J. Stoyanov, “Krein condition in probabilistic moment problems”, Bernoulli, 6:5 (2000), 939–949
J. Stoyanov, “Stieltjes classes for moment-indeterminate probability distributions”, Stochastic methods and their applications, J. Appl. Probab., 41A (2004), 281–294
J. Stoyanov, G. D. Lin, “Hardy's condition in the moment problem for probability distributions”, Теория вероятн. и ее примен., 57:4 (2012), 811–820; J. Stoyanov, G. D. Lin, “Hardy's condition in the moment problem for probability distributions”, Theory Probab. Appl., 57:4 (2013), 699–708
Ch. Kleiber, J. Stoyanov, “Multivariate distributions and the moment problem”, J. Multivariate Anal., 113 (2013), 7–18
R. Liptser, J. Stoyanov, “Stochastic version of the averaging principle for diffusion type processes”, Stochastics Stochastics Rep., 32:3–4 (1990), 145–163
G. D. Lin, J. M. Stoyanov, “New characterizations of the gamma distribution via independence of two statistics by using Anosov's theorem”, Теория вероятн. и ее примен., 69:4 (2024), 745–759
2.
J. M. Stoyanov, A. Tagliani, P. L. Novi Inverardi, “Maximum Entropy Criterion for Moment Indeterminacy of Probability Densities”, Entropy, 26 (2024), 121
J. M. Stoyanov, “Kolmogorov, stochastics in Bulgaria, and probabilistic problems with unexpected solutions”, Proceedings of the Fifty-Third Spring Conference of the Union of Bulgarian Mathematicians (Borovets, April 1–5, 2024), 2024, 180–197180-197.pdf (English)
4.
J. M. Stoyanov, “Let us use distinct and well‐recognizable notations and abbreviations for writings in probability and statistics”, Bernoulli News, 31:1 (2024), 7–9https://bernoullisociety.org/files/bnews_31_1.pdf
P. L. Novi Inverardi, A. Tagliani, J. M. Stoyanov, “The Problem of Moments: A Bunch of Classical Results with Some Novelties”, Symmetry, 15 (2023), 1743
Chin-Yuan Hu, Gwo Dong Lin, Jordan M. Stoyanov, “Characterization of Probability Distributions via Functional Equations of Power-Mixture Type”, Mathematics, 9 (2021), 271
2020
8.
J. M. Stoyanov, G. D. Lin, P. Kopanov, “New checkable conditions for moment determinacy of probability distributions”, Теория вероятн. и ее примен., 65:3 (2020), 634–648; “New checkable conditions for moment determinacy of probability distribution”, Theory Probab. Appl., 65:3 (2020), 497–509
J. M. Stoyanov, C. Vignat, “Nonconventional limits of random sequences related to partitions of integers”, Proc. Amer. Math. Soc., 148 (2020), 1791–1804
2019
10.
Е. Б. Яровая, Й. М. Стоянов, К. К. Костяшин, “Об условиях, при которых вероятностное распределение однозначно определяется своими моментами”, Теория вероятн. и ее примен., 64:4 (2019), 725–745; E. B. Yarovaya, J. Stoyanov, K. K. Kostyashin, “On conditions for a probability distribution to be uniquely determined by its moments”, Theory Probab. Appl., 64:4 (2019), 579–594
P. Kopanov, J. Stoyanov, “Lin's condition for functions of random variables and moment determinacy of probability distributions”, C.R. Acad. Bulgare Sci., 70:5 (2017), 611–618
12.
J. Stoyanov, “Moment determinacy of probability distributions”, Reports of MFO, 14, Oberwolfach, Germany, 2017, 827–829
2016
13.
J. Stoyanov, “Moment properties of probability distributions used in stochastic financial modelling”, Recent Advances in Financial Engineering 2014, TMU Finance Workshop 2014 (TMU Akihabara Satellite Campus, 6–7 November 2014), World Scientific, Singapore, 2016, 1–27
G. D. Lin, J. Stoyanov, “On the moment determinacy of products of non-identically distributed random variables”, Probab. Math. Statist., 36:1 (2016), 21–33
2015
15.
