-
Xianming Liu, “Random invariant manifolds of stochastic evolution equations driven by Gaussian and non-Gaussian noises”, Journal of Mathematical Physics, 62:11 (2021)
-
Manil T. Mohan, “Moderate deviation principle for the 2D stochastic convective Brinkman–Forchheimer equations”, Stochastics, 93:7 (2021), 1052
-
Ridha Selmi, Rim Nasfi, “Existence and uniqueness of weak solution to a three-dimensional stochastic modified-Leray-alpha model of fluid turbulence”, Modern Stochastics: Theory and Applications, 2021, 115
-
Ф. Х. Клебанер, А. В. Логачев, А. А. Могульский, “Расширенный принцип больших уклонений для траекторий процесса с независимыми приращениями на полуоси”, Пробл. передачи информ., 56:1 (2020), 63–79
; F. C. Klebaner, A. V. Logachov, A. A. Mogulskii, “Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line”, Problems Inform. Transmission, 56:1 (2020), 56–72
-
Majee A.K., “Stochastic Optimal Control of a Evolutionary P-Laplace Equation With Multiplicative Levy Noise”, ESAIM-Control OPtim. Calc. Var., 26 (2020), 100
-
T. V. Prasolov, “Stochastic stability of a system of perfect integrate-and-fire inhibitory neurons”, Сиб. электрон. матем. изв., 17 (2020), 971–987
-
Daniel Jardón, Iván Sánchez, Manuel Sanchis, “Transitivity in Fuzzy Hyperspaces”, Mathematics, 8:11 (2020), 1862
-
Manil T. Mohan, “Well posedness, large deviations and ergodicity of the stochastic 2D Oldroyd model of order one”, Stochastic Processes and their Applications, 130:8 (2020), 4513
-
Danijel Krizmanić, “On joint weak convergence of partial sum and maxima processes”, Stochastics, 92:6 (2020), 876
-
Ilya Chevyrev, Peter K. Friz, Alexey Korepanov, Ian Melbourne, “Superdiffusive limits for deterministic fast–slow dynamical systems”, Probab. Theory Relat. Fields, 178:3-4 (2020), 735
-
Yuan Hu, Abootaleb Shirvani, W. Brent Lindquist, Frank J. Fabozzi, Svetlozar T. Rachev, “Option Pricing Incorporating Factor Dynamics in Complete Markets”, JRFM, 13:12 (2020), 321
-
Dmitry Ioffe, Sébastien Ott, Yvan Velenik, Vitali Wachtel, “Invariance Principle for a Potts Interface Along a Wall”, J Stat Phys, 180:1-6 (2020), 832
-
N.N. Leonenko, I. Papić, A. Sikorskii, N. Šuvak, “Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology”, Journal of Mathematical Analysis and Applications, 486:2 (2020), 123934
-
Cornelia Pokalyuk, Anton Wakolbinger, “Maintenance of diversity in a hierarchical host–parasite model with balancing selection and reinfection”, Stochastic Processes and their Applications, 130:2 (2020), 1119
-
Raluca M. Balan, Becem Saidani, “Stable Lévy Motion with Values in the Skorokhod Space: Construction and Approximation”, J Theor Probab, 33:2 (2020), 1061
-
Yacine Aït-Sahalia, Jean Jacod, “From tick data to semimartingales”, Ann. Appl. Probab., 30:6 (2020)
-
Matti Kiiski, “The Riesz representation theorem and weak∗ compactness of semimartingales”, Finance Stoch, 24:4 (2020), 827
-
Michael Mislove, “Domains and stochastic processes”, Theoretical Computer Science, 807 (2020), 284
-
А. А. Боровков, “Функциональные предельные теоремы для обобщенных процессов восстановления”, Сиб. матем. журн., 60:1 (2019), 37–54
; A. A. Borovkov, “Functional limit theorems for compound renewal processes”, Siberian Math. J., 60:1 (2019), 27–40
-
F. C. Klebaner, A. A. Mogulskii, “Large deviations for processes on half-line: Random Walk and Compound Poisson Process”, Сиб. электрон. матем. изв., 16 (2019), 1–20