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 Teor. Veroyatnost. i Primenen.: Year: Volume: Issue: Page: Find

 On probability characteristics of “downfalls” in a standard Brownian motionR. Douady, M. Yor, A. N. Shiryaev 3 Cramér asymptotics in a system with slow and fast Markovian motionsV. I. Bakhtin 14 On large deviations, IS. V. Zhulenev 34 Stationary random partitions of positive integersN. V. Tsilevich 55 On compound Poisson approximations under moment restrictionsV. Čekanavičius 74 On martingale measures for stochastic processes with independent incrementsP. Grandits 87 Is there a predictable criterion for mutual singularity of two probability measures on a filtered space?W. Schachermayer, W. Schachinger 101 Short Communications On the maximum of a fractional Brownian motionG. M. Molchan 111 On the mean-variance hedging in the Ho–Lee diffusion modelM. L. Nechaev 115 On the mode of an unknown probability distributionS. Yu. Novak 119 On stochastic boundary problems for harmonic functions in Banach spacesYu. A. Rozanov, F. Sansò 123 On a Feller theoremL. V. Rozovskii 128 Asymptotically dominating estimation of expectation value vectorsV. I. Serdobol'skii 132 On convergence in law of maxima of independent identically distributed random variables with random coefficientsA. N. Chuprunov 138 Local limit theorems for conditionally independent random variables controlled by a finite Markov chainT. Shervashidze 143 The class $I_0$ for random increasing upper semicontinuous functionsD. Neuenschwander 148 The invariance principle for some class of Markov chainsZhengyan Lin 151 XIX International Seminar on Stability Problems of Stochastic ModelsV. M. Zolotarev, V. Yu. Korolev 155 Short Communications An example of large deviations for a stationary processO. V. Gulinsky, R. Sh. Liptser 211 $L$-nonformation, $L$-ancillarity, and $L$-sufficiencyO. E. Barndorff-Nielsen 225 Necessary conditions for stable convergence of semimartingalesE. Mordecki 229 Reviews and Bibliography Book review: Christopher C. Heyde. “Quasi-Likelihood and Its Application. A General Approach to Optimal Parameter Estimation”A. A. Gushchin 233