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Author Index, 1994, Volume 39
Sh. O. Alekperov, V. M. Kruglov
Convergence of convolutions of concentration functions to degenerate, normal, and Poisson laws
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2, 248–271
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D. Alimov
Markov functionals of an ergodic Markov process
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3, 618–626
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D. Alimov
Asymptotically ergodic Markov functionals of an ergodic process
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 657–668
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I. M. Arbekov, V. I. Vinokurov, B. V. Ryazanov
On the problem of detecting random trajectories
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 669–680
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V. P. Belavkin
Measurement and filtering of quantum diffusion. II
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3, 469–487
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M. V. Bondarenko, A. N. Vishnyakov
On the Russian stock exchange
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 229–236
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K. A. Borovkov
Analysis of transient effects for branching processes
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3, 449–468
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K. A. Borovkov
Book review: Lindvall T. “Lectures on the coupling method”
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 867–870
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A. A. Butov
Martingale methods for random walks in a one-dimensional random environment
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 681–698
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S. Cambanis, I. Fakhre-Zakeri
On prediction of heavy-tailed autoregressive sequences: forward versus reversed time
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2, 294–312
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G. P. Chistyakov
The exact-order estimates of decompositional stability of Linnik's $\mathfrak{L}$ class distributions
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2, 438–446
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A. N. Chuprunov
On refinement of Banach-valued limit theorems for stable laws
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 851–856
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L. de Haan
A unified criterion for the domain of attraction of extreme-value distributions
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2, 415–422
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G. B. Di Masi, Yu. M. Kabanov, W. J. Runggaldier
Mean-variance Hedging of options on stocks with Markov volatilities
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 211–222
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N. G. Dokuchaev
Distributions of Itô processes: estimates for the density and for conditional expectations of integral functionals
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 825–833
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I. A. Dzhvarsheishvili
On amarts with continuous time
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3, 627–635
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M. S. Ermakov
Minimax nonparametric testing of hypotheses on the distribution density
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3, 488–512
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I. Fakhre-Zakeri, see S. Cambanis
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2, 294–312
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M. Finkelstein, S. Scheiberg, H. G. Tucker
Integral transforms with infinitely divisible kernels
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 856–863
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J. Galambos
The development of the mathematical theory of extremes in the past half century
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2, 272–293
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V. F. Gaposhkin
On the strong law of large numbers for blockwise independent and blockwise orthogonal random variables
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 804–812
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V. L. Girko
Canonical spectral equation
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 812–820
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S. A. Grishechkin
Interoutput times in an $M/G/1/PS$ queue with instant feedback
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 820–824
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I. Gyöngy
On the support of the solutions of stochastic differential equations
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3, 649–653
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W. Hazod
On the limit behaviour of products of a random number of group valued i.i.d. random variables
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2, 374–394
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W. N. Hudson, J. D. Mason, J. A. Veeh
Operator stable probability measures: an overview
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2, 357–373
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Yu. I. Ingster
Minimax testing of hypotheses on the distribution density for ellipsoids in $l_p$
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3, 530–553
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Yu. M. Kabanov, see G. B. Di Masi
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 211–222
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Yu. M. Kabanov, D. O. Kramkov
Large financial markets: asymptotic arbitrage and contiguity
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 222–229
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Yu. M. Kabanov, see A. N. Shiryaev
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 23–79
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Yu. M. Kabanov, see A. N. Shiryaev
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 80–129
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Yu. M. Kabanov, D. O. Kramkov
No-arbitrage and equivalent martingale measures: an elementary proof of the Harrison–Pliska theorem
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3, 635–640
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F. I. Karpelevich
On estimation of maxima of sums of random variables indexed by edges of graphs
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 833–840
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D. G. Kendall
How to look at objects in a 5-dimensional shape space I: Looking at distributions
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2, 242–247
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V. Yu. Korolev
Convergence of random sequences with the independent random indices. I
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2, 313–333
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D. O. Kramkov, A. N. Shiryaev
On the rational pricing of the “Russian Option” for the symmetrical binomial model of a $(B,S)$-market
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 191–200
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D. O. Kramkov, É. Mordecki
Integral option
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 201–211
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D. O. Kramkov, see Yu. M. Kabanov
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 222–229
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D. O. Kramkov, see A. N. Shiryaev
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 23–79
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D. O. Kramkov, see A. N. Shiryaev
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 80–129
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D. O. Kramkov, see Yu. M. Kabanov
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3, 635–640
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V. M. Kruglov, see Sh. O. Alekperov
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2, 248–271
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N. V. Krylov, S. E. Kuznetsov, A. V. Skorokhod, A. A. Yushkevich
E. B. Dynkin's 70th Birthday
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 796–798
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S. E. Kuznetsov, see N. V. Krylov
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 796–798
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R. E. Maĭboroda
Some problems of statistics of distribution mixtures with variable concentrations
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 840–845
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S. Ya. Makhno
A theorem on large deviations for one class of diffusion processes
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3, 554–566
