Teor. Veroyatnost. i Primenen., 2003, Volume 48, Issue 1

Teoriya Veroyatnostei i ee Primeneniya

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2003, Volume 48, Issue 1

	Transient phenomena in a random walk A. K. Aleshkyavichene, S. V. Nagaev	3–21
	Parabolic Itô equations with nonsmooth nonlinearity and duality approach N. G. Dokuchaev	22–42
	Random mappings and a generalized additive functionals of a Wiener process A. A. Dorogovtsev, V. V. Bakunin	43–61
	Asymptotic and structural theorems for the Markov renewal equation N. B. Engibaryan	62–77
	Superlarge deviations of a sum of independent random variables having a common absolutely continuous distribution under the Cramér condition L. V. Rozovskii	78–103
	Limit theorems for increments of sums of independent random variables A. N. Frolov	104–121
	The large deviation principle for stochastic processes. II M. A. Arcones	122–150

Short Communications
	Berry–Esseen inequalities for $U$-statistics L. V. Gadasina	151–155
	Limit theorem for one-dimensional stochastic equations S. Ya. Makhno	156–161
	Almost sure limit theorems for the Pearson statistic I. Fazekas, A. N. Chuprunov	162–169
	A note on the pricing of American options N. Christopeit	169–177
	$\sigma$-localization and $\sigma$-martingales J. Kallsen	177–188
	Ruin probabilities for Lévy processes with mixed-exponential negative jumps É. Mordecki	188–194
	Hölder equality for conditional expectations with application to linear monotone operators G. Di Nunno	194–198
	Representation of a class of semimartingales as stable integrals. Part 2 P. Zanzotto	198–204

New Books
	New books E. V. Panfilova	205