Geodesic

Tome 54 (2009) no. 4

Sommaire

Integro-local and local theorems for normal and large deviations of sums of nonidentically distributed random variables in the scheme of series
p. 625-644
On continuity properties for option prices in exponential L\'evy models
p. 645-670
An upper estimate for the absolute constant in the Berry--Esseen inequality
p. 671-695
Multivariate analogs of the Chebyshev--Hermitte polynomial
p. 696-715
A formula for the generalized density distribution process for semimartingales with independent increments
p. 716-729
Necessary and sufficient conditions of optimality for optimal control problems of forward and backward systems
p. 730-749
Weak convergence of the empirical process and the rescaled empirical distribution function in the Skorokhod product space
p. 750-770
To the Birthday of Prof.\ A.\,N.~Shiryaev
Poisson limit for associated random fields
p. 772-776
Gaussian components of finite mixtures of probability distributions
p. 776-783
Continuity of the natural filtration of a process with independent increments
p. 783-789
Tail behavior of the stationary distributions of the maximal branching processes
p. 790-793
Probabilities of small deviations of the maximum of partial sums
p. 794-801
Uniform mean laws for sequences of dependent random elements
p. 801-809
A short note on the volume of hypersphere
p. 809-814
On the rates of the Chung-type law of logarithm
p. 814-828
International scientific conference ``Stochastic analysis and dynamical