In the article, we consider terms of the Gaussian chaotic expansion under conditioning with respect to some sigma-field and discuss the possibility to organize the orthogonal expansion from them.

The functional iterated logarithm law for a Wiener process in the Bulinskii form for great and small times is proved.

For a triangular array of random variables {Xk,n, k = 1, . . . , cn; n belongs N} such that, for every n, the variables X1,n, . . .,Xcn,n are independent and identically distributed, the local limit theorem for the variables ...

We propose a random change of time for a class of generalized diffusion processes such that the corresponding stochastic differential equation (with generalized coefficients) is transformed into an ordinary one (its ...

The unique solution of an anticipating linear partial stochastic differential equation is constructed by means of the Fourier transformation.