Theory of Stochastic Processes, 2005, № 3-4

Theory of Stochastic Processes, 2005, № 3-4 http://dspace.nbuv.gov.ua:80/handle/123456789/3060 Mon, 13 Apr 2026 13:47:21 GMT 2026-04-13T13:47:21Z Theory of Stochastic Processes, 2005, № 3-4 http://dspace.nbuv.gov.ua:80/bitstream/id/168098/ http://dspace.nbuv.gov.ua:80/handle/123456789/3060 On the Markov property of strong solutions to sde with generalized coefficients http://dspace.nbuv.gov.ua:80/handle/123456789/4435 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 multidimensional stochastic differential equation, whose coefficients involve the local time on a hyperplane of the unknown process. Sat, 01 Jan 2005 00:00:00 GMT http://dspace.nbuv.gov.ua:80/handle/123456789/4435 2005-01-01T00:00:00Z Multiplicative decomposition and infinite divisibility of the mandel distribution http://dspace.nbuv.gov.ua:80/handle/123456789/4434 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. Sat, 01 Jan 2005 00:00:00 GMT http://dspace.nbuv.gov.ua:80/handle/123456789/4434 2005-01-01T00:00:00Z Marginal probability distributions of random sets in R with Markovian refinements http://dspace.nbuv.gov.ua:80/handle/123456789/4433 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. Sat, 01 Jan 2005 00:00:00 GMT http://dspace.nbuv.gov.ua:80/handle/123456789/4433 2005-01-01T00:00:00Z Modified orthogonal regression estimator in the quadratic errors-in-variables model http://dspace.nbuv.gov.ua:80/handle/123456789/4432 Modified orthogonal regression estimator in the quadratic errors-in-variables model Repetatska, G. The quadratic functional measurement error model with equal error variances is considered. The asymptotic bias of an orthogonal regression estimator is derived. A modiﬁed estimator which has smaller asymptotic bias for small measurement errors is presented. Sat, 01 Jan 2005 00:00:00 GMT http://dspace.nbuv.gov.ua:80/handle/123456789/4432 2005-01-01T00:00:00Z