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Author Index, 1994, Volume 39

A B C D E F G H I K M N O P R S T V Y Z Full List
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
D. Alimov
Markov functionals of an ergodic Markov process
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3,  618–626
D. Alimov
Asymptotically ergodic Markov functionals of an ergodic process
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  657–668
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
V. P. Belavkin
Measurement and filtering of quantum diffusion. II
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3,  469–487
M. V. Bondarenko, A. N. Vishnyakov
On the Russian stock exchange
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1,  229–236
K. A. Borovkov
Analysis of transient effects for branching processes
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3,  449–468
K. A. Borovkov
Book review: Lindvall T. “Lectures on the coupling method”
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  867–870
A. A. Butov
Martingale methods for random walks in a one-dimensional random environment
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  681–698
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
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
A. N. Chuprunov
On refinement of Banach-valued limit theorems for stable laws
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  851–856
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
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
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
I. A. Dzhvarsheishvili
On amarts with continuous time
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3,  627–635
M. S. Ermakov
Minimax nonparametric testing of hypotheses on the distribution density
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3,  488–512
I. Fakhre-Zakeri, see S. Cambanis
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2,  294–312
M. Finkelstein, S. Scheiberg, H. G. Tucker
Integral transforms with infinitely divisible kernels
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  856–863
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
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
V. L. Girko
Canonical spectral equation
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  812–820
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
I. Gyöngy
On the support of the solutions of stochastic differential equations
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3,  649–653
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
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
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
Yu. M. Kabanov, see G. B. Di Masi
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1,  211–222
Yu. M. Kabanov, D. O. Kramkov
Large financial markets: asymptotic arbitrage and contiguity
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1,  222–229
Yu. M. Kabanov, see A. N. Shiryaev
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1,  23–79
Yu. M. Kabanov, see A. N. Shiryaev
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1,  80–129
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
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
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
V. Yu. Korolev
Convergence of random sequences with the independent random indices. I
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2,  313–333
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
D. O. Kramkov, É. Mordecki
Integral option
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1,  201–211
D. O. Kramkov, see Yu. M. Kabanov
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1,  222–229
D. O. Kramkov, see A. N. Shiryaev
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1,  23–79
D. O. Kramkov, see A. N. Shiryaev
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1,  80–129
D. O. Kramkov, see Yu. M. Kabanov
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3,  635–640
V. M. Kruglov, see Sh. O. Alekperov
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2,  248–271
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
S. E. Kuznetsov, see N. V. Krylov
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  796–798
R. E. Maĭboroda
Some problems of statistics of distribution mixtures with variable concentrations
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  840–845
S. Ya. Makhno
A theorem on large deviations for one class of diffusion processes
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3,  554–566
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
J. D. Mason, see W. N. Hudson
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2,  357–373
A. V. Melnikov, see A. N. Shiryaev
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1,  23–79
A. V. Melnikov, see A. N. Shiryaev
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1,  80–129
R. A. Minlos, see E. A. Zhizhina
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3,  513–529
É. Mordecki, see D. O. Kramkov
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1,  201–211
A. I. Motsa, see Yu. A. Velikii
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  716–730
N. V. Norin
Itô formula for an extended stochastic integral with nonanticipating kernel
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  743–765
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
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
A. Pacheco, see N. U. Prabhu
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  766–795
E. Pancheva
On a problem of a Khinchin-type decomposition theorem for extreme values
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2,  395–402
E. V. Panfilova
New books
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3,  654
E. V. Panfilova
New books
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  873
S. I. Pisanez
Two limit theorems for diffusion type stochastic equations
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  845–851
N. U. Prabhu, A. Pacheco
A storage model for data communication systems
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  766–795
A. Pukhal'skii
Letter to the editors: “On the theory of large deviations”
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  864
S. T. Rachev, L. Rüscheendorf
Models for option prices
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1,  150–190
H.-J. Rossberg
Limit theorems involving restricted convergence
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2,  334–356
W. J. Runggaldier, see G. B. Di Masi
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1,  211–222
L. Rüscheendorf, see S. T. Rachev
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1,  150–190
B. V. Ryazanov, see I. M. Arbekov
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  669–680
E. A. Sataev
Asymptotically Markov stochastic
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3,  567–587
K. Sato
Multimodal convolutions of unimodal infinitely divisible distributions
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2,  403–415
S. Scheiberg, see M. Finkelstein
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  856–863
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
A. N. Shiryaev, see L. A. Shepp
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1,  130–149
A. N. Shiryaev, see D. O. Kramkov
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1,  191–200
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
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
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
D. S. Sil'vestrov, see Yu. A. Velikii
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  716–730
A. V. Skorokhod, see N. V. Krylov
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  796–798
A. Soltani
On spectral representation of multivariate stable processes
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3,  605–617
A. V. Teplyaev
Continual analogues of random polynomials that are orthogonal on a circle
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3,  588–604
s. Yu. Tsykunova, see E. I. Ostrovskii
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3,  641–649
H. G. Tucker, see M. Finkelstein
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  856–863
V. A. Vatutin
Branching processes with final types of particles and random trees
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  699–715
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
J. A. Veeh, see W. N. Hudson
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2,  357–373
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
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
V. I. Vinokurov, see I. M. Arbekov
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  669–680
A. N. Vishnyakov, see M. V. Bondarenko
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1,  229–236
M. Yamazato
Absolute continuity of transition probabilities of multidimensional processes with stationary independent increments
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2,  422–429
A. A. Yushkevich, see N. V. Krylov
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  796–798
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
V. M. Zolotarev
On representation of densities of stable laws by special functions
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2,  429–437
A. M. Zubkov
Book review: Barbour A. D., Hoist L., Janson S. “Poisson approximation”
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4,  865–867
Теория вероятностей и ее применения Theory of Probability and its Applications
 
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