Teor. Veroyatnost. i Primenen., 2011, Volume 56, Issue 3

JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

2011, Volume 56, Issue 3

	On the duality principle of hedging in diffusion models R. V. Ivanov, A. N. Shiryaev	417
	Locally most powerful sequential tests of simple hypotheses vs. one-sided alternatives for independent observations An. A. Novikov, P. A. Novikov	449
	Towards the validity of Ito’s formula for discontinuous functions G. V. Perel'man	478
	Gaussian measures in the sence of Bernstein: factorization, supports, zero-one law G. M. Feldman	494
	Variations on the Berry–Esseen theorem B. Klartag, S. Sodin	514
	Third-order asymptotic optimality of the generalized Shiryaev–Roberts changepoint detection procedures A. G. Tartakovskii, M. Pollak, A. S. Polunchenko	534
	On hitting times of the winding processes of planar Brownian motion and of Ornstein–Uhlenbeck processes, via Bougerol’s identity S. Vakeroudis	566

Short Communications
	Multitype Galton–Watson branching processes in Markovian random environment E. E. D'yakonova	592
	Multivariate model with correlated observation units P. A. Kashitsyn	602
	Final probabilities for Becker epidemic Markov processes A. V. Mastikhin	606
	Convergence properties of the maximal partial sums for arrays of rowwise NA random variables Y. Wu	613

News of Scientific Life
	Congratulations of A. N. Shiryaev	622