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Vol 47 No 7 (1995)
Published:
25.07.1995
Anniversaries
On the 70th birthday of Vladimir Semenovich Korolyuk
867-868
PDF (Українська)
Springer
Research articles
To the problem of canonical factorization for Markov additive processes
N. S. Bratiichuk
869–875
PDF
Springer
On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density
V. V. Buldygin
876–889
PDF (Русский)
Springer
Bounded solutions of one class of nonlinear operator difference equations
M. F. Gorodnii, A. Ya. Dorogovtsev
890–896
PDF (Русский)
Springer
On crossing of a level by processes defined by sums of a random number of terms
D. V. Gusak
897–914
PDF (Українська)
Springer
Nonlocal boundary-value problem for parabolic equations with variable coefficients
N. M. Zadorozhna, B. I. Ptashnik
915–921
PDF (Українська)
Springer
Normal approximation of random permanents
Yu. V. Borovskikh, V. S. Korolyuk
922–927
PDF (Русский)
Springer
Diffusion approximation of stochastic Markov models with persistent regression
D. Koroliuk, V. S. Korolyuk
928–935
PDF
Springer
Integral approximation of stochastic differential equations with anticipating initial conditions
A. M. Kulik
936–945
PDF (Русский)
Springer
Estimates of intense noise for inhomogeneous diffusion processes
R. E. Maiboroda
946–951
PDF (Русский)
Springer
Two-parameter Lévy processes: ItÔ formula, semigroups, and generators
Yu. S. Mishura
952–961
PDF
Springer
Robust interpolation of random fields homogeneous in time and isotropic on a sphere, which are observed with noise
M. P. Moklyachuk
962–970
PDF (Українська)
Springer
Superfractality of the set of numbers having no frequency of
n
-adic digits, and fractal probability distributions
M. V. Pratsiovytyi, H. M. Torbin
971–975
PDF (Українська)
Springer
Hedging of options under mean-square criterion and semi-Markov volatility
A. V. Svishchuk
976–983
PDF
Springer
Estimates in the Rényi theorem for differently distributed terms
O. V. Suhakova
984–989
PDF (Русский)
Springer
Mean-square asymptotic stability of solutions of systems of stochastic differential equations with random operators
I. V. Yurchenko, L. I. Yasinskaya, V. K. Yasinsky
990–1001
PDF (Українська)
Springer
Short communications
Random permanents of mixed multisampling matrices
E. Yu. Kaneva
1002–1005
PDF (Русский)
Springer
The limit theorem for the maximum ot $C$-valued Gaussian random variables
I. K. Matsak
1006-1008
PDF (Українська)
Springer
Language
English
Українська
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