Modern Stochastics: Theory and Applications

01-06 Yu. Mishura, G. Shevchenko, Workshop “Fractality and Fractionality”, 209

11K55 M. Ibragim, G. Torbin, On fractal faithfulness and fine fractal properties of random variables with independent ${Q}^{\ast }$-digits, 119

M. Lupain, On spectra of probability measures generated by GLS-expansions, 213

15A52 A. Kukush, Ya. Tsaregorodtsev, Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model $AX=B$, 47

26A30 M. Ibragim, G. Torbin, On fractal faithfulness and fine fractal properties of random variables with independent ${Q}^{\ast }$-digits, 119

28A80 M. Ibragim, G. Torbin, On fractal faithfulness and fine fractal properties of random variables with independent ${Q}^{\ast }$-digits, 119

M. Lupain, On spectra of probability measures generated by GLS-expansions, 213

35L05 L. Pryhara, G. Shevchenko, Stochastic wave equation in a plane driven by spatial stable noise, 237

35R60 L. Pryhara, G. Shevchenko, Stochastic wave equation in a plane driven by spatial stable noise, 237

44A35 S. Danilenko, S. Paškauskaitė, J. Šiaulys, Random convolution of inhomogeneous distributions with $\mathcal{O}$-exponential tail, 79

E. Kizinevič, J. Sprindys, J. Šiaulys, Randomly stopped sums with consistently varying distributions, 165

52A22 S. Rahmani, J.-C. Pinoli, J. Debayle, Description of the symmetric convex random closed sets as zonotopes from their Feret diameters, 325

60Dxx S. Rahmani, J.-C. Pinoli, J. Debayle, Description of the symmetric convex random closed sets as zonotopes from their Feret diameters, 325

60E05 S. Danilenko, S. Paškauskaitė, J. Šiaulys, Random convolution of inhomogeneous distributions with $\mathcal{O}$-exponential tail, 79

E. Kizinevič, J. Sprindys, J. Šiaulys, Randomly stopped sums with consistently varying distributions, 165

60F10 S. Danilenko, S. Paškauskaitė, J. Šiaulys, Random convolution of inhomogeneous distributions with $\mathcal{O}$-exponential tail, 79

A. Kulik, D. Sobolieva, Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance, 95

A. Kulik, D. Sobolieva, Large deviation principle for one-dimensional SDEs with discontinuous coefficients, 145

E. Kizinevič, J. Sprindys, J. Šiaulys, Randomly stopped sums with consistently varying distributions, 165

60F17 A. Pilipenko, Yu. Prykhodko, A limit theorem for singular stochastic differential equations, 223

60F99 Yu. Mishura, Ye. Munchak, Functional limit theorems for additive and multiplicative schemes in the Cox–Ingersoll–Ross model, 1

60G07 Yu. Mishura, Ye. Munchak, Functional limit theorems for additive and multiplicative schemes in the Cox–Ingersoll–Ross model, 1

R. Yamnenko, Averaged deviations of Orlicz processes and majorizing measures, 249

60G10 M. Luz, M. Moklyachuk, Minimax interpolation of sequences with stationary increments and cointegrated sequences, 59

60G15 D. Marushkevych, Large deviations for drift parameter estimator of mixed fractional Ornstein–Uhlenbeck process, 107

O. El Barrimi, Y. Ouknine, Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness, 303

60G22 D. Marushkevych, Large deviations for drift parameter estimator of mixed fractional Ornstein–Uhlenbeck process, 107

L. Pryhara, G. Shevchenko, Approximations for a solution to stochastic heat equation with stable noise, 133

V. Makogin, Simulation paradoxes related to a fractional Brownian motion with small Hurst index, 181

O. El Barrimi, Y. Ouknine, Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness, 303

60G25 M. Luz, M. Moklyachuk, Minimax interpolation of sequences with stationary increments and cointegrated sequences, 59

60G30 M. Ibragim, G. Torbin, On fractal faithfulness and fine fractal properties of random variables with independent ${Q}^{\ast }$-digits, 119

