S.M. Tzaninis, N.D. Macheras, A change of measures technique for compound mixed renewal processes with applications in Risk Theory, 471

A. Iuliano, C. Macci, A. Meoli, Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators, 203

L. Shaikhet, About stability of equilibria of one system of stochastic delay differential equations with exponential nonlinearity, 313

L. Shaikhet, About stability of equilibria of one system of stochastic delay differential equations with exponential nonlinearity, 313

L. Shaikhet, About stability of equilibria of one system of stochastic delay differential equations with exponential nonlinearity, 313

J.L. Kirkby, D.H. Nguyen, D. Nguyen, Moments of Student’s t-distribution: a unified approach, 393

S.M. Tzaninis, N.D. Macheras, A change of measures technique for compound mixed renewal processes with applications in Risk Theory, 471

M. Skorski, Handy formulas for binomial moments, 27

K. Barman, N.S. Upadhye, P. Vellaisamy, Approximations related to tempered stable distributions, 325

K. Barman, N.S. Upadhye, P. Vellaisamy, Approximations related to tempered stable distributions, 325

A. Iuliano, C. Macci, A. Meoli, Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators, 203

A. Iuliano, C. Macci, A. Meoli, Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators, 203

G. Högnäs, B. Jung, Exit times for some nonlinear autoregressive processes, 375

R. Giuliano, M. Hadjikyriakou, Strong laws of large numbers for lightly trimmed sums of generalized Oppenheim expansions, 273

A. Iksanov, R. Kostohryz, Limit theorems for random Dirichlet series: boundary case, 347

D. Krizmanić, Skorokhod M 1 convergence of maxima of multivariate linear processes with heavy-tailed innovations and random coefficients, 251

A. Iksanov, R. Kostohryz, Limit theorems for random Dirichlet series: boundary case, 347

B. Manikin, Heat equation with a general stochastic measure in a bounded domain, 61

V. Radchenko, Regularity of paths of stochastic measures, 189

O. Hopkalo, L. Sakhno, Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochastic heat equations, 289

G. Högnäs, B. Jung, Exit times for some nonlinear autoregressive processes, 375

M. El Omari, Statistical inference for nth-order mixed fractional Brownian motion with polynomial drift, 169

M. El Omari, Statistical inference for nth-order mixed fractional Brownian motion with polynomial drift, 169

A. Iuliano, C. Macci, A. Meoli, Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators, 203

Y. Dolinsky, D. Greenstein, A note on optimal liquidation with linear price impact, 123

S.M. Tzaninis, N.D. Macheras, A change of measures technique for compound mixed renewal processes with applications in Risk Theory, 471

A. Iksanov, R. Kostohryz, Limit theorems for random Dirichlet series: boundary case, 347

M.V. Boiko and M.M. Osypchuk, Perturbation of an α-stable type stochastic process by a pseudo-gradient, 1

M. Barski, R. Łochowski, On the reducibility of affine models with dependent Lévy factors, 433

S.M. Tzaninis, N.D. Macheras, A change of measures technique for compound mixed renewal processes with applications in Risk Theory, 471

B. Manikin, Heat equation with a general stochastic measure in a bounded domain, 61

S. Shklyar, First-order planar autoregressive model, 83

O. Hopkalo, L. Sakhno, Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochastic heat equations, 289

D. Krizmanić, Skorokhod M 1 convergence of maxima of multivariate linear processes with heavy-tailed innovations and random coefficients, 251

R. Giuliano, M. Hadjikyriakou, Strong laws of large numbers for lightly trimmed sums of generalized Oppenheim expansions, 273

V. Radchenko, Regularity of paths of stochastic measures, 189

J.L. Kirkby, D.H. Nguyen, D. Nguyen, Moments of Student’s t-distribution: a unified approach, 393

B. Manikin, Heat equation with a general stochastic measure in a bounded domain, 61

O. Hopkalo, L. Sakhno, Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochastic heat equations, 289

J.L. Kirkby, D.H. Nguyen, D. Nguyen, Moments of Student’s t-distribution: a unified approach, 393

S. Losidis, K. Politis, G. Psarrakos, Bivariate dependence, stochastic orders and conditional tails of the recurrence times in a renewal process, 153

S.M. Tzaninis, N.D. Macheras, A change of measures technique for compound mixed renewal processes with applications in Risk Theory, 471

S. Losidis, K. Politis, G. Psarrakos, Bivariate dependence, stochastic orders and conditional tails of the recurrence times in a renewal process, 153

K. Barman, N.S. Upadhye, P. Vellaisamy, Approximations related to tempered stable distributions, 325

K. Barman, N.S. Upadhye, P. Vellaisamy, Approximations related to tempered stable distributions, 325

S. Drin, S. Mazur, S. Muhinyuza, A test on the location of tangency portfolio for small sample size and singular covariance matrix, 43

S. Drin, S. Mazur, S. Muhinyuza, A test on the location of tangency portfolio for small sample size and singular covariance matrix, 43

M. El Omari, Statistical inference for nth-order mixed fractional Brownian motion with polynomial drift, 169

J. Figueras, A. Persson, L. Viitasaari, On parameter estimation for N ( μ , σ 2 I 3 ) based on projected data into S 2 , 407

M. El Omari, Statistical inference for nth-order mixed fractional Brownian motion with polynomial drift, 169

J. Figueras, A. Persson, L. Viitasaari, On parameter estimation for N ( μ , σ 2 I 3 ) based on projected data into S 2 , 407

S. Shklyar, First-order planar autoregressive model, 83

S. Drin, S. Mazur, S. Muhinyuza, A test on the location of tangency portfolio for small sample size and singular covariance matrix, 43

S. Drin, S. Mazur, S. Muhinyuza, A test on the location of tangency portfolio for small sample size and singular covariance matrix, 43

S. Drin, S. Mazur, S. Muhinyuza, A test on the location of tangency portfolio for small sample size and singular covariance matrix, 43

N. Shchestyuk, S. Tyshchenko, Subdiffusive option price model with Inverse Gaussian subordinator, 135

M. Barski, R. Łochowski, On the reducibility of affine models with dependent Lévy factors, 433

S.M. Tzaninis, N.D. Macheras, A change of measures technique for compound mixed renewal processes with applications in Risk Theory, 471

S. Drin, S. Mazur, S. Muhinyuza, A test on the location of tangency portfolio for small sample size and singular covariance matrix, 43

Y. Dolinsky, D. Greenstein, A note on optimal liquidation with linear price impact, 123

N. Shchestyuk, S. Tyshchenko, Subdiffusive option price model with Inverse Gaussian subordinator, 135

M. Barski, R. Łochowski, On the reducibility of affine models with dependent Lévy factors, 433

N. Shchestyuk, S. Tyshchenko, Subdiffusive option price model with Inverse Gaussian subordinator, 135

J.L. Kirkby, D.H. Nguyen, D. Nguyen, Moments of Student’s t-distribution: a unified approach, 393