Geodesic

Sommaire du Fascicule no. 1

A 100$^\mathrm{th}$ anniversary tribute to Iosif Il'ich Gikhman
p. 1-5
Bernstein-von Mises Theorem and small noise asymptotics of Bayes estimators for parabolic stochastic partial differential equations
p. 6-17
Tuning of a Bayesian estimator under discrete time observations and unknown transition density
p. 18-52
Generalized Likelihood Ratio Test for Detection of Multivariate DSI Processes
p. 53-65
On constructing a sticky membrane located on a given surface for a symmetric $\alpha$-stable process
p. 66-72
Simulation of fractional Brownian motion basing on its spectral representation
p. 73-81
Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion
p. 82-92
Power moments of first passage times for some oscillating perturbed random walks
p. 93-97

Sommaire du Fascicule no. 2

Value at risk forecasting of gold price: a comparison between the GARCH and LST-GARCH models
p. 1-6
On a property of joint terminal distributions of locally integrable increasing processes and their compensators
p. 7-20
Transportation costs for optimal and triangular transformations of Gaussian measures
p. 21-32
Limit theorems for the number of clusters of the Arratia flow
p. 33-40
Estimates of distances between solutions of Fokker–Planck–Kolmogorov equations with partially degenerate diffusion matrices
p. 41-54
Duality for coalescing stochastic flows on the real line
p. 55-74
Modelling of the queuing system with an increasing demand intensity in the empty state
p. 75-79
Convergence of solutions of SDEs to Harris flows
p. 80-91