# Leda Dimitrova Minkova

Professor
DSc

### Complex Analysis and Topology

Email:
leda@fmi.uni-sofia.bg
Phone:
+359 2 8161-676
Room:
FMI-516

### Education

• D.Sci. Mathematics (Probability and Statistics), 2012
• Ph.D. Mathematics (Probability and Statistics), 1995
• M.Sci.  Mathematics (Probability and Statistics), 1974

### Scientific Interests

• Stochastic processes
• Risk Theory
• Distribution Theory

### Teaching

• Stochastic analysis and applications
• Probability models
• Mathematical Risk Theory
• Financial mathematics
• Probability and Statistics

### Publications

• Doctor of Science Thesis Title: Distributions in Insurance Risk Models
• Ph. D. Thesis Title: Characterization of the Gaussian processes equivalent to a Gaussian martingale and their application.
• Master's Degree Thesis Title: Some estimates obtained by using order statistics and their distributions.
• Lazarova M. and Minkova L. (2017). I-Delaporte process and applications, Mathematics and Computers in Simulation, 133, 135-141, (IF 1.124).
• Kostadinova K. and Minkova L. (2016). Type II family of Bivariate Inflated-parameter Generalized Power Series Distributions, Serdica Math. J., 42, 27-42.
• Lazarova M. and Minkova L.D. (2015). A Family of Bivariate Inflated-parameter Generalized Power Series Distributions, Compt. Randue Bulg. Acad. Sci., 68(5), 577-588, (IF (2014) 0.284).
• Chukova S. and Minkova L.D. (2015). Polya - Aeppli of order k Risk Model, Communications in Statistics-Simulation and Computation, 44(3), 551-564 (IF (2011) 0,387).
• Omey E. and Minkova L.D. (2014). Bivariate Geometric Distributions, Compt. Randue Bulg. Acad. Sci., 67(9), 1201-1210, (IF (2014) 0.284).
• Minkova L.D. and N.Balakrishnan (2014) Type II Bivariate Polya-Aeppli distribution, Statistics & Probability Letters, 88, 40-49, (IF(2012) 0.531).
• Minkova L.D. and N.Balakrishnan (2014). On a bivariate Polya-Aeppli distribution, Commun. Statist. -Theory and Methods, 43, 5026-5038, (IF (2012) 0,298).
• Minkova L.D. and Omey E. (2014). A new Markov Binomial distribution, Commun. Statist. -Theory and Methods, 43, 2674-2688, (IF (2012)  0,298).
• Kostadinova K. and Minkova L. (2014). On a Bivariate Poisson Negative Binomial Risk Process, BIOMATH, 3, 47--52.
• Minkova L.D. and N.Balakrishnan (2013). Compound weighted Poisson distributions, Metrika, 76(4), 543-558, (IF (2012)  0.724).
• Kostadinova K. and Minkova L.D. (2013). On the Poisson process of order k, Pliska Stud.Math.Bulgar., 22, 117--128.
• Chukova S. and Minkova L.D. (2013). Characterization of the Polya - Aeppli process, Stochastic Analysis and Applications, 31(4), 590-599, (IF (2012) 0,459).
• Minkova L. and Radkov P. (2012). Distributions related to a Markov chain and Applications in Finance, Proceedings of the 11th Iranian Statistical Conference, August 28-30, Tehran Iran, 337 - 345 (invited).
• Minkova L.D. (2011). The I - Polya process and Applications, Commun.Statist. -Theory and Methods, 40, 2847 – 2855 (IF (2010) 0.351).
• Radkov P. and L.D.Minkova (2011). Markovian Option Pricing Model, Proceedings of the 14th International Conference "Applied Stochastic Models and Data Analysis", June 07 10, 2011, Roma, Italy, 1137 – 1143.
• Minkova L. D. (2010). Insurance Risk Theory, Lecture Notes, TEMPUS project "SEE Doctoral Studies in Mathematical Sciences", available in: http://www.fmi.uni-sofia.bg/sms/insurance-risk-theory-lectures and  http://www.matinf.pmfbl.org
• Radkov P. and L.D.Minkova (2010). Markov-Binomial Option Pricing Model, Proceedings of the 9th International Conference in Computing Data Analysis and Modeling:Compex Stochastic Data and Systems, Belarusian State University, September 07-11, Minsk, Belarus, vol. 2, 169-172.
• Minkova L.D.(2010). Compound Birth processes in Risk Models, Proceedings of the 6th Conference in Actuarial Science & Finance on Samos, June 2-6, 2010, available in: www.actuar.aegean.gr/samos2010/proceedings.html
• Minkova L.D.(2010). Compound Binomial Risk Model, Proceedings of the Stochastic Modeling Techniques and Data Analysis International Conference, June 8-11, 2010, Chania, Crete, Greece.
• Minkova L.D. (2010). Stochastic Processes - Applications in Finance and Insurance, in:International Encyclopedia of Statistical Science, Miodrag Lovric (Ed.), ISBN:978-3-642-04897-5.
• Minkova L.D. (2010). The Polya – Aeppli distribution of order K, Commun.Statist. -Theory and Methods, 39(3), 408-415 (IF 0,351).
• Minkova L.D. (2009). Compound Compound Poisson Risk Model, Serdica Math.J. 35, 301 – 310.
