 L. Shaikhet, Unsolved problem about stability of stochastic difference equations with continuous time and distributed delay, 395
41A40 T. Zaevski, N. Kyurkchiev, On min- and max-Kies families: distributional properties and saturation in Hausdorff sense, 265
41A46 T. Zaevski, N. Kyurkchiev, On min- and max-Kies 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, 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
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, 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
60F10 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
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 Gaussian-Volterra 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, 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
60G25 I. Bodnarchuk, Yu. Mishura, Combinatorial approach to the calculation of projection coefficients for the simplest Gaussian-Volterra 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, 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
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 pure-jump 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, 85

B. 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, 109

B. 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 pure-jump Lévy processes, 303
60H10 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
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. Yurchenko-Tytarenko, 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 α-stable Lévy process, 149

T. Zaevski, N. Kyurkchiev, On min- and max-Kies 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 omega-type 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. Yurchenko-Tytarenko, 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

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