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Author Index, 2016, Volume 61

A B C D E F G H I K L M N P S T V Z Full List
S. Aboura, E. Lepinette
New developments on the Modigliani–Miller theorem
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  114–128
V. I. Afanasyev
On the time of attaining a high level by a transient random walk in a random environment
Teor. Veroyatnost. i Primenen., 2016, Volume 61:2,  234–267
S. Zh. Aibatov
Large deviation probabilities for the system $M/G/1/\infty$ with unreliable server
Teor. Veroyatnost. i Primenen., 2016, Volume 61:2,  378–384
S. Alexander, see A. A. Novikov
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  53–68
S. M. Aly
From moment explosion to the asymptotic behavior of the cumulative distribution for a random variable
Teor. Veroyatnost. i Primenen., 2016, Volume 61:3,  489–508
F. Aurzada, M. A. Lifshits
Small deviations of sums of correlated stationary Gaussian sequences
Teor. Veroyatnost. i Primenen., 2016, Volume 61:4,  626–658
M. Avdeeva, F. Cellarosi, Ya. G. Sinai
Ergodic and statistical properties of $\mathscr{B}$-free numbers
Teor. Veroyatnost. i Primenen., 2016, Volume 61:4,  805–829
O. E. Barndorff-Nielsen, E. Hedevang, J. Schmiegel
Incremental similarity and turbulence
Teor. Veroyatnost. i Primenen., 2016, Volume 61:3,  588–595
E. Bayraktar, Zh. Zhou
On an optimal stopping problem of an insider
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  181–186
M. L. Bedini, R. Buckdahn, H.-J. Engelbert
Brownian bridges on random intervals
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  129–157
Ya. I. Belopol'skaya
Stochastic interpretation of quasilinear parabolic systems with cross-diffusion
Teor. Veroyatnost. i Primenen., 2016, Volume 61:2,  268–299
T. Ben Zineb, E. Gobet
Analytical approximation of variable annuities for small volatility and small withdrawal
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  5–25
H. Bevrani, V. Yu. Korolev
Estimation of availability function using Student distribution
Teor. Veroyatnost. i Primenen., 2016, Volume 61:2,  384–394
A. A. Borovkov
On the distribution of the first passage time of an arbitrary remote boundary by random walk
Teor. Veroyatnost. i Primenen., 2016, Volume 61:2,  210–233
A. A. Borovkov
Generalization and refinement of the integro-local Stone theorem for sums of random vectors
Teor. Veroyatnost. i Primenen., 2016, Volume 61:4,  659–685
R. Buckdahn, see M. L. Bedini
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  129–157
A. V. Bulinski
Conditional central limit theorem
Teor. Veroyatnost. i Primenen., 2016, Volume 61:4,  686–708
F. Cellarosi, see M. Avdeeva
Teor. Veroyatnost. i Primenen., 2016, Volume 61:4,  805–829
T. Choulli, J. Ma
Explicit description of HARA forward utilities and their optimal portfolios
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  69–113
X. Cui, T. Shibata
Investment timing and quantity strategies under asymmetric information
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  165–173
M. du Roy de Chaumaray
Large deviations for the squared radial Ornstein–Uhlenbeck process
Teor. Veroyatnost. i Primenen., 2016, Volume 61:3,  509–546
E. E. D'yakonova, see V. A. Vatutin
Teor. Veroyatnost. i Primenen., 2016, Volume 61:4,  709–732
H.-J. Engelbert, see M. L. Bedini
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  129–157
M. M. Faddeev, see I. A. Ibragimov
Teor. Veroyatnost. i Primenen., 2016, Volume 61:2,  300–326
M. M. Faddeev, see I. A. Ibragimov
Teor. Veroyatnost. i Primenen., 2016, Volume 61:4,  733–752
G. M. Feldman
Independent random variables on Abelian groups with independent sum and difference
Teor. Veroyatnost. i Primenen., 2016, Volume 61:2,  404–414
O. A. Glonti, O. G. Purtukhiya
On one integral representation of Brownian functional
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  158–164
E. Gobet, see T. Ben Zineb
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  5–25
E. Hedevang, see O. E. Barndorff-Nielsen
Teor. Veroyatnost. i Primenen., 2016, Volume 61:3,  588–595
A. S. Holevo
On a characterization of Gaussian transition operators
Teor. Veroyatnost. i Primenen., 2016, Volume 61:4,  830–837
I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev
Analytic diffusion processes: definition, properties, limit theorems
Teor. Veroyatnost. i Primenen., 2016, Volume 61:2,  300–326
I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev
Initial-boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. I
Teor. Veroyatnost. i Primenen., 2016, Volume 61:4,  733–752
Yu. M. Kabanov, A. N. Shiryaev
Modern problems of financial mathematics
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  3–4
Sh. Kaji
First passage problems over increasing boundaries for Lévy processes with exponentially decayed Lévy measures
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  186–198
V. V. Karpushin
Convergence rate in stochastic particle systems with synchronization
Teor. Veroyatnost. i Primenen., 2016, Volume 61:2,  394–404
N. E. Kordzahiya, see A. A. Novikov
