Volume 105
Malyarenko A., Mishura. Yu., Olenko A., Ostoja-Starzewski M., Sakhno L.
Editorial (Link), 1-2
Scalas E., Toaldo B.
Limit theorems for option prices written on semi-Markov processes (Link), 3-33
Ferger D.
On the locations of maxima and minima in a sequence of exchangeable random variables (Link), 35-50
Tappe S.
The dual Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations (Link), 51-68
Bohun V., Marynych A.
On the local time of a recurrent random walk on $\Z^2$ (Link), 69-78
Kuhn F., Schilling R.L.
For which functions are $f(X_t)-\Ee f(X_t)$ and $g(X_t)/\Ee g(X_t)$ martingales? (Link), 7-91
Ma Z., Ma C.
Series representation of the isotropic random field in the Euclidean space (Link), 93-111
Soize C.
Stochastic Elliptic Operators Defined by Non-Gaussian Random Fields With Uncertain Spectrum (Link), 113-136
Silvestrov D.
Convergence in distribution for randomly stopped random fields (Link), 137-149
Ivanov A.V., Savych I.M.
On the least squares estimator asymptotic normality of the multivariate symmetric textured surface parameters (Link), 151-169