The local properties of distributions of solutions of SDE's with jumps are studied. Using the method based on the “time-wise” differentiation on the space of functionals of Poisson point measure, we give a full analog of ...

We consider a smoothing problem for stochastic processes satisfying stochastic differential equations with Wiener processes that may not have a semimartingale property with respect to the joint filtration.

We give a survey of recent results that generalize and develop a classical theorem of Skorokhod on representation of weakly convergent sequences of probability measures by almost everywhere convergent sequences of mappings.

Наведено огляд властивостей слабко субгауссових випадкових елементів у нескінченновимірних просторах, а також декілька нових результатів та прикладів.