2010 Mathematics Subject Classification index

2010 Mathematics Subject Classification index

Volume 12, 2025

Volume 12, Issue 4 (2025), pp. 509–512

https://doi.org/10.15559/25-VMSTA124MI

Pub. online: 25 September 2025 Type: 2010 Mathematics Subject Classification Index

Published
25 September 2025

28A35 S.M. Tzaninis, N.D. Macheras, A change of measures technique for compound mixed renewal processes with applications in Risk Theory, 471
33E12 A. Iuliano, C. Macci, A. Meoli, Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators, 203
34G20 L. Shaikhet, About stability of equilibria of one system of stochastic delay differential equations with exponential nonlinearity, 313
34K20 L. Shaikhet, About stability of equilibria of one system of stochastic delay differential equations with exponential nonlinearity, 313
34K50 L. Shaikhet, About stability of equilibria of one system of stochastic delay differential equations with exponential nonlinearity, 313
37H15 J.L. Kirkby, D.H. Nguyen, D. Nguyen, Moments of Student’s t-distribution: a unified approach, 393
60A10 S.M. Tzaninis, N.D. Macheras, A change of measures technique for compound mixed renewal processes with applications in Risk Theory, 471
60E05 M. Skorski, Handy formulas for binomial moments, 27

K. Barman, N.S. Upadhye, P. Vellaisamy, Approximations related to tempered stable distributions, 325
60E07 K. Barman, N.S. Upadhye, P. Vellaisamy, Approximations related to tempered stable distributions, 325
60F05 A. Iuliano, C. Macci, A. Meoli, Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators, 203
60F10 A. Iuliano, C. Macci, A. Meoli, Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators, 203

G. Högnäs, B. Jung, Exit times for some nonlinear autoregressive processes, 375
60F15 R. Giuliano, M. Hadjikyriakou, Strong laws of large numbers for lightly trimmed sums of generalized Oppenheim expansions, 273

A. Iksanov, R. Kostohryz, Limit theorems for random Dirichlet series: boundary case, 347
60F17 D. Krizmanić, Skorokhod ${M_{1}}$ convergence of maxima of multivariate linear processes with heavy-tailed innovations and random coefficients, 251

A. Iksanov, R. Kostohryz, Limit theorems for random Dirichlet series: boundary case, 347
60G17 B. Manikin, Heat equation with a general stochastic measure in a bounded domain, 61

V. Radchenko, Regularity of paths of stochastic measures, 189

O. Hopkalo, L. Sakhno, Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochastic heat equations, 289

G. Högnäs, B. Jung, Exit times for some nonlinear autoregressive processes, 375
60G18 M. El Omari, Statistical inference for nth-order mixed fractional Brownian motion with polynomial drift, 169
60G22 M. El Omari, Statistical inference for nth-order mixed fractional Brownian motion with polynomial drift, 169

A. Iuliano, C. Macci, A. Meoli, Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators, 203
60G44 Y. Dolinsky, D. Greenstein, A note on optimal liquidation with linear price impact, 123

S.M. Tzaninis, N.D. Macheras, A change of measures technique for compound mixed renewal processes with applications in Risk Theory, 471
60G50 A. Iksanov, R. Kostohryz, Limit theorems for random Dirichlet series: boundary case, 347
60G52 M.V. Boiko and M.M. Osypchuk, Perturbation of an α-stable type stochastic process by a pseudo-gradient, 1

M. Barski, R. Łochowski, On the reducibility of affine models with dependent Lévy factors, 433
60G55 S.M. Tzaninis, N.D. Macheras, A change of measures technique for compound mixed renewal processes with applications in Risk Theory, 471
60G57 B. Manikin, Heat equation with a general stochastic measure in a bounded domain, 61
60G60 S. Shklyar, First-order planar autoregressive model, 83

O. Hopkalo, L. Sakhno, Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochastic heat equations, 289
60G70 D. Krizmanić, Skorokhod ${M_{1}}$ convergence of maxima of multivariate linear processes with heavy-tailed innovations and random coefficients, 251

