39B62 A. Kulik, T. Tymoshkevych, A martingale bound for the entropy associated with a trimmed filtration on ${\mathbb{R}}^{d}$, 151

47D07 A. Kulik, T. Tymoshkevych, A martingale bound for the entropy associated with a trimmed filtration on ${\mathbb{R}}^{d}$, 151

60E15 A. Kulik, T. Tymoshkevych, A martingale bound for the entropy associated with a trimmed filtration on ${\mathbb{R}}^{d}$, 151

60F05 L. Sakhno, Asymptotics for functionals of powers of a periodogram, 181

60F15 V. Makogin, Yu. Mishura, Strong limit theorems for anisotropic self-similar fields, 73

60G10 Yu. Kozachenko, V. Troshki, A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process, 139

L. Sakhno, Asymptotics for functionals of powers of a periodogram, 181

60G17 V. Makogin, Yu. Mishura, Strong limit theorems for anisotropic self-similar fields, 73

V. Radchenko, Heat equation with general stochastic measure colored in time, 129

60G18 V. Makogin, Yu. Mishura, Strong limit theorems for anisotropic self-similar fields, 73

Yu. Mishura, G. Rizhniak, V. Zubchenko, European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process, 95

60G22 V. Makogin, Yu. Mishura, Strong limit theorems for anisotropic self-similar fields, 73

60G44 G. Kulinich, S. Kushnirenko, Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients, 65

60G51 T. Kosenkova, A. Kulik, Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes, 49

Yu. Mishura, O. Ragulina, O. Stroyev, Practical approaches to the estimation of the ruin probability in a risk model with additional funds, 167

60G57 V. Radchenko, Heat equation with general stochastic measure colored in time, 129

60G60 V. Makogin, Yu. Mishura, Strong limit theorems for anisotropic self-similar fields, 73

60H07 D. Ivanenko, A. Kulik, LAN property for discretely observed solutions to Lévy driven SDE’s, 33

Iu. Ganychenko, A. Kulik, Rates of approximation of nonsmooth integral-type functionals of Markov processes, 117

60H10 T. Kosenkova, A. Kulik, Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes, 49

G. Kulinich, S. Kushnirenko, Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients, 65

Yu. Mishura, G. Rizhniak, V. Zubchenko, European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process, 95

60H15 V. Radchenko, Heat equation with general stochastic measure colored in time, 129

60H35 Iu. Ganychenko, A. Kulik, Rates of approximation of nonsmooth integral-type functionals of Markov processes, 117

60J55 M. Perestyuk, Yu. Mishura, G. Shevchenko, On the distribution of integral functionals of a homogeneous diffusion process, 109

60J60 M. Perestyuk, Yu. Mishura, G. Shevchenko, On the distribution of integral functionals of a homogeneous diffusion process, 109

A. Kulik, T. Tymoshkevych, A martingale bound for the entropy associated with a trimmed filtration on ${\mathbb{R}}^{d}$, 151

60J75 D. Ivanenko, A. Kulik, LAN property for discretely observed solutions to Lévy driven SDE’s, 33

T. Kosenkova, A. Kulik, Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes, 49

62F12 D. Ivanenko, A. Kulik, LAN property for discretely observed solutions to Lévy driven SDE’s, 33

62G10 A. Doronin, R. Maiboroda, Testing hypotheses on moments by observations from a mixture with varying concentrations, 195

62G20 A. Doronin, R. Maiboroda, Testing hypotheses on moments by observations from a mixture with varying concentrations, 195

62H05 L. Aleksidze, M. Mumladze, Z. Zerakidze, The consistent criteria of hypotheses, 3

62H12 L. Aleksidze, M. Mumladze, Z. Zerakidze, The consistent criteria of hypotheses, 3

62J12 C. Chimisov, A. Kukush, Asymptotic normality of corrected estimator in Cox proportional hazards model with measurement error, 13

62M07 Yu. Kozachenko, V. Troshki, A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process, 139

62M15 L. Sakhno, Asymptotics for functionals of powers of a periodogram, 181

62N01 C. Chimisov, A. Kukush, Asymptotic normality of corrected estimator in Cox proportional hazards model with measurement error, 13

62N02 C. Chimisov, A. Kukush, Asymptotic normality of corrected estimator in Cox proportional hazards model with measurement error, 13

91B25 Yu. Mishura, G. Rizhniak, V. Zubchenko, European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process, 95

91B30 Yu. Mishura, O. Ragulina, O. Stroyev, Practical approaches to the estimation of the ruin probability in a risk model with additional funds, 167