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Problems of capitalization of metallurgical enterprises in modern conditions за авторством I. P. Bulieiev, M. A. Solod

Assessment of effectiveness of investment projects for coal mining enterprises liquidation realised on the base of public-private consortium за авторством O. S. Serdiuk

On weak convergence of finite-dimensional and infinite-dimensional distributions of random processes за авторством V. I. Bogachev, A. F. Miftakhov

Tail behavior of suprema of perturbed random walks за авторством A. Iksanov, S. Polotskiy

Asymptotic normality of linear regression parameter estimator in the case of random regressors за авторством A. V. Ivanov, I. V. Orlovsky

On Feller semigroups associated with one-dimensional diffusion processes with membranes за авторством B. I. Kopytko, R. V. Shevchuk

Baxter type theorems for generalized random Gaussian processes за авторством S. M. Krasnitskiy, O. O. Kurchenko

On the activities of the National Academy of Sciences of Ukraine in 2020 and the tasks for the next period (report at the session of the General Meeting of the NAS of Ukraine on Ma... за авторством A. H. Zahorodnii

An analogue of the Berry-Esseen theorem for functionals of weakly ergodic Markov processes за авторством G. M. Molyboga

On some perturbations of a symmetric stable process and the corresponding Cauchy problems за авторством M. M. Osypchuk

On some generalizations of the results about the distribution of the maximum of the Chentsov random field on polygonal lines за авторством N. V. Prokhorenko

Interval estimation of the fractional Brownian motion parameter in a model with measurement error за авторством O. O. Synyavska

On strong solutions to countable systems of SDEs with interaction and non-Lipschitz drift за авторством M. V. Tantsiura

A direct proof of the reflection principle for Brownian motion за авторством S. J. Dilworth, D. Wright

A note on weak convergence of the $n$-point motions of Harris flows за авторством V. V. Fomichov

Renewal shot noise processes in the case of slowly varying tails за авторством Z. Kabluchko, A. Marynych

Remarks on mass transportation minimizing expectation of a minimum of affine functions за авторством A. V. Kolesnikov, N. Lysenko

Untitled за авторством M. Liao

Study of the coronavirus SARS-CoV-2 and the COVID-19 disease caused by it за авторством S. V. Komisarenko

Convoluted Brownian motion: a semimartingale approach за авторством S. Roelly, P. Vallois

Результати пошуку

Problems of capitalization of metallurgical enterprises in modern conditions за авторством I. P. Bulieiev, M. A. Solod

Assessment of effectiveness of investment projects for coal mining enterprises liquidation realised on the base of public-private consortium за авторством O. S. Serdiuk

On weak convergence of finite-dimensional and infinite-dimensional distributions of random processes за авторством V. I. Bogachev, A. F. Miftakhov

Tail behavior of suprema of perturbed random walks за авторством A. Iksanov, S. Polotskiy

Asymptotic normality of linear regression parameter estimator in the case of random regressors за авторством A. V. Ivanov, I. V. Orlovsky

On Feller semigroups associated with one-dimensional diffusion processes with membranes за авторством B. I. Kopytko, R. V. Shevchuk

Baxter type theorems for generalized random Gaussian processes за авторством S. M. Krasnitskiy, O. O. Kurchenko

On the activities of the National Academy of Sciences of Ukraine in 2020 and the tasks for the next period (report at the session of the General Meeting of the NAS of Ukraine on Ma... за авторством A. H. Zahorodnii

An analogue of the Berry-Esseen theorem for functionals of weakly ergodic Markov processes за авторством G. M. Molyboga

On some perturbations of a symmetric stable process and the corresponding Cauchy problems за авторством M. M. Osypchuk

On some generalizations of the results about the distribution of the maximum of the Chentsov random field on polygonal lines за авторством N. V. Prokhorenko

Interval estimation of the fractional Brownian motion parameter in a model with measurement error за авторством O. O. Synyavska

On strong solutions to countable systems of SDEs with interaction and non-Lipschitz drift за авторством M. V. Tantsiura

A direct proof of the reflection principle for Brownian motion за авторством S. J. Dilworth, D. Wright

A note on weak convergence of the $n$-point motions of Harris flows за авторством V. V. Fomichov

Renewal shot noise processes in the case of slowly varying tails за авторством Z. Kabluchko, A. Marynych

Remarks on mass transportation minimizing expectation of a minimum of affine functions за авторством A. V. Kolesnikov, N. Lysenko

Untitled за авторством M. Liao

Study of the coronavirus SARS-CoV-2 and the COVID-19 disease caused by it за авторством S. V. Komisarenko

Convoluted Brownian motion: a semimartingale approach за авторством S. Roelly, P. Vallois

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