@article{CIS-130473,
Author = {Katsevich, A. I. and Ramm, A. G.},
Title = {Consistency of a rank test against general alternatives of change points (surfaces) and continuous trend (STMA V37 2702)},
Journal = {Acta Applicandae Mathematicae},
Volume = {42},
Year = {1996},
Pages = {105--137},
Keywords = {}
}
@article{CIS-130474,
Author = {Christopeit, N. and Helmes, K.},
Title = {Linear minimax estimation with ellipsoidal constraints (STMA V37 4174)},
Journal = {Acta Applicandae Mathematicae},
Volume = {43},
Year = {1996},
Pages = {3--15},
Keywords = {}
}
@article{CIS-130475,
Author = {Drygas, H.},
Title = {Spectral methods in linear minimax estimation (STMA V37 4175)},
Journal = {Acta Applicandae Mathematicae},
Volume = {43},
Year = {1996},
Pages = {17--42},
Keywords = {}
}
@article{CIS-130476,
Author = {Drygas, H. and Pilz, J.},
Title = {On the equivalence of spectral theory and Bayesian analysis in minimax linear estimation (STMA V37 4176)},
Journal = {Acta Applicandae Mathematicae},
Volume = {43},
Year = {1996},
Pages = {43--57},
Keywords = {}
}
@article{CIS-130477,
Author = {Girko, V. L.},
Title = {Spectral theory of minimax estimation (STMA V37 4581)},
Journal = {Acta Applicandae Mathematicae},
Volume = {43},
Year = {1996},
Pages = {59--69},
Keywords = {}
}
@article{CIS-130478,
Author = {Gnot, S. and Trenkler, G.},
Title = {Nonnegative quadratic estimation of the mean squared errors of minimax estimators in the linear regression model (STMA V37 4177)},
Journal = {Acta Applicandae Mathematicae},
Volume = {43},
Year = {1996},
Pages = {71--80},
Keywords = {}
}
@article{CIS-130479,
Author = {Gross, J.},
Title = {Estimation using the linear regression model with incomplete ellipsoidal restrictions (STMA V37 4185)},
Journal = {Acta Applicandae Mathematicae},
Volume = {43},
Year = {1996},
Pages = {81--85},
Keywords = {}
}
@article{CIS-130480,
Author = {Hoffmann, K.},
Title = {A subclass of Bayes linear estimators that are minimax (STMA V37 4243)},
Journal = {Acta Applicandae Mathematicae},
Volume = {43},
Year = {1996},
Pages = {87--95},
Keywords = {}
}
@article{CIS-130481,
Author = {Knautz, H.},
Title = {Linear plus quadratic (LPQ) quasiminimax estimation in the linear regression model (STMA V37 4179)},
Journal = {Acta Applicandae Mathematicae},
Volume = {43},
Year = {1996},
Pages = {97--111},
Keywords = {}
}
@article{CIS-130482,
Author = {Schipp, B. and Brechtmann, M.},
Title = {Minimax estimation with random coefficients: Theory and application to stock returns (STMA V37 4180)},
Journal = {Acta Applicandae Mathematicae},
Volume = {43},
Year = {1996},
Pages = {113--126},
Keywords = {}
}
@article{CIS-130483,
Author = {Schmidt, K.},
Title = {A comparison of minimax and least squares estimators in linear regression with polyhedral prior information (STMA V37 4181)},
Journal = {Acta Applicandae Mathematicae},
Volume = {43},
Year = {1996},
Pages = {127--138},
Keywords = {}
}
@article{CIS-130484,
Author = {Stahlecker, P. and Knautz, H. and Trenkler, G.},
Title = {Minimax adjustment technique in a parameter restricted linear model (STMA V37 4182)},
Journal = {Acta Applicandae Mathematicae},
Volume = {43},
Year = {1996},
Pages = {139--144},
Keywords = {}
}
@article{CIS-130485,
Author = {Stahlecker, P. and Schmidt, K.},
Title = {Biased estimation and hypothesis testing in linear regression (STMA V37 3950)},
Journal = {Acta Applicandae Mathematicae},
Volume = {43},
Year = {1996},
Pages = {145--151},
Keywords = {}
}
@article{CIS-130486,
Author = {Stahlecker, P. and Knautz, H. and Trenkler, G.},
Title = {Hypothesis testing using affine linear estimators (STMA V37 3951)},
Journal = {Acta Applicandae Mathematicae},
Volume = {43},
Year = {1996},
Pages = {153--158},
Keywords = {}
}
@article{CIS-130487,
Author = {Jaenner, M. and Janner, M. and Jänner, M. and Stahlecker, P.},
Title = {Minimax least squares and quasiminimax estimation in linear models with missing values (STMA V37 4178)},
Journal = {Acta Applicandae Mathematicae},
Volume = {43},
Year = {1996},
Pages = {159--167},
Keywords = {}
}
@article{CIS-130488,
Author = {Twardowska, K.},
Title = {Wong-Zakai approximations for stochastic differential equations (STMA V38 0745)},
Journal = {Acta Applicandae Mathematicae},
Volume = {43},
Year = {1996},
Pages = {317--359},
Keywords = {}
}
@article{CIS-130489,
Author = {Kondratiev, Y. G. and Leukert, P. and Streit, L.},
Title = {Wick calculus in Gaussian analysis (STMA V38 2084)},
Journal = {Acta Applicandae Mathematicae},
Volume = {44},
Year = {1996},
Pages = {269--294},
Keywords = {}
}
@article{CIS-137883,
Author = {Deriev, I. and Leonenko, N.},
Title = {Limit Gaussian behavior of the solutions of the multidimensional Burgers' equation with weak-dependent initial conditions (STMA V39 0711)},
Journal = {Acta Applicandae Mathematicae},
Volume = {47},
Year = {1997},
Pages = {1--18},
Keywords = {}
}
@article{CIS-137884,
Author = {Hernandez-Lerma, O. and Hernández-Lerma, O. and Lasserre, J. B.},
Title = {Policy iteration for average cost Markov control processes on Borel spaces (STMA V39 0968)},
Journal = {Acta Applicandae Mathematicae},
Volume = {47},
Year = {1997},
Pages = {125--154},
Keywords = {}
}
@article{CIS-137885,
Author = {Rockle, H. and Roeckle, H. and Röckle, H.},
Title = {Banach space-valued Ornstein-Uhlenbeck processes with general drift coefficients (STMA V39 3484)},
Journal = {Acta Applicandae Mathematicae},
Volume = {47},
Year = {1997},
Pages = {323--349},
Keywords = {}
}
@article{CIS-137886,
Author = {Vage, G. and Vaage, G. and Deck, Th. and Potthoff, J. and Våge, G.},
Title = {A review of white noise analysis from a probabilistic standpoint (STMA V39 3377)},
Journal = {Acta Applicandae Mathematicae},
Volume = {48},
Year = {1997},
Pages = {91--112},
Keywords = {}
}
@article{CIS-145367,
Author = {Barbe, Ph.},
Title = {Statistical analysis of mixtures and the empirical probability measure (STMA V40 0236)},
Journal = {Acta Applicandae Mathematicae},
Volume = {50},
Year = {1998},
Pages = {253--340},
Keywords = {}
}
@article{CIS-145368,
Author = {Vage, G. and Vaage, G. and Benth, F. E. and Deck, Th. and Potthoff, J. and Våge, G.},
Title = {Explicit strong solutions of SPDE's with applications to non-linear filtering (STMA V40 2460)},
Journal = {Acta Applicandae Mathematicae},
Volume = {51},
Year = {1998},
Pages = {215--242},
Keywords = {Stochastic partial differential equation}
}
@article{CIS-145369,
Author = {Schaeben, H. and Nikolayev, D. I.},
Title = {The central limit theorem in texture component fit methods (STMA V40 3309)},
Journal = {Acta Applicandae Mathematicae},
Volume = {53},
Year = {1998},
Pages = {59--87},
Keywords = {}
}
@article{CIS-145370,
Author = {Hernandez-Lerma, O. and Hernández-Lerma, O. and Lasserre, J. B.},
Title = {Ergodic theorems and ergodic decomposition for Markov chains (STMA V40 5569)},
Journal = {Acta Applicandae Mathematicae},
Volume = {54},
Year = {1998},
Pages = {99--119},
Keywords = {}
}
@article{CIS-152976,
Author = {Ceci, C. and Gerardi, A.},
Title = {Optimal control and filtering of the reproduction law of a branching process},
Journal = {Acta Applicandae Mathematicae},
Volume = {55},
Year = {1999},
Pages = {27--50},
Keywords = {Birth-death processes, Special functions}
}
@article{CIS-152977,
Author = {Alberink, I. B. and Bentkus, V.},
Title = {Bounds for the concentration of asymptotically normal statistics},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {11--59},
Keywords = {Asymptotic results, Approximations}
}
@article{CIS-152978,
Author = {Statulevicius, V. and Aleskeviciene, A. and Aleškevičien\dot{e}, A. and Statulevičius, V.},
Title = {Theorems of large deviations in the approximation by an infinitely divisible law},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {61--73},
Keywords = {Large deviations}
}
@article{CIS-152979,
Author = {Goetze, F. and Gotze, F. and Bloznelis, M. and Götze, F.},
Title = {One-term Edgeworth expansion for finite population $U$-statistics of degree two},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {75--90},
Keywords = {$U$-statistics, Asymptotic results, Approximations, $R$-estimators}
}
@article{CIS-152980,
Author = {Csorgo, M. and Csoergo, M. and Csörgő, M. and Zitikis, R.},
Title = {On the Vervaat and Vervaat-error processes},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {91--105},
Keywords = {Empirical process, Quantile process}
}
@article{CIS-152981,
Author = {Davydov, Yu. and Paulauskas, V.},
Title = {On the estimation of the parameters of multivariate stable distributions},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {107--124},
Keywords = {Probability distributions, estimation in multivariate problems}
}
@article{CIS-152982,
Author = {Grigelionis, B.},
Title = {Asymptotic expansions in the compound Poisson limit theorem},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {125--134},
Keywords = {Asymptotic expansions in probability theory}
}
@article{CIS-152983,
Author = {Kalpazidou, S. and Tzouvaras, L.},
Title = {A functional interpretation of cycloid processes: Application to the study of asymptotic behaviour},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {135--149},
Keywords = {Markov processes in continuous time}
}
@article{CIS-152984,
Author = {Khasminskii, R.},
Title = {Arcsine law and one generalization},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {151--157},