• Minkova L.D. (2009). I - Polya Process and Applications, Proceedings of the XIIIth International Conference "Applied Stochastic Models and Data Analysis", June 30 - July 3, 2009, Vilnius, Lithuania.
• Minkova L.D. (2009). Stochastic Processes in Finance and Insurance, Math. and Educ. in Math. 61-69 (invited).
• Minkova L.D. (2008). Reinsurance by the Polya-Aeppli risk model, Proceedings of the 2008 International Workshop on Applied Probability, July 7-10, 2008, Universite de Technologie de Compiegne, France.
• Minkova L.D. and Etemadi R. (2008). Compound Poisson Counting Distributions, Math. and Educ. in Math. 226 – 231.
• Minkova L.D. (2007). The Polya - Aeppli distribution of order k, Proceedings of the XIIth International Conference "Applied Stochastic Models and Data Analysis", May 29, 30, 31 and June 1, Chania, Crete, Greece.
• Minkova L.D. (2004). A modified model of risk business, Pliska Stud. Math. Bulgar., 16} 129- 135.
• Minkova L.D. (2004). The Polya - Aeppli process and ruin problems, J. Appl. Math. Stoch. Analysis, 3, 221 - 234.
• Minkova L.D. (2002). A generalization of the classical discrete distributions, Commun. Statist. - Theory and Methods, 31, 871 - 888, (IF 0.171).
• Minkova L.D. (2001). Inflated-parameter modification of the pure birth process, Compt. Randue Bulg. Acad. Sci., 54(11), 17 - 22.21.
• Minkova L.D. (2001). Mixed Polya - Aeppli process, Compt. Randue Bulg. Acad. Sci., 54(8), 9 - 12.
• Minkova L.D. (2001). A family of compound discrete distributions, Compt. Randue Bulg. Acad. Sci., 54(2), 9 - 12.
• Minkova L.D. (2001). The bond market with stochastic volatility in high level of inflation, Math. and Educ. in Math., 270 - 275.
• Kolev N., Minkova L.D. and Neytchev P. (2000). Inflated-Parameter Family of Generalized Power Series Distributions and Their Application in Analysis of Overdispersed Insurance Data, ARCH Research Clearing House, 2, 295 - 320.
• Kolev N. and Minkova L. (2000). A characterization of the negative binomial distribution, Pliska Stud. Math. Bulgar., 13, 151 - 154.
• Minkova L.D.(2000). Modelling of financial markets in high level of inflation, Math. and Educ. in Math., 198 - 204.
• Kolev N. and Minkova L. (1999). Run and frequency quotas in a multi-state Markov chain, Commun. Statist. - Theory and Methods, 28, 2223 - 2233, (IF 0.209).
• Kolev N. and Minkova L. (1999). Quotas on runs of successes and failures in a multi - state Markov chain, Communications in Statistics - Theory and Methods, 28, 2235 - 2248, (IF 0.209).
• Minkova L. and Danchev D. (1998). Modelling of financial markets in the currency board conditions, Applications of Mathematics in Engineering, (Sozopol, 1997), 130 - 132, Heron Press, Sofia.
• Kolev N. and Minkova L. (1997). Discrete distributions related to success runs of length K in a multi - state Markov chain, Communications in Statistics - Theory and Methods, 26, 1031 - 1049, (IF 0.194).
• Minkova L. (1997). A stochastic model for the financial market with discontinuous prices, J. Appl. Math. Stoch. Analysis, 9, 271-280.
• Kolev N. and Minkova L. (1995). On joint distribution of successes and failures related to success runs of length K in homogeneous Markov chain, Compt. Randue Bulg. Acad. Sci., 48, Vol. 9, 19 – 22.
• Minkova L. D. (1994). Innovation of Gaussian semimartingale, Technical University Annuals - Applied Mathematics, Sofia, 181 – 193.
• Minkova L. (1993). A stochastic model for the financial market, In: Proc. Applications of Mathematics in Engineering, 153 - 158, Varna.
• Kolev N. and Minkova L. (1986). Poisson distribution of order K and some of its properties, Compt. Randue Bulg. Acad. Sci., 39, 31 - 33, (IF 0.149).
• Minkova L. (1985). Stochastic equation for a generalized Ornstein-Uhlenbeck process. In: Proc. Third International Conference of Differential Equations and their Applications, Russe, 825 - 828.
• Minkova L. and Hadziev D. (1984). Equivalence and singularity of some Gaussian measures, Pliska Math. Bulgar, 7, 163 - 169, (In Russian).
• Minkova L. and Hadziev D. (1980). Representation of Gaussian processes equivalent to a Gaussian martingale, Stochastics, 3, 251 - 266.
• Minkova L. and Hadziev D. (1979). Theorem of Girsanov's type for Gaussian martingales, Compt. Randue Bulg. Acad. Sci., 32, 1465 - 1466.
• Minkova L. (1978). Asymptotic estimates for a parameter of spread, Plovdiv Univ. Nauchn. Trud., 16, 157 - 164.
• Minkova L. and Varbanova M. (1976). Parametrische schatzungen mit hilfe der Positionsstrichprobenelementen, Math. and Educ. in Math., 207 - 214.

