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2003, Volume 48, Issue 1  


Transient phenomena in a random walk
A. K. Aleshkyavichene, S. V. Nagaev
3
Parabolic Itô equations with nonsmooth nonlinearity and duality approach
N. G. Dokuchaev
22
Random mappings and a generalized additive functionals of a Wiener process
A. A. Dorogovtsev, V. V. Bakunin
43
Asymptotic and structural theorems for the Markov renewal equation
N. B. Engibaryan
62
Superlarge deviations of a sum of independent random variables having a common absolutely continuous distribution under the Cramér condition
L. V. Rozovskii
78
Limit theorems for increments of sums of independent random variables
A. N. Frolov
104
The large deviation principle for stochastic processes. II
M. A. Arcones
122

Short Communications
Berry–Esseen inequalities for $U$-statistics
L. V. Gadasina
151
Limit theorem for one-dimensional stochastic equations
S. Ya. Makhno
156
Almost sure limit theorems for the Pearson statistic
I. Fazekas, A. N. Chuprunov
162
A note on the pricing of American options
N. Christopeit
169
$\sigma$-localization and $\sigma$-martingales
J. Kallsen
177
Ruin probabilities for Lévy processes with mixed-exponential negative jumps
É. Mordecki
188
Hölder equality for conditional expectations with application to linear monotone operators
G. Di Nunno
194
Representation of a class of semimartingales as stable integrals. Part 2
P. Zanzotto
198

New Books
New books
E. V. Panfilova
205
Теория вероятностей и ее применения Theory of Probability and its Applications
 
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