<?xml version="1.0" encoding="UTF-8"?>
<feed xmlns="http://www.w3.org/2005/Atom" xmlns:dc="http://purl.org/dc/elements/1.1/">
<title>Theory of Stochastic Processes, 2005, № 3-4</title>
<link href="http://dspace.nbuv.gov.ua:80/handle/123456789/3060" rel="alternate"/>
<subtitle/>
<id>http://dspace.nbuv.gov.ua:80/handle/123456789/3060</id>
<updated>2026-04-13T13:49:54Z</updated>
<dc:date>2026-04-13T13:49:54Z</dc:date>
<entry>
<title>On the Markov property of strong solutions to sde with generalized coefficients</title>
<link href="http://dspace.nbuv.gov.ua:80/handle/123456789/4435" rel="alternate"/>
<author>
<name>Zaitseva, L.L.</name>
</author>
<id>http://dspace.nbuv.gov.ua:80/handle/123456789/4435</id>
<updated>2009-11-10T10:00:35Z</updated>
<published>2005-01-01T00:00:00Z</published>
<summary type="text">On the Markov property of strong solutions to sde with generalized coefficients
Zaitseva, L.L.
We present the complete proof of the Markov property of the strong solution to a&#13;
multidimensional stochastic differential equation, whose coefficients involve the local&#13;
time on a hyperplane of the unknown process.
</summary>
<dc:date>2005-01-01T00:00:00Z</dc:date>
</entry>
<entry>
<title>Multiplicative decomposition and infinite divisibility of the mandel distribution</title>
<link href="http://dspace.nbuv.gov.ua:80/handle/123456789/4434" rel="alternate"/>
<author>
<name>Virchenko, Yu.P.</name>
</author>
<author>
<name>Vitokhina, N.N.</name>
</author>
<id>http://dspace.nbuv.gov.ua:80/handle/123456789/4434</id>
<updated>2009-11-10T10:00:37Z</updated>
<published>2005-01-01T00:00:00Z</published>
<summary type="text">Multiplicative decomposition and infinite divisibility of the mandel distribution
Virchenko, Yu.P.; Vitokhina, N.N.
Inﬁnite divisibility of the Mandel distribution that arises in quantum optics is proved. On the basis of this fact, the multiplicative decomposition of this distribution into the countable convolution of some Poisson distributions is constructed.
</summary>
<dc:date>2005-01-01T00:00:00Z</dc:date>
</entry>
<entry>
<title>Marginal probability distributions of random sets in R with Markovian refinements</title>
<link href="http://dspace.nbuv.gov.ua:80/handle/123456789/4433" rel="alternate"/>
<author>
<name>Virchenko, Yu.P.</name>
</author>
<author>
<name>Shpilinskaya, O.L.</name>
</author>
<id>http://dspace.nbuv.gov.ua:80/handle/123456789/4433</id>
<updated>2009-11-10T10:00:33Z</updated>
<published>2005-01-01T00:00:00Z</published>
<summary type="text">Marginal probability distributions of random sets in R with Markovian refinements
Virchenko, Yu.P.; Shpilinskaya, O.L.
Marginal probability distributions describing statistically random sets in R losed with probability one are introduced. These distributions are calculated in the case of random sets with Markovian reﬁnements.
</summary>
<dc:date>2005-01-01T00:00:00Z</dc:date>
</entry>
<entry>
<title>Modified orthogonal regression estimator in the quadratic errors-in-variables model</title>
<link href="http://dspace.nbuv.gov.ua:80/handle/123456789/4432" rel="alternate"/>
<author>
<name>Repetatska, G.</name>
</author>
<id>http://dspace.nbuv.gov.ua:80/handle/123456789/4432</id>
<updated>2009-11-10T10:00:36Z</updated>
<published>2005-01-01T00:00:00Z</published>
<summary type="text">Modified orthogonal regression estimator in the quadratic errors-in-variables model
Repetatska, G.
The quadratic functional measurement error model with equal error variances is&#13;
considered. The asymptotic bias of an orthogonal regression estimator is derived. A&#13;
modiﬁed estimator which has smaller asymptotic bias for small measurement errors&#13;
is presented.
</summary>
<dc:date>2005-01-01T00:00:00Z</dc:date>
</entry>
</feed>
