|
On some testing of hypothesis problems with information constraints
M. V. Burnashev, Shun-ichi Amari, T. S. Han
|
625 |
|
|
Recursive estimation of a vector parameter under Bahadur risk
A. P. Korostelev, A. L. Rukhin
|
639 |
|
|
A note on optimal stopping of regular diffusions under random discounting
M. Beibel, H. R. Lerche
|
657 |
|
|
Large deviations for partial sums $U$-processes in dependent cases
P. Eichelsbacher
|
670 |
|
|
Hydrodynamic limit for a nongradient interacting particle system with stochastic reservoirs
C. Landim, M. Mourragui, S. Sellami
|
694 |
|
|
Multidimensional version of a result of Sakhanenko in the invariance principle for vectors with finite exponential moments. I
A. Yu. Zaitsev
|
718 |
|
|
To the 70th birthday of A. V. Skorokhod
|
|
|
|
Short Communications
|
|
|
Rough boundary trace for solutions of $Lu=\psi(u)$
E. B. Dynkin, S. E. Kuznetsov
|
740 |
|
|
Some generalizations of Prokhorov's results on Khinchin-type inequalities for polynomials
S. G. Bobkov
|
745 |
|
|
On optimization of long-term irreversible investments in a diffusion model
E. B. Boguslavskaya
|
748 |
|
|
Quantized entropy and its relation to occupation numbers
V. P. Maslov
|
759 |
|
|
Numerical analysis of Piterbarg–Tyurin procedures for testing homogeneity and independence
T. A. Romanova
|
762 |
|
|
On the asymptotic optimality of the Bayesian decision rule in the problem of multiple classification of hypotheses
A. S. Rybakov
|
768 |
|
|
On characteristic functions of probability distributions of sums with random permutations of signs
A. A. Ryabinin
|
773 |
|
|
Estimates of the distribution of the extinction moment of a Markov branching process
A. V. Shipileva
|
776 |
|
|
Rarely observed sample maxima
Canto E. Castro L., L. de Haan, Graça Temido M.
|
779 |
|
|
On super-replication in discrete time under transaction costs
P. F. Koehl, Pham Huyên, N. Touzi
|
783 |
|
|
On a best choice problem for discounted sequences
R. Kühne, L. Rüschendorf
|
789 |
|
|
|
XX International Seminar on Stability Problems of Stochastic Models (Abstracts) I
V. M. Zolotarev, V. Yu. Korolev
|
793 |
|
|
Reviews and Bibliography
|
|
|
Book review: Bertoin G. “Levy Processes”; Sato K.-I. “Levy Processes and Infinitely
Divisible Distributions”
A. N. Shiryaev
|
819 |
|
|
Book review: Kallenberg O. “Foundations of Modern Probability”
A. M. Zubkov
|
821 |
|
|
Book review: Wimmer G., Altmann G. “Thesaurus of Univariate Discrete Probability Distributions”
V. A. Vatutin
|
823 |
|
|
Book review: Kallianpur G., Karandikar R. L. “Inroduction to Option Pricing Theory”
A. V. Melnikov
|
823 |
