• Nikolai Victorovich Norin, The expended stochastic integral in linear spaces with differentiable measures and related topics, World Scientific, Singapore-New Jersey-London-Hong Kong, 1996, 272 pp.
• S.D. Gumlyaeva, A.A. Lobuzov, N.V. Norin, Problems in theory of random processes, Moscow, 1993, 68 pp.

• N.V. Norin, First boundary problem for heat conduction equation with respect to the functions on Banach space, in Boundary value problems, Perm Politechn. Institute, Perm, 1980, pp. 63-67. (In Russian.)
• N.V. Norin, Heat potentials on a Hilbert space, Math. Notes, 35 (1984), pp. 279-288.
• N.V. Norin, Analyticity of infinite-dimensional heat potentials, Math. Notes, 37 (1985), pp. 205-210.
• N.V. Norin, An extended stochastic integral for non-Gaussian measures in a locally convex spaces, Russian Math. Surveys, 41 (1986), no. 3, pp. 229-230.
• N.V. Norin, Stochastic integrals and differentiable measures, Theory Probab. Appl., 32 (1987), pp.107-116.
• N.V. Norin, Two commutation theorems with extended stochastic integral for non-Gaussian measures, in All--Union School on ergodic theory of Markov processes. Kyzyl (1987), p. 43. (In Russian.)
• N.V. Norin, On the representation of Gaussian functionals with help of the extended stochastic integrals, in Differential equations, Harmonic analysis and their applications, Moskov. Gos. Univ., Moscow, 1987, pp. 98-100. (In Russian.)
• N.V. Norin, Two results on differentiable measures, in Extremal Problems, Functional Analysis and their applications, Moskov. Gos. Univ., Moscow, 1988, pp. 87-90. (In Russian.)
• N.V. Norin, Extended vector stochastic integral in Sobolev spaces of Wiener functionals, in Abstr. Fifth Int. Vilnius Conf. on Probab. Theory and Math. Statist., 4 (1989), pp. 109-110. (In Russian.)
• N.V. Norin, Vector extended stochastic integral in Sobolev spaces of Wiener functionals, Proc. of Fifth Int. Vilnius Conf. on Probab. Theory and Math. Statist., 1989, Ed. B. Grigelionis et al. VSP/Mokslas, 2 (1990), pp. 244-256.
• N.V. Norin, An abstract stochastic integral equation containing a vector extended stochastic integral, Math. Notes, 49 (1991), pp. 332-334.
• N.V. Norin, Ito's formula for randomized extended stochastic integral, in Abstr. Sixth Japan--USSR symp. on probab. theory, Kiev. (1991), p. 110.
• N.V. Norin, Ito's formula for extended stochastic integral with randomized time, Soviet Math. Dokl., 44 (1991), pp. 489-495.
• N.V. Norin, A probabilistic solution of some integro-differential equation, in Absracts of Third All--Union conf. ``New approaches to solutions of differential equations'', Drogobych, 1991, M.: VTs AN SSSR (1991), p. 97. (In Russian.)
• N.V. Norin, Randomized Ito's processes, in Functional and stochastic analysis and their applications, Moskov. Gos. Univ., Moscow, 1991, pp. 58-62. (In Russian.)
• N.V. Norin, Randomized extended stochastic integrals with jumps, in Proc. of Sixth Japan--USSR symp. on probab. theory, (Kiev. August, 1991), Eds. A.N.Shiryaev et al., World Scientific, Singapore, 1992, pp. 215-237.
• N.V. Norin, The quadratic variation of extended stochastic integral in an abstract Wiener space, in Random processes and infinite-dimensional analysis, Ed. A.V. Skorokhod et al., Akad. Nauk Ukrainy, Inst. Mat., Kiev, 1992, pp. 91-100. (In Russian.)
• N.V. Norin, Ito's formula for extended stochastic integral with nonanticipating kernel, Teor. Veroyatnost. i Prim., 39 (1994), pp.743-765. (In Russian.)
• N.V. Norin, Ito formula for Stratonovich-Ogava Extended Stochastic Integral with Nonrandom Kernel.  3rd World Congress of the Bernoulli Society and 57th Annual Meeting of the Institute of Mathematical Statistics (June 20-25, 1994, The Univ. of North Carolina at Chapel Hill, The William and Ida Friday Continuing Education Center), Abstracts, p. 80. (Link to Congress program)
• N.V.Norin, Commutation relations for mixtures of Gaussian measures, in Exploring stochastic laws, Eds.: A.V. Skorohod and Yu.V. Borovskikh., VSP, 1995, pp. 343-349.
• N.V. Norin, One formula for surface Gaussian measure and its applications, Theory of random processes, 1 (17) (1995), no. 1, pp. 88-94. (In Russian.)
• N.V. Norin, Ito-Wick decomposition for the mixtures of Gaussian measures, in Frontiers in Pure and Applied Probability. II: Proc. of the Fourth Russian-Finnish Symp. on Probab. Theory and Math. Statist. (Moscow, October 3-8, 1993), Eds. A.N. Shirayev et al., TVP, Moscow, 1996. pp. 153-162.
• N.V. Norin, Differentiability properties of mixtures of Gaussian measures, in Statistics and Control for Stochastic Processes V: Festschrift in Honour of Professor A.N. Shiryaev, Ed. A.A. Novikov, TVP, Moscow, 1996. (to appear)
• N.V. Norin and O.G. Smolyanov, Some results on logarithmic derivatives on locally convex spaces, Mat. Zametki, 54 (1993), pp. 135-138. (In Russian.)
• N.V. Norin and O.G. Smolyanov, Logarithmic derivatives of measures and Gibbs distributions, DAN, 354 (1997) no 4, pp. 456-460. (In Russian.)
• N.V. Norin, V.N. Sorokin, A.S. Vshivtsev, Spectral problem for Schroedinger equation with degenerate polynomial potential of the even degree, Izvestia vuzov. Fizika, 39 (1996) no 5, pp. 55-70. (In Russian.)
• N.V. Norin, V.N. Sorokin, A.S. Vshivtsev, Solution of the spectral problem for Schroedinger equation with degenerate polynomial potential of the even degree, Teoreticheskaya i Matematicheskaya fizika, 109 (1996) no 1, pp. 107-123. (In Russian.)

Back to my homepage