Trofimov E I

Publications in Math-Net.Ru

1. On a Martingale Characterization of Measures and on General Functional Limit Theorems
   
   Teor. Veroyatnost. i Primenen., 37:3 (1992),  591–592
2. $L^2$-construction of distributions and a martingale problem
   
   Izv. Vyssh. Uchebn. Zaved. Mat., 1990, no. 6,  67–77
3. Standardized supports and limit theorems for semimartingales
   
   Teor. Veroyatnost. i Primenen., 35:3 (1990),  515–530
4. Semimartingales: $L^2$-construction of distributions
   
   Izv. Vyssh. Uchebn. Zaved. Mat., 1989, no. 2,  68–78
5. Meyer–Emery inequalities for norms of stochastic integrals with a parameter
   
   Issled. Prikl. Mat., 14 (1987),  134–143
6. Implicit functions in stochastic analysis. II
   
   Izv. Vyssh. Uchebn. Zaved. Mat., 1985, no. 8,  42–50
7. Implicit functions in stochastic analysis. I
   
   Izv. Vyssh. Uchebn. Zaved. Mat., 1985, no. 5,  41–51
8. Stochastic equations: the Fréchet derivative with respect to a parameter
   
   Uspekhi Mat. Nauk, 40:2(242) (1985),  201–202
9. An implicit function theorem for semimartingales and an application
   
   Uspekhi Mat. Nauk, 38:2(230) (1983),  215–216
10. Solution of a stochastic equation and extremal trajectories of random functionals
    
    Izv. Vyssh. Uchebn. Zaved. Mat., 1982, no. 12,  63–64
11. Stochastic integrals with a parameter and generalization of Itô's formula for continuous semimartingales
    
    Izv. Vyssh. Uchebn. Zaved. Mat., 1982, no. 9,  86–88
12. A stochastic equation for the maximum likelihood estimate of the parameter of a process of diffusion type
    
    Uspekhi Mat. Nauk, 37:3(225) (1982),  197–198
13. Completely randomized procedures for discrimination between hypotheses
    
    Issled. Prikl. Mat., 6 (1979),  83–91


14. Letter to the editors: "$L^2$-construction of distributions and a martingale problem"
    
    Izv. Vyssh. Uchebn. Zaved. Mat., 1991, no. 1,  32