Geodesic

Tome 44 (1999) no. 1

Sommaire

On probability characteristics of ``downfalls'' in a standard Brownian motion
p. 3-13
Cram\'er asymptotics in a~system with slow and fast Markovian motions
p. 14-33
On large deviations,~I
p. 34-54
Stationary random partitions of positive integers
p. 55-73
On compound Poisson approximations under moment restrictions
p. 74-86
On martingale measures for stochastic processes with independent increments
p. 87-100
Is there a predictable criterion for mutual singularity of two probability measures on a~filtered space?
p. 101-110
On the maximum of a fractional Brownian motion
p. 111-115
On the mean-variance hedging in the Ho--Lee diffusion model
p. 115-119
On the mode of an unknown probability distribution
p. 119-123
On stochastic boundary problems for harmonic functions in Banach spaces
p. 123-128
On a Feller theorem
p. 128-132
Asymptotically dominating estimation of expectation value vectors
p. 132-138
On convergence in law of maxima of independent identically distributed random variables with random coefficients
p. 138-143
Local limit theorems for conditionally independent random variables controlled by a finite Markov chain
p. 143-148
The class $I_0$ for random increasing upper semicontinuous functions
p. 148-151
The invariance principle for some class of Markov chains
p. 151-154
XIX International Seminar on Stability Problems of Stochastic Models
p. 155-210
An example of large deviations for a stationary process
p. 211-225
$L$-nonformation, $L$-ancillarity, and $L$-sufficiency
p. 225-229
Necessary conditions for stable convergence of semimartingales
p. 229-232
Book review: Christopher C.~Heyde. ``Quasi-Likelihood and Its Application. A~General Approach to Optimal Parameter Estimation''
p. 233-235