Bounded law of the iterated logarithm for multidimensional martingales normalized by matrices by Koval, V. A., Коваль, В. О.

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Law of the Iterated Logarithm for Unstable Gaussian Autoregressive Models by Koval, V. A., Коваль, В. А., Коваль, В. А.

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On the Strong Law of Large Numbers for Multivariate Martingales with Continuous Time by Koval, V. A., Коваль, В. А., Коваль, В. А.

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On One Sufficient Condition for the Validity of the Strong Law of Large Numbers for Martingales by Koval, V. A., Коваль, В. А., Коваль, В. А.

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Weak invariance principle for solutions of stochastic recurrence equations in a banach space by Koval, V. A., Коваль, В. А., Коваль, В. А.

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On the rate of convergence of stochastic approximation procedures by Koval, V. A., Коваль, В. А., Коваль, В. А.

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On the Asymptotic Properties of Solutions of Linear Stochastic Differential Equations in $R^d$ by Buldygin, V. V., Koval, V. A., Булдигін, В. В., Коваль, В. О.

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Limit theorem for the maximum of dependent Gaussian random elements in a Banach space by Koval, V. A., Schwabe, R., Коваль, В. А., Швабе, Р., Коваль, В. А., Швабе, Р.

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Strong Law of Large Numbers with Operator Normalizations for Martingales and Sums of Orthogonal Random Vectors by Buldygin, V. V., Koval, V. A., Булдыгин, В. В., Коваль, В. А., Булдыгин, В. В., Коваль, В. А.

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