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 Transient phenomena in a random walkA. K. Aleshkyavichene, S. V. Nagaev 3 Parabolic Itô equations with nonsmooth nonlinearity and duality approachN. G. Dokuchaev 22 Random mappings and a generalized additive functionals of a Wiener processA. A. Dorogovtsev, V. V. Bakunin 43 Asymptotic and structural theorems for the Markov renewal equationN. B. Engibaryan 62 Superlarge deviations of a sum of independent random variables having a common absolutely continuous distribution under the Cramér conditionL. V. Rozovskii 78 Limit theorems for increments of sums of independent random variablesA. N. Frolov 104 The large deviation principle for stochastic processes. IIM. A. Arcones 122 Short Communications Berry–Esseen inequalities for $U$-statisticsL. V. Gadasina 151 Limit theorem for one-dimensional stochastic equationsS. Ya. Makhno 156 Almost sure limit theorems for the Pearson statisticI. Fazekas, A. N. Chuprunov 162 A note on the pricing of American optionsN. Christopeit 169 $\sigma$-localization and $\sigma$-martingalesJ. Kallsen 177 Ruin probabilities for Lévy processes with mixed-exponential negative jumpsÉ. Mordecki 188 Hölder equality for conditional expectations with application to linear monotone operatorsG. Di Nunno 194 Representation of a class of semimartingales as stable integrals. Part 2P. Zanzotto 198 New Books New booksE. V. Panfilova 205