Geodesic

Sommaire du Fascicule no. 1

On asymptotic behaviour of conditional probability of crossing the nonlinear boundary by a perturbed random walk
p. 5-11
Sufficiency and Rao-Blackwellization of Vasicek Model
p. 12-15
Correlogram estimation of response functions of linear systems in scheme of some independent samples
p. 16-27
On regularization of the formal Fourier--Wiener transform of the self-intersection local time of a planar Gaussian process
p. 28-38
Discrete analogue of the Krylov--Veretennikov expansion
p. 39-49
The martingale problem for a measure-valued process with heavy diffusing particles
p. 50-60
One-dimensional model of the diffusion process with a membrane that is described by the Feller--Wentzel conjugation condition
p. 61-69
Discrete time approximation of coalescing stochastic flows on the real line
p. 70-78
On properties of Brownian reflecting flow in a wedge
p. 79-89
The distribution of random evolution in Erlang semi-Markov media
p. 90-99
Finite absolute continuity on an abstract Wiener space
p. 100-108
Zeta function regularized Laplacian on the smooth Wasserstein space above the unit circle
p. 109-118
Inhomogeneous diffusion processes on a half-line with jumps on its boundary
p. 119-129

Sommaire du Fascicule no. 2

On the strong uniqueness of a solution to singular stochastic differential equations
p. 1-15
Oracle Wiener filtering of a Gaussian signal
p. 16-24
Stochastically Lipschitzian functions and limit theorems for functionals of shot noise processes
p. 25-34
Asymptotic behaviour of the distribution density of some L\'evy functionals in $\mathbb{ R}^n$
p. 35-54
On pasting together two inhomogeneous diffusion processes on a line with the general Feller-Wentzell conjugation condition
p. 55-70
Poincar\'e inequality and exponential integrability of the hitting times of a Markov process
p. 71-80