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V. K. Malinovskii
Addendum: Asymptotic expansions in the problem of sequential estimation of an autoregressive parameter
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 864
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J. D. Mason, see W. N. Hudson
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2, 357–373
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A. V. Melnikov, see A. N. Shiryaev
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 23–79
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A. V. Melnikov, see A. N. Shiryaev
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 80–129
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R. A. Minlos, see E. A. Zhizhina
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3, 513–529
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É. Mordecki, see D. O. Kramkov
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 201–211
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A. I. Motsa, see Yu. A. Velikii
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 716–730
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N. V. Norin
Itô formula for an extended stochastic integral with nonanticipating kernel
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 743–765
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S. Yu. Novak
Poisson approximation for the number of long match patterns in random sequences
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 731–742
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E. I. Ostrovskii, s. Yu. Tsykunova
Asymptotic properties of distributions of the maximum of a Gaussian nonstationary process occurring in covariance statistic
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3, 641–649
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A. Pacheco, see N. U. Prabhu
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 766–795
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E. Pancheva
On a problem of a Khinchin-type decomposition theorem for extreme values
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2, 395–402
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E. V. Panfilova
New books
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3, 654
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E. V. Panfilova
New books
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 873
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S. I. Pisanez
Two limit theorems for diffusion type stochastic equations
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 845–851
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N. U. Prabhu, A. Pacheco
A storage model for data communication systems
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 766–795
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A. Pukhal'skii
Letter to the editors: “On the theory of large deviations”
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 864
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S. T. Rachev, L. Rüscheendorf
Models for option prices
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 150–190
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H.-J. Rossberg
Limit theorems involving restricted convergence
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2, 334–356
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W. J. Runggaldier, see G. B. Di Masi
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 211–222
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L. Rüscheendorf, see S. T. Rachev
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 150–190
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B. V. Ryazanov, see I. M. Arbekov
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 669–680
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E. A. Sataev
Asymptotically Markov stochastic
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3, 567–587
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K. Sato
Multimodal convolutions of unimodal infinitely divisible distributions
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2, 403–415
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S. Scheiberg, see M. Finkelstein
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 856–863
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L. A. Shepp, A. N. Shiryaev
A new look at pricing of the “Russian Option”
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 130–149
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A. N. Shiryaev, see L. A. Shepp
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 130–149
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A. N. Shiryaev, see D. O. Kramkov
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 191–200
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A. N. Shiryaev, Yu. M. Kabanov, D. O. Kramkov, A. V. Melnikov
Toward the theory of pricing of options of both European and American types. I. Discrete time
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 23–79
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A. N. Shiryaev
On some basic concepts and some basic stochastic models used in finance
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 5–22
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A. N. Shiryaev, Yu. M. Kabanov, D. O. Kramkov, A. V. Melnikov
Toward the theory of pricing of options of both European and American types. II. Continuous time
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 80–129
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D. S. Sil'vestrov, see Yu. A. Velikii
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 716–730
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A. V. Skorokhod, see N. V. Krylov
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 796–798
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A. Soltani
On spectral representation of multivariate stable processes
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3, 605–617
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A. V. Teplyaev
Continual analogues of random polynomials that are orthogonal on a circle
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3, 588–604
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s. Yu. Tsykunova, see E. I. Ostrovskii
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3, 641–649
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H. G. Tucker, see M. Finkelstein
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 856–863
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V. A. Vatutin
Branching processes with final types of particles and random trees
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 699–715
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V. A. Vatutin
Book review: Yor M. “Some aspects of Brownian motion. Part I: Some special functionals”
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 870–872
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J. A. Veeh, see W. N. Hudson
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2, 357–373
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Yu. A. Velikii, A. I. Motsa, D. S. Sil'vestrov
Dual processes and ergodic type theorems for Markov chains in the scheme of series
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 716–730
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O. P. Vinogradov
On certain asymptotic properties of waiting time in a multiserver queueing system with identical times
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 799–804
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V. I. Vinokurov, see I. M. Arbekov
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 669–680
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A. N. Vishnyakov, see M. V. Bondarenko
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 229–236
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M. Yamazato
Absolute continuity of transition probabilities of multidimensional processes with stationary independent increments
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2, 422–429
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A. A. Yushkevich, see N. V. Krylov
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 796–798
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E. A. Zhizhina, R. A. Minlos
A local limit theorem for nonhomogeneous random walk on a lattice
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3, 513–529
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V. M. Zolotarev
On representation of densities of stable laws by special functions
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2, 429–437
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A. M. Zubkov
Book review: Barbour A. D., Hoist L., Janson S. “Poisson approximation”
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 865–867
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