Geodesic

Sommaire du Fascicule no. 1

On probability characteristics of ``downfalls'' in a standard Brownian motion
p. 3-13
Cram\'er asymptotics in a~system with slow and fast Markovian motions
p. 14-33
On large deviations,~I
p. 34-54
Stationary random partitions of positive integers
p. 55-73
On compound Poisson approximations under moment restrictions
p. 74-86
On martingale measures for stochastic processes with independent increments
p. 87-100
Is there a predictable criterion for mutual singularity of two probability measures on a~filtered space?
p. 101-110
On the maximum of a fractional Brownian motion
p. 111-115
On the mean-variance hedging in the Ho--Lee diffusion model
p. 115-119
On the mode of an unknown probability distribution
p. 119-123
On stochastic boundary problems for harmonic functions in Banach spaces
p. 123-128
On a Feller theorem
p. 128-132
Asymptotically dominating estimation of expectation value vectors
p. 132-138
On convergence in law of maxima of independent identically distributed random variables with random coefficients
p. 138-143
Local limit theorems for conditionally independent random variables controlled by a finite Markov chain
p. 143-148
The class $I_0$ for random increasing upper semicontinuous functions
p. 148-151
The invariance principle for some class of Markov chains
p. 151-154
XIX International Seminar on Stability Problems of Stochastic Models
p. 155-210
An example of large deviations for a stationary process
p. 211-225
$L$-nonformation, $L$-ancillarity, and $L$-sufficiency
p. 225-229
Necessary conditions for stable convergence of semimartingales
p. 229-232
Book review: Christopher C.~Heyde. ``Quasi-Likelihood and Its Application. A~General Approach to Optimal Parameter Estimation''
p. 233-235

Sommaire du Fascicule no. 2

On the history of the foundation of the Russian Academy of Sciences and about the first articles on probability theory in Russian publications
p. 241-248
Estimates for overshooting an arbitrary boundary by a random walk and their applications
p. 249-277
Martingale models of stochastic approximation and their convergence
p. 278-311
On polynomial mixing and convergence rate for stochastic difference and differential equations
p. 312-327
On almost sure limit theorems
p. 328-350
Asymptotic properties of an intensity estimator of an inhomogeneous Poisson process in a combined model
p. 351-372
An equation of the Kolmogorov--Feller type in a factorized probability space
p. 373-383
Maslov idempotent probability calculus.~II
p. 384-400
The traditional pretest estimator
p. 401-418
Russian poetry rhythm analysis and probability theory
p. 419-431
On the integrability of a maximal square function in ergodic theory
p. 432-440
Asymptotic properties of sample quantiles constructed from samples with random sizes
p. 440-445
Limit theorems on maximums of Poisson sequences and their applications to queuing theory
p. 446-450
On the representation of certain classes of stochastic Ito integrals in the form of pathwise Lebesgue integrals
p. 450-455
On the constant in the definition of subexponential distributions
p. 455-458
Asymptotic expansion of the distribution of a homogeneous functional of a strictly stable random vector.~II
p. 458-465
Some distributional properties of a Brownian motion with a drift and an extension of P.~L\'evy's theorem
p. 466-472
Book review: Vladimir M.~Zolotarev ``Modern Theory of Summation of Random Variables''
p. 473-475
Book review: G.~George Yin, Qing Zhang ``Continuous-Time Markov Chains and Applications: A~Singular Perturbation Approach''
p. 475-477

Sommaire du Fascicule no. 3

Distribution of functionals of certain non-Markovian processes
p. 481-505
A local limit theorem for random strict partitions
p. 506-525
Estimation problems for coefficients of stochastic partial differential equations. Part~II
p. 526-554
Convergence of solutions of one-dimensional stochastic equations
p. 555-572
Some bounds on the rate of convergence in the CLT for martingales.~II
p. 573-588
Dimension of random fractals in metric spaces
p. 589-616
Purely game-theoretic random sequences:~I. Strong law of large numbers and law of the iterated logarithm
p. 617-630
Limit theorems for maxima of independent random sums
p. 631-633
Generalized kernel density estimator
p. 634-645
An extremal property of the uniform distribution and some of its consequences
p. 646-650
On the J.~Doob inequality for characteristic functions
p. 650-652
Inequalities for the total variation between the
p. 653-660
On stochastic approximation procedures with averaging
p. 661-675
Fourier--Hermite expansions for nonlinear filtering
p. 675-680
Book review: Habib~M., McDiarmid~C., Ramirez-Alfonsin~J., Reed~B. (Eds.) ``Probabilistic
p. 681-685
Book review: Boldin~M.\,V., Simonova~G.\,I., Tyurin~Yu.\,N. ``Signed stochastical analysis
p. 685-687
Book review: Goldreich Oded. ``Modern Cryptography, Probabilistic Proofs and
p. 687-690
Branching processes: Looking into their past
p. 692-694
Information about meeting of Shyryaev seminar (1999)
p. 694-700

Sommaire du Fascicule no. 4

Diffusion approximation and optimal stochastic control
p. 705-737
Towards the theory of minimax-Bayesian estimation
p. 738-756
A finitely additive version of the law of the iterated logarithm
p. 757-775
Entropy numbers of some ergodic averages
p. 776-795
Stationary state and diffusion for a~charged particle in a~one dimensional medium with lifetimes
p. 796-825
Asymptotic efficiency of inverse estimators
p. 826-844
On strong attraction of stationary sequences to a normal law
p. 846-852
On the accuracy of normal approximation for the densities of sums of independent identically distributed random variables
p. 853-861
Isomorphisms between sets of probability distributions
p. 861-865
On the law of the iterated logarithm in Banach lattices
p. 865-874
New characterization of discrete distributions through weak records
p. 874-880
Exit laws and excessive functions for superprocesses
p. 880-885
Book review: Newman Charles M. ``Topics in Disordered Systems''
p. 886-887
Book review: Shiryaev~A.\,N. ``Essentials of Stochastic Financial Mathematics''
p. 887-894
Vadim Ivanovich Bitjutskov (1926--1999)
II Nordic-Russian Symposium on Probability Theory and Its Applications