#### Discussion Contributions:

• Minkova L.D. (1997). Discussion to G. Parker, "Stochastic analysis of interaction between Investment and Insurance risks", North American Actuarial Journal 1, 55-84; 75.
• Minkova L.D. and Kolev N. (1998). Discussion to E. W. Frees, "Relative importance of risk sources in insurance systems", North American Actuarial Journal 2, 34-52, 50-51.

#### Book Reviews:

• Minkova L.D. (1997). Review of "Mathematical Methods in Finance" by H. P. Howison, F. P. Kelly and P. Willmot (Eds.), J. Appl. Math. Stoch. Analysis, 10, 305-306.
• Minkova L.D. (1998). Review of "Some Aspects of Brownian motion" by M. Yor, The Statistician, 47, 561-562.
• Minkova L.D. (2000). Review of "Stochastic Processes for Insurance and Finance" by T.Rolski, H.Schmidli, V.Schmidt and J.Teugels, The Statistician, 49, 128-129.

#### CITATIONS:

• Minkova L.D. (2010). Insurance Risk Theory. Lecture Notes, TEMPUS project "SEE Doctoral Studies in Mathematical Sciences", cited in:
• Smaili K., Kadri T. and Kadry S. (2016). Finding the PDF of the Hypoexponential random variable using the Kad matrix similar to the general Vandermond matrix, Communications in Statistics-Theory and Methods, 45, 1542-1549.
• Smaili K., Kadri T. and Kadry S. (2013). Hypoexponential Distribution with Different Parameters, Applied Mathematics, 4, 624-631.
• Smaili K., Kadri T. and Kadry S. (2014). A Modified-Form Expressions for the Hypoexponential Distribution, British Journal of Mathematics & Computer Science, 4(3), 322-332.
• Kadri T., Smaili K. and Kadry S. (2015). Markov Modeling for Reliability Analysis Using Hypoexponential Distribution, In: Numerical Methods for Reliability and Safety Assessment, Eds: Kadry S. and El Hami A., Springer, 599-620.
• Minkova L.D. and N.Balakrishnan (2013). Compound weighted Poisson distributions, Metrika, 76(4), 543-558, cited in:
• Kokonendji C.C. (2014). Over- and Underdispersion Models, In: Encyclopedia of Clinical Trials--Methods and Applications of Statistics in Clinical Trials, Vol 2--Planning, Analysis and Inferential Methods, Editor N.Balakrishnan, John Wiley & Sons, Newark, NJ, 506--526.
• Macci C. and Pacchiarotti B. (2015). Large deviations for a class of counting processes and some statistical applications, Statistics & Probability Letters, 104, 36-48.
• Chukova S. and Minkova L.D. (2013). Characterization of the Polya - Aeppli process, Stochastic Analysis and Applications, 31(4), 590-599,  cited in:
• Kostadinova K.Y. (2013). On a Poisson Negative Binomial Process,in: Advanced Research in Mathematics, and Computer Science, Doctoral Conference in Mathematics, Informatics and Education, September, 19-21, Sofia, 25-33.
• Chukova S. and Minkova L.D. (2013). Polya - Aeppli of order k Risk Model, Communications in Statistics-Simulation and Computation, (accepted), cited in:
• Kostadinova K.Y. (2013). On a Poisson Negative Binomial Process,in: Advanced Research in Mathematics, and Computer Science, Doctoral Conference in Mathematics, Informatics and Education, September, 19-21, Sofia, 25-33.
• Minkova L.D. (2004). The Polya - Aeppli process and ruin problems, J. Appl. Math. Stoch. Analysis, 3, 221-234 cited in:
• Alhejaili A.D. and Abd-Elfattah E.F. (2013). Saddlepoint Approximations for Stopped-Sum Distributions, Communications in Statistics: Theory and Methods, 42, 3735--3743 (IF 0.295).
• Bao Z., Song L. and Liu He (2013). A note on the Inflated-parameter binomial distribution, Statistics & Probability Letters, 83, 1911--1914 (IF 0.531).