G. D. Lin, J. Stoyanov, “Moment determinacy of powers and products of nonnegative random variables”, J. Theoret. Probab., 28:4 (2015), 1337–1353
J. Stoyanov, G. D. Lin, A. DasGupta, “Hamburger moment problem for powers and products of random variables”, J. Statist. Plann. Inference, 154 (2014), 166–177
A. DasGupta, S. N. Lahiri, J. Stoyanov, “Sharp fixed $n$ bounds and asymptotic expansions for the mean and the median of a Gaussian sample maximum, and applications to the Donoho-Jin model”, Stat. Methodol., 20 (2014), 40–62
J. Stoyanov, “Intriguing problems from combinatorics, algebra and analysis solvable by probability”, MathMedia, 37:4 (2013), 33–45 (In Chinese)
2012
20.
J. Stoyanov, G. D. Lin, “Hardy's condition in the moment problem for probability distributions”, Теория вероятн. и ее примен., 57:4 (2012), 811–820; J. Stoyanov, G. D. Lin, “Hardy's condition in the moment problem for probability distributions”, Theory Probab. Appl., 57:4 (2013), 699–708
J. Stoyanov, G. D. Lin, “Mixtures of power series distributions: identifiability via uniqueness in problems of moments”, Ann. Inst. Statist. Math., 63:2 (2011), 291–303
S. Ostrovska, J. Stoyanov, “A new proof that the product of three or more exponential random variables is moment-indeterminate”, Statist. Probab. Lett., 80:9–10 (2010), 792–796
B. Al-Zahrani, J. Stoyanov, “Testing for exponentiality versus decreasing variance residual lifetime”, J. Appl. Statist. Sci., 16:2 (2008), 201–210
27.
C. G. Pacheco-Gonzalez, J. Stoyanov, “A class of Markov chains with beta ergodic distributions”, Math. Sci., 33:2 (2008), 110–119
28.
B. Al-Zahrani, J. Stoyanov, “Moment inequalities for DVRL distributions, characterization and testing for exponentiality”, Statist. Probab. Lett., 78:13 (2008), 1792–1799
B. Al-Zahrani, J. Stoyanov, “On some properties of life distributions with increasing elasticity and log-concavity”, Appl. Math. Sci., 2:48 (2008), 2349–2361
2006
30.
J. Carkovs, J. Stoyanov, “Asymptotic methods for stability analysis of Markov dynamical systems with fast variables”, From stochastic calculus to mathematical finance, The Shiryaev Festschrift, eds. Kabanov Yu., Liptser R., Stoyanov J., Springer, Berlin, 2006, 91–108
J. Stoyanov, L. Tolmatz, “Method for constructing Stieltjes classes for $M$-indeterminate probability distributions”, Appl. Math. Comput., 165:3 (2005), 669–685
S. Ostrovska, J. Stoyanov, “Stieltjes classes for $M$-indeterminate powers of inverse Gaussian distributions”, Statist. Probab. Lett., 71:2 (2005), 165–171
J. Stoyanov, “Stieltjes classes for moment-indeterminate probability distributions”, Stochastic methods and their applications, J. Appl. Probab., 41A (2004), 281–294
J. Stoyanov, “Sets of binary random variables with a prescribed independence/dependence structure”, Math. Sci., 28:1 (2003), 19–27
37.
J. M. Stoyanov, “Inference problems for continuous-discrete stochastic models”, Studies in Statistics, Festschrift for Professor Angelo Zanella, eds. B. Frosini, U. Magagnoli, G. Boari, V & P Universita Cattolica Milano, 2003, 679–689
2002
38.
J. Stoyanov, “Moment problems related to the solutions of stochastic differential equations”, Stochastic theory and control (2001, Lawrence, KS), Lect. Notes Control Inf. Sci., 280, ed. Pasik-Duncan B., Springer, Berlin–Heidelberg, 2002, 459–469
39.
G. D. Lin, J. Stoyanov, “On the moment determinacy of the distributions of compound geometric sums”, J. Appl. Probab., 39:3 (2002), 545–554
J. Stoyanov, “Inverse Gaussian distribution and the moment problem”, J. Appl. Statist. Sci., 9:1 (1999), 61–71
1998
44.
