(1994-2003 )

(1994-2003 ) - 7

(1994-2003 ) - 0

- 7

(1994-2003 )

1. D. Revuz and M. Yor, Continuous martingales and Brownian motion. Second edition. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 293. Springer-Verlag, Berlin, 1994.

[11]

2. E. Valkeila and A. V. Melnikov, Martingale models of stochastic approximation and their convergence. Theory Probab. Appl. 44 (1999), No. 2, 333-360.

[35]

3. N. Kordzakhia, G. D. Mishra, and L. Reiersolmoen, Robust estimation in the logistic regression model. J. Statist. Plann. Inference 98 (2001), No. 1-2, 211-223.

[36]

4. F. Flandoli and F. Russo, Generalized integration and stochastic ODEs. Ann. Probab. 30 (2002), No. 1, 270-292.

[11]

5. Yu. A. Kutoyants, Statistical inference for ergodic diffusion processes. Springer Series in Statistics, Springer-Verlag, London etc., 2003.

[19, 25, 35]