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Author Index, 2008, Volume 53

A B C D E F G H I J K L M N O P R S T V Y Z Full List
A. I. Nazarov, see D. Zaporozhets
Teor. Veroyatnost. i Primenen., 2008, Volume 53:1,  40–58
V. I. Arkin, A. D. Slastnikov
A Variational Approach to Optimal Stopping Problems for Diffusion Processes
Teor. Veroyatnost. i Primenen., 2008, Volume 53:3,  516–533
F. Aurzada, I. A. Ibragimov, M. A. Lifshits, H. J. van Zanden
Small Deviations of Smooth Stationary Gaussian Processes
Teor. Veroyatnost. i Primenen., 2008, Volume 53:4,  788–798
E. Baurdoux, A. Kyprianou
The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process
Teor. Veroyatnost. i Primenen., 2008, Volume 53:3,  588–609
M. A. Berdikulov
Markov Processes on Order-Unit Spaces
Teor. Veroyatnost. i Primenen., 2008, Volume 53:1,  153–162
V. I. Bogachev, M. Röckner, S. V. Shaposhnikov
Positive Densities of Transition Probabilities of Diffusion Processes
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  213–239
I. S. Borisov
A Note on the Distribution of the Number of Crossings of a Strip by a Random Walk
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  345–349
A. A. Borovkov, A. A. Mogul'skii
On Large Deviations of Sums of Independent Random Vectors on the Boundary and Outside of the Cramér Zone. I
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  336–344
A. A. Borovkov
Large Sample Change-Point Estimation when Distributions Are Unknown
Teor. Veroyatnost. i Primenen., 2008, Volume 53:3,  437–457
A. A. Borovkov, A. A. Mogul'skii
On Large Deviations of Sums of Independent Random Vectors on the Boundary and Outside of the Cramér Zone. II
Teor. Veroyatnost. i Primenen., 2008, Volume 53:4,  641–664
B. E. Brodskii, B. S. Darhovsky
Minimax Sequential Tests for Many Composite Hypotheses. II
Teor. Veroyatnost. i Primenen., 2008, Volume 53:1,  3–15
E. V. Burnaev
Disorder Problem for Poisson Process in Generalized Bayesian Setting
Teor. Veroyatnost. i Primenen., 2008, Volume 53:3,  534–556
E. V. Burnaev, E. A. Feinberg, A. N. Shiryaev
On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion
Teor. Veroyatnost. i Primenen., 2008, Volume 53:3,  557–575
R. Crujeiras, see E. Porcu
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  403–410
M. B. Cwiklínska
Asymptotics in the Law of the Iterated Logarithm
Teor. Veroyatnost. i Primenen., 2008, Volume 53:4,  823–826
B. S. Darkhovsky, see B. E. Brodskii
Teor. Veroyatnost. i Primenen., 2008, Volume 53:1,  3–15
E. E. Dyakonova, see V. A. Vatutin
Teor. Veroyatnost. i Primenen., 2008, Volume 53:4,  665–683
M. Erraoui, see Y. Ouknine
Teor. Veroyatnost. i Primenen., 2008, Volume 53:4,  769–786
T. K. Fakhrutdinova
On Conditions of Extinction for the State-Dependent Branching Processes in a Random Environment
Teor. Veroyatnost. i Primenen., 2008, Volume 53:4,  818–822
V. R. Fatalov
Occupation Time and Exact Asymptotics of Distributions of $L^p$-Functionals of the Ornstein–Uhlenbeck Processes, $p>0$
Teor. Veroyatnost. i Primenen., 2008, Volume 53:1,  72–99
E. A. Feinberg, see E. V. Burnaev
Teor. Veroyatnost. i Primenen., 2008, Volume 53:3,  557–575
V. F. Gaposhkin
Exact Estimates of the Metric Entropy of the Averages for Some Classes of Stationary Sequences
Teor. Veroyatnost. i Primenen., 2008, Volume 53:1,  16–39
W. Gonzalez-Manteiga, see E. Porcu
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  403–410
F. Götze, A. Yu. Zaitsev
Bounds for the Rate of Strong Approximation in the Multidimensional Invariance Principle
Teor. Veroyatnost. i Primenen., 2008, Volume 53:1,  100–123
S. Graf, H. Luschgy
Quantization for Probability Measures in the Prokhorov Metric
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  307–335
O. Hadjiliadis, V. H. Poor
On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model
