Geodesic

Sommaire du Fascicule no. 1

On one stochastic optimal control
p. 1-12
Results on fractal measure
p. 13-22
Arbitrage with fractional brownian
p. 23-34
A limit theorem for semi-markov process
p. 35-43
Precise asymptotics over a small
p. 44-56
Simex estimator for polynomial
p. 57-65
Remark on optimal investment in a
p. 66-76
Asymptotically optimal estimator of
p. 77-85
Consistency of $M$-estimates in general
p. 86-97
Diffusion approximation algorithms in
p. 98-102
Asymptotic equivalence of the
p. 103-109
Uniqueness in law of solutions of
p. 110-121
Efficiency comparison of two
p. 122-131
Estimation of the rate of
p. 132-143
On the asymptotic normality of the
p. 144-151

Sommaire du Fascicule no. 2

Existence and uniqueness of solution
p. 152-165
Robust filtering of stochastic
p. 166-181
Measures of financial risks and
p. 182-193
Some properties of weight functions
p. 194-204
Topological, metric and fractal
p. 205-224
Bias control in the estimation of
p. 225-233
Interpolation of homogeneous and
p. 234-242
On differentiability of solution to
p. 243-250
The length of the interval of indeterminacy for the estimate of multiple change-points
p. 251-266
Asymptotic expansions for
p. 267-271
Малые уклонения негауссовских процессов
p. 272-280
Probability distributions with
p. 281-293
On asymptotic information integral
p. 294-307
Stochastic processes in some Besov
p. 308-315
On local linear estimation in
p. 316-327

Sommaire du Fascicule no. 3

On one stochastic optimal control
p. 3-11
One example of a random change of
p. 12-21
Functional iterated logarithm law
p. 22-28
Conditioning of gaussian functionals
p. 29-37
On the representation of solutions of anticipating
p. 38-47
Local limit theorem for triangular
p. 48-54
The decomposition of a solution of the quasilinear
p. 55-64
Local time as an element of the Sobolev space
p. 65-79
Homogeneous Markov chains in compact spaces
p. 80-95

Sommaire du Fascicule no. 4

Another approach to the problem of
p. 1-18
Limit behavior of autonomous random oscillating system of third order
p. 19-28
Weak convergence of first-rare-event times for semi-Markov processes
p. 29-63
Approximation of random processes in the space $L_2(T)$
p. 64-68
Comparing the efficiency of estimates in concrete errors-in-variables models under unknown nuisance parameters
p. 69-81
Bounds for a sum of random variables under a mixture of normals
p. 82-97
Structure of optimal stopping
p. 98-129
Adapted downhill simplex method for pricing convertible bonds
p. 130-147
Prediction problem for random fields on groups
p. 148-162
Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition
p. 163-169
Systems of financial analysts training
p. 170-176
Spectral analysis of multivariate stationary random functions on some massive groups
p. 177-182
Asymptotic expansions for distributions of the surplus prior and at the time of ruin
p. 183-188
Convergence of option rewards for Markov type price processes
p. 189-200
The analytical finance package
p. 201-209
Stationary processes in functional
p. 210-218
Random process from the class $V (\varphi, \psi)$
p. 219-232
Strong invariance principle for
p. 233-246
Long-term returns in stochastic
p. 247-261