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From editors
A. N. Borodin, A. Yu. Zaitsev, I. A. Ibragimov, M. A. Lifshits
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5 |
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Goodness-of-fit for the Cox model from left truncated and right censored data
V. Bagdonavičius, R. Levuliené, M. S. Nikulin
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7 |
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Probabilistic approach to solution of nonlinear PDEs arising in financial mathematics
Ya. I. Belopolskaya
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20 |
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Samples without replacement: one property of distribution of range
A. Berred, V. B. Nevzorov
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53 |
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On a theorem of V. N. Sudakov on typical distributions
S. G. Bobkov
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59 |
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Distributions of the location of the maximum and minimum for diffusions with jumps
A. N. Borodin
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75 |
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On asymptotic efficiency of exponentiality tests based on Rossberg's characterization
K. Yu. Volkova
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95 |
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Rates of approximation in the multidimensional invariance principle for sums of i.i.d. random vectors with finite moments
F. Götze, A. Yu. Zaitsev
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110 |
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Homoclinic processes and invariant measures for hyperbolic toral automorphisms
M. I. Gordin
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122 |
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The measure preserving transformations of the jump Lévy process
S. S. Gribkova
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130 |
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On adaptive estimation of probability density functions
I. A. Ibragimov
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141 |
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Adaptive detection of functions of large number of variables
Yu. I. Ingster, I. A. Suslina
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156 |
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On Haar expansion of Riemann–Liouville process in a critical case
M. A. Lifshits
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171 |
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Minimax risk for quadratically convex sets
S. V. Reshetov
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181 |
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Small deviations of the maximal element of a sequence of independent variables with smooth weights
L. V. Rozovsky
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190 |
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The theorems about stochastic integral distributions convergence to signed measures and the local limit theorems for large deviations
N. V. Smorodina, M. M. Faddeev
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201 |
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On asymptotic behaviour of probabilities of large and moderate deviations for some iterated stochastic processes
A. N. Frolov
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229 |
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On Markov diffusion processes with delayed reflection from interval's boundary
B. P. Harlamov
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243 |
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A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function
N. Henze, S. G. Meintanis
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268 |
