Geodesic

Volume 16 (2010) no. 1

Sommaire

The maximum principle for some nonlinear stochastic control system with variable structure
p. 1-11
Asymptotic behavior of the conditional probability of the nonlinear boundary crossing by a random walk
p. 12-16
An extension of the It\^o integral: Toward a general theory of stochastic integration
p. 17-28
On the convergence of series of autoregressive sequences in Banach spaces
p. 29-38
On the behaviour of metrics $H_s$ on loop groups
p. 39-43
Geometric Gaussian martingales with disorder
p. 44-48
On some generalizations of the Pollachek--Khinchine formula
p. 49-56
The Fokker–Planck–Kolmogorov equations for some degenerate diffusion processes
p. 57-66
Deviation inequallities for exponential jump-diffusion processes
p. 67-72
Multidimensional diffusion process with partial reflection on a fixed hyperplane and with generalized diffusion characteristics
p. 73-83
On a standard product of an arbitrary family of $\sigma$-finite Borel measures with domains in Polish spaces
p. 84-93
Convergence of independent random variable sum distributions to signed measures and applications to the large deviations problem
p. 94-102
Density estimation by observations with admixture
p. 103-110
On stochastic averaging and mixing
p. 111-129
Strong invariance principle for a superposition of random processes
p. 130-138