Keywords = {diffusion processes}
}
@article{CIS-152985,
Author = {Klebanov, L. B. and Rachev, S. T. and Szekely, G. J.},
Title = {Pre-limit theorems and their applications},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {159--174},
Keywords = {Limit theorems, Probability distributions}
}
@article{CIS-152986,
Author = {Kubilius, J.},
Title = {On some results in probabilistic number theory},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {175--188},
Keywords = {Number theory}
}
@article{CIS-152987,
Author = {Nagaev, S. V. and Chebotarev, V. I.},
Title = {On the accuracy of Gaussian approximation in Hilbert space},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {189--215},
Keywords = {generalized stochastic processes}
}
@article{CIS-152988,
Author = {Nevzorova, L. and Nevzorov, V.},
Title = {Ordered random variables},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {217--229},
Keywords = {sampling distributions of order statistics}
}
@article{CIS-152989,
Author = {Di Nunno, G. and Rozanov, Yu. A.},
Title = {On stochastic integration and differentiation},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {231--235},
Keywords = {Stochastic integration, Stochastic differential equations, stochastic analysis}
}
@article{CIS-152990,
Author = {Rackauskas, A. and Račkauskas, A.},
Title = {Large deviations behavior for the quadratic error of density estimate},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {237--246},
Keywords = {asymptotic properties of estimators}
}
@article{CIS-152991,
Author = {Regazzini, E. and Sazonov, V. V.},
Title = {Approximation of laws of multinomial parameters by mixtures of Dirichlet distributions with applications to Bayesian inference},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {247--264},
Keywords = {Asymptotic results, Approximations}
}
@article{CIS-152992,
Author = {Rozovsky, L. V.},
Title = {An asymptotic behavior of the remainder in the central limit theorem for moments of sums of independent random variables},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {265--278},
Keywords = {sums of independent random vectors}
}
@article{CIS-152993,
Author = {Radavicius, M. and Rudzkis, R. and Radavičius, M.},
Title = {Characterization and statistical estimation of a discriminant space for Gaussian mixtures},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {279--290},
Keywords = {Discriminant analysis, Classification, Cluster analysis, algorithms for computing measures of association and dependence}
}
@article{CIS-152994,
Author = {Saulis, L.},
Title = {Asymptotic expansions of large deviations for sums of nonidentically distributed random variables},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {291--310},
Keywords = {Large deviations}
}
@article{CIS-152995,
Author = {Sidoravicius, V. and Vares, M. E. and Surgailis, D.},
Title = {Poisson broken lines process and its application to Bernoulli first passage percolation},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {311--325},
Keywords = {Percolation theory, sßtatistical mechanics type models, Gibbs states}
}
@article{CIS-152996,
Author = {Sunklodas, J.},
Title = {On a lower bound of the uniform distance in the central limit theorem for ϕ-mixing random variables},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {327--341},
Keywords = {Limit theorems}
}
@article{CIS-152997,
Author = {Vaiciulis, M. and Surgailis, D. and Vaičiulis, M.},
Title = {Convergence of Appell polynomials of long range dependent moving averages in martingale differences},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Year = {1999},
Pages = {343--357},
Keywords = {Control theory, Markov processes in continuous time}
}
@article{CIS-152998,
Author = {Gorostiza, L. G. and Rodrigues, E. R.},
Title = {A stochastic model for transport of particulate matter in air: An asymptotic analysis},
Journal = {Acta Applicandae Mathematicae},
Volume = {59},
Year = {1999},
Pages = {21--43},
Keywords = {Generalized linear model, Inference for time series, Bayesian regression analysis}
}
@article{CIS-152999,
Author = {Hernandez-Lerma, O. and Perez-Hernandez, R. and Hernández-Lerma, O. and Carrasco, G. and Pérez-Hernández, R.},
Title = {Markov control processes with the expected total cost criterion: Optimality, stability, and transient models},
Journal = {Acta Applicandae Mathematicae},
Volume = {59},
Year = {1999},
Pages = {229--269},
Keywords = {Control theory}
}
@article{CIS-161693,
Author = {Li, C. W. and Liu, X. Q.},
Title = {Almost sure convergence of the numerical discretization of stochastic jump diffusions},
Journal = {Acta Applicandae Mathematicae},
Volume = {62},
Number = {3},
Year = {2000},
Pages = {225--244},
Keywords = {Stratonovich-Taylor expansion, exponential Lie series, Philip Hall basis, shuffle product}
}
@article{CIS-161694,
Author = {Accardi, Luigi and Lu, Yun Gang and Volovich, Igor V.},
Title = {A white-noise approach to stochastic calculus},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {3--25},
Keywords = {quantum probability, stochastic limit}
}
@article{CIS-161695,
Author = {Rockner, Michael and Roeckner, Michael and Albeverio, Sergio and Daletskii, Alexei and Kondratiev, Yuri and Röckner, Michael},
Title = {Stochastic dynamics of compact spins: Ergodicity and irreducibility},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {27--40},
Keywords = {Gibbs measure, Dirichlet form, ergodic semigroup}
}
@article{CIS-161696,
Author = {Asai, Nobuhiro and Kubo, Izumi and Kuo, Hui-Hsiung},
Title = {Bell numbers, log-concavity, and log-convexity},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {79--87},
Keywords = {Characterization theorem, CKS-space, white noise distribution theory}
}
@article{CIS-161697,
Author = {Ezawa, Hiroshi},
Title = {Ornstein-Uhlenbeck path integral and its application},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {119--135},
Keywords = {Wiener process, Feynman-Kac formula, long-time average}
}
@article{CIS-161698,
Author = {Hibino, Yuji and Hitsuda, Masuyuki and Muraoka, Hiroshi},
Title = {Remarks on a noncanonical representation for a stationary Gaussian process},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {137--139},
Keywords = {Moving average representation, canonical representation}
}
@article{CIS-161699,
Author = {Oksendal, Bernt and Oeksendal, Bernt and Holden, Helge and Øksendal, Bernt},
Title = {A white noise approach to stochastic Neumann boundary-value problems},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {141--150},
Keywords = {stochastic Neumann problem, white noise analysis}
}
@article{CIS-161700,
Author = {Ihara, Shunsuke},
Title = {Large deviation theorems for Gaussian processes and their applications in information theory},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {165--174},
Keywords = {Random coding, Stationary Gaussian process, Maximum entropy principle, channel coding theorem}
}
@article{CIS-161701,
Author = {Kunita, Hiroshi},
Title = {Ergodic properties of random positive semigroups},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {185--201},
Keywords = {Ergodicity, Asymptotic behavior}
}
@article{CIS-161702,
Author = {Rockner, Michael and Roeckner, Michael and Ma, Zhi-Ming and Röckner, Michael and Sun, Wei},
Title = {Approximation of Hunt processes by multivariate Poisson processes},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {233--243},
Keywords = {Weak convergence}
}
@article{CIS-161703,
Author = {Mandal, Pranab K. and Mandrekar, V.},
Title = {Bayes formula for optimal filter with $n$-ple Markov Gaussian errors},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {245--252},
Keywords = {Nonlinear filtering, $n$-ple Markov Gaussian process}
}
@article{CIS-161704,
Author = {Mitoma, Itaru},
Title = {One loop approximation of the Chern-Simons integral},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {253--273},
Keywords = {Abstract Wiener space, stationary phase, linking number}
}
@article{CIS-161705,
Author = {Redfern, Mylan},
Title = {Stochastic differentiation -- A generalized approach},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {349--361},
Keywords = {multiparameter processes, Wiener distributions, generalized stochastic integrals}
}
@article{CIS-161706,
Author = {Saito, Kimiaki and Saitô, Kimiaki},
Title = {A stochastic process generated by the Lévy Laplacian},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {363--373},
Keywords = {Stable processes}
}
@article{CIS-161707,
Author = {Sato, Ken-iti and Yamamuro, Kouji},
Title = {Recurrence-transience for self-similar additive processes associated with stable distributions},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {375--384},
Keywords = {}
}
@article{CIS-161708,
Author = {Watanabe, Shinzo},
Title = {Asymptotic windings of Brownian motion paths on Riemann surfaces},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {441--464},
Keywords = {Brownian motion on a Riemann surface, stochastic line integral along a Brownian motion path of a 1-differential form, Walsh's Brownian motions, elliptic integrals}
}
@article{CIS-206068,
Author = {Sukiasian, G. S.},
Title = {Randomizable point systems},
Journal = {Acta Applicandae Mathematicae},
Volume = {9},
Number = {1-2},
Year = {1987},
Pages = {83--95},
