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Geodesic
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Teoriâ slučajnyh processov
Tome 15 (2009)
Précédent
Suivant
Sommaire du
Fascicule no. 1
On simultaneous hitting of membranes by two skew Brownian motions
O. V. Aryasova
;
A. Yu. Pilipenko
On the convergence of series of autoregressive sequences
Valerii. V. Buldygin
;
Marina. K. Runovska
p. 7-14
Weak convergence of additive functionals of a sequence of
Yuri. I. Kartashov
;
Alexey. M. Kulik
p. 15-32
The explicit probability distribution of a six-dimensional random flight
Alexander. D. Kolesnik
p. 33-39
Poisson approximation of processes with locally independent increments with Markov switching
V. S. Koroliuk
;
N. Limnios
p. 40-48
The Laplace transform of the ergodic distribution of the
T. I. Nasirova
;
E. A. Ibaev
;
T. A. Alieva
p. 49-60
On the evolution of Gibbs states of the lattice gradient stochastic dynamics of interacting oscillators
W. I. Skrypnik
p. 61-82
Sommaire du
Fascicule no. 2
Exponential rate of
$L_p$
-convergence of intrinsic martingales in supercritical branching random walks
G. Alsmeyer
;
A. Iksanov
;
S. Polotskiy
;
U. Rösler
p. 1-18
A min-type stochastic fixed-point equation related to the smoothing transformation
Gerold Alsmeyer
;
Matthias Meiners
p. 19-41
Weak convergence theorem for the ergodic distribution of the renewal-reward process with a gamma distributed interference of chance
Rovshan Aliyev
;
Tahir Khaniev
;
Nurgul Okur Bekar
p. 42-53
On optimal stopping for time-dependent gain function
P. Babilua
;
B. Dochviri
;
B. Meladze
p. 54-61
$M$
-estimation for discretely sampled diffusions
Jaya P. N. Bishwal
p. 62-83
On asymptotic behavior of cross-correlogram estimators of response functions in linear Volterra systems
V. V. Buldygin
;
I. P. Blazhievska
p. 84-98
Weak convergence of first-rare-event times for semi-Markov processes II
Myroslav Drozdenko
p. 99-118
Another view on the local time of self-intersections for a function of the Wiener process
O. Izyumtseva
p. 119-125
The problem of pasting together two diffusion processes and classical potentials
Bohdan I.Kopytko
;
Mykola I. Portenko
p. 126-139
Large deviation principle for stochastic equations with local time
Ivan H. Krykun
p. 140-155
Lower bounds to the accuracy of sample maximum estimation
S. Y. Novak
p. 156-161