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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

2023, Volume 526

| General information | Contents |


Probability and statistics. Part 35


To the anniversary of the professor Yana Isaevna Belopolskaya
Yu. E. Gliklikh, M. I. Ilolov, E. I. Nemchenko, I. V. Pavlov, M. E. Semenov, N. V. Smorodina, A. A. Chubatov
5
Probabilistic approximation of the Schrödinger equation by complex-valued random processes
I. A. Alexeev, M. V. Platonova
17
Investment optimization in the Heston model
Ya. I. Belopolskaya, A. A. Chubatov
29
On the distribution of inhomogeneous functionals of Brownian local time
A. N. Borodin
52
On uniform consistency of nonparametric tests
M. S. Ermakov
78
Periodic branching random walk on $\mathbf {Z}^d$ with immigration
I. I. Lukashova
90
Markov branching random walks on $\mathbf{Z}_+$ with absorption at zero
A. V. Lyulintsev
109
Branching random walks with two types of particles and different variances of jumps
Iu. Makarova
130
On the probabilistic representation of the resolvent of the two-dimensional Schrödinger operator
A. K. Nikolaev
140
Convex hulls of random walks: conic intrinsic volumes approach
F. Petrov, J. Randon-Furling, D. Zaporozhets
159
On one limit theorem for branching random walks with a finite number of particle types
N. V. Smorodina, E. B. Yarovaya
172
BMO space and the problem of estimating a function in stationary noise
V. N. Solev
193


© Steklov Math. Inst. of RAS, 2025