• Yin Ch. (2013). Optimal divident problem for a generalizaed compound Poisson risk model, arXiv: 1305.1747.2013.
• Kostadinova K.Y. (2013). On a Poisson Negative Binomial Process,in: Advanced Research in Mathematics, and Computer Science, Doctoral Conference in Mathematics, Informatics and Education, September, 19-21, Sofia, 25-33.
• Beghin L. and Macci C. (2014). Fractional discrete processes: Compound and mixed Poisson representations, Journal of Applied Probability, and arXiv:1303.2861v1, 12 Mar 2013.
• Dragieva V. (2011). Queueing system with Polya - Aeppli input process,  Ann. UACEG, Sofia, 43-44, 7-14.
• Haydn N and Vaienti S. (2008). The compound Poisson distribution and return times in dynamical systems, Probability Theory and Related Fields, 144, 517-542, (IF 1.569).
• Omey E. and S.Van Gulck (2006). Markovian Black and Scholes,Publications de l'institut mathematique, 79, 65-72.
• Minkova L. D. (2002). A generalization of the classical discrete distributions, Commun. Statist. -Theory and Methods, 31, 871 - 888 cited in:
• Kostadinova K.Y. (2013). On a Poisson Negative Binomial Process,in: Advanced Research in Mathematics, and Computer Science, Doctoral Conference in Mathematics, Informatics and Education, September, 19-21, Sofia, 25-33.
• Borges P. (2012). Novos Modelos de Sobrevivencia com Fracao da Cura Baseados no Processo da Carcinogenese, Doctoral Thesis, Federal University of Sao Carlos, Brazil.
• Borges P., Rodrigues J. and Balakrishnan N. (2012). Correlated destructive generalized power series cure rate models and associated inference with application to a cutaneous melanoma data, Computational Statistics and Data Analysis, 56, 1703 - 1713 (IF (2011) 1.028).
• Jazi M.A. and Alamatsaz M.H. (2011). Some contributions to Inflated Generalized Power Series Distributions, Pakistan J. Statist., 27(2), 139 - 157 (IF 0.286).
• Stoynov P. (2011). Mixed Negative Binomial distribution by weighted gamma mixing distribution, Math. and Educ. in Math., 327 – 331.
• Jazi M.A. and Alamatsaz M.H. (2010) Ordering Comparison of Logarithmic Series Random Variables with their Mixtures, Communications in Statistics:Theory and Methods, 39(18), 3255-3263 (IF 0,351).
• Jazi M.A. and Alamatsaz M.H. (2010). Some Extensions of Discrete $\alpha-$monotone Distributions,  Proceedings of the 10th Iranian Statistical Conference, 21--29.
• Chadjiconstantinidis S. and Pitselis G. (2009) Further Improved Recursions for a Class of Compound Poisson distributions, Insurance: Mathematics and Economics, 44, 278 – 286 (IF 1.477).
• Kazuki Aoyama, Kunio Shimizu and Ong S.H. (2008) A first - passage time random walk distribution with five transition probabilities: a generalization of the shifted inverse trinomial, Annals of the Institute of Statistical Mathematics, 60(1), 1-20 (IF 0.565).
• Vinogradov V. (2007). On Strustural and Asymptotic Properties of Some Classes of Distributions, Acta Appl. Math. 97: 335 – 351 (IF 0.43).
• Masashi Kitano, Kazuki Aoyama and Kunio Shimizu (2006) Recursion Formulae for Discrete Probability Distributions, Proceedings of the Institute of Statistical Mathematics, 54(1), 147-175 (in Japanese).
• Aoyama K. and Shimizu K. (2005). A generalization of the inverse trinomial, KSTS/RR-05/003, Jun.23.2005.
• Minkova L.D. (2001). Inflated-parameter modification of the pure birth process, Compt. Randue Bulg. Acad. Sci.54(11), 17 - 22 cited in:
