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2008, Volume 361  
| General information | Contents |


Probability and statistics. Part 13


Arbitrage-free option prices on global markets
Ya. Belopol'skaya, S. Filimonova 		5–28
On hypergeometric diffusion
A. N. Borodin 		29–44
Two-sided estimates for the constants in Marcinkiewicz's inequalities
V. A. Egorov 		45–56
On one class of distributions including Student's $t_2$-distribution
N. M. Marudova, V. B. Nevzorov 		57–65
On the efficiency of tests of fit based on the Deheuvels' empirical process
Ya. Yu. Nikitin, P. P. Sporysheva 		66–77
On stability of sums of nonnegative random variables
V. V. Petrov 		78–82
Optimal local first exit time
S. S. Rasova, B. P. Harlamov 		83–108
Small deviations of modified sums of independent random variables
L. V. Rozovskii 		109–122
Sums of independent Poisson subordinators and their connections with strictly $\alpha$-stable processes of the Ornstein–Uhlenbeck type
O. V. Rusakov 		123–137
Characterizations of distributions via moment properties of sums of records and successive maxima
V. K. Saghatelyan 		138–144
Lévy–Khinchin representation of a class of signed measures
N. V. Smorodina, M. M. Faddeev 		145–166
On asymptotic behaviour of probabilities of large deviations for compound Cox processes
A. N. Frolov 		167–181
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