Teor. Veroyatnost. i Primenen., 1999, Volume 44, Issue 1

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1999, Volume 44, Issue 1

	On probability characteristics of “downfalls” in a standard Brownian motion R. Douady, M. Yor, A. N. Shiryaev	3–13
	Cramér asymptotics in a system with slow and fast Markovian motions V. I. Bakhtin	14–33
	On large deviations, I S. V. Zhulenev	34–54
	Stationary random partitions of positive integers N. V. Tsilevich	55–73
	On compound Poisson approximations under moment restrictions V. Čekanavičius	74–86
	On martingale measures for stochastic processes with independent increments P. Grandits	87–100
	Is there a predictable criterion for mutual singularity of two probability measures on a filtered space? W. Schachermayer, W. Schachinger	101–110

Short Communications
	On the maximum of a fractional Brownian motion G. M. Molchan	111–115
	On the mean-variance hedging in the Ho–Lee diffusion model M. L. Nechaev	115–119
	On the mode of an unknown probability distribution S. Yu. Novak	119–123
	On stochastic boundary problems for harmonic functions in Banach spaces Yu. A. Rozanov, F. Sansò	123–128
	On a Feller theorem L. V. Rozovskii	128–132
	Asymptotically dominating estimation of expectation value vectors V. I. Serdobol'skii	132–138
	On convergence in law of maxima of independent identically distributed random variables with random coefficients A. N. Chuprunov	138–143
	Local limit theorems for conditionally independent random variables controlled by a finite Markov chain T. Shervashidze	143–148
	The class $I_0$ for random increasing upper semicontinuous functions D. Neuenschwander	148–151
	The invariance principle for some class of Markov chains Zhengyan Lin	151–154

	XIX International Seminar on Stability Problems of Stochastic Models V. M. Zolotarev, V. Yu. Korolev	155–210

Short Communications
	An example of large deviations for a stationary process O. V. Gulinsky, R. Sh. Liptser	211–225
	$L$-nonformation, $L$-ancillarity, and $L$-sufficiency O. E. Barndorff-Nielsen	225–229
	Necessary conditions for stable convergence of semimartingales E. Mordecki	229–232

Reviews and Bibliography
	Book review: Christopher C. Heyde. “Quasi-Likelihood and Its Application. A General Approach to Optimal Parameter Estimation” A. A. Gushchin	233–235

Theory of Probability and its Applications

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