Geodesic

Tome 23 (2018) no. 1

Sommaire

A 100$^\mathrm{th}$ anniversary tribute to Iosif Il'ich Gikhman
p. 1-5
Bernstein-von Mises Theorem and small noise asymptotics of Bayes estimators for parabolic stochastic partial differential equations
p. 6-17
Tuning of a Bayesian estimator under discrete time observations and unknown transition density
p. 18-52
Generalized Likelihood Ratio Test for Detection of Multivariate DSI Processes
p. 53-65
On constructing a sticky membrane located on a given surface for a symmetric $\alpha$-stable process
p. 66-72
Simulation of fractional Brownian motion basing on its spectral representation
p. 73-81
Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion
p. 82-92
Power moments of first passage times for some oscillating perturbed random walks
p. 93-97