Geodesic

Tome 56 (2011) no. 1

Sommaire

Chebyshev type exponential inequalities for sums of random vectors and random walk trajectories
p. 3-29
Uncertain change-point problem for random sequence
p. 30-46
Recurrence relations for price bounds of contingent claims in discrete time market models
p. 47-76
On the uniqueness of a probabilistic solution of the Cauchy problem for the Fokker--Planck--Kolmogorov equation
p. 77-99
Approximating the inverse of banded matrices by banded matrices with applications to probability and statistics
p. 100-122
Trace approximations of products of truncated Toeplitz operators
p. 123-139
To A.\,V.~Skorokhod's memory
p. 140-144
Ergodicity of multi-channel queueing system with balking
p. 145-152
Distribution of the number of crossings of a strip by trajectories of the simpliest random walks and the Wiener process with a drift
p. 152-158
On the measurability with respect to a parameter of stochastic integral driven by two-parametric strong martingale
p. 159-167
On the distribution of time spent by Markov chain at different levels until achieving a fixed state
p. 167-176
On a limit distribution of the maximal level of empirical distribution density and the regression function.~II
p. 176-188
The renewal theorem without further power moments
p. 188-197
On $\mathbf R^+$-weakly stable distribution
p. 197-202
To the 80th birthday of A.\,A.~Yushkevich
p. 203-204
Errata to the paper in TVP, v.~55, no.~3, p.~446--461
Errata to the paper in TVP, v.~55, no.~2, p.~271--304
p. 205-206