Keywords = {Geometric probability, Palm distribution, Line processes, Stochastic geometry, point processes, random lattices, regular point systems}
}
@article{CIS-206144,
Author = {Helms, L. L.},
Title = {Order properties of attractive spin systems},
Journal = {Acta Applicandae Mathematicae},
Volume = {2},
Number = {3-4},
Year = {1984},
Pages = {379--390},
Keywords = {Invariant measures, Linear operators, diffusion processes, interacting random processes, Markov semigroups, semigroups of operators}
}
@article{CIS-206142,
Author = {Kuo, Hui-Hsiung},
Title = {Brownian functionals and applications},
Journal = {Acta Applicandae Mathematicae},
Volume = {1},
Number = {2},
Year = {1983},
Pages = {175--188},
Keywords = {Brownian motion, Fourier transform, Stochastic processes, stochastic analysis, Sobolev space, Stochastic partial differential equation, Feynman integral, renormalization, Predictor, generalized Brownian functional, Wiener-Itô decomposition, $I$, test functional, Donsker's delta function, causal calculus, $B(t)$-differentiation, $B(t)$-multiplication, Itô's lemma, generalized multiple Wiener integral}
}
@article{CIS-206143,
Author = {Kallianpur, G. and Karandikar, R. L.},
Title = {Some recent developments in nonlinear filtering theory},
Journal = {Acta Applicandae Mathematicae},
Volume = {1},
Number = {4},
Year = {1983},
Pages = {399--434},
Keywords = {stochastic ordinary differential equations, applications of stochastic processes, Robust filtering, filtering in stochastic control, probabilistic measure theory, SDE's, finitely additive white noise}
}
@article{CIS-206145,
Author = {Pardoux, E. and Talay, D.},
Title = {Discretization and simulation of stochastic differential equations},
Journal = {Acta Applicandae Mathematicae},
Volume = {3},
Number = {1},
Year = {1985},
Pages = {23--47},
Keywords = {Monte Carlo method, stochastic ordinary differential equations, ordinary differential equations with randomness, initial value problems, approximation of stochastic differential equations, simulation of diffusion processes}
}
@article{CIS-206146,
Author = {Zakai, Moshe},
Title = {The Malliavin calculus},
Journal = {Acta Applicandae Mathematicae},
Volume = {3},
Number = {2},
Year = {1985},
Pages = {175--207},
Keywords = {stochastic integral equations, stochastic calculus of variations, stochastic analysis on manifolds, Malliavin derivatives, diffusion processes on manifolds, continuity of induced measures for stochastic processes, singularity of induced measures for stochastic processes, derivatives of Wiener functionals, probability densities of Wiener functionals, probability densities of solutions of stochastic differential equations}
}
@article{CIS-206147,
Author = {Servet , Martínez A.},
Title = {Non-equilibrium entropy on stationary Markov processes},
Journal = {Acta Applicandae Mathematicae},
Volume = {3},
Number = {3},
Year = {1985},
Pages = {221--238},
Keywords = {Measure-preserving transformation, Markov processes with discrete parameter, Orlicz spaces}
}
@article{CIS-206148,
Author = {Röckner, Michael},
Title = {Generalized Markov fields and Dirichlet forms},
Journal = {Acta Applicandae Mathematicae},
Volume = {3},
Number = {3},
Year = {1985},
Pages = {285--311},
Keywords = {Markov property, Probabilistic potential theory, Random fields, Prediction problem, capacities, Dirichlet spaces, spectral synthesis, Gaussian generalized fields, measures of bounded energy, balayage of measures}
}
@article{CIS-206149,
Author = {Carmona, René},
Title = {One-dimensional Schrödinger operators with random potentials: A survey},
Journal = {Acta Applicandae Mathematicae},
Volume = {4},
Number = {1},
Year = {1985},
Pages = {65--91},
Keywords = {Spectral theory, stochastic analysis, random Schrödinger operators}
}
@article{CIS-206150,
Author = {Mecke, J.},
Title = {Extremal properties of some geometric processes},
Journal = {Acta Applicandae Mathematicae},
Volume = {9},
Number = {1-2},
Year = {1987},
Pages = {61--69},
Keywords = {Geometric probability, Line processes, Integral geometry, Random convex sets, isoperimetric inequalities, random tessellations, flat processes, Poisson polygon}
}
@article{CIS-206151,
Author = {Oganian, V. K.},
Title = {Combinatorial decompositions and homogeneous geometrical processes},
Journal = {Acta Applicandae Mathematicae},
Volume = {9},
Number = {1-2},
Year = {1987},
Pages = {71--81},
Keywords = {Geometric probability, Line processes, marked point processes, random mosaics}
}
@article{CIS-206152,
Author = {Vitale, Richard A.},
Title = {Expected convex hulls, order statistics, and Banach space probabilities},
Journal = {Acta Applicandae Mathematicae},
Volume = {9},
Number = {1-2},
Year = {1987},
Pages = {97--102},
Keywords = {Geometric probability, Wiener measure, Integral geometry, Random convex sets, Abstract Wiener space, Extreme order statistic, probability theory on linear topological spaces, random sets}
}
@article{CIS-206153,
Author = {Weil, Wolfgang},
Title = {Point processes of cylinders, particles and flats},
Journal = {Acta Applicandae Mathematicae},
Volume = {9},
Number = {1-2},
Year = {1987},
Pages = {103--136},
Keywords = {Geometric probability, Stereology, Integral geometry, Random convex sets, Image analysis, statistical applications, geometric point process, quermass density, curvature measure}
}
@article{CIS-206154,
Author = {Merzbach, Ely},
Title = {Point processes in the plane},
Journal = {Acta Applicandae Mathematicae},
Volume = {12},
Number = {1},
Year = {1988},
Pages = {79--101},
Keywords = {Stationarity, Martingale, Intensity, Palm measure, Orderliness, Doubly stochastic Poisson process, generalizations of martingales, compensator, Stopping line, predictability, partial-order, optional increasing path}
}
@article{CIS-206155,
Author = {Kolsrud, Torbjörn},
Title = {Gaussian random fields, infinite-dimensional Ornstein-Uhlenbeck processes, and symmetric Markov processes},
Journal = {Acta Applicandae Mathematicae},
Volume = {12},
Number = {3},
Year = {1988},
Pages = {237--263},
Keywords = {Gaussian processes, Markov random fields, Dirichlet space, Quantisation}
}
@article{CIS-206156,
Author = {Jagers, Peter},
Title = {The Markov structure of population growth},
Journal = {Acta Applicandae Mathematicae},
Volume = {14},
Number = {1-2},
Year = {1989},
Pages = {103--114},
Keywords = {Strong Markov property, Epidemiology, Extinction, Population dynamics, General branching process}
}
@article{CIS-206157,
Author = {Elliott, Robert J. and Kohlmann, Michael},
Title = {The existence of smooth densities for the prediction filtering and smoothing problems},
Journal = {Acta Applicandae Mathematicae},
Volume = {14},
Number = {3},
Year = {1989},
Pages = {269--286},
Keywords = {Stochastic differential equations, Prediction theory, applications of diffusion processes, applications of stochastic processes, stochastic calculus of variations, Malliavin calculus, data smoothing in stochastic systems, data smoothing in control}
}
@article{CIS-206158,
Author = {de Faria, M. and Kuo, Hui-Hsiung},
Title = {A delta white noise functional},
Journal = {Acta Applicandae Mathematicae},
Volume = {17},
Number = {3},
Year = {1989},
Pages = {287--298},
Keywords = {Brownian motion, Fourier transform, generalized multiple Wiener integral, Beltrami Laplacian, $B^t(t)$-differentiation, Gel'fand triple, Gross Laplacian, $J$-transform, $U$-functional, Volterra Laplacian, Wiener-Ito decomposition}
}
@article{CIS-206159,
Author = {Cutland, Nigel J.},
Title = {An action functional for Lévy Brownian motion},
Journal = {Acta Applicandae Mathematicae},
Volume = {18},
Number = {3},
Year = {1990},
Pages = {261--281},
Keywords = {Large deviations, Random fields, Loeb measure}
}
@article{CIS-206161,
Author = {Hwang, Chii-Ruey and Sheu, Shuenn-Jyi},
Title = {Large-time behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for Fokker-Planck operators and simulated annealing},
Journal = {Acta Applicandae Mathematicae},
Volume = {19},
Number = {3},
Year = {1990},
Pages = {253--295},
Keywords = {Diffusion process, Large deviation, stochastic ordinary differential equations}
}
@article{CIS-206162,
Author = {Ambartzumian, R. V.},
Title = {Random graph approach to Gibbs processes with pair interaction},
Journal = {Acta Applicandae Mathematicae},
Volume = {22},
Number = {1},
Year = {1991},
Pages = {3--14},
Keywords = {Densities, interacting random processes, point processes, continuum model in equilibrium statistical mechanics, Markov chain imbedding in a random graph, no percolation condition}
}
@article{CIS-206163,
Author = {Ambartzumian, R. V. and Sukiasian, H. S.},
Title = {Inclusion-exclusion and point processes},
Journal = {Acta Applicandae Mathematicae},
Volume = {22},
Number = {1},
Year = {1991},
Pages = {15--31},
Keywords = {Palm distribution, Graphs, interacting random processes, system of densities, generating a point process, thinning operator, inclusion-exclusion rule}
}
@article{CIS-206164,
Author = {Surgailis, D.},
Title = {The thermodynamic limit of polygonal models},
Journal = {Acta Applicandae Mathematicae},
Volume = {22},
Number = {1},
Year = {1991},
Pages = {77--102},
Keywords = {Random fields, interacting random processes, continuum model in equilibrium statistical mechanics, polygonal Markov fields, consistent polygonal models, Kirkwood-Salzburg equations}
