On Markov diffusion processes with delayed reflection from boundaries of a segment.
- Published in:
- Journal of Mathematical Sciences, 2010, v. 167, n. 4, p. 574, doi. 10.1007/s10958-010-9945-6
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- Article
Works matching IS 10723374 AND DT 2010 AND VI 167 AND IP 4
Results: 19
1
2
On a theorem of V. N. Sudakov on typical distributions.
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- Journal of Mathematical Sciences, 2010, v. 167, n. 4, p. 464, doi. 10.1007/s10958-010-9932-y
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- Article
3
A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function.
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- Journal of Mathematical Sciences, 2010, v. 167, n. 4, p. 588, doi. 10.1007/s10958-010-9946-5
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- Article
4
Minimax risk over quadratically convex sets.
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- Journal of Mathematical Sciences, 2010, v. 167, n. 4, p. 537, doi. 10.1007/s10958-010-9941-x
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- Article
5
Measure preserving transformations of jump Lévy processes.
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- Journal of Mathematical Sciences, 2010, v. 167, n. 4, p. 506, doi. 10.1007/s10958-010-9937-6
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- Article
6
Small deviations of the maximal element of a sequence of independent variables with smooth weights.
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- Journal of Mathematical Sciences, 2010, v. 167, n. 4, p. 543, doi. 10.1007/s10958-010-9942-9
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- Article
7
Samples without replacement: one property of distribution of range.
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- Journal of Mathematical Sciences, 2010, v. 167, n. 4, p. 461, doi. 10.1007/s10958-010-9931-z
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- Article
8
Homoclinic processes and invariant measures for hyperbolic toral automorphisms.
- Published in:
- Journal of Mathematical Sciences, 2010, v. 167, n. 4, p. 501, doi. 10.1007/s10958-010-9936-7
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- Article
9
Goodness-of-fit criteria for the Cox model from left truncated and right censored data.
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- Journal of Mathematical Sciences, 2010, v. 167, n. 4, p. 436, doi. 10.1007/s10958-010-9929-6
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- Article
10
Rates of approximation in the multidimensional invariance principle for sums of i.i.d. random vectors with finite moments.
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- Journal of Mathematical Sciences, 2010, v. 167, n. 4, p. 495, doi. 10.1007/s10958-010-9935-8
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- Article
11
Probabilistic approach to solution of nonlinear PDES arising in financial mathematics.
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- Journal of Mathematical Sciences, 2010, v. 167, n. 4, p. 444, doi. 10.1007/s10958-010-9930-0
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- Article
12
From the Editors.
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- Journal of Mathematical Sciences, 2010, v. 167, n. 4, p. 435, doi. 10.1007/s10958-010-9928-7
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13
On Haar expansion of Riemann–Liouville process in a critical case.
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- Journal of Mathematical Sciences, 2010, v. 167, n. 4, p. 531, doi. 10.1007/s10958-010-9940-y
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- Article
14
On asymptotic behavior of probabilities of large and moderate deviations for some iterated stochastic processes.
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- Journal of Mathematical Sciences, 2010, v. 167, n. 4, p. 566, doi. 10.1007/s10958-010-9944-7
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- Article
15
Theorems on convergence of stochastic integrals distributions to signed measures and local limit theorems for large deviations.
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- Journal of Mathematical Sciences, 2010, v. 167, n. 4, p. 550, doi. 10.1007/s10958-010-9943-8
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- Article
16
Adaptive detection of a high-variable function.
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- Journal of Mathematical Sciences, 2010, v. 167, n. 4, p. 522, doi. 10.1007/s10958-010-9939-4
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- Article
17
On asymptotic efficiency of exponentiality tests based on Rossberg’s characterization.
- Published in:
- Journal of Mathematical Sciences, 2010, v. 167, n. 4, p. 486, doi. 10.1007/s10958-010-9934-9
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- Article
18
Distributions of the location of maximuma and minimuma for diffusions with jumps.
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- Journal of Mathematical Sciences, 2010, v. 167, n. 4, p. 474, doi. 10.1007/s10958-010-9933-x
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19
On adaptive estimation of probability density functions.
- Published in:
- Journal of Mathematical Sciences, 2010, v. 167, n. 4, p. 512, doi. 10.1007/s10958-010-9938-5
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- Article