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1993, Volume 202  
| General information | Contents |


Statistics and control of stochastic processes


Foreword
A. A. Novikov, A. N. Shiryaev 		3
On estimation of a parameter for systems with physical white noise
A. A. Afanas'ev 		4–10
Linear filtering under dependent white and wide-band noises
A. E. Bashirov 		11–24
Some random environments statistical problems for observable birth-and-death processes
A. A. Butov 		25–32
On large deviations in the averaging principle for stochastic difference equations on a torus
A. Yu. Veretennikov 		33–41
On the convergence of sequences of semimartingales and their components
A. A. Gushchin 		42–119
Optimal stopping of a nonterminating homogeneous standard Markov process on a finite time interval
V. M. Dochviri 		120–131
Optimality of generalized CUSUM procedure in quickest detection problem
V. P. Dragalin 		132–148
Guaranteed estimation of autoregression parameters on the basis of a sequential correlational method
V. V. Konev, S. M. Pergamenshchikov 		149–169
On a proof of Itô's formula
N. V. Krylov 		170–174
The Bogolyubov averaging principle for semimartingales
R. Sh. Liptser 		175–189
On asymptotic properties of estimates under sequential design
M. B. Malyutov, L. A. Orna Uaraka, V. G. Spokoiny 		190–208
Limit theorems for the first passage time of autoregression process over a level
A. A. Novikov, B. A. Èrgashev 		209–233
Lower bound for the expected size of a learning sample for sequential pattern recognition procedures
I. V. Pavlov 		234–245
On solvability and averaging for stochastic functional-differential equations with respect to a semimartingale
A. E. Rodkina 		246–257
On construction of optimal strategies of parameter estimation for controllable systems
V. G. Spokoiny 		258–281
On the concept of $\lambda$-convergence of statistical experiments
V. G. Spokoiny, A. N. Shiryaev 		282–286
Asymptotically minimax multialternative sequential rule for disorder detection
A. G. Tartakovskii 		287–295
Canonical representation of a Gaussian semimartingale and the innovation
M. Hitsuda 		296–302
Труды Математического института имени В. А. Стеклова Proceedings of the Steklov Institute of Mathematics
 
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