24 citations to https://www.mathnet.ru/eng/stpr1
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Nour Al Hayek, Illia Donhauzer, Rita Giuliano, Andriy Olenko, Andrei Volodin, “Asymptotics of Running Maxima for φ-Subgaussian Random Double Arrays”, Methodol Comput Appl Probab, 24:3 (2022), 1341
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Krzysztof Bisewski, Krzysztof Dȩbicki, Tomasz Rolski, “Derivative of the expected supremum of fractional Brownian motion at $H=1$”, Queueing Syst, 102:1-2 (2022), 53
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Krzysztof Bisewski, Krzysztof Dȩbicki, Michel Mandjes, “Bounds for expected supremum of fractional Brownian motion with drift”, J. Appl. Probab., 58:2 (2021), 411
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Hossein Jafari, Yiqiang Q. Zhao, “Bounds for the expected supremum of some non-stationary Gaussian processes”, Stochastics, 2021, 1
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I. A. Kozik, V. I. Piterbarg, “High Excursions of Gaussian Nonstationary Processes in Discrete Time”, J Math Sci, 253:6 (2021), 867
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Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi, “Fractional Ornstein-Uhlenbeck Process with Stochastic Forcing, and its Applications”, Methodol Comput Appl Probab, 23:1 (2021), 53
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B. L. S. Prakasa Rao, “More on maximal inequalities for sub-fractional Brownian motion”, Stochastic Analysis and Applications, 38:2 (2020), 238
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Alexander I. Bufetov, Andrey V. Dymov, “A functional limit theorem for the sine-process”, Int. Math. Res. Not. IMRN, 2019:1 (2019), 249–319
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Artagan Malsagov, Michel Mandjes, “Approximations for reflected fractional Brownian motion”, Phys. Rev. E, 100:3 (2019)
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“Abstracts of talks given at the 3rd International Conference on Stochastic Methods”, Theory Probab. Appl., 64:1 (2019), 124–169