2010
2008
2006
2004
2002
2000
1998
1996
1994
1992
1990
1988
1986
1984
1982
1980
1978
1976
1. Zbl pre05592541 Androshchuk, M.O.
An estimate for the ruin probability in a model
with variable premiums and with investments in a bond and several stocks. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 76, 1-13
(2007); translation in Theory Probab. Math. Stat. 76, 1-13 (2008). MSC2000: *60G44 62P05 91B28, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
2. Zbl pre05592542 Bondarev, B.V.; Baev, A.V.
The invariance principle for the Ornstein-Uhlenbeck process with fast Poisson
time: an estimate for the rate of convergence. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 76, 14-22
(2007); translation in Theory Probab. Math. Stat. 76, 15-22 (2008). MSC2000: *60F17 60H10 60E15, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
3. Zbl pre05592520 Ling, Cheng-Xiu; Peng, Zuoxiang; Nadarajah, Saralees
A location invariant moment-type estimator. I. (English)
Teor. Jmovirn. Mat. Stat. 76, 22-30
(2007) and in Theory Probab. Math. Stat. 76, 23-31 (2008). MSC2000: *62F99 60F99, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
4. Zbl pre05592543 Degtyar', S.V.
Markov renewal limit theorems. (Ukrainian, English)
[J] Teor. Jmovirn. Mat. Stat. 76, 31-37
(2007); translation in Theory Probab. Math. Stat. 76, 33-40 (2008). ISSN
0868-6904 MSC2000: *60K15 60J25, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
5. Zbl pre05592544 Il'chenko, Oleksander
On the asymptotic degeneration of systems of
linear inhomogeneous stochastic differential equations. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 76, 38-44
(2007); translation in Theory Probab. Math. Stat. 76, 41-48 (2008). MSC2000: *60H10 34F05, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
6. Zbl pre05592545 Karnaukh, E.V.
Overshoot functionals for almost semicontinuous
processes defined on a Markov chain. (Ukrainian, English)
[J] Teor. Jmovirn. Mat. Stat. 76, 45-52
(2007); translation in Theory Probab. Math. Stat. 76, 49-57 (2008). ISSN
0868-6904 MSC2000: *60G50 60J70 60K10 60K15, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
7. Zbl pre05592546 Kozachenko, Yu.V.; Mishura, Yu.S.
Maximal upper bounds for the moments of stochastic
integrals and solutions of stochastic differential equations with respect to
fractional Brownian motion with Hurst index. II. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 76, 53-69
(2007); translation in Theory Probab. Math. Stat. 76, 59-76 (2008). MSC2000: *60H10 60H05 60G15, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
8. Zbl pre05592547 Kozachenko, Yu.V.; Pogorilyak, O.O.
Modelling log Gaussian Cox processes with a given
reliability and accuracy. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 76, 70-83
(2007); translation in Theory Probab. Math. Stat. 76, 77-91 (2008). MSC2000: *60G10 65C50, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
9. Zbl pre05592548 Kulinich, G.L.; Kushnirenko, S.V.
The first integrals for systems of stochastic
differential equations with jumps. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 76, 84-91
(2007); translation in Theory Probab. Math. Stat. 76, 93-101 (2008). MSC2000: *60H10, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
10. Zbl pre05592549 Masol, V.I.; Popereshnyak, S.V.
A theorem on the distribution of the rank of a sparse Boolean random matrix and
some applications. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 76, 92-104
(2007); translation in Theory Probab. Math. Stat. 76, 103-116 (2008). MSC2000: *60C05 15A52 60F99, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
11. Zbl pre05592550 Masol, V.I.; Slobodyan, S.Ya.
On the rate of convergence to the normal
distribution of the number of false solutions of a system of nonlinear random
Boolean equations. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 76,
105-116 (2007); translation in Theory Probab. Math. Stat. 76, 117-129 (2008).
MSC2000: *60C05 15A52 60F99, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
12. Zbl pre05592551 Mishura, Yu.S.; Posashkov, S.V.
Existence and uniqueness of the solution of a
stochastic differential equation, driven by fractional Brownian motion with a
stabilizing term. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 76,
117-124 (2007); translation in Theory Probab. Math. Stat. 76, 131-139 (2008).
MSC2000: *60G15 60H05 60H10, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
13. Zbl pre05592552 Orsingher, E.; Ratanov, N.E.
Random motions in inhomogeneous media. (Russian, English)
Teor. Jmovirn. Mat. Stat. 76, 125-137
(2007); translation in Theory Probab. Math. Stat. 76, 141-153 (2008). MSC2000: *60K99 62G30 60C05, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
14. Zbl pre05592522 Prakasa Rao, B.L.S.; Sreehari, M.
Limit theorem for maximal segmental score for
random sequences of random length. (English)
Teor. Jmovirn. Mat. Stat. 76,
138-141 (2007) and in Theory Probab. Math. Stat. 76, 155-158 (2008). MSC2000: *60G50, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
15. Zbl pre05592523 Recker, Frank
The distribution of a random sum of exponentials
with an application to a traffic problem. (English)
Teor. Jmovirn. Mat. Stat. 76,
142-149 (2007) and in Theory Probab. Math. Stat. 76, 159-167 (2008). MSC2000: *60G40 60K35 90B20, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
16. Zbl pre05592553 Ryzhov, A.Yu.
An estimator for the parameters of concentrations
of two-component mixtures with censored data. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 76,
150-159 (2007); translation in Theory Probab. Math. Stat. 76, 169-179 (2008).