}
@article{CIS-206165,
Author = {Bouleau, Nicolas},
Title = {On numerical integration by the shift and application to Wiener space},
Journal = {Acta Applicandae Mathematicae},
Volume = {25},
Number = {3},
Year = {1991},
Pages = {201--220},
Keywords = {Monte Carlo, Measure-preserving transformation, Ergodic theorem, Iterated logarithm, Strong Limit Theorems, stochastic analysis, probabilistic Monte Carlo methods, set functions in infinite-dimensional spaces, measures in infinite-dimensional spaces, integrals in infinite-dimensional spaces}
}
@article{CIS-206166,
Author = {Roy, Rahul},
Title = {Critical phenomenon for a percolation model},
Journal = {Acta Applicandae Mathematicae},
Volume = {26},
Number = {3},
Year = {1992},
Pages = {257--270},
Keywords = {interacting random processes, continuum percolation, Poisson point processes, percolation in equilibrium statistical mechanics, vertical densities}
}
@article{CIS-206167,
Author = {Gorostiza, Luis G. and Wakolbinger, Anton},
Title = {Convergence to equilibrium of critical branching particle systems and superprocesses, and related nonlinear partial differential equations},
Journal = {Acta Applicandae Mathematicae},
Volume = {27},
Number = {3},
Year = {1992},
Pages = {269--291},
Keywords = {Point process, Random measure, Persistence, branching processes, nonlinear PDE of elliptic type}
}
@article{CIS-206168,
Author = {Wu, Jiang-Lun},
Title = {Radon extension of cylindrical measures on weak dual multi-Hilbertian spaces and the generalized Bochner theorem},
Journal = {Acta Applicandae Mathematicae},
Volume = {30},
Number = {1},
Year = {1993},
Pages = {47--65},
Keywords = {probability theory on linear topological spaces, characteristic functionals, nonstandard analysis, set functions in infinite-dimensional spaces, measures in infinite-dimensional spaces, integrals in infinite-dimensional spaces, measures on abstract linear spaces in functional analysis, integration on abstract linear spaces in functional analysis, Radon measures, Kolmogorov-topology, Loeb measures}
}
@article{CIS-206169,
Author = {Krivulin, Nikolai},
Title = {Unbiased estimates for gradients of stochastic network performance measures},
Journal = {Acta Applicandae Mathematicae},
Volume = {33},
Number = {1},
Year = {1993},
Pages = {21--43},
Keywords = {Central limit theorem, Stochastic programming, Stochastic optimization, special processes, Perturbation analysis, gradient estimation}
}
@article{CIS-206170,
Author = {Janson, Svante},
Title = {Self-couplings and the concentration function},
Journal = {Acta Applicandae Mathematicae},
Volume = {34},
Number = {1-2},
Year = {1994},
Pages = {5--6},
Keywords = {longest inceasing subsequence in a random permutation}
}
@article{CIS-206171,
Author = {Janson, Svante},
Title = {Coupling and Poisson approximation},
Journal = {Acta Applicandae Mathematicae},
Volume = {34},
Number = {1-2},
Year = {1994},
Pages = {7--15},
Keywords = {Central limit theorem, Distribution theory, Occupancy problems, Stein-Chen method, random graphs, associated variables, matching problems}
}
@article{CIS-206172,
Author = {Greven, Andreas},
Title = {Coupling in the theory of interacting systems},
Journal = {Acta Applicandae Mathematicae},
Volume = {34},
Number = {1-2},
Year = {1994},
Pages = {17--35},
Keywords = {interacting random processes, Interacting diffusions}
}
@article{CIS-206173,
Author = {den Hollander, Frank and Thorisson, Hermann},
Title = {Shift-coupling and a zero-one law for random walk in random environment},
Journal = {Acta Applicandae Mathematicae},
Volume = {34},
Number = {1-2},
Year = {1994},
Pages = {37--50},
Keywords = {Renewal theory, Markov chains with discrete parameter, Regeneration}
}
@article{CIS-206174,
Author = {Kaijser, Thomas},
Title = {On a theorem of Karlin},
Journal = {Acta Applicandae Mathematicae},
Volume = {34},
Number = {1-2},
Year = {1994},
Pages = {51--69},
Keywords = {Limit theorems, Markov chains, Markov processes with discrete parameter, special processes, continued fractions, couplings, random systems with complete connections}
}
@article{CIS-206175,
Author = {Sverchkov, Michail and Rykov, Vladimir},
Title = {On coupling of stochastic processes with embedded point processes},
Journal = {Acta Applicandae Mathematicae},
Volume = {34},
Number = {1-2},
Year = {1994},
Pages = {71--81},
Keywords = {Stationarity, Stability, Markov renewal processes, Regeneration, Maximal coupling, marked-point processes}
}
@article{CIS-206176,
Author = {Thorisson, Hermann},
Title = {Coupling and convergence of random elements, processes, and regenerative processes},
Journal = {Acta Applicandae Mathematicae},
Volume = {34},
Number = {1-2},
Year = {1994},
Pages = {85--107},
Keywords = {Stochastic process, Renewal theory, Total variation, shift-couplingε-coupling, tail σ-algebra, invariant σ-algebra}
}
@article{CIS-206177,
Author = {Silvestrov, Dmitrii S.},
Title = {Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings},
Journal = {Acta Applicandae Mathematicae},
Volume = {34},
Number = {1-2},
Year = {1994},
Pages = {109--124},
Keywords = {Renewal theory, Regenerative process}
}
@article{CIS-206178,
Author = {Borovkov, A. and Foss, S. G.},
Title = {Two ergodicity criteria for stochastically recursive sequences},
Journal = {Acta Applicandae Mathematicae},
Volume = {34},
Number = {1-2},
Year = {1994},
Pages = {125--134},
Keywords = {Renewal theory, Markov processes with discrete parameter, renovating event, strong coupling-convergence}
}
@article{CIS-206179,
Author = {Alsmeyer, Gerold},
Title = {Blackwell's renewal theorem for certain linear submartingales and coupling},
Journal = {Acta Applicandae Mathematicae},
Volume = {34},
Number = {1-2},
Year = {1994},
Pages = {135--150},
Keywords = {Random walk, Recurrence, Stopping times, stochastic stability, stochastic boundedness, minorant, majorant, sequences of type IAC, sequences of ICC}
}
@article{CIS-206180,
Author = {Kalashnikov, V. V.},
Title = {Crossing and comparison of regenerative processes},
Journal = {Acta Applicandae Mathematicae},
Volume = {34},
Number = {1-2},
Year = {1994},
Pages = {151--172},
Keywords = {Queueing theory, Renewal theory, Probability metric}
}
@article{CIS-206181,
Author = {Tweedie, R. L.},
Title = {Topological conditions enabling use of Harris methods in discrete and continuous time},
Journal = {Acta Applicandae Mathematicae},
Volume = {34},
Number = {1-2},
Year = {1994},
Pages = {175--188},
Keywords = {Ergodicity, Harris recurrence, Invariant measures, Markov processes with discrete parameter, Doeblin decomposition, Markov processes with continuous parameter, irreducible Markov processes, T-chains}
}
@article{CIS-206182,
Author = {Morozov, E. V.},
Title = {Wide sense regenerative processes with applications to multi-channel queues and networks},
Journal = {Acta Applicandae Mathematicae},
Volume = {34},
Number = {1-2},
Year = {1994},
Pages = {189--212},
Keywords = {Positive recurrence, service, Queueing network, conservation laws, one-dependent process, multi-channel system}
}
@article{CIS-206183,
Author = {Prabhu, N. U.},
Title = {Further results for semiregenerative phenomena},
Journal = {Acta Applicandae Mathematicae},
Volume = {34},
Number = {1-2},
Year = {1994},
Pages = {213--223},
Keywords = {Markov renewal process, Renewal theory, Regenerative phenomena, Subordinator, Wiener-Hopf factorization, quasi-Markov chain, Markov random walk, Borel measures, fluctuation behaviour, linked regenerative phenomena, Markov-additive process, recurrent phenomena, semiregenerative sets}
}
@article{CIS-206184,
Author = {Glynn, Peter W.},
Title = {Some topics in regenerative steady-state simulation},
Journal = {Acta Applicandae Mathematicae},
Volume = {34},
Number = {1-2},
Year = {1994},
Pages = {225--236},
Keywords = {Regenerative processes, special processes, probabilistic Monte Carlo methods, Harris chains, initial transient}
}
@article{CIS-206185,
Author = {Bagchi, Arunabha and Mazumdar, Ravi},
Title = {Some recent results in finitely additive white noise theory},
Journal = {Acta Applicandae Mathematicae},
Volume = {35},
Number = {1-2},
Year = {1994},
Pages = {27--47},
Keywords = {Markov property, Radon-Nikodym derivative, Nonlinear filter, stochastic ordinary differential equations, filtering in stochastic control}
}
@article{CIS-206186,
Author = {Hida, Takeyuki},
Title = {Random fields as generalized white noise functionals},
Journal = {Acta Applicandae Mathematicae},
Volume = {35},
Number = {1-2},
Year = {1994},
Pages = {49--61},
Keywords = {applications of stochastic analysis, generalized functional random field, infinite-dimensional rotation group}
}
@article{CIS-206187,
Author = {Kallianpur, G. and Karandikar, R. L.},
Title = {Nonlinear transformations of the canonical Gauss measure on Hilbert space and absolute continuity},
Journal = {Acta Applicandae Mathematicae},
Volume = {35},
Number = {1-2},
Year = {1994},
Pages = {63--102},
Keywords = {Wiener measure, stochastic calculus of variations, Malliavin calculus, probability theory on linear topological spaces, Liftings, continuity of induced measures for stochastic processes, singularity of induced measures for stochastic processes, Gohberg-Krein factorization, Ramer-Ito integrals}
}
@article{CIS-206188,
Author = {Leland, Robert P.},
