E. Bolthausen, “Convergence in distribution of minimum-distance estimators”, Metrika, 24:1 (1977), 215
“Резюме докладов, сделанных на заседаниях семинара по теории вероятностей и математической статистике при Киевском государственном университете им. Т. Г. Шевченко”, Теория вероятн. и ее примен., 22:3 (1977), 664–668 ; “Summary of reports presented at sessions of the probability and statistics seminar at T. G. Shevchenko Kiev state University, 1975”, Theory Probab. Appl., 22:3 (1978), 647–650
H. Walk, “An invariance principle for the Robbins-Monro process in a Hilbert space”, Z. Wahrscheinlichkeitstheorie verw Gebiete, 39:2 (1977), 135
Charles M. Goldie, “Convergence theorems for empirical Lorenz curves and their inverses”, Advances in Applied Probability, 9:4 (1977), 765
Richard T. Durrett, Sidney I. Resnick, “Weak convergence with random indices”, Stochastic Processes and their Applications, 5:3 (1977), 213
Wendell H. Fleming, “Exit probabilities and optimal stochastic control”, Appl Math Optim, 4:1 (1977), 329
H. Kushner, “Convergence of recursive adaptive and identification procedures via weak convergence theory”, IEEE Trans. Automat. Contr., 22:6 (1977), 921
V. V. Anisimov, V. N. Sityuk, “Asymptotic behavior of an inhomogeneous poisson process with leading function depending on a small parameter controlled by a Markov chain”, Cybern Syst Anal, 13:4 (1977), 633
Mathematics in Science and Engineering, 129, Probability Methods for Approximations in Stochastic Control and for Elliptic Equations, 1977, 237
Charles M. Goldie, “Convergence theorems for empirical Lorenz curves and their inverses”, Adv. Appl. Probab., 9:04 (1977), 765
А. А. Боровков, “Сходимость мер и случайных процессов”, УМН, 31:2(188) (1976), 3–68 ; A. A. Borovkov, “Convergence of measures and random processes”, Russian Math. Surveys, 31:2 (1976), 1–69
Harold Kushner, Mathematical Programming Studies, 6, Stochastic Systems: Modeling, Identification and Optimization, II, 1976, 73
Harold J. Kushner, “A Survey of Some Applications of Probability and Stochastic Control Theory to Finite Difference Methods for Degenerate Elliptic and Parabolic Equations”, SIAM Rev., 18:4 (1976), 545
Б. П. Харламов, “О сходимости полумарковских блужданий к непрерывному полумарковскому процессу”, Теория вероятн. и ее примен., 21:3 (1976), 497–511 ; B. P. Harlamov, “On the convergence of semi-Markov walks to a continuous semi-Markov process”, Theory Probab. Appl., 21:3 (1977), 482–498
H.J Kushner, “Finite difference methods for the weak solutions of the Kolmogorov equations for the density of both diffusion and conditional diffusion processes”, Journal of Mathematical Analysis and Applications, 53:2 (1976), 251
Andrew D. Barbour, “Networks of queues and the method of stages”, Advances in Applied Probability, 8:3 (1976), 584
N.H. Bingham, “Continuous branching processes and spectral positivity”, Stochastic Processes and their Applications, 4:3 (1976), 217
Stamatis Cambanis, Gordon Simons, William Stout, “Inequalities for E k(X, Y) when the marginals are fixed”, Z. Wahrscheinlichkeitstheorie verw Gebiete, 36:4 (1976), 285
H.J Kushner, “Probabilistic methods for finite difference approximations to degenerate elliptic and parabolic equations with Neumann and Dirichlet boundary conditions”, Journal of Mathematical Analysis and Applications, 53:3 (1976), 644
J. F. C. Kingman, Lecture Notes in Mathematics, 539, Ecole d'Eté de Probabilités de Saint-Flour V-1975, 1976, 167

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