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The asymptotic behavior of nonextinction probabilityof a branching process with pairwise interaction of particles
I. S. Badalbaev, A. V. Dryakhlov
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721–737 |
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Asymptotic expansions for median estimate of a parameter
M. V. Burnashev
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738–754 |
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Local and global upper functions for random fields
S. A. Egishyants, E. I. Ostrovskii
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755–764 |
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The prescribed precision estimators of the autoregression parameter using the generalized least square method
V. V. Konev, S. M. Pergamenshchikov
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765–784 |
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An approximation of the Ito and Stratonovich stochastic integrals by elements of a direct product of algebras of generalized random processes
N. V. Lazakovich, S. P. Stashulenok
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785–809 |
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Martingales, Tauberian theorem, and strategies of gambling
A. A. Novikov
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810–826 |
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On the distribution of the size of an epidemicin a non-Markovian model
A. N. Startsev
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827–839 |
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Asymptotic distributions of multivariate intermediate order statistics
S. Cheng, L. de Haan, J. Yang
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840–853 |
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Cutpoints and exchangeable events for random walks
N. James, Y. Peres
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854–868 |
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Short Communications
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On the symmetric $\sigma$-algebra of a stationary Harris Markov process
Z. I. Bezhaeva, V. I. Oseledets
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869–877 |
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Some extremal properties of the Bernoulli distribution
S. G. Bobkov
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877–884 |
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Optimal stopping of a random process in a problem with additional restrictions
N. G. Dokuchaev
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884–892 |
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On the closure of a family of martingale measures and an optional decomposition of supermartingales
D. O. Kramkov
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892–896 |
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Extremal order statistics under a change in the order relation
A. V. Stepanov
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896–900 |
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The Skitovich–Darmois theorem for compact groups
G. M. Feldman
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901–906 |
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An exponential estimate for the solution of a stochastic differential equation with jumps
E. V. Philimonov
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906–913 |
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On the convergence of random polygonal lines with normalizations of the Student type
A. N. Chuprunov
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914–919 |
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On the accuracy of the normal approximation of distributions of random sums with infinitely divisible indices
S. Ya. Shorgin
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920–926 |
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Asymptotic arbitrage in non-complete large financial markets
I. Klein, W. Schachermayer
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927–934 |
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A self-normalized Chung type law of the iterated logarithm
Lin Zhengyan
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934–942 |
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Weak convergence of stochastic integrals
I. Szyszkowski
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942–946 |
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Reviews and Bibliography
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Book review: Nikitin Ya. Yu. “Asymptotic efficiency of nonparametric tests”
Yu. N. Tyurin
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947–951 |
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News of Scientific Life
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Conference: “Stochastic and statistical aspects of the financial mathematics and financial engineering”
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952 |
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