C. Tudor, Chaos expansion of uniformly distributed random variables and application to number theory, 275
E. Azmoodeh, G. Peccati, X. Yang, MalliavinStein method: a survey of some recent developments, 141
E. Azmoodeh, G. Peccati, X. Yang, MalliavinStein method: a survey of some recent developments, 141
O. Hopkalo, L. Sakhno, Investigation of sample paths properties for some classes of φ-sub-Gaussian stochastic processes, 41
D. Berger, F. Mohamed, Second order elliptic partial differential equations driven by Lévy white noise, 179
D. Berger, F. Mohamed, Second order elliptic partial differential equations driven by Lévy white noise, 179
O. Hopkalo, L. Sakhno, Investigation of sample paths properties for some classes of φ-sub-Gaussian stochastic processes, 41
R. Selmi, R. Nasfi, Existence and uniqueness of weak solution to a three-dimensional stochastic modified-Leray-alpha model of fluid turbulence, 115
A.Yu. Veretennikov, Note on local mixing techniques for stochastic differential equations, 1
M. Horodnii, V. Kravets, Bounded in the mean solutions of a second-order difference equation, 465
T. Kaufmann, Sharp asymptotics for q-norms of random vectors in high-dimensional ℓpn-balls, 239
F.E. Benth, I.C. Simonsen, Metatimes, random measures and cylindrical random variables, 349
E. Azmoodeh, G. Peccati, X. Yang, MalliavinStein method: a survey of some recent developments, 141
E. Azmoodeh, G. Peccati, X. Yang, MalliavinStein method: a survey of some recent developments, 141
T. Kaufmann, Sharp asymptotics for q-norms of random vectors in high-dimensional ℓpn-balls, 239
E. Azmoodeh, G. Peccati, X. Yang, MalliavinStein method: a survey of some recent developments, 141
T. Kaufmann, Sharp asymptotics for q-norms of random vectors in high-dimensional ℓpn-balls, 239
F. Buryak, Yu. Mishura, Convexity and robustness of the Rényi entropy, 387
E. Azmoodeh, G. Peccati, X. Yang, MalliavinStein method: a survey of some recent developments, 141
C. Tudor, Chaos expansion of uniformly distributed random variables and application to number theory, 275
V. Bohun, Probabilistic analysis of vantage point trees, 413
N. Lietzén, L. Viitasaari, P. Ilmonen, Modeling temporally uncorrelated components of complex-valued stationary processes, 475
L. Beghin, C. Macci, B. Martinucci, Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates, 63
T. Kaufmann, Sharp asymptotics for q-norms of random vectors in high-dimensional ℓpn-balls, 239
M.S. Nielsen, V. Rohde, On nonnegative solutions of SDDEs with an application to CARMA processes, 309
N. Lietzén, L. Viitasaari, P. Ilmonen, Modeling temporally uncorrelated components of complex-valued stationary processes, 475
K. Es-Sebaiy, M. Al-Foraih, F. Alazemi, Statistical inference for nonergodic weighted fractional Vasicek models, 291
N. Lietzén, L. Viitasaari, P. Ilmonen, Modeling temporally uncorrelated components of complex-valued stationary processes, 475
M.S. Nielsen, V. Rohde, On nonnegative solutions of SDDEs with an application to CARMA processes, 309
O. Hopkalo, L. Sakhno, Investigation of sample paths properties for some classes of φ-sub-Gaussian stochastic processes, 41
L. Beghin, C. Macci, B. Martinucci, Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates, 63
K. Es-Sebaiy, M. Al-Foraih, F. Alazemi, Statistical inference for nonergodic weighted fractional Vasicek models, 291
L. Beghin, C. Macci, B. Martinucci, Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates, 63
F.E. Benth, I.C. Simonsen, Metatimes, random measures and cylindrical random variables, 349
O. Hopkalo, L. Sakhno, Investigation of sample paths properties for some classes of φ-sub-Gaussian stochastic processes, 41
F.E. Benth, I.C. Simonsen, Metatimes, random measures and cylindrical random variables, 349
C. Tudor, Chaos expansion of uniformly distributed random variables and application to number theory, 275
M.S. Nielsen, V. Rohde, On nonnegative solutions of SDDEs with an application to CARMA processes, 309
E. Azmoodeh, G. Peccati, X. Yang, MalliavinStein method: a survey of some recent developments, 141
A.Yu. Veretennikov, Note on local mixing techniques for stochastic differential equations, 1
M.S. Nielsen, V. Rohde, On nonnegative solutions of SDDEs with an application to CARMA processes, 309
D. Berger, F. Mohamed, Second order elliptic partial differential equations driven by Lévy white noise, 179
R. Selmi, R. Nasfi, Existence and uniqueness of weak solution to a three-dimensional stochastic modified-Leray-alpha model of fluid turbulence, 115
D. Berger, F. Mohamed, Second order elliptic partial differential equations driven by Lévy white noise, 179
M. Horodnii, V. Kravets, Bounded in the mean solutions of a second-order difference equation, 465
V. Bohun, Probabilistic analysis of vantage point trees, 413
V. Bohun, Probabilistic analysis of vantage point trees, 413
L. Beghin, C. Macci, B. Martinucci, Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates, 63
M. Yakovliev, A. Kukush, Estimation in a linear errors-in-variables model under a mixture of classical and Berkson errors, 373
A. Ivanov, K. Moskvychova, Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model, 93
K. Es-Sebaiy, M. Al-Foraih, F. Alazemi, Statistical inference for nonergodic weighted fractional Vasicek models, 291
O. Sugakova, R. Maiboroda, Principal components analysis for mixtures with varying concentrations, 509
M. Yakovliev, A. Kukush, Estimation in a linear errors-in-variables model under a mixture of classical and Berkson errors, 373
N. Lietzén, L. Viitasaari, P. Ilmonen, Modeling temporally uncorrelated components of complex-valued stationary processes, 475
A. Ivanov, K. Moskvychova, Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model, 93
O. Sugakova, R. Maiboroda, Principal components analysis for mixtures with varying concentrations, 509
K. Es-Sebaiy, M. Al-Foraih, F. Alazemi, Statistical inference for nonergodic weighted fractional Vasicek models, 291
A. Ivanov, K. Moskvychova, Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model, 93
F. Honda, T. Kurosawa, Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model, 435
K. Es-Sebaiy, M. Al-Foraih, F. Alazemi, Statistical inference for nonergodic weighted fractional Vasicek models, 291
V. Bohun, Probabilistic analysis of vantage point trees, 413
V. Bohun, Probabilistic analysis of vantage point trees, 413
R. Selmi, R. Nasfi, Existence and uniqueness of weak solution to a three-dimensional stochastic modified-Leray-alpha model of fluid turbulence, 115
R. Selmi, R. Nasfi, Existence and uniqueness of weak solution to a three-dimensional stochastic modified-Leray-alpha model of fluid turbulence, 115
N. Lietzén, L. Viitasaari, P. Ilmonen, Modeling temporally uncorrelated components of complex-valued stationary processes, 475
N. Lietzén, L. Viitasaari, P. Ilmonen, Modeling temporally uncorrelated components of complex-valued stationary processes, 475
F. Buryak, Yu. Mishura, Convexity and robustness of the Rényi entropy, 387