Title = {White noise in atmospheric optics},
Journal = {Acta Applicandae Mathematicae},
Volume = {35},
Number = {1-2},
Year = {1994},
Pages = {103--130},
Keywords = {stochastic partial differential equations, Radiation, electromagnetic theory, waves}
}
@article{CIS-206189,
Author = {Gyöngy, István},
Title = {Filtering on manifolds},
Journal = {Acta Applicandae Mathematicae},
Volume = {35},
Number = {1-2},
Year = {1994},
Pages = {165--177},
Keywords = {stochastic partial differential equations, Nonlinear filtering, stochastic analysis on manifolds, diffusion processes on manifolds, differentiate manifolds}
}
@article{CIS-206190,
Author = {Mikulevičius, R. and Rozovskiĭ, B. L.},
Title = {Uniqueness and absolute continuity of weak solutions for parabolic SPDE's},
Journal = {Acta Applicandae Mathematicae},
Volume = {35},
Number = {1-2},
Year = {1994},
Pages = {179--192},
Keywords = {Stochastic integrals, Absolute continuity of measures, stochastic partial differential equations, applications of stochastic analysis, martingale problem, continuity of induced measures for stochastic processes, singularity of induced measures for stochastic processes, stochastic integration in topological vector spaces}
}
@article{CIS-206191,
Author = {Borovskikh, Yuri},
Title = {$U$-statistics in Banach spaces},
Journal = {Acta Applicandae Mathematicae},
Volume = {35},
Number = {3},
Year = {1994},
Pages = {213--298},
Keywords = {Law of large numbers, Central limit theorem, Asymptotic expansion, martingales, Strong Limit Theorems, von Mises statistics, limit theorems for infinite-dimensional vector-valued random variables, symmetric statistics, $UB$-statistic, $B$-valued martingale}
}
@article{CIS-206192,
Author = {Borovskikh, Yuri V. and Korolyuk, Vladimir S.},
Title = {Random permanents and symmetric statistics},
Journal = {Acta Applicandae Mathematicae},
Volume = {36},
Number = {3},
Year = {1994},
Pages = {227--288},
Keywords = {Central limit theorem, Limit theorem, Sampling theory, $U$-statistics, Sample surveys, special matrix functions, symmetric polynomial, permanent measure}
}
@article{CIS-206193,
Author = {Plikusas, A.},
Title = {Limit theorems for some polynomial statistics of the Poisson process},
Journal = {Acta Applicandae Mathematicae},
Volume = {38},
Number = {1},
Year = {1995},
Pages = {97--107},
Keywords = {Central limit theorem, Large deviations, Cumulants, Asymptotic distribution theory, multiple stochastic integral}
}
@article{CIS-206194,
Author = {Račkauskas, A.},
Title = {Large deviations for martingales with some applications},
Journal = {Acta Applicandae Mathematicae},
Volume = {38},
Number = {1},
Year = {1995},
Pages = {109--129},
Keywords = {Central limit theorem}
}
@article{CIS-206195,
Author = {Anisimov, Vladimir V.},
Title = {Switching processes: Averaging principle, diffusion approximation and applications},
Journal = {Acta Applicandae Mathematicae},
Volume = {40},
Number = {2},
Year = {1995},
Pages = {95--141},
Keywords = {Central limit theorem, Limit theorems, Markov renewal processes, Markov, stochastic analysis, Semi-Markov processes, Dynamic systems, Markov processes with continuous parameter, Queueing networks, queueing systems}
}
@article{CIS-206196,
Author = {Albeverio, Sergio and Zhou, Xian Yin},
Title = {Intersections of random walks and Wiener sausages in four dimensions},
Journal = {Acta Applicandae Mathematicae},
Volume = {45},
Number = {2},
Year = {1996},
Pages = {195--237},
Keywords = {Brownian motion, Hitting distribution, additive functionals for Markov processes, local time for Markov processes, range of random walks}
}
@article{CIS-206197,
Author = {Leandre, R.},
Title = {Invariant Sobolev calculus on the free loop space},
Journal = {Acta Applicandae Mathematicae},
Volume = {46},
Number = {3},
Year = {1997},
Pages = {267--350},
Keywords = {Hilbert space, stochastic ordinary differential equations, Sobolev space, stochastic calculus of variations and the Malliavin calculus, measures on manifolds of maps, Diffusion processes and stochastic analysis on manifolds}
}
@article{CIS-206198,
Author = {Albeverio, Sergio and Wu, Jiang-Lun},
Title = {On the lattice approximation for certain generalized vector Markov fields in four spacetime dimensions.},
Journal = {Acta Applicandae Mathematicae},
Volume = {47},
Number = {1},
Year = {1997},
Pages = {31--48},
Keywords = {Infinitely divisible distributions, Stable distributions, generalized stochastic processes, stochastic partial differential equations, partial differential equations with randomness, constructive quantum field theory, stochastic quaternionic Cauchy–Riemann equation, random fields of infinitely divisible type, covariant random fields, convergent lattice approximation}
}
@article{CIS-206199,
Author = {Obata, Nobuaki},
Title = {Integral kernel operators on Fock space -- Generalizations and applications to quantum dynamics.},
Journal = {Acta Applicandae Mathematicae},
Volume = {47},
Number = {1},
Year = {1997},
Pages = {49--77},
Keywords = {white noise distribution theory, quantum stochastic integral, quantum Langevin equation, white noise calculus, operators on boson Fock space, Gaussian space, operator-valued distribution, Fubini type theorem, iterated integration, quant}
}
@article{CIS-206200,
Author = {Kanter, Marek},
Title = {Constrained quantum processes.},
Journal = {Acta Applicandae Mathematicae},
Volume = {47},
Number = {3},
Year = {1997},
Pages = {351--373},
Keywords = {Markov processes, quantum stochastic calculus, quantum measurement theory, continuous measurement, Zeno’s paradox, quantum probabilities}
}
@article{CIS-206201,
Author = {Hern\´andez-Lerma, Onésimo and Lasserre, Jean B.},
Title = {Linear programming approximations for Markov control processes in metric spaces},
Journal = {Acta Applicandae Mathematicae},
Volume = {51},
Number = {2},
Year = {1998},
Pages = {123--139},
Keywords = {Mathematical programming, Aggregation, Relaxation, infinite-dimensional linear programming, discrete-time Markov control processes, inner approximations}
}
@article{CIS-206202,
Author = {Ruch, Ernst and Stulpe, Werner},
Title = {Proof of the mixing theorem for statistical systems in classical physics},
Journal = {Acta Applicandae Mathematicae},
Volume = {53},
Number = {3},
Year = {1998},
Pages = {329--352},
Keywords = {functional analysis, topological spaces, spaces of measures, stochastic maps, mixing distance, mc-spaces, majorization theory, polyhedral norms}
}
@article{CIS-206203,
Author = {Götze, F. and Paulauskas, V. and Prokhorov, Yu.V.},
Title = {Preface: Limit theorems of probability theory},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Number = {1-3},
Year = {1999},
Pages = {1--3},
Keywords = {collective works}
}
@article{CIS-206204,
Author = {Klebanov, L. B. and Rachev, S. T. and Szekely, G. J.},
Title = {Pre-limit theorems and their applications},
Journal = {Acta Applicandae Mathematicae},
Volume = {58},
Number = {1-3},
Year = {1999},
Pages = {159--174},
Keywords = {Central limit theorem, Stable distribution, Infinitely divisible distributions, Mathematical economics, general distribution theory, random stability, prelimiting behavior}
}
@article{CIS-206205,
Author = {Arai, Asao},
Title = {Infinite-dimensional analysis and analytic number theory},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {41--78},
Keywords = {Statistical mechanics, Fock space, supersymmetry, infinite dimensional analysis, quantum field}
}
@article{CIS-206206,
Author = {Chung, Dong Myung and Ji, Un Cig},
Title = {Poisson equations associated with differential second quantization operators in white noise analysis.},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {89--100},
Keywords = {Potential, Functional analysis, linear evolution equations, white noise theory, distributions on infinite-dimensional spaces, one-parameter semigroup}
}
@article{CIS-206207,
Author = {Dôku, Isamu},
Title = {Exponential moments of solutions for nonlinear equations with catalytic noise and large deviation},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {101--117},
Keywords = {Random measure, branching processes, partial differential equations with randomness, Superprocess, Super-Brownian motion, branching rate functional, branching measure-valued process, catalytic medium, nonlinear reaction diffusion equation, catalyst process, collosion local time, cumulant equation}
}
@article{CIS-206208,
Author = {Huang, Zhiyuan and Wang, Caishi and Wang, Xiangjun},
Title = {Quantum cable equations in terms of generalized operators.},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {151--164},
Keywords = {White noise, white noise theory}
}
@article{CIS-206209,
Author = {Jondral, Friedrich},
Title = {Generalized functions in signal theory},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {175--184},
Keywords = {White noise, Impulse response, Signal analysis, bandlimited signals, transmission function}
}
@article{CIS-206210,
Author = {Kuo, H.-H. and Lee, Y.-J. and Shih, C.-Y.},
Title = {Wiener-Itô theorem in terms of Wick tensors},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {203--218},
Keywords = {Hermite polynomials, Homogeneous chaos, Wiener measure, Stochastic integrals, Multiple Wiener integral, Functional analysis, white noise theory, white noise analysis, distributions on infinite-dimensional spaces, set functions and measures and integrals in infinite-dimensional spaces, polarization identity}
