Geodesic

Sommaire du Fascicule no. 1

Invariance Principle for the Critical Branching Process in a Random Environment Attaining a High Level
p. 3-17
Bounds and Asymptotics for the Rate of Convergence of Birth-Death Processes
p. 18-38
Moderate Deviations for a Diffusion-Type Process in a Random Environment
p. 39-62
Limit Theorem for the Middle Members of Ordered Cycle Lengths in Random $A$-Permutations
p. 63-79
Optimal Stopping of Integral Functionals and a ``No-Loss'' Free Boundary Formulation
p. 80-96
Generalization of Portmanteau Theorem with Respect to the Pseudoweak Convergence of Random Closed Sets
p. 97-115
Global properties of transition pProbabilities of singular diffusions
p. 116-148
A New Proof of the Absolute Convergence of the Spitzer Series
p. 149-153
On Estimating Approximation Exactness for Asymptotic Expansions in Polynomial Cases
p. 154-160
Sample Functions of Stochastic Measures and Besov Spaces
p. 161-169
Lower Bounds for Accuracy of Estimation in Diffusion Tensor Imaging
p. 170-180
On Asymptotic Bergstr\"om--Chebyshev Expansions
p. 181-190
Dilations \`a la Quantum Probability of Markov Evolutions in Discrete Time
p. 191-201
The Rate of Convergence of Spectra of Sample Covariance Matrices
p. 202-213

Sommaire du Fascicule no. 2

On one transformations family of Gaussian random functions
p. 209-225
Joint distribution of pattern frequencies and multivariate Polya--Aeppli law
p. 226-242
On the approximation exactness for the law of large numbers
p. 243-255
Dependence of the approximation complexity of random fields on dimension
p. 256-270
The time to extinction for Galton--Watson processes which censored at a high level
p. 271-287
A unified approach to stochastic evolution equations using the Skorokhod integral
p. 288-303
Decompositions of stochastic processes based on irreducible group representations
p. 304-336
Quaternion-valued Gaussian random variables
p. 337-344
On minimal conditions of the weak dependence in limit theorems for stationary sequences
p. 344-354
Markov process representation for polyharmonic functions
p. 354-359
On some goodness-of-fit tests based on kernel density estimates
p. 359-367
On asymptotic behavior of local probabilities of multidimensional random walk crossing nonlinear boundaries
p. 367-374
On mixing conditions for moving averages sequences
p. 374-382
Matrix-valued correlation
p. 383-391
On quasi-nonuniform estimates of residuals for the Bergstrom--Chebyshev expansion
p. 391-399
On strongly equivalent nonrandomized transition probabilities
p. 399-406
A note on Maruyama's mixing theorem
p. 407-409
Information on the meeting of the General Seminar of the Department of Probability, Faculty of Mathematics and Mechanics, Moscow State University
p. 410-411
Information on the Eighth Student Kolmogorov olympiad on the theory of probability
p. 411-413

Sommaire du Fascicule no. 3

Sudden extinction of the critical branching process in random environment
p. 417-438
On large deviations of strictly critical branching processes in a random environment with geometric distribution of descendants
p. 439-465
Coherent risk measures and the limit passage
p. 466-491
Estimates from below for densities of martingale measures in the Dalang--Morton--Willinger theorem
p. 492-514
Independent linear statistics on a-adic solenoids
p. 515-532
The rate of convergence estimations in the weak law of large numbers for epidemic processes
p. 533-550
Operators on $L^p$-spaces determined by filtrations and pointwise ergodic theorems
p. 551-566
On nonparametric estimates of higher spectral densities
p. 567-573
Specifying approximations of beta-distribution for small parameters
p. 573-579
Stochastic representations of max-type functionals of random walk
p. 580-589
On some diffusion processes with stationary distributions
p. 589-598
Optimal stopping for random variables given on the Markov chain
p. 599-608
Sharp bounds for the tails of functionals of Markov chains
p. 609-619
International conference devoted to the 80-th of R.~L.~Dobrushin
p. 620-621
Summer Academy ``Stochastic geometry, spatial statistics and random fields''

Sommaire du Fascicule no. 4

Integro-local and local theorems for normal and large deviations of sums of nonidentically distributed random variables in the scheme of series
p. 625-644
On continuity properties for option prices in exponential L\'evy models
p. 645-670
An upper estimate for the absolute constant in the Berry--Esseen inequality
p. 671-695
Multivariate analogs of the Chebyshev--Hermitte polynomial
p. 696-715
A formula for the generalized density distribution process for semimartingales with independent increments
p. 716-729
Necessary and sufficient conditions of optimality for optimal control problems of forward and backward systems
p. 730-749
Weak convergence of the empirical process and the rescaled empirical distribution function in the Skorokhod product space
p. 750-770
To the Birthday of Prof.\ A.\,N.~Shiryaev
Poisson limit for associated random fields
p. 772-776
Gaussian components of finite mixtures of probability distributions
p. 776-783
Continuity of the natural filtration of a process with independent increments
p. 783-789
Tail behavior of the stationary distributions of the maximal branching processes
p. 790-793
Probabilities of small deviations of the maximum of partial sums
p. 794-801
Uniform mean laws for sequences of dependent random elements
p. 801-809
A short note on the volume of hypersphere
p. 809-814
On the rates of the Chung-type law of logarithm
p. 814-828
International scientific conference ``Stochastic analysis and dynamical