23 citations to https://www.mathnet.ru/rus/stpr1
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David Baños, Martin Bauer, Thilo Meyer-Brandis, Frank Proske, “Restoration of Well-Posedness of Infinite-Dimensional Singular ODE's via Noise”, Potential Anal, 60:2 (2024), 759
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Ulises Pérez-Cendejas, Gerardo Pérez-Suárez, “Stochastic ordering for hitting times of fractional Brownian motions”, Statistics & Probability Letters, 208 (2024), 110053
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José Alfredo López-Mimbela, Gerardo Pérez-Suárez, “Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion”, ALEA, 21:1 (2024), 661
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Tomonori Nakatsu, “On density functions related to discrete time maximum of some one-dimensional diffusion processes”, Applied Mathematics and Computation, 441 (2023), 127672
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Krzysztof Bisewski, “Lower bound for the expected supremum of fractional brownian motion using coupling”, J. Appl. Probab., 60:4 (2023), 1232
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Anatoliy Malyarenko, Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar, “Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index”, Fract Calc Appl Anal, 26:3 (2023), 1052
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Krzysztof Bisewski, Grigori Jasnovidov, “On the speed of convergence of Piterbarg constants”, Queueing Syst, 105:1-2 (2023), 129
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Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar, “Gaussian Volterra processes: Asymptotic growth and statistical estimation”, Theor. Probability and Math. Statist., 108 (2023), 149
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Krzysztof Bisewski, Krzysztof Dȩbicki, Tomasz Rolski, “Derivatives of sup-functionals of fractional Brownian motion evaluated at H= 12”, Electron. J. Probab., 27:none (2022)
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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