J. Stoyanov, “Global dependency measure for sets of random elements: “the Italian problem” and some consequences”, Stochastic processes and related topics, In Memory of Stamatis Cambanis 1943–1995, Trends Math., eds. Karatzas I., Rajput B. S., Taqqu M. S., Birkhäuser Boston, Boston, MA, 1998, 357–375
1997
45.
J. Stoyanov, “Regularly perturbed stochastic differential systems with an internal random noise”, Proceedings of the Second World Congress of Nonlinear Analysts, Part 7 (Athens, 1996), Nonlinear Anal., 30, no. 7, 1997, 4105–4111
A. Rosalsky, J. Stoyanov, B. Presnell, “An ergodic-type theorem à la Feller for nonintegrable strictly stationary continuous time processes”, Stochastic Anal. Appl., 13:5 (1995), 555–572
48.
J. Stoyanov, “Dependency measure for sets of random events or random variables”, Statist. Probab. Lett., 23:1 (1995), 13–20
J. Stoyanov, “Some problems of analysis that are solvable by methods of probability theory”, Mathematics today, 8, “Vishcha Shkola”, Kiev, 1993, 176–194 (Russian)
50.
Y. H. Wang, J. Stoyanov, Q. M. Shao, “On independence and dependence properties of a set of random events”, Amer. Statist., 47:2 (1993), 112–115
Yu. M. Kabanov, S. M. Pergamenshchikov, J. M. Stoyanov, “Asymptotic expansions for singularly perturbed stochastic differential equations”, New trends in probability and statistics, Proceedings of the Bakuriani Colloquium in honour of Yu. V. Prohorov (Bakuriani, Georgia, USSR, 24 February–4 March 1990), v. 1, eds. Sazonov V. V., Shervashidze T., VSP, Utrecht, 1991, 413–435
52.
J. M. Stoyanov, P. M. Robinson, “Semiparametric and nonparametric inference from irregular observations on continuous time stochastic processes”, Nonparametric functional estimation and related topics (Spetses, 29 July–10 August 1990), NATO Adv. Sci. Inst. Ser. C Math. Phys. Sci., 335, ed. Roussas G., Kluwer Acad. Publ., Dordrecht, 1991, 553–558
1990
53.
R. Liptser, J. Stoyanov, “Stochastic version of the averaging principle for diffusion type processes”, Stochastics Stochastics Rep., 32:3–4 (1990), 145–163
J. Stoyanov, R. Liptser, “Second order approximation for diffusion type processes”, C. R. Acad. Bulgare Sci., 42:8 (1989), 19–21
55.
J. Stoyanov, “The counterexamples needed for the effective teaching and learning of Probability theory”, Studies in Mathematics Education, 7, UNESCO, Paris, 1989, 165–174
56.
J. Stoyanov, I. Mirazchiĭski, Z. Ignatov, M. Tanushev, Exercise manual in probability theory, Translation by L. Boneva, O. Enchev, V. Kaishev, L. Markov, Mathematics and its Applications (East European Series), 32, Translated and revised from the second Bulgarian edition, Kluwer Academic Publishers Group, Dordrecht, 1989, xii+352 pp.
1987
57.
J. M. Stoyanov, Counterexamples in probability, Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics, John Wiley & Sons, Ltd., Chichester–New York, 1987, xxiv+313 pp. (English) ; Wiley Series in Probability and Statistics, 2nd edition, John Wiley & Sons, Ltd., Chichester, 1997, xxviii+342 pp. ; Dover Books on Mathematics, 3rd edition, Dover Publications, New York, 2013, 368 pp. (English) ; into Russian: Counterexamples in probability theory, Factorial, M., 1999, 288 с. (Russian) ; With Preface by Acad. Albert Shiryaev, 2nd edition, MCCME, M., 2012, 296 pp. (Russian)
58.
J. Stoyanov, “Random integral contractors for a class of stochastic differential equations”, Differential equations and applications (1985, Ruse), v. I, II, “Angel Kanchev” Tech. Univ., Ruse, 1987, 939–942 (Russian)
1986
59.
