Volume 61
1 Zbl 0990.60059 Svishchuk, A.V.; Kalemanova, A.V. 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 7 18 19 Volume 62 Zbl
1020.91018 Mel'nikov,
A.V. 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17
The stochastic stability of interest rates with
jump changes. (English. Ukrainian original)
Theory
Probab. Math. Stat. 61, 161-172 (2000); translation from Teor. Jmovirn.
Mat. Stat. 61, 152-163 (2000). MSC2000: *60H10
62P05
91B28,
Reviewer: M.P.Moklyachuk
(Ky\" iv)
Zbl
0990.62087 Burykina,
N.O.; Leonenko,
M.M.
Statistical estimates of parameters of the heat equation with random initial
conditions. (English. Ukrainian original)
Theory
Probab. Math. Stat. 61, 3-14 (2000); translation from Teor. Jmovirn. Mat.
Stat. 61, 3-14 (2000). MSC2000: *62M40
35R60
35L05,
Reviewer: Swishchuk,
A.V.(Ky\" iv)
Zbl
0986.60041 Mishura,
Yu.S.; Zolota,
A.V.
The structure of martingales generated by restrictions on stochastically
continuous fields with independent increments to curves. I. (English.
Ukrainian original)
Theory
Probab. Math. Stat. 61, 137-152 (2000); translation from Teor. Jmovirn.
Mat. Stat. 61, 131-144 (2000). MSC2000: *60G60
60G51
60G44,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
0986.60090 Lebedev,
E.O.; Livinskyj,
M.O.
On a system $\text{GI/G}/\infty$ with a periodic input. (English. Ukrainian
original)
Theory
Probab. Math. Stat. 61, 101-108 (2000); translation from Teor. Jmovirn.
Mat. Stat. 61, 97-104 (2000). MSC2000: *60K25
60K20
60F17,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
0986.60026 Kurchenko,
O.O.
The functional central limit theorem for Baxter sums of fractional Brownian
motion. (English. Ukrainian original)
Theory
Probab. Math. Stat. 61, 87-94 (2000); translation from Teor. Jmovirn. Mat.
Stat. 61, 84-90 (2000). MSC2000: *60F17
60G10
60G15,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
0986.60021 Koval',
V.O.
Limit theorems for random vectors with operator normalizations. I. (English. Ukrainian original)
Theory
Probab. Math. Stat. 61, 49-60 (2000); translation from Teor. Jmovirn. Mat.
Stat. 61, 47-58 (2000). MSC2000: *60F15
60B12
60G42,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
0986.60049 Il'chenko,
O.V.
On the existence of periodic solutions of stochastic differential equations
with small parameter. (English. Ukrainian original)
Theory
Probab. Math. Stat. 61, 33-39 (2000); translation from Teor. Jmovirn. Mat.
Stat. 61, 33-38 (2000). MSC2000: *60H10
93E15
34D20,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
0985.60031 Pogány,
Tibor K.
Some Korovkin-type theorems for stochastic processes. (English)
Theory
Probab. Math. Stat. 61, 153-159 (2000) and Teor. Jmovirn. Mat. Stat. 61,
145-151 (2000). MSC2000: *60G12
60G99
41A15,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
0985.60002 Matsak,
I.K.; Plichko,
A.M.
On maxima of independent random elements in Banach functional lattice.
(English. Ukrainian original)
Theory
Probab. Math. Stat. 61, 109-120 (2000); translation from Teor. Jmovirn.
Mat. Stat. 61, 105-116 (2000). MSC2000: *60B12
60G70
60G50,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
0985.60079 Kushnir,
O.O.
A quantitative lower estimate for the expectation of the first failure moment
of a high reliable system with protection in a nonstationary regime.
(English. Ukrainian original)
Theory
Probab. Math. Stat. 61, 95-100 (2000); translation from Teor. Jmovirn. Mat.
Stat. 61, 91-96 (2000). MSC2000: *60K05
60K10
60K20,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
0985.60032 Krvavych,
Yu.V.; Mishura,
Yu.S.
Maximal inequalities for moments of Wiener integrals with respect to fractional
Brownian motion. (English. Ukrainian original)
Theory
Probab. Math. Stat. 61, 75-86 (2000); translation from Teor. Jmovirn. Mat.
Stat. 61, 72-83 (2000). MSC2000: *60G15
60H10
60G44,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
0985.60036 Kozachenko,
Yu.V.; Pashko,
A.O.
On the simulation of random fields. I. (English. Ukrainian original)
Theory
Probab. Math. Stat. 61, 61-74 (2000); translation from Teor. Jmovirn. Mat.
