Geodesic

Sommaire du Fascicule no. 1

Chebyshev type exponential inequalities for sums of random vectors and random walk trajectories
p. 3-29
Uncertain change-point problem for random sequence
p. 30-46
Recurrence relations for price bounds of contingent claims in discrete time market models
p. 47-76
On the uniqueness of a probabilistic solution of the Cauchy problem for the Fokker--Planck--Kolmogorov equation
p. 77-99
Approximating the inverse of banded matrices by banded matrices with applications to probability and statistics
p. 100-122
Trace approximations of products of truncated Toeplitz operators
p. 123-139
To A.\,V.~Skorokhod's memory
p. 140-144
Ergodicity of multi-channel queueing system with balking
p. 145-152
Distribution of the number of crossings of a strip by trajectories of the simpliest random walks and the Wiener process with a drift
p. 152-158
On the measurability with respect to a parameter of stochastic integral driven by two-parametric strong martingale
p. 159-167
On the distribution of time spent by Markov chain at different levels until achieving a fixed state
p. 167-176
On a limit distribution of the maximal level of empirical distribution density and the regression function.~II
p. 176-188
The renewal theorem without further power moments
p. 188-197
On $\mathbf R^+$-weakly stable distribution
p. 197-202
To the 80th birthday of A.\,A.~Yushkevich
p. 203-204
Errata to the paper in TVP, v.~55, no.~3, p.~446--461
Errata to the paper in TVP, v.~55, no.~2, p.~271--304
p. 205-206

Sommaire du Fascicule no. 2

Probabilistic methods in the theory of the Riemann zeta-function
p. 209-223
Branching random walk in $\mathbf Z^4$ with branching at the origin only
p. 224-247
On estimation of closeness of binomial and normal distributions
p. 248-278
On some properties of Kagi and Renko strategies for random walk
p. 279-300
On the uniqueness of strong solutions for degenerated twodimensional stochastic equations
p. 301-317
Regular and qualitative properties of solutions for parabolic equations for measures
p. 318-350
Absolute continuity conditions for multivariate infinitely divisible distributions and their applications
p. 351-366
On possible causes of the global warming
p. 367-372
Petrov~V.~V., Zolotarev~V.~M., Presman~E.~L., Borovkov~A.~A. (congratulations)
Differentiability of objective function in robast utility maximization
p. 374-384
On one asymptotic expansion in the central limit theorem
p. 384-391
On optimal stopping for Brownian motion with a negative drift
p. 391-398
Meta-times and extended subordination
p. 398-407
Bounds for characteristic functions and Laplace transforms of probability distributions
p. 407-414

Sommaire du Fascicule no. 3

On the duality principle of hedging in diffusion models
p. 417-448
Locally most powerful sequential tests of simple hypotheses vs. one-sided alternatives for independent observations
p. 449-477
Towards the validity of Ito’s formula for discontinuous functions
p. 478-493
Gaussian measures in the sence of Bernstein: factorization, supports, zero-one law
p. 494-513
Variations on the Berry--Esseen theorem
p. 514-533
Third-order asymptotic optimality of the generalized Shiryaev--Roberts changepoint detection procedures
p. 534-565
On hitting times of the winding processes of planar Brownian motion and of Ornstein--Uhlenbeck processes, via Bougerol’s identity
p. 566-591
Multitype Galton--Watson branching processes in Markovian random environment
p. 592-601
Multivariate model with correlated observation units
p. 602-606
Final probabilities for Becker epidemic Markov processes
p. 606-612
Convergence properties of the maximal partial sums for arrays of rowwise NA random variables
p. 613-621
Congratulations of~A.~N.~Shiryaev

Sommaire du Fascicule no. 4

To the 80th Birthday of~A.~A.~Borovkov
The 5th International conference ``Limit theorems of probability theory and their applications''
On large deviation principles for random walk trajectories. I
p. 627-655
On the convergence rate of the solution of differential equation perturbed by ``physical'' white noise and the solution of corresponding diffusion equation. Exponential mixing
p. 656-675
Mathematical models of moving particles without overtaking and its applications
p. 676-689
Distances between local maximums in sequences of random variables
p. 690-703
Stochastic differential equation for generalized stochastic processes in a Banach space
p. 704-725
Merging to semistable processes
p. 726-741
$q$-Wiener and $(\alpha, q)$-Ornstein--Uhlenbeck processes. A generalization of known processes
p. 742-772
On bounds in limit theorems for some $U$-statistics
p. 773-787
Limit theorems for systems with impatient customers under high load
p. 788-796
An improvement of the convergence rate estimates in the central limit theorem when moments of order greater than two are absent
p. 797-805
A simple proof of the unboundedness of homogeneous stochastic processes with independent increments
p. 806-808
An improvement of the residual in the Lyapunov theorem
p. 808-811
On the distribution of complex roots of random polynomials with heavy-tailed coefficients
p. 812-818
Asymptotic tail properties of the distributions in the class of dispersion models
p. 818-826
Congratulation of Shiryaev~A.~N.