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2024, Volume 69, Issue 2
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Оn the 300th anniversary of the Russian Academy of Sciences
A. N. Shiryaev
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213–217 |
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On one nonparametric estimate of the Poisson regression function
P. Babilua, È. A. Nadaraya
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218–232 |
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On limit theorems for the distribution of the maximal element in a sequence of random variables
A. A. Borovkov, E. I. Prokopenko
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233–255 |
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Optimal growth strategies in a stochastic market model with endogenous prices
M. V. Zhitlukhin
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256–271 |
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On the proximity of distributions of successive sums in the Prokhorov distance
A. Yu. Zaitsev
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272–284 |
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One remark to the Itô formula
I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev
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285–304 |
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Monte Carlo method for pricing lookback options in Lévy models
O. E. Kudryavtsev, A. S. Grechko, I. E. Mamadov
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305–334 |
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About the absolute continuity of the Erdös measure for the golden ratio, tribonacci number, and second order Markov chains
V. L. Kulikov, E. F. Olekhova, V. I. Oseledets
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335–353 |
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Poisson process with linear drift and related function series
V. E. Mosyagin
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354–368 |
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High excursion probabilities for gaussian fields won smooth manifolds
V. I. Piterbarg
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369–392 |
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Short Communications
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On an example of expectation evaluation
Al. V. Bulinski
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393–404 |
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Two-sided estimates for the sum of probabilities of errors in the multiple hypotheses testing problem with finite number of hypotheses about a nonhomogeneous sample
M. P. Savelov
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405–416 |
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In memory of A. M. Vershik (28.12.1933 – 14.02.2024)
A. I. Bufetov, I. A. Ibragimov, M. A. Lifshits, A. V. Malyutin, F. V. Petrov, N. V. Smorodina, A. N. Shiryaev, Yu. V. Yakubovich
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417–422 |
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