R. Giuliano, M. Hadjikyriakou, Strong laws of large numbers for lightly trimmed sums of generalized Oppenheim expansions, 273
60H05 V. Radchenko, Regularity of paths of stochastic measures, 189
60H10 J.L. Kirkby, D.H. Nguyen, D. Nguyen, Moments of Student’s t-distribution: a unified approach, 393
60H15 B. Manikin, Heat equation with a general stochastic measure in a bounded domain, 61

O. Hopkalo, L. Sakhno, Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochastic heat equations, 289
60J60 J.L. Kirkby, D.H. Nguyen, D. Nguyen, Moments of Student’s t-distribution: a unified approach, 393
60K05 S. Losidis, K. Politis, G. Psarrakos, Bivariate dependence, stochastic orders and conditional tails of the recurrence times in a renewal process, 153

S.M. Tzaninis, N.D. Macheras, A change of measures technique for compound mixed renewal processes with applications in Risk Theory, 471
60K10 S. Losidis, K. Politis, G. Psarrakos, Bivariate dependence, stochastic orders and conditional tails of the recurrence times in a renewal process, 153
62E17 K. Barman, N.S. Upadhye, P. Vellaisamy, Approximations related to tempered stable distributions, 325
62E20 K. Barman, N.S. Upadhye, P. Vellaisamy, Approximations related to tempered stable distributions, 325
62F03 S. Drin, S. Mazur, S. Muhinyuza, A test on the location of tangency portfolio for small sample size and singular covariance matrix, 43
62F05 S. Drin, S. Mazur, S. Muhinyuza, A test on the location of tangency portfolio for small sample size and singular covariance matrix, 43
62F10 M. El Omari, Statistical inference for nth-order mixed fractional Brownian motion with polynomial drift, 169

J. Figueras, A. Persson, L. Viitasaari, On parameter estimation for $N(\mu ,{\sigma ^{2}}{I_{3}})$ based on projected data into ${\mathbb{S}^{2}}$, 407
62F12 M. El Omari, Statistical inference for nth-order mixed fractional Brownian motion with polynomial drift, 169
62H11 J. Figueras, A. Persson, L. Viitasaari, On parameter estimation for $N(\mu ,{\sigma ^{2}}{I_{3}})$ based on projected data into ${\mathbb{S}^{2}}$, 407
62M10 S. Shklyar, First-order planar autoregressive model, 83
62P05 S. Drin, S. Mazur, S. Muhinyuza, A test on the location of tangency portfolio for small sample size and singular covariance matrix, 43
62P99 S. Drin, S. Mazur, S. Muhinyuza, A test on the location of tangency portfolio for small sample size and singular covariance matrix, 43
91B06 S. Drin, S. Mazur, S. Muhinyuza, A test on the location of tangency portfolio for small sample size and singular covariance matrix, 43
91B24 N. Shchestyuk, S. Tyshchenko, Subdiffusive option price model with Inverse Gaussian subordinator, 135
91B70 M. Barski, R. Łochowski, On the reducibility of affine models with dependent Lévy factors, 433
91G05 S.M. Tzaninis, N.D. Macheras, A change of measures technique for compound mixed renewal processes with applications in Risk Theory, 471
91G10 S. Drin, S. Mazur, S. Muhinyuza, A test on the location of tangency portfolio for small sample size and singular covariance matrix, 43

Y. Dolinsky, D. Greenstein, A note on optimal liquidation with linear price impact, 123
91G20 N. Shchestyuk, S. Tyshchenko, Subdiffusive option price model with Inverse Gaussian subordinator, 135
91G30 M. Barski, R. Łochowski, On the reducibility of affine models with dependent Lévy factors, 433
91G60 N. Shchestyuk, S. Tyshchenko, Subdiffusive option price model with Inverse Gaussian subordinator, 135
92D25 J.L. Kirkby, D.H. Nguyen, D. Nguyen, Moments of Student’s t-distribution: a unified approach, 393

Exit Reading

Share

RSS