Geodesic

Sommaire du Fascicule no. 1

On some basic concepts and some basic stochastic models used in finance
p. 5-22
Toward the theory of pricing of options of both European and American types.~I. Discrete time
p. 23-79
Toward the theory of pricing of options of both European and American types.~II. Continuous time
p. 80-129
A new look at pricing of the ``Russian Option''
p. 130-149
Models for option prices
p. 150-190
On the rational pricing of the ``Russian Option'' for the symmetrical binomial model of a $(B,S)$-market
p. 191-200
Integral option
p. 201-211
Mean-variance Hedging of options on stocks with Markov volatilities
p. 211-222
Large financial markets: asymptotic arbitrage and contiguity
p. 222-229
On the Russian stock exchange
p. 229-236
Actuarial and financial center for scientific investigation
p. 237-238

Sommaire du Fascicule no. 2

How to look at objects in a~5-dimensional shape space I: Looking at distributions
p. 242-247
Convergence of convolutions of concentration functions to degenerate, normal, and Poisson laws
p. 248-271
The development of the mathematical theory of extremes in the past half century
p. 272-293
On prediction of heavy-tailed autoregressive sequences: forward versus reversed time
p. 294-312
Convergence of random sequences with the independent random indices.~I
p. 313-333
Limit theorems involving restricted convergence
p. 334-356
Operator stable probability measures: an overview
p. 357-373
On the limit behaviour of products of a~random number of group valued i.i.d.\ random variables
p. 374-394
On a problem of a Khinchin-type decomposition theorem for extreme values
p. 395-402
Multimodal convolutions of unimodal infinitely divisible distributions
p. 403-415
A unified criterion for the domain of attraction of extreme-value distributions
p. 415-422
Absolute continuity of transition probabilities of multidimensional processes with stationary independent increments
p. 422-429
On representation of densities of stable laws by special functions
p. 429-437
The exact-order estimates of decompositional stability of Linnik's $\mathfrak{L}$ class distributions
p. 438-446

Sommaire du Fascicule no. 3

Analysis of transient effects for branching processes
p. 449-468
Measurement and filtering of quantum diffusion.~II
p. 469-487
Minimax nonparametric testing of hypotheses on the distribution density
p. 488-512
A~local limit theorem for nonhomogeneous random walk on a~lattice
p. 513-529
Minimax testing of hypotheses on the distribution density for ellipsoids in~$l_p$
p. 530-553
A theorem on large deviations for one class of diffusion processes
p. 554-566
Asymptotically Markov stochastic
p. 567-587
Continual analogues of random polynomials that are orthogonal on a~circle
p. 588-604
On spectral representation of multivariate stable processes
p. 605-617
Markov functionals of an ergodic Markov process
p. 618-626
On amarts with continuous time
p. 627-635
No-arbitrage and equivalent martingale measures: an elementary proof of the Harrison--Pliska theorem
p. 635-640
Asymptotic properties of distributions of the maximum of a Gaussian nonstationary process occurring in covariance statistic
p. 641-649
On the support of the solutions of stochastic differential equations
p. 649-653
New books

Sommaire du Fascicule no. 4

Asymptotically ergodic Markov functionals of an ergodic process
p. 657-668
On the problem of detecting random trajectories
p. 669-680
Martingale methods for random walks in a one-dimensional random environment
p. 681-698
Branching processes with final types of particles and random trees
p. 699-715
Dual processes and ergodic type theorems for Markov chains in the scheme of series
p. 716-730
Poisson approximation for the number of long match patterns in random sequences
p. 731-742
Itô formula for an extended stochastic integral with nonanticipating kernel
p. 743-765
A storage model for data communication systems
p. 766-795
E.\,B.~Dynkin's 70th Birthday
p. 796-798
On certain asymptotic properties of waiting time in a multiserver queueing system with identical times
p. 799-804
On the strong law of large numbers for blockwise independent and blockwise orthogonal random variables
p. 804-812
Canonical spectral equation
p. 812-820
Interoutput times in an $M/G/1/PS$ queue with instant feedback
p. 820-824
Distributions of It\^o processes: estimates for the density and for conditional expectations of integral functionals
p. 825-833
On estimation of maxima of sums of random variables indexed by edges of graphs
p. 833-840
Some problems of statistics of distribution mixtures with variable concentrations
p. 840-845
Two limit theorems for diffusion type stochastic equations
p. 845-851
On refinement of Banach-valued limit theorems for stable laws
p. 851-856
Integral transforms with infinitely divisible kernels
p. 856-863
Addendum: Asymptotic expansions in the problem of sequential estimation of an autoregressive parameter
Letter to the editors: ``On the theory of large deviations''
Book review: Barbour~A.\,D., Hoist~L., Janson~S. ``Poisson approximation''
p. 865-867
Book review: Lindvall~T. ``Lectures on the coupling method''
p. 867-870
Book review: Yor~M. ``Some aspects of Brownian motion. Part~I: Some special functionals''
p. 870-872
New books