Ahmed Arafat, Emilio Porcu, Moreno Bevilacqua, Jorge Mateu, “Equivalence and orthogonality of Gaussian measures on spheres”, Journal of Multivariate Analysis, 167 (2018), 306
Andrey Pilipenko, Vladislav Khomenko, “On a limit behavior of a random walk with modifications upon each visit to zero”, Theory Stoch. Process., 22(38):1 (2017), 71–80
Andrey Pilipenko, “A functional limit theorem for excited random walks”, Electron. Commun. Probab., 22:none (2017)
Charles R. Baker, Wiley StatsRef: Statistics Reference Online, 2014
Charles R. Baker, Encyclopedia of Statistical Sciences, 2005
А. Ю. Пилипенко, “Преобразования мер в бесконечномерных пространствах потоком, порожденным стохастическим дифференциальным уравнением”, Матем. сб., 194:4 (2003), 85–106 ; A. Yu. Pilipenko, “Transformation of measures in infinite-dimensional spaces by the flow induced by a stochastic differential equation”, Sb. Math., 194:4 (2003), 551–573
M. M. Rao, Stochastic Processes, 2000, 223
V. I. Bogachev, “Gaussian measures on linear spaces”, Journal of Mathematical Sciences (New York), 79:2 (1996), 933
M. M. Rao, Stochastic Processes: General Theory, 1995, 233
M. M. Rao, Stochastic Processes: General Theory, 1995, 445
В. И. Богачев, О. Г. Смолянов, “Аналитические свойства бесконечномерных распределений”, УМН, 45:3(273) (1990), 3–83 ; V. I. Bogachev, O. G. Smolyanov, “Analytic properties of infinite-dimensional distributions”, Russian Math. Surveys, 45:3 (1990), 1–104
Mauro Marques, Stamatis Cambanis, Lecture Notes in Mathematics, 1391, Probability Theory on Vector Spaces IV, 1989, 239
Knut Kristian Aase, “Optimum portfolio diversification in a general continuous-time model”, Stochastic Processes and their Applications, 18:1 (1984), 81
Cheng-Wu Chen, D. Snyder, “A lower bound on the estimation performance for stochastic control systems”, IEEE Trans. Automat. Contr., 29:6 (1984), 557
P.G. Buckholtz, J.M. Hartwick, K. Nanthi, M.T. Wasan, “Some results on first order stochastic models and estimation for diffusion approximation of the multitype galton–watson process”, Stochastic Analysis and Applications, 1:2 (1983), 163
Foundations of Stochastic Analysis, 1981, 283
Statistical Inference for Stochastic Processes, 1980, 415
Ю. М. Кабанов, Р. Ш. Липцер, А. Н. Ширяев, “Абсолютная непрерывность и сингулярность локально абсолютно непрерывных вероятностных распределений. II”, Матем. сб., 108(150):1 (1979), 32–61 ; Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Absolute continuity and singularity of locally absolutely continuous probability distributions. II”, Math. USSR-Sb., 36:1 (1980), 31–58
В. С. Королюк, Ю. А. Митропольский, А. В. Скороход, “Иосиф Ильич Гихман (к шестидесятилетию со дня рождения)”, УМН, 33:5(203) (1978), 205–208 ; V. S. Korolyuk, Yu. A. Mitropol'skii, A. V. Skorokhod, “Iosif Il'ich Gikhman (on his sixtieth birthday)”, Russian Math. Surveys, 33:5 (1978), 217–222
Patrick L. Brockett, Howard G. Tucker, “A conditional dichotomy theorem for stochastic processes with independent increments”, Journal of Multivariate Analysis, 7:1 (1977), 13