×

Asymptotic problems of the theory of stochastic processes. Collection of scientific works. (Asimptoticheskie zadachi teorii sluchajnykh protsessov. Sbornik nauchnykh trudov). (Russian) Zbl 0658.60006

Kiev: Institut Matematiki AN USSR. 118 p. R. 0.90 (1987).
The articles of this volume (all in Russian) will not be reviewed individually.
Contents: S. A. Aliev, V. M. Shurenkov, Asymptotics of Galton-Watson processes close to critical ones (p. 5-6); Al’ Farakh Khajsam, On the number of intersections of a fixed level by a Wiener process with drift. (p. 7-14); M. A. Atalla, Approximate method for the solution of stochastic differential equations (p. 15-22); R. V. Bojko, V. N. Kotov, Stochastic models of microbiological processes (p. 23-33); Ya. F. Vinnishin, Operator-valued processes with independent increments (p. 34-40); M. F. Gorodnij, Limit behaviour of solutions of stochastic difference equations in Banach spaces (p. 41- 47); A. K. Gubeladze, Finite-valued stationary Markov chains (p. 48-51); N. A. Denis’evskij, On the strong law of large numbers for linear processes in Banach spaces (p. 52-57); K. G. Dzyubenko, Structure of supports of invariant measures of a Markov chain connected with a product of random matrices (p. 58-66); A. A. Dorogovtsev, Smoothness of solutions of generalized linear stochastic differential equations (p. 67-72); S. V. Efimenko, On the number of intersections of level separating inhomogeneous media by a generalized diffusion process. (p. 73-82); L. K. Zonenashvili, V. M. Shurenkov, Crump-Mode-Jagers branching from the point of view of branching processes with infinite set of types (p. 83-86); E. L. Kotlyarov, On the value of the first jump over the upper level by a random walk on a Markov chain (p. 87-89); V. N. Radchenko, An integral representation of random linear functionals with values in \(L_ p(\Omega,{\mathcal F},P)\) (p. 90-939; T. A. Skorokhod, On the limit of a sequence of bounded linear random operators (p. 94-96); T. A. Khaniev, Distribution of an additive functional of a semi-Markov walk process with two delay screens and dependent components (p. 97-101); N. D. Tsvintarnaya, A general form of coefficients of a solvable stochastic differential equation with two-dimensional time (p. 102-105); V. M. Yadrenko, On a coefficient of ergodicityof the Markov chain describing the simplest random walk on the semi-axis (p. 106-110).

MSC:

60-06 Proceedings, conferences, collections, etc. pertaining to probability theory
00Bxx Conference proceedings and collections of articles
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
60G50 Sums of independent random variables; random walks
60J80 Branching processes (Galton-Watson, birth-and-death, etc.)
60F15 Strong limit theorems