Geodesic

Tome 56 (2011) no. 3

Sommaire

On the duality principle of hedging in diffusion models
p. 417-448
Locally most powerful sequential tests of simple hypotheses vs. one-sided alternatives for independent observations
p. 449-477
Towards the validity of Ito’s formula for discontinuous functions
p. 478-493
Gaussian measures in the sence of Bernstein: factorization, supports, zero-one law
p. 494-513
Variations on the Berry--Esseen theorem
p. 514-533
Third-order asymptotic optimality of the generalized Shiryaev--Roberts changepoint detection procedures
p. 534-565
On hitting times of the winding processes of planar Brownian motion and of Ornstein--Uhlenbeck processes, via Bougerol’s identity
p. 566-591
Multitype Galton--Watson branching processes in Markovian random environment
p. 592-601
Multivariate model with correlated observation units
p. 602-606
Final probabilities for Becker epidemic Markov processes
p. 606-612
Convergence properties of the maximal partial sums for arrays of rowwise NA random variables
p. 613-621
Congratulations of~A.~N.~Shiryaev