Stat. 61, 59-71 (2000). MSC2000: *60G17
60G60
60H05,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
0985.60021 Klesov,
O.I.
The law of the iterated logarithm for multiple sums. (English. Ukrainian
original)
Theory
Probab. Math. Stat. 61, 41-48 (2000); translation from Teor. Jmovirn. Mat.
Stat. 61, 39-46 (2000). MSC2000: *60F05
60G60
60G50,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
0985.60078 Englund,
E.
Perturbed renewal equations with applications to M/M queueing systems. II.
(English)
Theory
Probab. Math. Stat. 61, 21-32 (2000) and Teor. Jmovirn. Mat. Stat. 61,
21-32 (2000). MSC2000: *60K05
60K15
60K25,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
0985.60054 Bektashov,
S.
On an estimation of an unknown mean of a homogeneous and isotropic random field
observed in an annulus. (English. Ukrainian original)
Theory
Probab. Math. Stat. 61, 1-2 (2000); translation from Teor. Jmovirn. Mat.
Stat. 61, 1-2 (2000). MSC2000: *60G60
62F12
62M40,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
0980.62076 Steinebach,
Josef
Some remarks on the testing of smooth changes in the linear drift of a
stochastic process. (English. Ukrainian original)
Theory
Probab. Math. Stat. 61, 173-185 (2000); translation from Teor. Jmovirn.
Mat. Stat. 61, 164-175 (2000). MSC2000: *62M07
62E20
60F17,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
0980.62004 Mergel',
V.
The construction of a criterion for testing hypotheses about the distribution
of random vectors. (English. Ukrainian original)
Theory
Probab. Math. Stat. 61, 131-135 (2000); translation from Teor. Jmovirn.
Mat. Stat. 61, 126-130 (2000). MSC2000: *62B10
62H15
62F03,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
0980.62020 Majboroda,
R.E.
An asymptotically effective estimate of a distribution from a sample with
varying mixture. (English. Ukrainian original)
Theory
Probab. Math. Stat. 61, 121-130 (2000); translation from Teor. Jmovirn.
Mat. Stat. 61, 117-125 (2000). MSC2000: *62G05
62G20
62P25,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl 0980.62087 Dučinskas, K.; Saltyte, J.
Asymptotic approximation for the expected risk in
classification of different spatial regressions.
(English)
Theory
Probab. Math. Stat. 61, 15-20 (2000) and Teor. Jmovirn. Mat. Stat. 61,
15-20 (2000). MSC2000: *62M40
62H30
62M30,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Binomial financial market in the context of the algebra of stochastic exponents
and martingales. (English. Ukrainian original)
Theory
Probab. Math. Stat. 62, 103-111 (2001); translation from Teor. Jmovirn.
Mat. Stat. 62, 96-104 (2000). MSC2000: *91B28
62P05
60G42,
Reviewer: Anatoliy
Swishchuk (Toronto)
Zbl
1012.62093 Bondarev,
B.V.; Simogin,
A.A.
An inequality for the probability of large deviations of an estimate of an
unknown parameter in the Cauchy problem for a first-order partial differential
equation with rapid random oscillations. (English. Ukrainian original)
Theory
Probab. Math. Stat. 62, 1-8 (2001); translation from Teor. Jmovirn. Mat.
Stat. 62, 1-8 (2000). MSC2000: *62M09
60F10
60H15,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
1005.60015 Matsak,
I.K.
The order law of large numbers in Banach lattices. (English. Ukrainian
original)
Theory
Probab. Math. Stat. 62, 89-102 (2001); translation from Teor. Jmovirn. Mat.
Stat. 62, 83-95 (2000). MSC2000: *60B12
60G50
60F15,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
1004.60086 Silvestrov,
D.S.
The perturbed renewal equation and diffusion type approximation for risk
processes. (English. Ukrainian original)
Theory
Probab. Math. Stat. 62, 145-156 (2001); translation from Teor. Jmovirn. Mat.
Stat. 62, 134-144 (2000). MSC2000: *60K05
91B30
60K30,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
1004.60050 Radchenko,
V.M.
Integration with respect to general random measures in the Riemann sense.
(English. Ukrainian original)
Theory
Probab. Math. Stat. 62, 127-131 (2001); translation from Teor. Jmovirn.
Mat. Stat. 62, 119-123 (2000). MSC2000: *60G57
28D99
60H05,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
1004.60053 Mishura,
Yu.S.; Zolota,
A.V.