MSC2000: *62N01 62F12, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
17. Zbl pre05592554 Shklyar, S.V.
Consistency of an estimator of the parameters of a
polynomial regression with a known variance relation for errors in the
measurement of the regressor and the echo. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 76,
160-175 (2007); translation in Theory Probab. Math. Stat. 76, 181-197 (2008).
MSC2000: *62J02 62F10 62F12, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
1. Zbl pre05592532 Bratyk, M.V.
Ruin probability for an insurer investing in
several risky assets. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 77, 1-12
(2007); translation in Theory Probab. Math. Stat. 77, 1-13 (2008). MSC2000: *62P05 60H30 60K10, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
2. Zbl pre05592533 Buldygin, V.V.; Klesov, O.I.; Steinebach, J.G.
http://www.ams.org/tpms/2008-77-00/S0094-9000-09-00744-3/home.html. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 77, 13-27
(2007); translation in Theory Probab. Math. Stat. 77, 15-30 (2008). MSC2000: *26A12 60F99 26A48, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
3. Zbl pre05592534 Degtyar', S.V.
Analytical problems of the asymptotic behavior of
Markov functionals. I. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 77, 28-35
(2007); translation in Theory Probab. Math. Stat. 77, 31-38 (2008). MSC2000: *60K15 60J25, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
4. Zbl pre05592535 Kartashov, Yu.M.
Sufficient conditions for the convergence of
local-time type functionals of Markov approximations. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 77, 36-51
(2007); translation in Theory Probab. Math. Stat. 77, 39-55 (2008). MSC2000: *60J55 60J45 60F17, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
5. Zbl pre05592516 Kane, S.; Melnikov, A.
On pricing contingent claims in a two interest
rates jump-diffusion model via market completions. (English)
Teor. Jmovirn. Mat. Stat. 77, 52-63
(2007) and in Theory Probab. Math. Stat. 77, 57-69 (2008). MSC2000: *60H30 62P05 60J75, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
6. Zbl pre05592536 Klykavka, B.M.
Representations and properties of weight functions
in Tauberian theorems. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 77, 64-81
(2007); translation in Theory Probab. Math. Stat. 77, 71-90 (2008). MSC2000: *60G60 62E20 40E05, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
7. Zbl pre05592537 Kozachenko, Yu.V.; Pogorilyak, O.O.
A method of modelling log Gaussian Cox processes. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 77, 82-95
(2007); translation in Theory Probab. Math. Stat. 77, 91-105 (2008). MSC2000: *60G10 68U20, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
8. Zbl pre05592517 Lekadir, O.; Aissani, D.
Strong stability in a Jackson queueing network. (English)
Teor. Jmovirn. Mat. Stat. 77,
96-108 (2007) and in Theory Probab. Math. Stat. 77, 107-119 (2008). MSC2000: *60K20 60K25, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
9. Zbl pre05592538 Masol, V.I.; Slobodyan, M.V.
An estimate for the rate of convergence of the
distribution of the number of false solutions of a system of nonlinear random
equations in the field. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 77,
109-121 (2007); translation in Theory Probab. Math. Stat. 77, 121-134 (2008).
MSC2000: *60C05 15A52 15A03, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
10. Zbl pre05592539 Mishura, Yu.S.; Shelyazhenko, P.S.; Shevchenko, G.M.
A bounded arbitrage strategy for a multiperiod
model of a financial market in discrete time. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 77, 122-131
(2007); translation in Theory Probab. Math. Stat. 77, 135-146 (2008). MSC2000: *91B28, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
11. Zbl pre05592540 Posashkov, S.V.
The optimal hedging price of a European type
contingent claim. (Ukrainian, English)
Teor. Jmovirn. Mat. Stat. 77,
133-140 (2007); translation in Theory Probab. Math. Stat. 77, 147-154 (2008).
MSC2000: *60H30 60J35 60J65, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
12. Zbl pre05592518 Farcomeni, Alessio
Some finite sample properties of negatively
dependent random variables. (English)
Teor. Jmovirn. Mat. Stat. 77,
141-148 (2007) and in Theory Probab. Math. Stat. 77, 155-163 (2008). MSC2000: *60E15 47N30, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
13. Zbl pre05592519 Chen, P.; Hu, T.-C.; Volodin, A.
Limiting behaviour of moving average processes
under negative association assumption. (English)
Teor. Jmovirn. Mat. Stat. 77,
149-160 (2007) and in Theory Probab. Math. Stat. 77, 165-176 (2008). MSC2000: *60F15, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)
14. Zbl pre05592521 Ling, Cheng-Xiu; Peng, Zuoxiang; Nadarajah, Saralees
A location invariant moment-type estimator. II. (English)
Teor. Jmovirn. Mat. Stat. 77,
149-160 (2007) and in Theory Probab. Math. Stat. 77, 177-189 (2008). MSC2000: *62F99 60F99, Reviewer: Mikhail P. Moklyachuk (Ky{\"\i}v)