Geodesic

Sommaire du Fascicule no. 1

A new test for unimodality
p. 1-6
On the equivalence of integral norms on the
p. 7-10
On the $\varphi$-asymptotic behaviour of solutions of stochastic differential equations
p. 11-29
The rosenblatt coefficient of
p. 30-38
The expansion of a simex estimator
p. 39-48
On some characteristics of the claim surplus process
p. 49-59
Asymptotic properties of $L_p$-estimators
p. 60-68
A limit theorem for symmetric Markovian random evolution in
p. 69-75
Distribution of the maximum
p. 76-81
A role of the Skorokhod space in the development
p. 82-94
Certain properties of triangular
p. 95-99
Asymptotic formulas for probabilities of
p. 100-116
Estimation in an implicit multivariate measurement error
p. 117-125
Convergence in skorokhod $J$-topology for
p. 126-143
The measure preserving and nonsingular
p. 144-154

Sommaire du Fascicule no. 2

A uniqueness theorem for the martingale problem describing a diffusion in media with membranes
p. 1-9
L\'{e}vy processes and It\^{o}–Skorokhod integrals
p. 10-18
On asymptotic behaviour of probabilities of
p. 19-27
Linear stochastic differential equations in the dual of a multi-Hilbertian space
p. 28-34
On a bad descriptive structure of Minkowski’s sum
p. 35-41
On the martingale problem for
p. 42-51
Pasting of two diffusion processes on
p. 52-59
The brownian motion process with generalized diffusion matrix and drift vector
p. 60-70
A brief overview of the $L_p$-theory of SPDEs
p. 71-78
A limit theorem for the number of sign changes for a
p. 79-92
Limit theorems for backward stochastic equations
p. 93-107
Necessary condition for some singular stochastic control systems with variable delay
p. 108-115
Penalisations of brownian motion with
p. 116-138
A family of martingales generated by
p. 139-144
Nonhomogeneous diffusion processes in a
p. 145-154

Sommaire du Fascicule no. 3

Approximation of fractional brownian motion with associated hurst index separated from 1 by stochastic integrals of linear power functions
p. 1-16
Limit behavior of non-autonomous
p. 17-26
The generalization of the quantile
p. 27-38
Exact non-ruin probabilities in
p. 39-52
Approximation of random processes by
p. 53-66
Storage processes in poisson
p. 67-76
Positivity of solution of nonhomogeneous stochastic differential equation with non-lipschitz diffusion
p. 77-88

Sommaire du Fascicule no. 4

Minimax prediction problem for multidimensional stationary stochastic sequences
p. 89-109
Multivariate random fields on some
p. 104-113
Reselling of european option if the
p. 114-128
Nonlinearly perturbed
p. 129-164
On the rate of convergence of barrier
p. 165-173
Generalized fractional Brownian motion in Orlicz spaces
p. 174-188
Risk process with stochastic premiums
p. 189-208