Geodesic

Sommaire du Fascicule no. 1

On weak convergence of finite-dimensional and infinite-dimensional distributions of random processes
p. 1-11
Tail behavior of suprema of perturbed random walks
p. 12-16
Asymptotic normality of linear regression parameter estimator in the case of random regressors
p. 17-30
On Feller semigroups associated with one-dimensional diffusion processes with membranes
p. 31-44
Baxter type theorems for generalized random Gaussian processes
p. 45-52
An analogue of the Berry-Esseen theorem for functionals of weakly ergodic Markov processes
p. 53-63
On some perturbations of a symmetric stable process and the corresponding Cauchy problems
p. 64-72
On some generalizations of the results about the distribution of the maximum of the Chentsov random field on polygonal lines
p. 73-83
Interval estimation of the fractional Brownian motion parameter in a model with measurement error
p. 84-90
On strong solutions to countable systems of SDEs with interaction and non-Lipschitz drift
p. 91-101

Sommaire du Fascicule no. 2

A Direct Proof of the Reflection Principle for Brownian Motion
p. 1-3
A note on weak convergence of the $n$-point motions of Harris flows
p. 4-13
Renewal shot noise processes in the case of slowly varying tails
p. 14-21
Remarks on mass transportation minimizing expectation of a minimum of affine functions
p. 22-28
Markov processes and group actions
p. 29-57
Convoluted Brownian motion: a semimartingale approach
p. 58-83
A representation for the Kantorovich–Rubinstein distance defined by the Cameron–Martin norm of a Gaussian measure on a Banach space
p. 84-90
Transfer theorems and right-continuous processes
p. 91-95
Asymptotic normality of element-wise weighted total least squares estimator in a multivariate errors-in-variables model
p. 96-105