Volume 94
І. М. Bodnarchuk
Wave equation with a stochastic measure (Ukrainian) (PDF), 1-15
І. І. Garko, R. О. Nikiforov, G. М. Torbin
On the G-isomorphism of probability and dimensional theories of representations of real numbers and fractal faithfulness of systems of coverings (Ukrainian) (PDF), 16-35
М. S. Gerych
Distributions of overshoots for almost continuous stochastic processes defined on a Markov chain (Ukrainian) (PDF), 36-49
V. V. Golomozyĭ
An estimate of the expectation of the excess of a renewal sequence generated by a time-inhomogeneous Markov chain if a square-integrable majorizing sequence exists (Ukrainian) (PDF), 50-59
B. V. Dovgaĭ, І. K. Matsak
On a redundant system with renewals (Ukrainian) (PDF), 60-72
Meriem Bel Hadj Khlifa, Yuliya Mishura, Mounir Zili
Asymptotic properties of non-standard drift parameter estimators in the models involving fractional Brownian motion (PDF), 73-84
K. V. Kobylych, L. М. Sakhno
Point processes subordinated to compound Poisson processes (Ukrainian) (PDF), 85-92
S. V. Kuchuk-Yatsenko, Yu. S. Mishura, Ye. Yu. Munchak
An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility (Ukrainian) (PDF), 93-115
М. М. Luz, М. P. Moklyachuk
Minimax interpolation of stochastic processes with stationary increments from observations with noise (Ukrainian) (PDF), 116-129
S. Ya. Мakhno
Diffusion processes in a composite environment (Ukrainian) (PDF), 130-142
V. М. Radchenko, N. O. Stefans'ka
Fourier transform of general stochastic measures (Ukrainian) (PDF), 143-149
N. V. Тroshki
Upper bounds for supremums of the norms of the deviation between a homogeneous isotropic random field and its model (Ukrainian) (PDF), 150-172
R. Ye. Yamnenko
The distribution of the supremum of a gamma-reflected stochastic process with an input process belonging to some exponential type Orlicz space (Ukrainian) (PDF), 173-188