J. Stoyanov, “Probabilistic proof of the convergence of a class of $n$-fold integrals”, Glas. Mat. Ser. III, 21(41):1 (1986), 101–114 (English, with Serbo-Croatian summary)
1985
60.
J. Stoyanov, “Stochastics in secondary schools?!”, Mathematics and mathematical education (Sunny Beach, 1985), Bulgar. Akad. Nauk, Sofia, 1985, 81–91 (Bulgarian, with English summary)
1984
61.
J. M. Stoyanov, “Problems of estimation in continuous-discrete stochastic models”, Proceedings of the 7th Brasov Conference on Probability Theory (1982, Braşov, Romania), VNU Sci. Press, Utrecht; Academiei, Bucharest, 1984, 363–373
1983
62.
J. Stoyanov, D. Vladeva, “Parameter estimation in a continuous-discrete stochastic model with a stationary noise”, Trans. 9th Prague Conference on information theory, statistical decision functions, random processes (1982, Prague), v. B, Reidel, Dordrecht; Academia, Prague, 1983, 205–210
63.
I. Ganchev, K. Chimev, J. Stoyanov, Mathematical folklore, Derzhavno Izdatelstvo "Narodna Prosveta”, Sofia, 1983, 176 pp. (Bulgarian) ; Izdatel'stvo Znanie, M., 1987 (in Russian); Tokyo Tosho, Tokyo, 1990 (in Japanese)
1982
64.
J. M. Stoyanov, D. I. Vladeva, “Estimation of unknown parameters of continuous time stochastic processes by observations at random moments”, C. R. Acad. Bulgare Sci., 35:2 (1982), 153–156
65.
J. Stoyanov, Sv. Gaidov, “On a class of nonlinear stochastic integrodifferential equations”, Differential equations and applications, Proc. 2nd Conf. (Bulgaria, Rousse, 1981), v. II, 1982, 710–713
66.
J. M. Stoyanov, D. I. Vladeva, “Estimation of the parameter of a Poisson random window by observations of a diffusion process”, Mathematics and education in mathematics, Proc. 11th Spring Conf. UBM (Bulgaria, Sunny Beach, 1982), 1982, 431–435
1981
67.
J. M. Stoyanov, O. B. Enchev, “Stochastic integration with respect to multiparameter Gaussian processes”, Stochastic differential systems, 3rd IFIP-WG 7/1 Working Conference (Visegrád, Hungary, Sept. 15–20, 1980), Lecture Notes in Control and Information Sci., 36, eds. Arató M., Vermes D., Balakrishnan A. V., Springer, Berlin–New York, 1981, 202–211
68.
J. M. Stoyanov, “$L_2$-convergence of random processes defined by stochastic equations”, Annuaire Univ. Sofia Fac. Math. Méc., 70, 1981, 245–252 (English, with Bulgarian summary)
69.
J. M. Stoyanov, “Probability problems for optimal choice”, Mathematics and education in mathematics, Proc. 10th Spring Conf. Union Bulg. Math. (Bulgaria, Sunny Beach, 1981), 1981, 61–66 (Bulgarian)
1980
70.
J. M. Stoyanov, O. B. Enchev, “Construction and properties of a class of stochastic integrals”, Stochastic differential systems, IFIP-WG 7/1 Working Conference (Vilnius, Lithuania, USSR, Aug. 28–Sept. 2, 1978), Lecture Notes in Control and Information Sci., 25, Springer, Berlin–New York, 1980, 270–275
71.
O. B. Enchev, J. M. Stoyanov, “Stochastic integrals for Gaussian random functions”, Stochastics, 3:4 (1980), 277–289
J. M. Stoyanov, O. B. Enchev, “Stochastic integrals for Gaussian random processes”, C. R. Acad. Bulgare Sci., 32:11 (1979), 1467–1470
73.
Й. Стоянов, Н. Нейков, “Экспоненциальная устойчивость одного класса стохастических уравнений”, Math. & Math. Education, Proc. 8th Conf. U.B.M., Academia, Sofia, 1979, 414–422
74.
