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2008, Volume 53, Issue 3  

On Stochastic Models and Optimal Methods in the Quickest Detection Problems
A. N. Shiryaev 		417–436
Large Sample Change-Point Estimation when Distributions Are Unknown
A. A. Borovkov 		437–457
On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences
A. A. Novikov 		458–471
Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint
A. G. Tartakovskii 		472–499
Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
M. Pollak, A. G. Tartakovskii 		500–515
A Variational Approach to Optimal Stopping Problems for Diffusion Processes
V. I. Arkin, A. D. Slastnikov 		516–533
Disorder Problem for Poisson Process in Generalized Bayesian Setting
E. V. Burnaev 		534–556
On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion
E. V. Burnaev, E. A. Feinberg, A. N. Shiryaev 		557–575
Bachelier-Version of Russian Option with a Finite Time Horizon
A. A. Kamenov 		576–587
The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process
E. Baurdoux, A. Kyprianou 		588–609
On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model
O. Hadjiliadis, V. H. Poor 		610–622
Optimal Stopping Games and Nash Equilibrium
G. Peskir 		623–638
Теория вероятностей и ее применения Theory of Probability and its Applications
 
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