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Teoriâ veroâtnostej i ee primeneniâ
Tome 48 (2003)
no. 1
Précédent
Suivant
Tome 48 (2003) no. 1
Sommaire
Transient phenomena in a random walk
A. K. Aleshkyavichene
;
S. V. Nagaev
p. 3-21
Parabolic It\^o equations with nonsmooth nonlinearity and duality approach
N. G. Dokuchaev
p. 22-42
Random mappings and a generalized additive functionals of a Wiener process
A. A. Dorogovtsev
;
V. V. Bakunin
p. 43-61
Asymptotic and structural theorems for the Markov renewal equation
N. B. Engibaryan
p. 62-77
Superlarge deviations of a sum of independent random variables having a common absolutely continuous distribution under the Cram\'er condition
L. V. Rozovskii
p. 78-103
Limit theorems for increments of sums of independent random variables
A. N. Frolov
p. 104-121
The large deviation principle for stochastic processes.~II
M. A. Arcones
p. 122-150
Berry--Esseen inequalities for
$U$
-statistics
L. V. Gadasina
p. 151-155
Limit theorem for one-dimensional stochastic equations
S. Ya. Makhno
p. 156-161
Almost sure limit theorems for the Pearson statistic
I. Fazekas
;
A. N. Chuprunov
p. 162-169
A note on the pricing of American options
N. Christopeit
p. 169-177
$\sigma$
-localization and
$\sigma$
-martingales
J. Kallsen
p. 177-188
Ruin probabilities for L\'evy processes with mixed-exponential negative jumps
É. Mordecki
p. 188-194
H\"older equality for conditional expectations with application to linear monotone operators
G. Di Nunno
p. 194-198
Representation of a class of semimartingales as stable integrals. Part~2
P. Zanzotto
p. 198-204
New books
E. V. Panfilova