Add to ORKGAbstractWe determine the weak asymptotic behavior of linear and Kolmogorov widths of the SαS Lévy pr...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
AbstractLet X(t),t≥0,X(0)=0, be a Lévy process with a spectral Lévy measure ρ. Assuming that ∫−11|x|...
Asymptotics of the tail probability for L^1 -norm of the centered Brownian bridge is obtained
AbstractQuasi-invariance under translation is established for the σ-finite measure unifying Brownian...
Regularity of generalized solutions to degenerate elliptic PDE’s has received a very strong impulse ...
The difference equations ξk = af(ξk-1) + εk, where (εk) is a square integrable difference martingale...
The functional iterated logarithm law for a Wiener process in the Bulinskii form for great and small...
contains corrections with respect to published version.We provide a simple proof of a result which g...
Peer Reviewedhttps://deepblue.lib.umich.edu/bitstream/2027.42/136540/1/biom12566.pdfhttps://deepblue...
AbstractThe exact asymptotics of the probabilities Psupσ≤t≤−σ|B(t)|(t(1−t))α > uPsupσ≤t≤−σn|Fn(t)−t|...
AbstractThe double Laplace transform of the distribution function of the integral of the positive pa...
Let {X-H(t), t >= 0} be a fractional Brownian motion with Hurst index H is an element of (0, 1] a...
34 pagesBy means of white noise analysis, we prove some limit theorems for nonlinear functionals of ...
We obtain probability measures on the canonical space penalizing the Wiener measure by a function of...
AbstractWe determine the weak asymptotic behavior of linear and Kolmogorov widths of the SαS Lévy pr...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
AbstractLet X(t),t≥0,X(0)=0, be a Lévy process with a spectral Lévy measure ρ. Assuming that ∫−11|x|...
Asymptotics of the tail probability for L^1 -norm of the centered Brownian bridge is obtained
AbstractQuasi-invariance under translation is established for the σ-finite measure unifying Brownian...
Regularity of generalized solutions to degenerate elliptic PDE’s has received a very strong impulse ...
The difference equations ξk = af(ξk-1) + εk, where (εk) is a square integrable difference martingale...
The functional iterated logarithm law for a Wiener process in the Bulinskii form for great and small...
contains corrections with respect to published version.We provide a simple proof of a result which g...
Peer Reviewedhttps://deepblue.lib.umich.edu/bitstream/2027.42/136540/1/biom12566.pdfhttps://deepblue...
AbstractThe exact asymptotics of the probabilities Psupσ≤t≤−σ|B(t)|(t(1−t))α > uPsupσ≤t≤−σn|Fn(t)−t|...
AbstractThe double Laplace transform of the distribution function of the integral of the positive pa...
Let {X-H(t), t >= 0} be a fractional Brownian motion with Hurst index H is an element of (0, 1] a...
34 pagesBy means of white noise analysis, we prove some limit theorems for nonlinear functionals of ...
We obtain probability measures on the canonical space penalizing the Wiener measure by a function of...
AbstractWe determine the weak asymptotic behavior of linear and Kolmogorov widths of the SαS Lévy pr...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
AbstractLet X(t),t≥0,X(0)=0, be a Lévy process with a spectral Lévy measure ρ. Assuming that ∫−11|x|...