AbstractWe study the asymptotic properties of the integral functionals of solutions of Ito stochastic equations and jump processes with a finite set of values. The limit theorem of weak convergence of measures and the large deviation principle are the main results in this paper
The integral equation of Urysohn type is considered, for the deterministic and stochastic cases. We ...
This paper deals with weak convergence of multiple integrals with respect to the empirical process. ...
Functional limit theorems for random step lines and random broken lines defined by sums of iid rando...
AbstractWe study the asymptotic properties of the integral functionals of solutions of Ito stochasti...
In this paper, we study a limit theorem for solutions of some functional stochastic difference equat...
We study the weak convergence of solutions of the Ito ̂ stochastic equation, whose coefficients depe...
The weak convergence of certain functionals of a sequence of stochastic processes is investigated. T...
A notion of convergence of excursion measures is introduced. It is proved that convergence of excurs...
AbstractIn this paper, we consider some families of one-dimensional locally infinitely divisible Mar...
AbstractThe weak convergence of certain functionals of a sequence of stochastic processes is investi...
Weak invariance principles for certain continuous time parameter stochastic processes (including mar...
This extract is taken from the author's original manuscript and has not been reviewed or edited. Th...
We study large deviation properties of systems of weakly interacting particles modeled by Ito\u302 s...
We extend to stochastic integral processes with deterministic integrands the results previously ...
We extend to stochastic integral processes with deterministic integrands the results previously ...
The integral equation of Urysohn type is considered, for the deterministic and stochastic cases. We ...
This paper deals with weak convergence of multiple integrals with respect to the empirical process. ...
Functional limit theorems for random step lines and random broken lines defined by sums of iid rando...
AbstractWe study the asymptotic properties of the integral functionals of solutions of Ito stochasti...
In this paper, we study a limit theorem for solutions of some functional stochastic difference equat...
We study the weak convergence of solutions of the Ito ̂ stochastic equation, whose coefficients depe...
The weak convergence of certain functionals of a sequence of stochastic processes is investigated. T...
A notion of convergence of excursion measures is introduced. It is proved that convergence of excurs...
AbstractIn this paper, we consider some families of one-dimensional locally infinitely divisible Mar...
AbstractThe weak convergence of certain functionals of a sequence of stochastic processes is investi...
Weak invariance principles for certain continuous time parameter stochastic processes (including mar...
This extract is taken from the author's original manuscript and has not been reviewed or edited. Th...
We study large deviation properties of systems of weakly interacting particles modeled by Ito\u302 s...
We extend to stochastic integral processes with deterministic integrands the results previously ...
We extend to stochastic integral processes with deterministic integrands the results previously ...
The integral equation of Urysohn type is considered, for the deterministic and stochastic cases. We ...
This paper deals with weak convergence of multiple integrals with respect to the empirical process. ...
Functional limit theorems for random step lines and random broken lines defined by sums of iid rando...
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