Volume 96
V. S. Korolyuk, Yu. V. Kozachenko, Yu. S. Mishura
Dmitrii S. Silvestrov (on the occasion of 70th birthday) (PDF), 6-7
M. Bel Hadj Khlifa, Yu. Mishura, K. Ralchenko, G. Shevchenko, M. Zili
Stochastic differential equations with generalized stochastic volatility and statistical estimators (PDF), 8-20
S. Bouzebda, N. Limnios
The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions (PDF), 21-32
G. D’Amico, F. Gismondi, J. Janssen, R. Manca, F. Petroni, E. Volpe di Prignano
The study of basic risk processes by discrete-time non-homogeneous Markov processes (PDF), 33-48
R. Elliott, A. Swishchuk, I. Y. Zhang
A semi-martingale representation for a semi-Markov chain with application to finance (PDF), 49-60
C. Engström, S. Silvestrov
PageRank for networks, graphs and Markov chains (PDF), 61-83
V. S. Koroliuk, I. V. Samoilenko
Asymptotic expansion for a functional of semi-Markov random evolution in diffusion approximation scheme (PDF), 84-99 (Ukrainian)
A. G. Kukush, O. O. Chernova
Consistent estimation in Cox proportional hazards model with measurement errors and unbounded parameter set (PDF), 100-109 (Ukrainian)
G. L. Kulinich, S. V. Kushnirenko, Yu. S. Mishura
Weak convergence of integral functionals defined on the solutions of stochastic differential Itô equations with non-regular dependence on the parameter (PDF), 110-124 (Ukrainian)
O. O. Kushnir, V. P. Kushnir
A study of characteristics of a highly reliable system with protection assuming that the renewal process is Poisson (PDF), 125-130 (Ukrainian)
R. Maiboroda
Asymptotic normality of Kaplan–Meier estimator for mixtures with varying concentrations (PDF), 131-141 (Ukrainian)
L. I. Pryhara, G. M. Shevchenko
Wave equation with stable noise (PDF), 142-154 (Ukrainian)
V. M. Radchenko, N. O. Stefanska
The Fourier series and Fourier–Haar series of stochastic measures (PDF), 155-162 (Ukrainian)
Ya. M. Khusanbaev
On asymptotics of complete number of particles in almost critical branching process with immigration (PDF), 163-170 (Russian)
H. Schmidli
Dividends with tax and capital injection in a spectrally negative Lévy risk model (PDF), 171-183