Teor. Veroyatnost. i Primenen., 2008, Volume 53:3,  610–622
I. A. Ibragimov, see F. Aurzada
Teor. Veroyatnost. i Primenen., 2008, Volume 53:4,  788–798
V. Jaoshvili, O. G. Purtukhiya
An Extension of the Ocone–Haussmann–Clark Formula for the Compensated Poisson Processes
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  349–353
W. Jedidi
Stable Processes, Mixing, and Distributional Properties. II
Teor. Veroyatnost. i Primenen., 2008, Volume 53:1,  124–150
A. A. Kamenov
Bachelier-Version of Russian Option with a Finite Time Horizon
Teor. Veroyatnost. i Primenen., 2008, Volume 53:3,  576–587
M. L. Kleptsyna, see A. Yu. Veretennikov
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  240–276
V. N. Kolokoltsov
Generalized Continuous-Time Random Walks, Subordination by Hitting Times, and Fractional Dynamics
Teor. Veroyatnost. i Primenen., 2008, Volume 53:4,  684–703
S. Kotz, see S. Nadarajah
Teor. Veroyatnost. i Primenen., 2008, Volume 53:1,  200–207
V. M. Kruglov
On Convergence of Submartingales
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  364–373
A. Kyprianou, see E. Baurdoux
Teor. Veroyatnost. i Primenen., 2008, Volume 53:3,  588–609
M. A. Lifshits, see F. Aurzada
Teor. Veroyatnost. i Primenen., 2008, Volume 53:4,  788–798
S. Luo
On Covariance and Quantum Fisher Information
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  393–397
H. Luschgy, see S. Graf
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  307–335
Ch. Ma
Intrinsically Stationary Variograms in Space and Time
Teor. Veroyatnost. i Primenen., 2008, Volume 53:1,  189–200
V. A. Malyshev, A. D. Manita
Stochastic Micromodel of the Couette Flow
Teor. Veroyatnost. i Primenen., 2008, Volume 53:4,  798–809
A. D. Manita
Stochastic Synchronization in a Large System of Identical Particles
Teor. Veroyatnost. i Primenen., 2008, Volume 53:1,  162–168
A. D. Manita, see V. A. Malyshev
Teor. Veroyatnost. i Primenen., 2008, Volume 53:4,  798–809
J. Mateu, see E. Porcu
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  403–410
L. Mattner
Lower Bounds for Tails of Sums of Independent Symmetric Random Variables
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  397–403
V. G. Mikhailov
A Poisson-Type Limit Theorem for the Number of Pairs of Matching Sequences
Teor. Veroyatnost. i Primenen., 2008, Volume 53:1,  59–71
A. A. Mogul'skii, see A. A. Borovkov
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  336–344
A. A. Mogul'skii, see A. A. Borovkov
Teor. Veroyatnost. i Primenen., 2008, Volume 53:4,  641–664
S. Nadarajah, S. Kotz
A Class of $t$ Posterior Distributions with Application
Teor. Veroyatnost. i Primenen., 2008, Volume 53:1,  200–207
A. A. Novikov
On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences
Teor. Veroyatnost. i Primenen., 2008, Volume 53:3,  458–471
D. V. Orlov
On Two Estimates of a Risk Measure
Teor. Veroyatnost. i Primenen., 2008, Volume 53:1,  168–172
I. Yu. Osmolovskii
On Some Characteristics of the Multivariate Analogues of the Chebyshev–Hermite Polynomials
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  373–378
Y. Ouknine, M. Erraoui
Transformations of Two Independent Brownian Motions and Orthogonal Decompositions of Brownian Filtrations
Teor. Veroyatnost. i Primenen., 2008, Volume 53:4,  769–786
G. Peskir
Optimal Stopping Games and Nash Equilibrium
Teor. Veroyatnost. i Primenen., 2008, Volume 53:3,  623–638
V. V. Petrov
On the Strong Law of Large Numbers for Nonnegative Random Variables
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  379–382
I. F. Pinelis
Errata to the paper in TVP, v. 30, № 1, 1985, p. 127–131
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  413
M. Pollak, A. G. Tartakovskii
Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
Teor. Veroyatnost. i Primenen., 2008, Volume 53:3,  500–515
Vincent Harold Poor, see O. Hadjiliadis