}
@article{CIS-206211,
Author = {Lee, Yuh-Jia and Shih, Hsin-Hung},
Title = {Donsker's delta function of Lévy process},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {219--231},
Keywords = {White noise, probability measures on topological spaces, Functional analysis, white noise theory, distributions on infinite-dimensional spaces}
}
@article{CIS-206212,
Author = {Namiki, Mikio},
Title = {Quantum mechanics and Brownian motions},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {275--282},
Keywords = {Percolation, statistical mechanics type models, canonical quantizations, path-integral quantizations, stochastic and microcanonical quantizations, future dynamics}
}
@article{CIS-206213,
Author = {Obata, Nobuaki},
Title = {Complex white noise and coherent state representations.},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {283--291},
Keywords = {exponential vector, white noise operator, inverse S-transform, infinite-dimensional analogue of Schwartz-type distribution}
}
@article{CIS-206214,
Author = {Ohya, Masanori},
Title = {Complexity in dynamics and computation},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {293--306},
Keywords = {Information theory, information dynamics, chaos degree, SAT problem, quantum algorithm}
}
@article{CIS-206215,
Author = {Okabe, Yasunori},
Title = {On the theory of $KM_2O$-Langevin equations for stationary flows (2): Construction theorem},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {307--322},
Keywords = {stationary processes, second-order processes}
}
@article{CIS-206216,
Author = {Okamoto, K. and Tsukamoto, M. and Yokota, K.},
Title = {Vector bundle-valued Poisson and Cauchy kernel functions on classical domains.},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {323--332},
Keywords = {Probability, Group representation, Boundary theory, Harmonic analysis, Lie group, Poisson kernel, homogeneous vector bundle, eigenfunctions of Laplacian operator, boudary theory, eigenfunctions of invariant differential operators, Semi-simple Lie groups and their representations, Numerical methods for eigenvalue problems, BVP of PDE}
}
@article{CIS-206217,
Author = {Potthoff, Jürgen},
Title = {On differential operators in white noise analysis.},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {333--347},
Keywords = {probability measures on topological spaces, Malliavin calculus, probability theory on linear topological spaces, stochastic calculus of variations and the Malliavin calculus, white noise theory}
}
@article{CIS-206218,
Author = {Shigekawa, Ichiro},
Title = {Semigroup domination on a Riemannian manifold with boundary.},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {385--410},
Keywords = {Boundary theory, Diffusion processes and stochastic analysis on manifolds, Hodge–Kodaira Laplacian, absolute boundary condition, relative boundary condition, Elliptic equations on manifolds, general theory}
}
@article{CIS-206219,
Author = {Shimura, Takaaki},
Title = {The product of independent random variables with regularly varying tails},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {411--432},
Keywords = {Characteristic function, transforms of probability distributions, Regularly varying function, general distribution theory, Slowly varying function, tail of distribution}
}
@article{CIS-206220,
Author = {Si, Si and Htay, Win Win},
Title = {Entropy in subordination and filtering.},
Journal = {Acta Applicandae Mathematicae},
Volume = {63},
Number = {1-3},
Year = {2000},
Pages = {433--439},
Keywords = {White noise, white noise theory}
}
@article{CIS-206221,
Author = {Ceci, Claudia and Gerardi, Anna},
Title = {Nonlinear filtering equation of a jump process with counting observations},
Journal = {Acta Applicandae Mathematicae},
Volume = {66},
Number = {2},
Year = {2001},
Pages = {139--154},
Keywords = {Point process, applications of stochastic processes, filtering in stochastic control, Markov jump processes}
}
@article{CIS-206222,
Author = {Ayoola, E.O.},
Title = {On convergence of one-step schemes for weak solutions of quantum stochastic differential equations.},
Journal = {Acta Applicandae Mathematicae},
Volume = {67},
Number = {1},
Year = {2001},
Pages = {19--58},
Keywords = {exponential vectors, QSDE, quantum stochastic differential equations, noncommutative stochastic processes, Fock spaces, Euler, Runge–Kutta, quantum stochastic processes}
}
@article{CIS-206223,
Author = {Hazewinkel, Michiel and Rudzkis, Rimantas},
Title = {Probabilistic model for the growth of thesauri.},
Journal = {Acta Applicandae Mathematicae},
Volume = {67},
Number = {3},
Year = {2001},
Pages = {237--252},
Keywords = {Artificial intelligence, Growth model, Asymptotic property, Index, thesaurus, statistical estimator, Searching and sorting, Information storage and retrieval}
}
@article{CIS-206224,
Author = {Albeverio, S. and Rozanov, Yu.A.},
Title = {On multi-period market extension with the uniformly equivalent martingale measure},
Journal = {Acta Applicandae Mathematicae},
Volume = {67},
Number = {3},
Year = {2001},
Pages = {253--275},
Keywords = {Sub-martingales, amarts, portfolio, complete market, monotone linear operators, König sandwich theorem, monotone operation extension, semi-martingales}
}
@article{CIS-206225,
Author = {Hern\´andez-Lerma, Onésimo and Govindan, T.E.},
Title = {Nonstationary continuous-time Markov control processes with discounted costs on infinite horizon},
Journal = {Acta Applicandae Mathematicae},
Volume = {67},
Number = {3},
Year = {2001},
Pages = {277--293},
Keywords = {Markov processes in continuous time, discounted cost criterion, successive approximations}
}
@article{CIS-206226,
Author = {Berend, Daniel and Sapir, Luba},
Title = {Optimality of the expert rule under partial information},
Journal = {Acta Applicandae Mathematicae},
Volume = {69},
Number = {2},
Year = {2001},
Pages = {141--162},
Keywords = {Decision theory, Probability, Model, Decision rule, Choice, DICHOTOMOUS, expertise}
}
@article{CIS-206227,
Author = {Albeverio, Sergio and Oliveira, Maria João and Streit, Ludwig},
Title = {Intersection local times of independent Brownian motions as generalized white noise functionals},
Journal = {Acta Applicandae Mathematicae},
Volume = {69},
Number = {3},
Year = {2001},
Pages = {221--241},
Keywords = {Polymers, local time and additive functionals for Markov processes, white noise theory, chaos expansion, quantum fields, Donsker’s -function, Hida distributions}
}
@article{CIS-206228,
Author = {Albeverio, Sergio and Karwowski, Witold and Yasuda, Kumi},
Title = {Trace formula for $p$-adics},
Journal = {Acta Applicandae Mathematicae},
Volume = {71},
Number = {1},
Year = {2002},
Pages = {31--48},
Keywords = {Markov processes, jump processes, probabilistic methods, stochastic processes with independent increments, geodesics, relations between ergodic theory and probability theory, Selberg’s trace formula, semi-classical}
}
@article{CIS-206229,
Author = {Dawson, Donald A. and Gorostiza, Luis G. and Li, Zenghu},
Title = {Nonlocal branching superprocesses and some related models},
Journal = {Acta Applicandae Mathematicae},
Volume = {74},
Number = {1},
Year = {2002},
Pages = {93--112},
Keywords = {Random measure, branching processes, multitype, multilevel, nonlocal branching, rebirth, mass-structured, age-reproduction-structured, superprocess-controlled immigration}
}
@article{CIS-206230,
Author = {Ceci, Claudia and Gerardi, Anna and Tardelli, Paola},
Title = {Existence of optimal controls for partially observed jump processes.},
Journal = {Acta Applicandae Mathematicae},
Volume = {74},
Number = {2},
Year = {2002},
Pages = {155--175},
Keywords = {Filtering, Optimal stochastic control, martingales with continuous parameter, Partial observations, point processes, filtering in stochastic control, martingale problems, history sets, Appl. of stochastic processes}
}
@article{CIS-206231,
Author = {Goldys, B. and van Neerven, J.M.A.M.},
Title = {Transition semigroups of Banach space-valued Ornstein-Uhlenbeck processes.},
Journal = {Acta Applicandae Mathematicae},
Volume = {76},
Number = {3},
Year = {2003},
Pages = {283--330},
Keywords = {Reproducing kernel Hilbert space, spectral gap, strong Feller property, analytic semigroup, stochastic PDE of parabolic type.}
}
@article{CIS-206232,
Author = {Huang, Zhiyuan and Rang, Guanglin},
Title = {White noise approach to the construction of $¶hi ^4_4$ quantum fields.},
Journal = {Acta Applicandae Mathematicae},
Volume = {77},
Number = {3},
Year = {2003},
Pages = {299--318},
Keywords = {Wave equation, constructive quantum field theory, white noise theory, white noise calculus, generalized operator}
}
@article{CIS-206233,
Author = {Aivazian, S.A. and Borisova, S.V. and Lakalin, E.A. and Makarov, V.L.},
Title = {Econometric modelling of the Russian economy.},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {3--19},
Keywords = {Linear regression, Regression, Forecast, Macroeconomic model, Macro-economic models, system of simultaneous equations, scenario analysis, Appl. of statistics to economics, Time series, etc}
}
@article{CIS-206234,
Author = {Aleškevičienė, A. and Statulevičius, V.},
