Yu. Mishura, G. Shevchenko, Workshop “Fractality and Fractionality”,
M. Ibragim, G. Torbin, On fractal faithfulness and fine fractal properties of random variables with independent
M. Lupain, On spectra of probability measures generated by GLS-expansions,
A. Kukush, Ya. Tsaregorodtsev, Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model
M. Ibragim, G. Torbin, On fractal faithfulness and fine fractal properties of random variables with independent
M. Ibragim, G. Torbin, On fractal faithfulness and fine fractal properties of random variables with independent
M. Lupain, On spectra of probability measures generated by GLS-expansions,
L. Pryhara, G. Shevchenko, Stochastic wave equation in a plane driven by spatial stable noise,
L. Pryhara, G. Shevchenko, Stochastic wave equation in a plane driven by spatial stable noise,
S. Danilenko, S. Paškauskaitė, J. Šiaulys, Random convolution of inhomogeneous distributions with
E. Kizinevič, J. Sprindys, J. Šiaulys, Randomly stopped sums with consistently varying distributions,
S. Rahmani, J.-C. Pinoli, J. Debayle, Description of the symmetric convex random closed sets as zonotopes from their Feret diameters,
S. Rahmani, J.-C. Pinoli, J. Debayle, Description of the symmetric convex random closed sets as zonotopes from their Feret diameters,
S. Danilenko, S. Paškauskaitė, J. Šiaulys, Random convolution of inhomogeneous distributions with
E. Kizinevič, J. Sprindys, J. Šiaulys, Randomly stopped sums with consistently varying distributions,
S. Danilenko, S. Paškauskaitė, J. Šiaulys, Random convolution of inhomogeneous distributions with
A. Kulik, D. Sobolieva, Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance,
A. Kulik, D. Sobolieva, Large deviation principle for one-dimensional SDEs with discontinuous coefficients,
E. Kizinevič, J. Sprindys, J. Šiaulys, Randomly stopped sums with consistently varying distributions,
A. Pilipenko, Yu. Prykhodko, A limit theorem for singular stochastic differential equations,
Yu. Mishura, Ye. Munchak, Functional limit theorems for additive and multiplicative schemes in the Cox–Ingersoll–Ross model,
Yu. Mishura, Ye. Munchak, Functional limit theorems for additive and multiplicative schemes in the Cox–Ingersoll–Ross model,
R. Yamnenko, Averaged deviations of Orlicz processes and majorizing measures,
M. Luz, M. Moklyachuk, Minimax interpolation of sequences with stationary increments and cointegrated sequences,
D. Marushkevych, Large deviations for drift parameter estimator of mixed fractional Ornstein–Uhlenbeck process,
O. El Barrimi, Y. Ouknine, Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness,
D. Marushkevych, Large deviations for drift parameter estimator of mixed fractional Ornstein–Uhlenbeck process,
L. Pryhara, G. Shevchenko, Approximations for a solution to stochastic heat equation with stable noise,
V. Makogin, Simulation paradoxes related to a fractional Brownian motion with small Hurst index,
O. El Barrimi, Y. Ouknine, Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness,
M. Luz, M. Moklyachuk, Minimax interpolation of sequences with stationary increments and cointegrated sequences,
M. Ibragim, G. Torbin, On fractal faithfulness and fine fractal properties of random variables with independent
M. Luz, M. Moklyachuk, Minimax interpolation of sequences with stationary increments and cointegrated sequences,
L. Pryhara, G. Shevchenko, Approximations for a solution to stochastic heat equation with stable noise,
L. Pryhara, G. Shevchenko, Stochastic wave equation in a plane driven by spatial stable noise,
A. Kulik, D. Sobolieva, Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance,
A. Kulik, D. Sobolieva, Large deviation principle for one-dimensional SDEs with discontinuous coefficients,
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,
M. Bel Hadj Khlifa, Yu. Mishura, K. Ralchenko, M. Zili, Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility,
L. Pryhara, G. Shevchenko, Approximations for a solution to stochastic heat equation with stable noise,
L. Pryhara, G. Shevchenko, Stochastic wave equation in a plane driven by spatial stable noise,
V. Golomoziy, An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains,
A. Kulik, D. Sobolieva, Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance,
A. Kulik, D. Sobolieva, Large deviation principle for one-dimensional SDEs with discontinuous coefficients,
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,
A. Pilipenko, Yu. Prykhodko, A limit theorem for singular stochastic differential equations,
V. Golomoziy, An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains,
A. Kukush, Ya. Tsaregorodtsev, Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model
S. Danilenko, S. Paškauskaitė, J. Šiaulys, Random convolution of inhomogeneous distributions with
E. Kizinevič, J. Sprindys, J. Šiaulys, Randomly stopped sums with consistently varying distributions,
M. Bel Hadj Khlifa, Yu. Mishura, K. Ralchenko, M. Zili, Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility,
A. Kukush, Ya. Tsaregorodtsev, Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model
D. Marushkevych, Large deviations for drift parameter estimator of mixed fractional Ornstein–Uhlenbeck process,
M. Bel Hadj Khlifa, Yu. Mishura, K. Ralchenko, M. Zili, Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility,
S. Shklyar, Equivariant adjusted least squares estimator in two-line fitting model,
A. Kukush, Ya. Tsaregorodtsev, Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model
A. Kukush, Ya. Tsaregorodtsev, Goodness-of-fit test in a multivariate errors-in-variables model
S. Shklyar, Equivariant adjusted least squares estimator in two-line fitting model,
S. Shklyar, Equivariant adjusted least squares estimator in two-line fitting model,
A. Kukush, Ya. Tsaregorodtsev, Goodness-of-fit test in a multivariate errors-in-variables model
M. Luz, M. Moklyachuk, Minimax interpolation of sequences with stationary increments and cointegrated sequences,
A. Kukush, Ya. Tsaregorodtsev, Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model
V. Makogin, Simulation paradoxes related to a fractional Brownian motion with small Hurst index,
A. Kukush, Ya. Tsaregorodtsev, Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model
A. Kukush, Ya. Tsaregorodtsev, Goodness-of-fit test in a multivariate errors-in-variables model
Yu. Mishura, Ye. Munchak, Functional limit theorems for additive and multiplicative schemes in the Cox–Ingersoll–Ross model,
M. Luz, M. Moklyachuk, Minimax interpolation of sequences with stationary increments and cointegrated sequences,
M. Luz, M. Moklyachuk, Minimax interpolation of sequences with stationary increments and cointegrated sequences,