• Kostadinova K.Y. (2013). On a Poisson Negative Binomial Process,in: Advanced Research in Mathematics, and Computer Science, Doctoral Conference in Mathematics, Informatics and Education, September, 19-21, Sofia, 25-33.
• Omey E. and S.Van Gulck (2006) Markovian Black and Scholes, Publications de l'institut mathematique, 79, 65-72.
• Minkova L.D. (2001). Mixed Polya - Aeppli process, Compt. Randue Bulg. Acad. Sci. 54(8), 9-12 cited in:
• Stoynov P. (2011). Mixed Negative Binomial distribution by weighted gamma mixing distribution, Math. and Educ. in Math., 327 – 331.
• Omey E. and S.Van Gulck (2006). Markovian Black and Scholes, Publications de l'institut mathematique, 79, 65-72.
• Minkova L.D. (2001). A family of compound discrete distributions, Compt. Randue Bulg. Acad. Sci., 54(2), 9 - 12 cited in:
• Momeni F. (2011). The Generalized Power Series Distributions and their Application, The Journal of Mathematics and Computer Science, 2, 691 - 697.
• Kolev N., Minkova L.D. and Neytchev P. (2000). Inflated-Parameter Family of Generalized Power Series Distributions and Their Application in Analysis of Overdispersed Insurance Data, ARCH Research Clearing House, 2, 295-320, cited in:
• Bao Z., Song L. and Liu He (2013). A note on the Inflated-parameter binomial distribution, Statistics & Probability Letters, DOI: http:/dx.doi.org/10.1016/j.spl.2013.04.026 (IF).
• Borges P., Rodrigues J. and Balakrishnan N. (2012). Correlated destructive generalized power series cure rate models and associated inference with application to a cutaneous melanoma data, Computational Statistics and Data Analysis, 56, 1703 - 1713, (IF (2011) 1.028).
• Borges P. (2012). Novos Modelos de Sobrevivencia com Fracao da Cura Baseados no Processo da Carcinogenese, Doctoral Thesis, Federal University of Sao Carlos, Brazil.
• Mostajeran F. (2011). Statistical analysis of the number of galaxies in cubic cells in the universe, Proc.ICCS-11 Lahore, Pakistan, Vol 22, 151-160.
• Momeni F. (2011). The Generalized Power Series Distributions and their Application, The Journal of Mathematics and Computer Science, 2(4), 691 - 697.
• Jazi M.A. and Alamatsaz M.H. (2011). Some contributions to Inflated Generalized Power Series Distributions, Pakistan J. Statist., 27(2), 139 - 157, (IF 0.286).
• Jazi M.A. and Alamatsaz M.H. (2010). Some Extensions of Discrete $\alpha-$monotone Distributions,  Proceedings of the 10th Iranian Statistical Conference,  21--29.
• Kolev N. and Minkova L. (1999). Run and frequency quotas in a multi – state Markov chain, Commun. Statist. - Theory and Methods, 28, 2223 – 2233, (IF 0,209), cited in:
• Kamalja K.K. (2013). On the joint distribution of success runs of several lengths in the sequence of MBT and its applications, Statistical papers, DOI 10.1007/s00362-013-0560-8, (IF 0,683).
• Chaderjian B.J., Ebneshahrashoob M. and Gao J. (2012). Exact Distributions of Waiting Time Problems of Mixed Frequencies and Runs in Markov Dependent Trials, Applied Mathematics, 3, 1689-1696.
• Michelle L. Deppoy Smith and William S. Griffith (2011). Multi - state start - up demonstration tests, International Journal of Reliability, Quality and Safety Engineering, 18, 99 – 117.
• Martin D. E. K. and Aston J. A. D. (2008). Waiting time distribution on generalized later patterns, Comp. Statist. Data Analysis, 52, 4879 - 4890, (5 - years IF (2011) 1.373).
• Aston J.A.D. and Martin D.E.K. (2005). Waiting time distributions of competing patterns in higher order Markovian sequences, J. Appl. Probab., 42, 977 - 988, (IF (2008) 0.739).