The structure of martingales generated by restrictions of stochastically
continuous fields with independent increments to curves. II. (English.
Ukrainian original)
Theory
Probab. Math. Stat. 62, 113-126 (2001); translation from Teor. Jmovirn.
Mat. Stat. 62, 105-118 (2000). MSC2000: *60G60
60J65
60G44,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
1004.60017 Leonenko,
N.N.; Mel'nikova,
O.O.
Renormalization and homogenization of solutions of the inhomogeneous heat
equation with a linear potential and of the related Burgers equation with
random data. (English. Ukrainian original)
Theory
Probab. Math. Stat. 62, 77-88 (2001); translation from Teor. Jmovirn. Mat.
Stat. 62, 72-82 (2000). MSC2000: *60F05
70L05
35Q53,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
1004.60034 Krasnits'kyj,
S.M.
Gikhman-Skorokhod spectral conditions of equivalence of Gaussian measures
corresponding to homogeneous random fields. (English. Ukrainian original)
Theory
Probab. Math. Stat. 62, 65-76 (2001); translation from Teor. Jmovirn. Mat.
Stat. 62, 61-71 (2000). MSC2000: *60G30
60G57
60G60,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
1004.60032 Kozachenko,
Yu.V.; Pashko,
A.O.
On the simulation of random fields. II. (English. Ukrainian original)
Theory
Probab. Math. Stat. 62, 51-63 (2001); translation from Teor. Jmovirn. Mat.
Stat. 62, 48-60 (2000). MSC2000: *60G17
60G60
60G15,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
1004.60027 Koval',
V.O.
Limit theorems for random vectors with operator normalizations. II.
(English. Ukrainian original)
Theory
Probab. Math. Stat. 62, 39-49 (2001); translation from Teor. Jmovirn. Mat.
Stat. 62, 37-47 (2000). MSC2000: *60F15
60G42
60G35,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
1004.60030 Klesov,
O.I.
The existence of moments of the suprema of multiple sums and the strong law of
large numbers. (English. Ukrainian original)
Theory
Probab. Math. Stat. 62, 27-37 (2001); translation from Teor. Jmovirn. Mat.
Stat. 62, 27-36 (2000). MSC2000: *60F99
60G50
60F15,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl 0995.60009 Turbin, A.F.; Samojlenko, I.V.
Minimal symmetrization of random vectors in $R^2$. (English. Ukrainian original)
Theory
Probab. Math. Stat. 62, 165-170 (2001); translation from Teor. Jmovirn.
Mat. Stat. 62, 151-156 (2000). MSC2000: *60B11
33C10
60E05,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
0994.60038 Sharapov,
M.M.
On the estimation of the mean of a random process from irregular observations.
(English. Ukrainian original)
Theory
Probab. Math. Stat. 62, 171-178 (2001); translation from Teor. Jmovirn.
Mat. Stat. 62, 157-161 (2000). MSC2000: *60G10
60G50
62M10,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
0994.60024 Sugakova,
O.V.
Central moments of a nonhomogeneous renewal process. (English. Ukrainian
original)
Theory
Probab. Math. Stat. 62, 157-163 (2001); translation from Teor. Jmovirn.
Mat. Stat. 62, 145-150 (2000). MSC2000: *60F05
60G50
60J75,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
0994.60037 Revenko,
A.O.
Construction of a criterion for testing hypotheses about the covariance
function of a Gaussian homogeneous isotropic field. (English. Ukrainian
original)
Theory
Probab. Math. Stat. 62, 133-143 (2001); translation from Teor. Jmovirn.
Mat. Stat. 62, 124-133 (2000). MSC2000: *60G07
60G60
60G15,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
0994.60041 Zajtseva,
L.L.
Brownian motion in a Hilbert space with diffusion along a translucent membrane
on a hyperplane. (English. Ukrainian original)
Theory
Probab. Math. Stat. 62, 19-26 (2001); translation from Teor. Jmovirn. Mat.
Stat. 62, 19-26 (2000). MSC2000: *60G20
60J65
58J65,
Reviewer: A.V.Swishchuk
(Ky\" iv)
Zbl
0989.60056 Griego,
R.J.; Svishchuk,
A.V.
Black-Scholes formula for a market in a random environment. (English.
Ukrainian original)
Theory
Probab. Math. Stat. 62, 9-18 (2001); translation from Teor. Jmovirn. Mat.
Stat. 62, 9-18 (2000). MSC2000: *60H10
60J27
91B24,
Reviewer: M.P.Moklyachuk
(Ky\" iv)