Title = {Theorems of large deviations in the approximation by the compound Poisson distribution},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {21--34},
Keywords = {Cumulants}
}
@article{CIS-206235,
Author = {Astrauskas, A.},
Title = {On high-level exceedances of Gaussian fields and the spectrum of random Hamiltonians},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {35--42},
Keywords = {Extreme values, Gaussian processes, Extremal processes, equilibrium statistical mechanics, Gaussian random fields, random Schrödinger operator, extreme eigenvalues}
}
@article{CIS-206236,
Author = {Banys, R.},
Title = {A complete metric in the function space $D_\alpha[0,∊fty)$},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {43--50},
Keywords = {Tightness, convergence of probability measures, spaces of discontinuous functions}
}
@article{CIS-206237,
Author = {Bloznelis, M.},
Title = {An Edgeworth expansion for studentized finite population statistics.},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {51--60},
Keywords = {Asymptotic expansion, Jackknife, Sampling without replacement, Weak limit theorems, Studentized statistic, U -statistic, Asymptotic distribution theory in statistics}
}
@article{CIS-206238,
Author = {Čekanavičius, V.},
Title = {Estimates of pseudomoments via the Stein-Chen method},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {61--71},
Keywords = {Central limit theorem, Total variation, Distribution theory, stochastic analysis, Stein method, random operators, integer random variable}
}
@article{CIS-206239,
Author = {Christensen, Bent Jesper},
Title = {Financial risk modelling and econometric inference.},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {73--85},
Keywords = {Efficiency, Sufficient statistics, Optimal stopping, Uncertainty, Separate inference, mathematical finance, volatility, initial value problems, second order parabolic equations, Factor analysis, etc., Dynamic programming method, infinite-dimensional problems, Processes with indepen}
}
@article{CIS-206240,
Author = {Deltuvienė, D. and Saulis, L.},
Title = {Asymptotic expansion of the distribution density function for the sum of random variables in the series scheme in large deviation zones},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {87--97},
Keywords = {Characteristic function, Cumulant}
}
@article{CIS-206241,
Author = {El-Nouty, Charles},
Title = {A note on the fractional integrated fractional Brownian motion},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {103--114},
Keywords = {Gaussian processes, Strong Limit Theorems, small ball probabilities, lower classes}
}
@article{CIS-206242,
Author = {Ferger, D.},
Title = {A functional law of the iterated logarithm for $U$-statistic type processes},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {115--120},
Keywords = {nonparametric asymptotic efficiency, functional limit theorems, change-point estimator, Strassen type invariance principle, U -statistic process, cluster points}
}
@article{CIS-206243,
Author = {Freidlin, Mark},
Title = {Autonomous stochastic perturbations of dynamical systems.},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {121--128},
Keywords = {diffusion processes, averaging principle, random perturbations, averaging method, perturbations of Hamiltonian systems, Averaging of perturbations}
}
@article{CIS-206244,
Author = {Frolov, Andrei N.},
Title = {On asymptotics of large increments of sums in non-i.i.d. case},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {129--136},
Keywords = {Large deviations, Sums of independent random variables, Strong Limit Theorems, strong approximation laws}
}
@article{CIS-206245,
Author = {Gáll, J. and Pap, G. and van Zuijlen, M. C. A.},
Title = {Limiting connection between discrete and continuous time forward interest rate curve models},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {137--144},
Keywords = {Central limit theorem, Time series analysis, Stochastic models, Wiener sheet, price theory and market structure, Heath–Jarrow–Morton type discrete and continuous time forward interest rate curve \vmodels, nearly unit root spatial autoregression, Ornstein–Uhlenbeck sheet.}
}
@article{CIS-206246,
Author = {Ginovian, M. S.},
Title = {Asymptotically efficient nonparametric estimation of nonlinear spectral functionals},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {145--154},
Keywords = {Periodogram, Spectral density, Spectral analysis, Stationary Gaussian process, stationary processes, Efficient estimation, Local asymptotic normality, nonparametric inference--estimation}
}
@article{CIS-206247,
Author = {Grigelionis, B.},
Title = {On information processes in statistical experiments with distributed observations},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {155--163},
Keywords = {Entropy, Shannon information, measures of information, general theory of stochastic processes, applications of stochastic analysis, Kullback–Leibler information, theory of statistical experiments, information from data, expected utility from data, Hellinger processes and Hellinger integrals}
}
@article{CIS-206248,
Author = {Harlamov, B.},
Title = {Absolute continuity of measures in the class of Markov and semi-Markov processes of diffusion type},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {165--174},
Keywords = {Brownian motion, Martingale, Stochastic integral, Markov renewal processes, Poisson measure, Stochastic integrals, Trajectory, Lévy measure, stochastic processes with independent increments, time run, track, curvilinear integral}
}
@article{CIS-206249,
Author = {Käärik, M. and Pärna, K.},
Title = {Approximation of distributions by parametric sets},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {175--183},
Keywords = {probability measures on topological spaces, convergence of probability measures, Discrepancy function, M -estimation, loss-function, k-centres}
}
@article{CIS-206250,
Author = {Kabaila, P.},
Title = {A large sample approximation to the profile plug-in upper confidence limit.},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {185--192},
Keywords = {Nuisance parameter, profile maximum likelihood estimator}
}
@article{CIS-206251,
Author = {Klaassen, Chris A.J. and Lenstra, Andries J.},
Title = {Vanishing Fisher information.},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {193--200},
Keywords = {Nonparametric estimation, Fisher information, nonparametric asymptotic efficiency, uniform root-n consistency, spread inequality, Statistical information theory}
}
@article{CIS-206252,
Author = {Khaminskii, R. Z. and Klebaner, F. C. and Liptser, R.},
Title = {Some results on the Lotka-Volterra model and its small random perturbations},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {201--206},
Keywords = {Extinction, Predator-prey, stochastic ordinary differential equations, ordinary differential equations with randomness, perturbations of differential equations, Chebyshev’s inequality}
}
@article{CIS-206253,
Author = {Hartung, J. and Knapp, G.},
Title = {Confidence regions on variance components in an extended ANOVA model for combining information.},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {207--221},
Keywords = {Analysis of variance, interaction response with group, Wald’s confidence interval, Cochran’s test on homogeneity, ANOVA model with heteroscedastic error variances, random-effects model of parametric meta-analysis, Parametric hypothesis testing, Parametric confidence regions}
}
@article{CIS-206254,
Author = {Komatsu, T.},
Title = {On the Malliavin calculus for SDE's on Hilbert spaces},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {223--232},
Keywords = {jump processes, stochastic calculus of variations, Stochastic flow, Hörmander condition}
}
@article{CIS-206255,
Author = {Kubilius, K.},
Title = {On weak solutions of an integral equation driven by a $p$-semimartingale of special type},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {233--242},
Keywords = {Stochastic integral equation, Fractional Brownian motion, p-variation}
}
@article{CIS-206256,
Author = {Lachout, Petr},
Title = {Epi-convergence and lower and epi-upper semicontinuous approximations in distribution.},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {243--250},
Keywords = {Convergence in probability, Convergence in distribution, Sensitivity, Stochastic programming, convergence of probability measures, epi-convergence of functions, Fell topology}
}
@article{CIS-206257,
Author = {Léandre, Rémi},
Title = {Positivity theorem for a stochastic delay equation on a manifold},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {273--284},
Keywords = {stochastic calculus of variations and the Malliavin calculus, Diffusion processes and stochastic analysis on manifolds}
}
@article{CIS-206258,
Author = {Giraitis, Liudas and Kokoszka, Piotr and Leipus, Remigijus and Teyssière, Gilles},
Title = {On the power of $R$/$S$-type tests under contiguous and semi-long memory alternatives.},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {285--299},
Keywords = {Long memory, ARCH processes, GEGENBAUER PROCESS, modified R/S statistic, KPSS statistic, linear ARCH, V /S statistic}
}
@article{CIS-206259,
Author = {Mackevi\u{c}ius, V.},
Title = {On the convergence rate of Euler scheme for SDE with Lipschitz drift and constant diffusion.},
Journal = {Acta Applicandae Mathematicae},