Teor. Veroyatnost. i Primenen., 2008, Volume 53:3,  610–622
E. Porcu, R. Crujeiras, J. Mateu, W. Gonzalez-Manteiga
On the Second Order Properties of the Multidimensional Periodogram for Regularly Spaced Data
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  403–410
E. L. Presman
Estimation of the Constant in a Burkholder Inequality for Supermartingales and Martingales
Teor. Veroyatnost. i Primenen., 2008, Volume 53:1,  172–178
Yu. V. Prokhorov, A. N. Shiryaev
Seventy-Five Years Since Publication of the Monograph by A. N. Kolmogorov
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  209–212
O. V. Pugachev
Capacities and Surface Measures in Locally Convex Spaces
Teor. Veroyatnost. i Primenen., 2008, Volume 53:1,  178–189
O. V. Pugachev
On Mosco Convergence of Diffusion Dirichlet Forms
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  277–292
O. G. Purtukhiya, see V. Jaoshvili
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  349–353
M. Röckner, see V. I. Bogachev
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  213–239
D. B. Rokhlin
Equivalent supermartingale densities and measures in discrete time infinite horizon market models
Teor. Veroyatnost. i Primenen., 2008, Volume 53:4,  704–731
L. V. Rozovskii
On Gaussian Measure of Balls in a Hilbert Space
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  382–390
L. V. Rozovskii
The Chernoff-Type Large Deviations for Sums with a Random Normalization
Teor. Veroyatnost. i Primenen., 2008, Volume 53:4,  810–817
V. V. Senatov
Some Asymptotic Decompositions in the Central Limit Theorem in the Multidimensional Case
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  293–306
S. V. Shaposhnikov, see V. I. Bogachev
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  213–239
M. E. Shirokov
On Channels with Finite Holevo Capacity
Teor. Veroyatnost. i Primenen., 2008, Volume 53:4,  732–750
A. N. Shiryaev, see Yu. V. Prokhorov
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  209–212
A. N. Shiryaev
On Stochastic Models and Optimal Methods in the Quickest Detection Problems
Teor. Veroyatnost. i Primenen., 2008, Volume 53:3,  417–436
A. N. Shiryaev, see E. V. Burnaev
Teor. Veroyatnost. i Primenen., 2008, Volume 53:3,  557–575
A. N. Shiryaev
On Conditional-Extremal Problems of the Quickest Detection of Nonpredictable Times of the Observable Brownian Motion
Teor. Veroyatnost. i Primenen., 2008, Volume 53:4,  751–768
A. D. Slastnikov, see V. I. Arkin
Teor. Veroyatnost. i Primenen., 2008, Volume 53:3,  516–533
A. G. Tartakovskii
Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint
Teor. Veroyatnost. i Primenen., 2008, Volume 53:3,  472–499
A. G. Tartakovskii, see M. Pollak
Teor. Veroyatnost. i Primenen., 2008, Volume 53:3,  500–515
H. J. van Zanden, see F. Aurzada
Teor. Veroyatnost. i Primenen., 2008, Volume 53:4,  788–798
V. A. Vatutin, E. E. D'yakonova
Waves in Reduced Branching Processes in a Random Environment
Teor. Veroyatnost. i Primenen., 2008, Volume 53:4,  665–683
A. Yu. Veretennikov, M. L. Kleptsyna
On Continuous Time Ergodic Filters with Wrong Initial Data
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  240–276
L. S. Yaroslavtseva
Nonclassical Error Bounds for Asymptotic Expansions in the Central Limit Theorem
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  390–393
A. Yu. Zaitsev, see F. Götze
Teor. Veroyatnost. i Primenen., 2008, Volume 53:1,  100–123
D. N. Zaporozhets, A. I. Nazarov
What is the Least Expected Number of Real Roots of a Random Polynomial?
Teor. Veroyatnost. i Primenen., 2008, Volume 53:1,  40–58
D. A. Zhdanov
Filtered Arithmetic Mean Measure and Its Applications
Teor. Veroyatnost. i Primenen., 2008, Volume 53:2,  354–364
Теория вероятностей и ее применения Theory of Probability and its Applications
 
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