Geodesic

Sommaire du Fascicule no. 1

Transient phenomena in a random walk
p. 3-21
Parabolic Itô equations with nonsmooth nonlinearity and duality approach
p. 22-42
Random mappings and a generalized additive functionals of a Wiener process
p. 43-61
Asymptotic and structural theorems for the Markov renewal equation
p. 62-77
Superlarge deviations of a sum of independent random variables having a common absolutely continuous distribution under the Cramér condition
p. 78-103
Limit theorems for increments of sums of independent random variables
p. 104-121
The large deviation principle for stochastic processes. II
p. 122-150
Berry–Esseen inequalities for $U$-statistics
p. 151-155
Limit theorem for one-dimensional stochastic equations
p. 156-161
Almost sure limit theorems for the Pearson statistic
p. 162-169
A note on the pricing of American options
p. 169-177
$\sigma$-localization and $\sigma$-martingales
p. 177-188
Ruin probabilities for Lévy processes with mixed-exponential negative jumps
p. 188-194
Hölder equality for conditional expectations with application to linear monotone operators
p. 194-198
Representation of a class of semimartingales as stable integrals. Part 2
p. 198-204
New books

Sommaire du Fascicule no. 2

The theory of probability
p. 211-248
On some inequalities connected to the strong
p. 249-253
Asymptotics of crossing probability of a boundary by the trajectory of a Markov chain. Exponentially decaying tails
p. 254-273
Galton–Watson branching processes in a random environment. I: limit theorems
p. 274-300
Estimation of multivariate regression
p. 301-320
Lower functions of empirical processes and Brownian sheets
p. 321-339
Martingales and first passage times for Ornstein–Uhlenbeck processes with a jump component
p. 340-358
Entanglement-assisted capacities of constrained quantum channels
p. 359-374
On the problem of stochastic integral representations of functionals of the Brownian motion. I
p. 375-385
Kolmogorov's example (a survey of actions of infinite-dimensional groups with an invariant probability measure)
p. 386-391
Normal and Poisson convergencies
p. 392-398
Distribution of the fractional parts of random vectors: The Gaussian case. I
p. 399-402
Integral Equations and Phase Transitions in Stochastic Games. An Analogy with Statistical Physics
p. 403-411
One Probabilistic equivalent of the four color conjecture
p. 411-416
Separating times for measures on filtered spaces
p. 416-427
Information about the second “Kolmogorov students' contest in probability theory"
p. 428-430

Sommaire du Fascicule no. 3

On the ratio between the maximal and
p. 435-452
Limit theorem for an intermediate subcritical branching process in a
p. 453-465
On minimization and maximization
p. 466-486
Tauberian theorems and asymptotics of infinitely divisible
p. 487-502
Bessel processes, the integral of geometric Brownian motion, and Asian options
p. 503-533
Block thresholding and sharp adaptive estimation in severely ill-posed inverse problems
p. 534-556
Approximate optimal stopping of dependent sequences
p. 557-575
A note on Dobrushin's theorem and couplings in
p. 576-583
On asymptotic properties of optimal stopping
p. 583-589
On exact asymptotics in the weak law of large numbers
p. 589-596
Adjusted Euler–MacLaurin predictor for
p. 596-608
On bounds for moderate deviations for Student's statistic
p. 609-615
Convergence of the Poincaré constant
p. 615-620
On the existence of probability distributions
p. 620-627
Poisson approximation via the convolution with Kornya–Presman signed measures
p. 628-632
Review on the book: H. Chen, D. D. Yao. “Fundamentals of Queueing Networks”
p. 633-635
review on the book: Hernández-Lerma O., Lasserre J. B.
p. 635-637
Artin Brunswick N. (obituary)

Sommaire du Fascicule no. 4

On the recurrence and transience of state-dependent
p. 641-660
On a stochastic optimality of the feedback control in the
p. 661-675
On asymptotically efficient statistical inference for moderate
p. 676-700
Abelian theorems, limit properties of conjugate distributions,
p. 701-719
Precise Laplace-type asymptotics for moderate deviations
p. 720-744
On the central limit theorem along subsequences of noncorrelated observations
p. 745-765
Régularité ergodique de quelques classes de Donsker
p. 766-784
On the 80th Birthday of B. A. Sevastyanov
Second-order asymptotic behavior of subexponential
p. 793-800
Nonlinear averaging axioms in financial mathematics
p. 800-810
Limit theorem for high level $a$-upcrossings
p. 811-818
Random mappings of finite sets with a known number of
p. 818-828
Conditional zero-one laws
p. 828-834
Linear prediction of weak records: The discrete case
p. 835-839
Letter to the Editors
p. 840-841