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Theory of Probability and Mathematical Statistics
(Teoriya imovirnostey ta matematychna statystyka)



Volume 82

A.M. Samojlenko, A.V. Skorokhod, I.M. Kovalenko, D.V. Gusak, I.V. Samojlenko
Volodymyr Semenovych Korolyuk
R.V. Bojko, V.V. Buldygin, V.S. Donchenko, A.A. Dorogovtsev, V.S. Korolyuk, G.L. Kulinich, O.G. Nakonechnyj, M.I. Portenko, G.M. Syta
80 years of A.V. Skorokhod
V.S. Korolyuk
On selected works of I.M. Kovalenko
I.M. Kovalenko
My teachers, supervisors, fellows and students.

Zbl 1235.60045 Gusak, D.V.
Cumulant representations of Lundberg's root for semicontinuous processes. (English. Ukrainian original)
Theory Probab. Math. Stat. 82, 1-10 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 21-29. MSC2000: *60G50 60K05

Zbl 1232.60026 Mishura, Yuliya S.; Yukhnovs'ki{\u\i}, Yu.V.
Functional limit theorems for stochastic integrals with applications to risk processes and to capital of self-financing strategies in a multidimensional market. II. (English. Ukrainian original)
Theory Probab. Math. Stat. 82, 87-101 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 92-103. MSC2000: *60F17 60H0591B30

Zbl 1232.60043 Radchenko, V.M.
Properties of integrals with respect to a general stochastic measure in a stochastic heat equation. (English. Ukrainian original)
Theory Probab. Math. Stat. 82, 103-114 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 104-114. MSC2000: *60H05 60H15

Zbl 1237.60029 Ral'chenko, K.V.
Approximation of multifractional Brownian motion by absolutely continuous processes. (English. Ukrainian original)
Theory Probab. Math. Stat. 82, 115-127 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 115-127. MSC2000: *60G22 60H1060G15

Zbl 1232.62100 Savich, I.M.
Consistency of quantile estimators in regression models with long-range dependent noise. (English. Ukrainian original)
Theory Probab. Math. Stat. 82, 129-138 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 128-136. MSC2000: *62J02 62M1062G08

Zbl 1232.60040 Semenovska, N.V.
The problem of the interpolation of a random field that is homogeneous and isotropic in space and stationary in time from observations on an infinite cylindrical surface. I. (English. Ukrainian original)
Theory Probab. Math. Stat. 82, 139-148 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 137-145. MSC2000: *60G60 62M20

Zbl 1232.91673 Shevchenko, Georgi{\u\i}
On a constant associated with American options. (English. Ukrainian original)
Theory Probab. Math. Stat. 82, 171-175 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 163-167. MSC2000: *91G20 60G40

Zbl 1232.62045 Sugakova, Olena
Adaptive estimates for the parameter of a mixture of two symmetric distributions. (English. Ukrainian original)
Theory Probab. Math. Stat. 82, 149-159 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 146-155. MSC2000: *62F12 62G0562G20

Zbl 1232.62129 Usol'tseva, O.S.
A consistent estimator in the accelerated failure time model with censored observations and measurement errors. (English. Ukrainian original)
Theory Probab. Math. Stat. 82, 161-169 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 156-162. MSC2000: *62N02 62N0562N01





Volume 82

Zbl 1238.93122 Agayeva, Ch.A.
Second order necessary conditions of optimality for stochastic systems with variable delay. (English. Russian original)
Theory Probab. Math. Stat. 83, 1-12 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 2-11 (2010). MSC2000: *93E20 49K45

Zbl 1243.60034 Banna, O.L.; Mishura, Yu.S.
A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval. (English. Russian original)
Theory Probab. Math. Stat. 83, 13-25 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 12-21 (2010). MSC2000: *60G15 60G4460G22

Zbl pre06045224 Bodnar, T.; Zabolotskyy, T.
Estimation and inference of the vector autoregressive process under heteroscedasticity. (English. Russian original)
Theory Probab. Math. Stat. 83, 27-45 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 22-38 (2010) MSC2000: *62H12 62M1562H10

Zbl 1251.60027 Budkov, D.S.; Makhno, S.Ya.
Law of the iterated logarithm for solutions of stochastic equations. (English. Russian original)
Theory Probab. Math. Stat. 83, 47-57 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 39-48 (2010). MSC2000: *60F17 60F10

Zbl 1247.60032 Giuliano, Rita
Weak convergence of sequences from fractional parts of random variables and applications. (English. Russian original)
Theory Probab. Math. Stat. 83, 59-69 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 49-58 (2010). MSC2000: *60F05 60G5260G70

Zbl 1246.60052 Kamenshchikova, O.E.; Yanevich, T.O.
An approximation of $L_{p}(\Omega )$ processes. (English. Russian original)
Theory Probab. Math. Stat. 83, 71-82 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 59-68 (2010). MSC2000: *60G07 41A2542A10

Zbl 1247.60118 Kartashov, Yu.M.
Limit theorems for difference additive functionals. (English. Russian original)
Theory Probab. Math. Stat. 83, 83-94 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 69-79 (2010). MSC2000: *60J55 60J4560F17

Zbl 1251.60030 Kozachenko, Yu.V.; Moklyachuk, O.M.
Sample continuity and modeling of stochastic processes from the spaces $D_{V,W}$. (English. Russian original)
Theory Probab. Math. Stat. 83, 95-110 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 80-91 (2010). MSC2000: *60G07 60G20

Zbl pre06045230 Mishura, Yu.S.; Posashkova, S.V.; Posashkov, S.V.
Continuous dependence of solutions of stochastic differential equations driven by standard and fractional Brownian motion on a parameter. (English. Russian original)
Theory Probab. Math. Stat. 83, 111-126 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 92-105 (2010) MSC2000: *60H10 60G2260J65

Zbl pre06045231 Pogorui, A.A.; Rodr{\'\i}guez-Dagnino, Ramón M.
Asymptotic expansion for transport processes in semi-Markov media. (English. Russian original)
Theory Probab. Math. Stat. 83, 127-134 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 106-112 (2010) MSC2000: *60K15 35C2035R60

Zbl 1252.60064 Pupashenko, M. S.
Convergence of reward functionals in a reselling model for a European option. (English. Russian original)
Theory Probab. Math. Stat. 83, 135-148 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 113-124 (2010). MSC2000: *60H30 60J0560H10

Zbl pre06045233 Runovska, M.K.
Convergence of series of Gaussian Markov sequences. (English. Russian original)
Theory Probab. Math. Stat. 83, 149-162 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 125-137 (2010) MSC2000: *65B10 60F1560G50

Zbl 1248.60045 Shevchenko, Georgi{\u\i}
Properties of trajectories of a multifractional Rosenblatt process. (English. Russian original)
Theory Probab. Math. Stat. 83, 163-173 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 138-147 (2010). MSC2000: *60G22 60J5560B10

Zbl pre06045235 Shklyar, S.V.
Conditions for the consistency of the total least squares estimator in an errors-in-variables linear regression model. (English. Russian original)
Theory Probab. Math. Stat. 83, 175-190 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 148-162 (2010) MSC2000: *62H12 62J0562F10

Zbl 1241.90009 Yamnenko, R.E.; Shramko, O.S.
On the distribution of storage processes from the class $V(\varphi,\psi)$. (English. Russian original)
Theory Probab. Math. Stat. 83, 191-206 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 163-176 (2010). MSC2000: *90B05 60G0760K25