Geodesic

Tome 13 (2007) no. 4

Sommaire

Another approach to the problem of
p. 1-18
Limit behavior of autonomous random oscillating system of third order
p. 19-28
Weak convergence of first-rare-event times for semi-Markov processes
p. 29-63
Approximation of random processes in the space $L_2(T)$
p. 64-68
Comparing the efficiency of estimates in concrete errors-in-variables models under unknown nuisance parameters
p. 69-81
Bounds for a sum of random variables under a mixture of normals
p. 82-97
Structure of optimal stopping
p. 98-129
Adapted downhill simplex method for pricing convertible bonds
p. 130-147
Prediction problem for random fields on groups
p. 148-162
Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition
p. 163-169
Systems of financial analysts training
p. 170-176
Spectral analysis of multivariate stationary random functions on some massive groups
p. 177-182
Asymptotic expansions for distributions of the surplus prior and at the time of ruin
p. 183-188
Convergence of option rewards for Markov type price processes
p. 189-200
The analytical finance package
p. 201-209
Stationary processes in functional
p. 210-218
Random process from the class $V (\varphi, \psi)$
p. 219-232
Strong invariance principle for
p. 233-246
Long-term returns in stochastic
p. 247-261