Geodesic

Tome 25 (1980) no. 2

Sommaire

On the approximation by the accompanying laws of $n$-fold convolutions
p. 225-246
Controlled jump Markov models
p. 247-270
On the estimation of some functionals of the spectral density function of Gaussian random processes
p. 271-277
Estimation in white Gaussian noise by means of finite number of linear statistics
p. 278-290
The testing of composite hypotheses with nuisance parameters in multidimensional case
p. 291-302
The optimal stopping of a controlled diffusion
p. 303-312
Asymptotische Eigenschaften der Verteilung des Supremums einer
p. 313-328
Stability theorems and the estimates of the rate of convergence of the components of factorisation for walks defined on the Markov chains
p. 329-338
Determination of a stochastic process by means of stochastic integrals
p. 339-349
Remarks on prospective equations
p. 350-358
Lower bounds for average sample size in the tests of invariability
p. 359-364
A converse to the law of the iterated logarithm for random walk
p. 364-366
Brownian motion Markovian stopping times with given laws
p. 366-369
Stable subspaces and a~theorem on a~decomposition of martingales
p. 369-374
On a criterion of weak dependence
p. 374-381
Unbiased estimators and classification problems for multivariate normal populations
p. 381-389
Any Markov process in a~Borel space has a~transition function
p. 389-393
Confidence bounds for convex functions of many unknown parameters
p. 394-399
On linearization of stochastic differential equations of optimal
p. 399-407
An error of the Monte-Carlo calculation of the integral by means of a~physical generator of random codes
p. 407-415
Fourth All-Union Seminar on Stability Problems in Stochastic Models
p. 416-433
Summary of Papers Presented at Sessions of the Probability and Mathematical Statistics Seminar at the Leningrad Section of the Mathematical Institute of the USSR Academy of Sciences, 1978--1979
p. 434-441
J.~Jacod, et phobl\`{e}mes de martingales>> (book review)
p. 442-445
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