V. V. Anh, N. N. Leonenko, L. M. Sakhno
Evaluation of bias in higher-order spectral estimation
V.S. Korolyuk, N. Limnios, I.V.Samoylenko
Levy approximation of impulsive recurrent process with Markov switching
V.V. Buldygin, Ye.D. Pechuk
Inequalities for distributions of functionals of sub-Gaussian vectors
D.V. Gusak
Pre-limit and limit generalization of Pollachek-Khinchine formula
V.P. Zubchenko, Yu.S. Mishura
On existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure
Yu.V. Kozachenko, K.Y.Veresh
Heat transfer equation with stochastic initial conditions in Orlicz spaces
Yu.V. Kozachenko, I.V. Dariychuk
Distribution of supremum of Θ-pregaussian fractional processes
R.Mayboroda, O. Sugakova
Adaptive estimating equations for the mean of location from observations with admixture
I.K. Matsak
Law of large numbers for the max-scheme in Banach lattices
K.V. Ralchenko, G.M. Shevchenko
Properties of tragectories of multifractal Brownian motion
H. Schneeweiss, A. Kukush
Comparing the efficiency of structural and functional methods in mesurement error models
О. Сугакова
Estimate of the mean of location from observations with admixture
D.S. Silvestrov, H. Jonsson, F. Stenberg
Convegrence on option rewards for Markov price processes, modulated with stochastic indexes. II
Zbl
1224.60127 Abourashchi,
N.; Veretennikov,
A.Yu.
On exponential bounds for mixing and the rate of convergence for Student
processes. (Ukrainian, English)
Teor.
Jmovirn. Mat. Stat. 81, 1-12 (2009); translation in Theory Probab.
Math. Stat. 81, 1-13 (2010). MSC2000: *60H10 60J60 60F05
Zbl
1224.26007 Buldygin,
V.V.; Pavlenkov,
V.V.
A generalization of Karamata's theorem on the asymptotic behavior of integrals. (Ukrainian,
English)
Teor.
Jmovirn. Mat. Stat. 81, 13-24 (2009); translation in Theory Probab.
Math. Stat. 81, 15-26 (2010). MSC2000: *26A12 26A48 34C41
Zbl
1224.60158 Dovgaj,
B.V.
Generalized solutions of a hyperbolic equation with a $\varphi$-sub-Gaussian
right hand side. (Ukrainian, English)
Teor.
Jmovirn. Mat. Stat. 81, 25-30 (2009); translation in Theory Probab.
Math. Stat. 81, 27-33 (2010). MSC2000: *60H15 35L20 35R60
Zbl
1224.60030 Golomozyj,
V.V.
A subgeometric estimate of the stability for time-homogeneous Markov chains. (Ukrainian,
English)
Teor.
Jmovirn. Mat. Stat. 81, 31-45 (2009); translation in Theory Probab.
Math. Stat. 81, 35-50 (2010). MSC2000: *60F05 60B10 60E15
Zbl
1224.60219 Khusanbaev,
Ya.M.
Some limit theorems for controlled branching processes. (Russian,
English)
Teor.
Jmovirn. Mat. Stat. 81, 46-52 (2009); translation in Theory Probab.
Math. Stat. 81, 51-58 (2010). MSC2000: *60J80 60F17 60J65
Zbl
1224.60170 Indlekofer,
K.-H.; Klesov,
O.I.; Steinebach,
J.G.
An inequality for the Levy distance between two distribution functions and its
applications. (Ukrainian, English)
Teor.
Jmovirn. Mat. Stat. 81, 53-64 (2009); translation in Theory Probab.
Math. Stat. 81, 59-70 (2010). MSC2000: *60J05
Zbl
1224.60190 Kartashov,
M.V.
Boundedness, limits, and stability of solutions of a perturbation of a
nonhomogeneous renewal equation on a semiaxis. (Ukrainian, English)
Teor.
Jmovirn. Mat. Stat. 81, 65-75 (2009); translation in Theory Probab.
Math. Stat. 81, 71-83 (2010). MSC2000: *60J45 60A05 60K05
Zbl
1224.60068 Kozachenko,
Yu.V.; Polos'mak,
O.V.
Conditions for the uniform convergence in probability of wavelet decompositions
for stochastic processes from the space $\text{Exp}_{\varphi}(\Omega)$. (Ukrainian,
English)
Teor.
Jmovirn. Mat. Stat. 81, 76-87 (2009); translation in Theory Probab.
Math. Stat. 81, 85-99 (2010). MSC2000: *60G07 42C40
Zbl
1224.60075 Kruglova,
N.V.
Asymptotic behavior of the distribution of the maximum of a Chentsov field on
polygonal lines. (Ukrainian, English)
Teor.
Jmovirn. Mat. Stat. 81, 88-101 (2009); translation in Theory Probab.
Math. Stat. 81, 101-115 (2010). MSC2000: *60G15 60G60
Zbl
1224.91158 Kulik,
O.M.; Mishura,
Yu.S.; Solovejko,
O.M.
Convergence with respect to the parameter of a series and the differentiability
of barrier option prices with respect to the barrier.(Ukrainian, English)
Teor.
Jmovirn. Mat. Stat. 81, 102-113 (2009); translation in Theory Probab.
Math. Stat. 81, 117-130 (2010). MSC2000: *91G20 91G8060F17
Zbl
1224.60061 Mishura,
Yu.S.; Shevchenko,
G.M.; Yukhnovs'kyj,
Yu.V.
Functional limit theorems for stochastic integrals with applications to risk
processes and to self-financing strategies in a multidimensional market. I. (Ukrainian,
English)
Teor.
Jmovirn. Mat. Stat. 81, 114-127 (2009); translation in Theory Probab.
Math. Stat. 81, 131-146 (2010). MSC2000: *60F17 60H0591B30
Zbl
1224.60115 Olenko,
A.Ya.; Klykavka,
B.M.
A limit theorem for random fields with a singularity in the spectrum. (Ukrainian,
English)
Teor.
Jmovirn. Mat. Stat. 81, 128-138 (2009); translation in Theory Probab.
Math. Stat. 81, 147-158 (2010). MSC2000: *60G60 60F17
Zbl
1224.60021 Prats'ovytyi,
M.V.; Kyurchev,
D.V.
Singularity of the distribution of a random variable represented by an
$A_2$-continued fraction with independent elements. (Ukrainian,
English)
Teor.
Jmovirn. Mat. Stat. 81, 139-154 (2009); translation in Theory Probab.
Math. Stat. 81, 159-175 (2010). MSC2000: *60E05 11K5511K50
Zbl
1224.91142 Shevchenko,
G.M.
Arbitrage in a discrete time model of a financial market with taxation
proportional to the portfolio size. (Ukrainian, English)
Teor.
Jmovirn. Mat. Stat. 81, 155-163 (2009); translation in Theory Probab.
Math. Stat. 81, 177-186 (2010). MSC2000: *91G10 91G8091B24
Zbl
1224.11070 Torbin,
G.M.; Pratsyovyta,
I.M.
Singularity of the second Ostrogradskii random series. (Ukrainian,
English)
Teor.
Jmovirn. Mat. Stat. 81, 164-172 (2009); translation in Theory Probab.
Math. Stat. 81, 187-195 (2010). MSC2000: *11K55 60G3037B10