Zap. Nauchn. Sem. POMI, 2008, Volume 361

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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

2008, Volume 361

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General information

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Contents

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Probability and statistics. Part 13

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

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