29 citations to 10.1016/j.anihpb.2004.05.004 (Crossref Cited-By Service)
  1. F. Aurzada, M. A. Lifshits, “The First Exit Time of Fractional Brownian Motion from a Parabolic Domain”, Theory Probab. Appl., 64, № 3, 2019, 490  crossref
  2. V. R. Fatalov, “Exact asymptotics of small deviations for a stationary Ornstein-Uhlenbeck process and some Gaussian diffusion processes in the L p -norm, 2 ≤ p ≤ ∞”, Probl Inf Transm, 44, № 2, 2008, 138  crossref
  3. I. A. Ibragimov, M. A. Lifshits, A. I. Nazarov, D. N. Zaporozhets, “On the History of St. Petersburg School of Probability and Mathematical Statistics: II. Random Processes and Dependent Variables”, Vestnik St.Petersb. Univ.Math., 51, № 3, 2018, 213  crossref
  4. Werner Linde, Antoine Ayache, “Series Representations of Fractional Gaussian Processes by Trigonometric and Haar Systems”, Electron. J. Probab., 14, № none, 2009  crossref
  5. Jakob Creutzig, Mikhail Lifshits, Monte Carlo and Quasi-Monte Carlo Methods 2006, 2008, 195  crossref
  6. Wolfgang Kreitmeier, “Quantization of Gaussian measures with Rényi-α-entropy constraints”, ActaSci.Math., 79, № 3-4, 2013, 687  crossref
  7. Frank Aurzada, Mikhail Anatolievich Lifshits, “The first exit time of fractional Brownian motion from a parabolic domain”, Теория вероятностей и ее применения, 64, № 3, 2019, 610  crossref
  8. S. Dereich, M. A. Lifshits, “Probabilities of randomly centered small balls and quantization in Banach spaces”, Ann. Probab., 33, № 4, 2005  crossref
  9. Frank Aurzada, Thomas Simon, “Small ball probabilities for stable convolutions”, ESAIM: PS, 11, 2007, 327  crossref
  10. Kemal Caglar Gogebakan, “A family of nonparametric unit root tests for processes driven by infinite variance innovations”, Studies in Nonlinear Dynamics & Econometrics, 26, № 5, 2022, 705  crossref
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