Geodesic

Tome 45 (2000) no. 4

Sommaire

On some testing of hypothesis problems with information constraints
p. 625-638
Recursive estimation of a vector parameter under Bahadur risk
p. 639-656
A~note on optimal stopping of regular diffusions under random discounting
p. 657-669
Large deviations for partial sums $U$-processes in dependent cases
p. 670-693
Hydrodynamic limit for a nongradient interacting particle system with stochastic reservoirs
p. 694-717
Multidimensional version of a result of Sakhanenko in the invariance principle for vectors with finite exponential moments.~I
p. 718-738
Rough boundary trace for solutions of $Lu=\psi(u)$
p. 740-744
Some generalizations of Prokhorov's results on Khinchin-type inequalities for polynomials
p. 745-748
On optimization of long-term irreversible investments in a diffusion model
p. 748-759
Quantized entropy and its relation to occupation numbers
p. 759-762
Numerical analysis of Piterbarg--Tyurin procedures for testing homogeneity and independence
p. 762-768
On the asymptotic optimality of the Bayesian decision rule in the problem of multiple classification of hypotheses
p. 768-773
On characteristic functions of probability distributions of sums with random permutations of signs
p. 773-776
Estimates of the distribution of the extinction moment of a Markov branching process
p. 776-779
Rarely observed sample maxima
p. 779-782
On super-replication in discrete time under transaction costs
p. 783-788
On a best choice problem for discounted sequences
p. 789-792
XX International Seminar on Stability Problems of Stochastic Models (Abstracts)~I
p. 793-818
Book review: Bertoin~G. ``Levy Processes''; Sato~K.-I. ``Levy Processes and Infinitely
p. 819-821
Book review: Kallenberg~O. ``Foundations of Modern Probability''
p. 821-823
Book review: Wimmer~G., Altmann~G. ``Thesaurus of Univariate Discrete Probability Distributions''
Book review: Kallianpur~G., Karandikar~R.\,L. ``Inroduction to Option Pricing Theory''
p. 823-824