Volume = {78},
Number = {1-3},
Year = {2003},
Pages = {301--310},
Keywords = {Stochastic differential equations, weak approximations}
}
@article{CIS-206260,
Author = {Manstavičius, E.},
Title = {Value concentration of additive functions on random permutations},
Journal = {Acta Applicandae Mathematicae},
Volume = {79},
Number = {1-2},
Year = {2003},
Pages = {1--8},
Keywords = {Concentration function, Stochastic ordering, Combinatorial probability, inequalities in probability theory, symmetric group, cycle structure}
}
@article{CIS-206261,
Author = {McCrorie, J.Roderick},
Title = {The problem of aliasing in identifying finite parameter continuous time stochastic models.},
Journal = {Acta Applicandae Mathematicae},
Volume = {79},
Number = {1-2},
Year = {2003},
Pages = {9--16},
Keywords = {Likelihood function, Time series analysis, System identification, economic time series analysis, vector autoregressive model, continuous time stochastic process, identification problem, Inverse problems of ODE}
}
@article{CIS-206262,
Author = {Möls, Märt},
Title = {Constraints on random effects and mixed linear model predictions.},
Journal = {Acta Applicandae Mathematicae},
Volume = {79},
Number = {1-2},
Year = {2003},
Pages = {17--23},
Keywords = {Linear regression, Ridge regression, Mixed models, BLUP, parameterization of random effects}
}
@article{CIS-206263,
Author = {Morvai, Gusztáv and Weiss, Benjamin},
Title = {Forecasting for stationary binary time series.},
Journal = {Acta Applicandae Mathematicae},
Volume = {79},
Number = {1-2},
Year = {2003},
Pages = {25--34},
Keywords = {Nonparametric estimation, stationary processes, Prediction theory}
}
@article{CIS-206264,
Author = {Nagaev, S. V.},
Title = {On probability and moment inequalities for supermartingales and martingales},
Journal = {Acta Applicandae Mathematicae},
Volume = {79},
Number = {1-2},
Year = {2003},
Pages = {35--46},
Keywords = {Separable Banach space, Expectation, Burkholder inequality, Rosenthal inequality, filtered probability space, Bernstein inequalities, Bennet–Hoeffding inequalities, Fuk inequality}
}
@article{CIS-206265,
Author = {Norvaiša, R.},
Title = {The $p$-variation and extension of the class of semimartingales},
Journal = {Acta Applicandae Mathematicae},
Volume = {79},
Number = {1-2},
Year = {2003},
Pages = {47--53},
Keywords = {stochastic integral equations, Integration}
}
@article{CIS-206266,
Author = {Paulauskas, V.},
Title = {A new estimator for a tail index.},
Journal = {Acta Applicandae Mathematicae},
Volume = {79},
Number = {1-2},
Year = {2003},
Pages = {55--67},
Keywords = {Estimation, Point estimation, asymptotic properties of parametric estimators}
}
@article{CIS-206267,
Author = {Pettere, Gaida},
Title = {Survival analysis of Latvian population using Tchebyshev's polynomials.},
Journal = {Acta Applicandae Mathematicae},
Volume = {79},
Number = {1-2},
Year = {2003},
Pages = {69--81},
Keywords = {Smoothing, mortality rates, survival analysis and censored data, Fourier–Tchebyshev series, Tchebyshev polynomial}
}
@article{CIS-206268,
Author = {Račkauskas, A. and Suquet, Ch.},
Title = {Invariance principle under self-normalization for nonidentically distributed random variables},
Journal = {Acta Applicandae Mathematicae},
Volume = {79},
Number = {1-2},
Year = {2003},
Pages = {83--103},
Keywords = {Random walk, sample path properties of stochastic processes, Functional central limit theorem, probability measures on topological spaces, functional limit theorems, convergence of probability measures, Hölder space, partial sums processes}
}
@article{CIS-206269,
Author = {Rudzkis, R. and Radavi\u{c}ius, M.},
Title = {Testing hypotheses on discriminant space in the mixture model of Gaussian distributions.},
Journal = {Acta Applicandae Mathematicae},
Volume = {79},
Number = {1-2},
Year = {2003},
Pages = {105--114},
Keywords = {Nonparametric estimation, Statistical classification, nonparametric hypothesis testing, Projection pursuit, Gaussian mixture model, statistical hypothesis, clusterization}
}
@article{CIS-206270,
Author = {Anh, V. V. and Leonenko, N. N. and Moldavskaya, E. M. and Sakhno, L. M.},
Title = {Estimation of spectral densities with multiplicative parameter},
Journal = {Acta Applicandae Mathematicae},
Volume = {79},
Number = {1-2},
Year = {2003},
Pages = {115--128},
Keywords = {Consistency, Asymptotic normality, Time series analysis, Random fields, Minimum contrast estimators, the delta-method}
}
@article{CIS-206271,
Author = {Yanushkevichius, R. and Yanushkevichiene, O.},
Title = {On the stability of one characterization of stable distributions.},
Journal = {Acta Applicandae Mathematicae},
Volume = {79},
Number = {1-2},
Year = {2003},
Pages = {137--142},
Keywords = {Lévy metric, strictly stable distribution, stability of characterization, Structure theory of statistical distributions, P. Lévy’s characterization theorem}
}
@article{CIS-206272,
Author = {Sunklodas, J.},
Title = {On a lower bound of $L_p$ norms in the central limit theorem for φ-mixing random variables},
Journal = {Acta Applicandae Mathematicae},
Volume = {79},
Number = {1-2},
Year = {2003},
Pages = {143--155},
Keywords = {}
}
@article{CIS-206273,
Author = {Yurachkivsky, Andriy},
Title = {A criterion for relative compactness of a sequence of measure-valued random processes},
Journal = {Acta Applicandae Mathematicae},
Volume = {79},
Number = {1-2},
Year = {2003},
Pages = {157--164},
Keywords = {Random measure, functional limit theorems, Measure-valued process}
}
@article{CIS-206274,
Author = {Ghosal, Subhashis and Lember, Jüri and van der Vaart, Aad},
Title = {On Bayesian adaptation.},
Journal = {Acta Applicandae Mathematicae},
Volume = {79},
Number = {1-2},
Year = {2003},
Pages = {165--175},
Keywords = {Rate of convergence, Posterior distribution, Bayesian inference, Model selection, Splines, nonparametric asymptotic efficiency, sieves}
}
@article{CIS-206275,
Author = {Guo, Xianping and Hernández-Lerma, Onésimo},
Title = {Continuous-time controlled Markov chains with discounted rewards.},
Journal = {Acta Applicandae Mathematicae},
Volume = {79},
Number = {3},
Year = {2003},
Pages = {195--216},
Keywords = {Optimal stochastic control, Markov chains with continuous parameter, Markov decision processes, transition rates, discounted criterion, optimal stationary policies, martingale characterization, unbounded reward}
}
@article{CIS-206276,
Author = {Léandre, Rémi},
Title = {Stochastic algebraic de Rham complexes.},
Journal = {Acta Applicandae Mathematicae},
Volume = {79},
Number = {3},
Year = {2003},
Pages = {217--247},
Keywords = {Malliavin calculus, stochastic calculus of variations and the Malliavin calculus, Diffusion processes and stochastic analysis on manifolds, stochastic Chen–Souriau calculus, De Rham cohomology, Differentiable structures}
}
@article{CIS-206277,
Author = {Sunklodas, J.},
Title = {Correction to ``On a lower bound of $L_p$ norms in the central limit theorem for φ-mixing random variables'' (2003V79 p143-155)},
Journal = {Acta Applicandae Mathematicae},
Volume = {80},
Number = {3},
Year = {2004},
Pages = {367--367},
Keywords = {}
}
@article{CIS-206278,
Author = {Jakobsen, Per and Lychagin, Valentin},
Title = {Relations and quantizations in the category of probabilistic bundles},
Journal = {Acta Applicandae Mathematicae},
Volume = {82},
Number = {3},
Year = {2004},
Pages = {269--308},
Keywords = {probability theory, probabilistic measure theory, monoidal structure, Markov relations}
}
@article{CIS-206279,
Author = {Huang, Zhiyuan and Wu, Ying},
Title = {Interacting Fock expansion of Lévy white noise functionals},
Journal = {Acta Applicandae Mathematicae},
Volume = {82},
Number = {3},
Year = {2004},
Pages = {333--352},
Keywords = {Functional analysis, constructive quantum field theory, white noise theory, interacting Fock space, distributions on infinite-dimensional spaces, moment kernels, renormalization kernels, chaotic representation}
}
@article{CIS-206280,
Author = {Osswald, Horst and Wu, Jiang-Lun},
Title = {On the continuity of pathwise solutions to Langevin equations in infinite dimensions},
Journal = {Acta Applicandae Mathematicae},
Volume = {83},
Number = {3},
Year = {2004},
Pages = {289--312},
Keywords = {Gaussian processes, sample path properties of stochastic processes, Stochastic integrals, nonstandard analysis, abstract Wiener spaces, Ornstein–Uhlenbeck processes, Hilbert–Schmidt operators, rich probability spaces, Loeb measure spaces}
}
@article{CIS-206281,
Author = {Albeverio, Sergio and Bernabei, Maria Simonetta and Zhou, Xian Yin},
Title = {On the almost intersections of transient Brownian motions},
Journal = {Acta Applicandae Mathematicae},
Volume = {84},
Number = {1},
Year = {2004},
Pages = {1--28},
Keywords = {Random walk, Brownian motion, Hitting distribution, sample path properties of stochastic processes, Wiener sausage}
}
@article{CIS-206160,
Author = {Heyer, H. and Turnwald, G.},
Title = {On local integrability and transience of convolution semigroups of measures},
Journal = {Acta Applicandae Mathematicae},
Volume = {18},
Number = {3},
Year = {1990},
Pages = {283--296},
Keywords = {Abstract harmonic analysis, Random walks, probability measures on groups, processes with independent increments, measures on semigroups, transience criterion}
}