• Kolev N. (2005). Run and Frequency Quotas Under Markovian Fashion and their Application in Risk Analysis, Economic Quality Control, 20, 97 - 109.
• Balakrishnan N. and Koutras M.V. (2002). Runs and Scans with Applications, Wiley series in Probability and Statistics.
• Kolev N. and Minkova L. (1999). Quotas on runs of successes and failures in a multi - state Markov chain, Communications in Statistics - Theory and Methods, 28, 2235 - 2248, (IF 0.209), cited in:
• Michelle L. Deppoy Smith and William S. Griffith (2011). Multi - state start - up demonstration tests, International Journal of Reliability, Quality and Safety Engineering, 18, 99 - 117.
• Martin D. E. K. and Aston J. A. D. (2008). Waiting time distribution on generalized later patterns, Comp. Statist. Data Analysis, 52, 4879 - 4890, (5 - years IF (2011) 1.373).
• Aston J. A. D. and Martin D. E. K. (2005). Waiting time distributions of competing patterns in higher order Markovian sequences, J. Appl. Probab., 42, 977 - 988, (IF (2008) 0.739).
• Kolev N. (2005). Run and Frequency Quatas Under Markovian Fashion and their Application in Risk Analysis, Economic Quality Control, 20, 97 - 109.
• Antzoulakos D. L. (2003). Waiting Times and Number of Appearances of Runs: A Unified Approach, Communications in Statistics – Theory and Methods, 32, 1289 - 1315 (IF).
• Balakrishnan N. and Koutras M. V. (2002). Runs and Scans with Applications, Wiley series in Probability and Statistics.
• Kolev N. and Minkova L. (1997). Discrete distributions related to success runs of length K in a multi - state Markov chain, Communications in Statistics - Theory and Methods, 26, 1031 - 1049, cited in:
• Michelle L. Deppoy Smith and William S. Griffith (2011). Multi - state start - up demonstration tests, International Journal of Reliability, Quality and Safety Engineering, 18, 99 - 117.
• Seiichi Yasui, Yyoshikazu Ojima and Tomomichi Suzuki (2006). Generalization of the Run Rules for the Shewhart Control Charts, in: Frontiers in Statistical Control, 207-219, Physica – Verlag HD.
• Balakrishnan N. and Koutras M. V. (2002). Runs and Scans with Applications, Wiley series in Probability and Statistics.
• Kolev N. and Minkova L. (1995). On joint distribution of successes and failures related to success runs of length K in homogeneous Markov chain, Compt. Randue Bulg. Acad. Sci., 48, Vol. 9, 19 – 22, cited in:
• Balakrishnan N. and Koutras M. V. (2002). Runs and Scans with Applications, Wiley series in Probability and Statistics.
• Minkova L. and Hadziev D. (1984). Equivalence and singularity of some Gaussian measures, Pliska Math. Bulgar, 7, 163 - 169, (In Russian), cited in:
• Hadziev D.I. (1985). Some remarks on Gaussian Solutions and explicit filtering formulae, Lecture Notes in Control and Information Science, 69, Springer, 207 – 216.
• Hadziev D.I. (1983). An example of explicit filtering and extrapolation, Compt. Randue Bulg. Acad. Sci., 36, 1379 - 1382.
• Minkova L. and Hadziev D. (1980). Representation of Gaussian processes equivalent to a Gaussian martingale, Stochastics, 3, 251 – 266, cited in:
• Bogachev V. I. (1998). Gaussian measures, Amer. Math. Soc., Rhode Island.
• Hadziev D. I. (1985). Some remarks on Gaussian Solutions and explicit filtering formulae, Lecture Notes in Control and Information Science, 69, Springer, 207 - 216.
• Butov A. A. (1982). The equivalence of measures corresponding to canonical Gaussian processes, Russ. Math. Surv., 37, 162 - 163.
• Hadziev D. I. (1981). Gaussian Solutions of Some Stochastic Equations, Compt. Randue Bulg. Acad. Sci., 34, 1647 - 1649.