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Publications in Math-Net.Ru
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Nonparametric estimation of trend for stochastic differential equations driven by multiplicative stochastic volatility
Teor. Veroyatnost. i Primenen., 70:2 (2025), 404–413
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Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion
Theory Stoch. Process., 23(39):1 (2018), 82–92
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Optimal estimation of a signal perturbed by a mixed fractional Brownian motion
Theory Stoch. Process., 22(38):2 (2017), 62–68
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Characterizations of probability distributions through $Q$-independence
Teor. Veroyatnost. i Primenen., 62:2 (2017), 415–420
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On a characterization of stochastic processes by the absolute moments of stochastic integrals
Teor. Veroyatnost. i Primenen., 43:1 (1998), 189–191
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On Some Inequalities of Chernoff-Type
Teor. Veroyatnost. i Primenen., 37:2 (1992), 434–439
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Law of Iterated Logarithm for Fluctuation of Posterior Distributions for a Class of Diffusion Processes and a Sequential Test of Power One
Teor. Veroyatnost. i Primenen., 33:2 (1988), 289–294
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A characterization of Gaussian measures on locally compact Abelian groups
Mat. Zametki, 22:5 (1977), 759–762
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Characterization of stochastic processes determined up to shift
Teor. Veroyatnost. i Primenen., 20:3 (1975), 633–636
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