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44 research outputs found

On the averaging principle for stochastic delay differential equations with jumps

Author: A Vinodkumar
AY Veretennikov
AY Veretennikov
C Yuan
D Applebaum
D Givon
D Givon
II Gikhman
IM Stoyanov
J Golec
L Tan
N Ikeda
NM Krylov
R Negrea
RZ Khasminskii
RZ Khasminskii
S Peszat
Surong You
T Taniguchi
VG Kolomiets
VM Volosov
Wei Mao
X Mao
X Mao
Xiaoqian Wu
Xuerong Mao
Y Xu
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Ergodic control of reflected diffusions with jumps

Author: A Bensoussan
A Bensoussan
D Gatarek
H Morimoto
II Gikhman
J Azema
J. -L. Menaldi
JL Menaldi
JL Menaldi
JL Menaldi
JL Menaldi
JM Bony
JM Bony
L Stettner
M Chaleyat-Maurel
M Robin
M Robin
M Robin
M. Robin
MG Garroni
MG Garroni
MG Garroni
MG Garroni
MG Garroni
NV Krylov
PL Lions
S Agmon
SN Ethier
SV Anulova
SV Anulova
VS Borkar
YA Kogan
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

On a heuristic point of view concerning the citation distribution: introducing the Wakeby distribution

Martingales and Related Processes: Discrete Time

Author: AN Shiryaev
AN Shiryaev
II Gikhman
J Neveu
JL Doob
PA Meyer
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/2001
Field of study

Nonnegative Supermartingales and Martingales, and the Girsanov Theorem

Author: AA Novikov
AN Shiryaev
I Karatzas
II Gikhman
IV Girsanov
J Jacod
RS Liptser
RS Liptser
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/2001
Field of study

The Wiener Process, the Stochastic Integral over the Wiener Process, and Stochastic Differential Equations

Author: A Anulova
AN Shiryaev
AV Skorokhod
BS Tsyrelson
C Rogers
D Revuz
EB Dynkin
G Kallianpur
I Karatzas
II Gikhman
II Gikhman
JL Doob
K Itô
K Itô
K Itô
MP Yershov
MP Yershov
MP Yershov
RS Liptser
T Yamada
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/2001
Field of study

A functional limit theorem on powers of random permutations

Author: E Manstavičius
E. Manstavičius
GJ Babu
II Gikhman
MP Mineev
P Billingsley
R Arratia
V Zacharovas
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Introduction to Stochastic Calculus

Author: AA Novikov
AD Venttsel’
AK Zvonkin
AN Kolmogorov
AY Veretennikov
Gikhman 1.1
H Tanaka
II Gikhman
II Gikhman
IL Genis
IV Girsanov
K Itô
K Itô
K Itô
K Itô
Liptser R.Sh., Shiryaev
Lévy
MB Malyutov
MI Freidlin
N Ikeda
N Kazamaki
NI Portenko
NV Krylov
PL Lions
RS Liptser
SM Nikol’skij
SN Bernshtein
SN Bernshtein
SN Bernstein
SV Anulova
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/1998
Field of study

Invariance principles for non-isotropic long memory random fields

Author: Frédéric Lavancier
G Lang
II Gikhman
L Grinblatt
M-C Viano
P Billingsley
P Breuer
P Doukhan
RL Dobrushin
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Essentials of Probability Theory and Mathematical Statistics

Author: AM Yaglom
AN Kolmogorov
AN Kolmogorov
AN Shiryaev
AN Shiryaev
D Blackwell
D Revuz
EB Dynkin
H Cramer
H Cramer
I Karatzas
II Gikhman
II Gikhman
JL Doob
M Loève
P Lévy
PA Meyer
PA Meyer
RA Lelekov
RM Blumental
TS Ferguson
YS Chow
YuA Rozanov
YuV Linnik
YuV Prokhorov
ZS Haddad
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/2001
Field of study

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