60G35 M. Luz, M. Moklyachuk, Minimax interpolation of sequences with stationary increments and cointegrated sequences, 59

60G52 L. Pryhara, G. Shevchenko, Approximations for a solution to stochastic heat equation with stable noise, 133

L. Pryhara, G. Shevchenko, Stochastic wave equation in a plane driven by spatial stable noise, 237

60H10 A. Kulik, D. Sobolieva, Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance, 95

A. Kulik, D. Sobolieva, Large deviation principle for one-dimensional SDEs with discontinuous coefficients, 145

G. Kulinich, S. Kushnirenko, Yu. Mishura, Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter, 191

M. Bel Hadj Khlifa, Yu. Mishura, K. Ralchenko, M. Zili, Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility, 269

60H15 L. Pryhara, G. Shevchenko, Approximations for a solution to stochastic heat equation with stable noise, 133

L. Pryhara, G. Shevchenko, Stochastic wave equation in a plane driven by spatial stable noise, 237

60J10 V. Golomoziy, An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains, 315

60J55 A. Kulik, D. Sobolieva, Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance, 95

A. Kulik, D. Sobolieva, Large deviation principle for one-dimensional SDEs with discontinuous coefficients, 145

60J60 G. Kulinich, S. Kushnirenko, Yu. Mishura, Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter, 191

A. Pilipenko, Yu. Prykhodko, A limit theorem for singular stochastic differential equations, 223

60K05 V. Golomoziy, An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains, 315

62E20 A. Kukush, Ya. Tsaregorodtsev, Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model $AX=B$, 47

S. Danilenko, S. Paškauskaitė, J. Šiaulys, Random convolution of inhomogeneous distributions with $\mathcal{O}$-exponential tail, 79

E. Kizinevič, J. Sprindys, J. Šiaulys, Randomly stopped sums with consistently varying distributions, 165

62F10 M. Bel Hadj Khlifa, Yu. Mishura, K. Ralchenko, M. Zili, Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility, 269

62F12 A. Kukush, Ya. Tsaregorodtsev, Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model $AX=B$, 47

D. Marushkevych, Large deviations for drift parameter estimator of mixed fractional Ornstein–Uhlenbeck process, 107

M. Bel Hadj Khlifa, Yu. Mishura, K. Ralchenko, M. Zili, Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility, 269

62H12 S. Shklyar, Equivariant adjusted least squares estimator in two-line fitting model, 19

A. Kukush, Ya. Tsaregorodtsev, Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model $AX=B$, 47

62H15 A. Kukush, Ya. Tsaregorodtsev, Goodness-of-fit test in a multivariate errors-in-variables model $AX=B$, 287

62H30 S. Shklyar, Equivariant adjusted least squares estimator in two-line fitting model, 19

62J05 S. Shklyar, Equivariant adjusted least squares estimator in two-line fitting model, 19

A. Kukush, Ya. Tsaregorodtsev, Goodness-of-fit test in a multivariate errors-in-variables model $AX=B$, 287

62M20 M. Luz, M. Moklyachuk, Minimax interpolation of sequences with stationary increments and cointegrated sequences, 59

62S05 A. Kukush, Ya. Tsaregorodtsev, Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model $AX=B$, 47

65C50 V. Makogin, Simulation paradoxes related to a fractional Brownian motion with small Hurst index, 181

65F20 A. Kukush, Ya. Tsaregorodtsev, Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model $AX=B$, 47

A. Kukush, Ya. Tsaregorodtsev, Goodness-of-fit test in a multivariate errors-in-variables model $AX=B$, 287

91B25 Yu. Mishura, Ye. Munchak, Functional limit theorems for additive and multiplicative schemes in the Cox–Ingersoll–Ross model, 1

93E10 M. Luz, M. Moklyachuk, Minimax interpolation of sequences with stationary increments and cointegrated sequences, 59

93E11 M. Luz, M. Moklyachuk, Minimax interpolation of sequences with stationary increments and cointegrated sequences, 59