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  53–68
V. Yu. Korolev, see H. Bevrani
Teor. Veroyatnost. i Primenen., 2016, Volume 61:2,  384–394
V. Yu. Korolev, see A. I. Zeifman
Teor. Veroyatnost. i Primenen., 2016, Volume 61:3,  563–569
V. Yu. Korolev
Limit distributions for doubly stochastically rarefied renewal processes and their properties
Teor. Veroyatnost. i Primenen., 2016, Volume 61:4,  753–773
A. V. Korotysheva, see A. I. Zeifman
Teor. Veroyatnost. i Primenen., 2016, Volume 61:3,  563–569
A. Kozhina
Stability of densities for perturbed degenerate diffusions
Teor. Veroyatnost. i Primenen., 2016, Volume 61:3,  570–579
E. Lepinette, see S. Aboura
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  114–128
M. A. Lifshits, see F. Aurzada
Teor. Veroyatnost. i Primenen., 2016, Volume 61:4,  626–658
T. Ling, see A. A. Novikov
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  53–68
Ch. Ma
Binomial-$\chi^2$ vector random fields
Teor. Veroyatnost. i Primenen., 2016, Volume 61:3,  547–562
J. Ma, see T. Choulli
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  69–113
C. Makasu
Maximal exponential inequalities for certain diffusion processes
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  198–206
F. M. Malyshev
Distribution density of commutant of random rotations of three-dimensional Euclidean space
Teor. Veroyatnost. i Primenen., 2016, Volume 61:2,  327–347
B. Mamporia
Linear stochastic differential equation in the Banach space
Teor. Veroyatnost. i Primenen., 2016, Volume 61:2,  348–364
A. A. Novikov, S. Alexander, N. E. Kordzahiya, T. Ling
Pricing of asian-type and basket options via bounds
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  53–68
I. V. Pavlov, V. V. Shamraeva, I. V. Tsvetkova
On the existence of martingale measures satisfying the weaken condition of noncoincidence of barycenters in case of countable probability space
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  173–181
J. K. Percus, O. E. Percus
Joint statistics of random walk on $Z^1$ and accumulation of visits
Teor. Veroyatnost. i Primenen., 2016, Volume 61:3,  595–601
O. E. Percus, see J. K. Percus
Teor. Veroyatnost. i Primenen., 2016, Volume 61:3,  595–601
M. V. Platonova
Probabilistic representation for Cauchy problem solution for evolution equation with Riemann–Liouville operator
Teor. Veroyatnost. i Primenen., 2016, Volume 61:3,  417–438
O. G. Purtukhiya, see O. A. Glonti
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  158–164
Ya. A. Satin, see A. I. Zeifman
Teor. Veroyatnost. i Primenen., 2016, Volume 61:3,  563–569
M. P. Savelov
Extremal characteristics of tests for multiple hypotheses with given mutual total variation distances
Teor. Veroyatnost. i Primenen., 2016, Volume 61:3,  439–463
J. Schmiegel, see O. E. Barndorff-Nielsen
Teor. Veroyatnost. i Primenen., 2016, Volume 61:3,  588–595
V. V. Shamraeva, see I. V. Pavlov
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  173–181
T. Shibata, see X. Cui
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  165–173
A. N. Shiryaev, see Yu. M. Kabanov
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  3–4
A. N. Shiryaev
On mini-max optimality of CUSUM statistics in change point detection problem for Brownian motion
Teor. Veroyatnost. i Primenen., 2016, Volume 61:4,  837–844
M. G. Shur
Exponentials and $R$-recurrent random walks on groups
Teor. Veroyatnost. i Primenen., 2016, Volume 61:3,  580–588
Ya. G. Sinai, see M. Avdeeva
Teor. Veroyatnost. i Primenen., 2016, Volume 61:4,  805–829
N. V. Smorodina, see I. A. Ibragimov
Teor. Veroyatnost. i Primenen., 2016, Volume 61:2,  300–326
N. V. Smorodina, see I. A. Ibragimov
Teor. Veroyatnost. i Primenen., 2016, Volume 61:4,  733–752
V. G. Spokoiny, see A. L. Suvorikova
Teor. Veroyatnost. i Primenen., 2016, Volume 61:4,  774–804
A. L. Suvorikova, V. G. Spokoiny
Multiscale approach for change point detection
Teor. Veroyatnost. i Primenen., 2016, Volume 61:4,  774–804
A. N. Timashev
Random permutations with prime lengths of cycles
Teor. Veroyatnost. i Primenen., 2016, Volume 61:2,  365–377
I. O. Tolstikhin
On two approaches to concentration for sampling without replacement
Teor. Veroyatnost. i Primenen., 2016, Volume 61:3,  464–488
I. V. Tsvetkova, see I. V. Pavlov
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  173–181
V. A. Vatutin, E. E. D'yakonova
How many families survive for a long time?
Teor. Veroyatnost. i Primenen., 2016, Volume 61:4,  709–732
L. Yu. Vostrikova
Expected utility maximisation for exponential Levy models with option and information processes
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  26–52
A. I. Zeifman, A. V. Korotysheva, V. Yu. Korolev, Ya. A. Satin
Truncation bounds for approximations of inhomogeneous continuous-time Markov chains
Teor. Veroyatnost. i Primenen., 2016, Volume 61:3,  563–569
Zh. Zhou, see E. Bayraktar
Teor. Veroyatnost. i Primenen., 2016, Volume 61:1,  181–186
Теория вероятностей и ее применения Theory of Probability and its Applications
 
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