Geodesic

Tome 41 (1996) no. 4

Sommaire

The asymptotic behavior of nonextinction probabilityof a branching process with pairwise interaction of particles
p. 721-737
Asymptotic expansions for median estimate of a~parameter
p. 738-754
Local and global upper functions for random fields
p. 755-764
The prescribed precision estimators of the autoregression parameter using the generalized least square method
p. 765-784
An approximation of the Ito and Stratonovich stochastic integrals by elements of a~direct product of algebras of generalized random processes
p. 785-809
Martingales, Tauberian theorem, and strategies of gambling
p. 810-826
On the distribution of the size of an epidemicin a~non-Markovian model
p. 827-839
Asymptotic distributions of multivariate intermediate order statistics
p. 840-853
Cutpoints and exchangeable events for random walks
p. 854-868
On the symmetric $\sigma$-algebra of a~stationary Harris Markov process
p. 869-877
Some extremal properties of the Bernoulli distribution
p. 877-884
Optimal stopping of a~random process in a problem with additional restrictions
p. 884-892
On the closure of a~family of martingale measures and an optional decomposition of supermartingales
p. 892-896
Extremal order statistics under a~change in the order relation
p. 896-900
The Skitovich--Darmois theorem for compact groups
p. 901-906
An exponential estimate for the solution of a~stochastic differential equation with jumps
p. 906-913
On the convergence of random polygonal lines with normalizations of the Student type
p. 914-919
On the accuracy of the normal approximation of distributions of random sums with infinitely divisible indices
p. 920-926
Asymptotic arbitrage in non-complete large financial markets
p. 927-934
A self-normalized Chung type law of the iterated logarithm
p. 934-942
Weak convergence of stochastic integrals
p. 942-946
Book review: Nikitin~Ya.\,Yu. ``Asymptotic efficiency of nonparametric tests''
p. 947-951
Conference: ``Stochastic and statistical aspects of the financial mathematics and financial engineering''