I. Mirazchijski, J. Stoyanov, Problems in probability, Derzhavno Izdatelstvo "Narodna Prosveta”, Sofia, 1979, 144 pp. (Bulgarian)
1978
75.
J. Stoyanov, Stochastic processes – theory and application, Series in Modern Mathematics, 13, Nauka i Izkustvo, Sofia, 1978, 218 pp. (Bulgarian)
1977
76.
J. M. Stoyanov, “Differential equations with random coefficients”, Conference on Differential Equations and Applications (Ruse, 1975), Godišnik Visš. Učebn. Zaved. Priložna Mat., 11, no. 3, 1977, 223–231 (Russian, with Bulgarian and English summaries)
1976
77.
J. M. Stoyanov, “Approximation of random processes obtained as solutions of a $P$-system of stochastic differential equations”, Mathematics and mathematical education, Proc. Third Spring Conf. Bulgar. Math. Soc. (Burgas, 1974), Bulgar. Akad. Nauk, Sofia, 1976, 264–271 (Bulgarian, with English and Russian summaries)
78.
Й. Стоянов, “Ограниченность моментов решений и систем стохастических дифференциальных уравнений” (1972/73), Annuaire Univ. Sofia Fac. Math. Méc., 67, 1976, 471–481
1975
79.
J. M. Stoyanov, “On a probabilistic approach to some problems of mechanics”, 2nd nat. Congr. theor. appl. Mech. (Bulgaria, Varna, 1973), v. 1, 1975, 126–132 (Russian)
1974
80.
J. M. Stoyanov, “Optimal estimation of some stochastic processes by incomplete data”, Progress in statistics, European Meeting Statisticians (Budapest, 1972), v. II, Colloq. Math. Soc. János Bolyai, 9, eds. J. Gani, K. Sarkadi, I. Vincze, North-Holland, Amsterdam, 1974, 773–779
81.
J. M. Stoyanov, “Statistics of stochastic processes”, Mathematics and mathematical education, Proc. Second Spring Conf. Bulgarian Math. Soc. (Vidin, 1973), Izdat. Bulgar. Akad. Nauk., Sofia, 1974, 209–220 (Bulgarian, with Russian and English summaries)
82.
Д. Д. Байнов, Й. М. Стоянов, “Метод усреднения для одного класса стохастических дифференциальных уравнений”, Укр. мат. журн., 26:2 (1974), 227–236; 285; J. M. Stoyanov, D. D. Baĭnov, “The averaging method for a certain class of stochastic differential equations”, Ukr. Math. J., 26:2 (1974), 186–194
22
1973
83.
Й. М. Стоянов, “Усреднение в стохастических интегро-дифференциальных уравнениях”, Proc. Internat. Conf. on Integral, Differential and Functional Equations in connection with the first centenary of the birth of Josip Plemelj (Bled, 1973), Math. Balkanica, 3, 1973, 496–513
84.
Й. Стоянов, “Фильтрация общих скачкообразных марковских процессов”, Bull. Inst. Math. Bulg. Acad. Sci., 14 (1973), 73–89
85.
J. M. Stoyanov, D. D. Baĭnov, “A certain averaging scheme for stochastic integro-differential equations”, Publ. Inst. Math. (Beograd) (N.S.), 15(29) (1973), 133–143 (Russian)
1972
86.
J. M. Stoyanov, D. D. Baĭnov, “The averaging method for stochastic integro-differential equations”, Arch. Math. (Brno), 8 (1972), 213–218 (Russian)
87.
Й. М. Стоянов, “Оценивание частично-наблюдаемых случайных процессов”, Math. Balkanica, 2 (1972), 235–250
88.
J. M. Stoyanov, “Limit theorems for Markov processes with jumps”, C. R. Acad. Bulgare Sci., 25 (1972), 1171–1174 (Russian)
89.
Й. М. Стоянов, “Об одном классе двумерных марковских процессов” (1970/71), Annuaire Univ. Sofia Fac. Math., 65, 1972, 175–182 (Russian with English summary)
Moment determinacy of probability distributions J. Stoyanov Mathematical Colloquim, Mathematical Institute of the Serbian Academy of Sciences and Arts, Belgrade, Serbia 27 октября 2017 г. 14:15
2024
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