Geodesic

Sommaire du Fascicule no. 1

Asymptotic expansions for the distributions of canonical $V$-statistics of third order
p. 3-24
The structure of decomposable reduced branching processes. II. Functional limit theorems
p. 25-44
Posteriori integration of probabilities. Elementary theory
p. 45-79
Refinement of Fisher’s one-step estimators in the case of slowly converging preliminary estimators
p. 80-98
The predictable representation property of compensated-covariation stable families of martingales
p. 99-130
Weak L\'evy--Khintchine representation for weak infinite divisibility
p. 131-149
In memoriam of Evgenii Borisovich Dynkin
p. 150-151
In memoriam of Boris Aleksandrovich Sevastianov
p. 151-162
Optimal estimation of a signal, observed in a fractional Gaussian noise
p. 163-171
Large deviation probabilities for queuing system with regenerating input flow
p. 171-177
Small deviation probabilities of weighted sums of independent positive random variables with a common distribution that decreases at zero not faster than a power
p. 178-186
Functional limit theorem for integrals over level sets of Gaussian random field
p. 186-198
General multiparameter version of Gnedenko's transfer theorem
p. 198-206

Sommaire du Fascicule no. 2

On one model of sub- and superdiffusion on topological spaces with a self-similar structure
p. 209-226
Large deviation principles for trajectories of compound renewal processes.~I
p. 227-247
Processes that can be embedded in a geometric Brownian motion
p. 248-271
About structure of functional of the accumulation built on trajectories of semi-Markov process with a finite set of states
p. 272-289
On the construction of asymptotic expansions of high accuracy
p. 290-310
CLT for linear spectral statistics of Hermitian Wigner matrices with general moment conditions
p. 311-332
Wilson’s $6-j$ laws and stitched Markov processes
p. 333-356
Reflected backward SDEs with general jumps
p. 357-376
Estimate of the interaction neighborhood radius for a Markov random field
p. 377-383
Four areas of Yu.\,V.~Prokhorov's studies and their perspectives
p. 383-390
On properties of polynomials in random elements
p. 391-402
Criterion of weak compactness for families of generalized quantum ensembles and its applications
p. 402-408
J. Bernoulli’s law of large numbers and the strong law of large numbers
p. 408-410
Tauberian theorem for generating functions of multiple series
p. 410-415
From the Editor

Sommaire du Fascicule no. 3

Large deviation principles for trajectories of compound renewal processes.~II
p. 417-438
Small subgraphs in random distance graphs
p. 439-458
Exact asymptotics for the instant of crossing a curved boundary by an asymptotically stable random walk
p. 459-481
The small ball asymptotics in Hilbertian norm for the Kac--Kiefer--Wolfowitz processes
p. 482-505
Final distribution of diffusion process: semi-Markov approach
p. 506-524
Classification of L\'evy processes with parabolic Kolmogorov backward equations
p. 525-552
Fluctuations of linear eigenvalue statistics of random band matrices
p. 553-592
On Shannon Award
Weak convergence theorem for ergodic distribution of stochastic process with a discrete interference of change and generalized reflecting barrier
p. 594-605
On probability of high extremes for product of two Gaussian stationary processes
p. 605-613
On shape of trajectories of Gaussian processes having large massive excursions.~II
p. 613-621
Letters to the Editors
From the Editors

Sommaire du Fascicule no. 4

Modern problems of financial mathematics
p. 625-627
Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters
p. 628-659
FTAP for large financial markets. A new perspective on the fundamental theorem of asset pricing for large financial
p. 660-685
BSDEs driven by multi-dimensional martingales
p. 686-719
Optimal investment under behavioral criteria in incomplete diffusion market models
p. 720-739
Random time with differentiable conditional distribution function
p. 740-769
Algorithms for optimal control of stochastic switching systems
p. 770-800
Congratulations for A.~N.~Shiryaev
Viscosity solutions of integro-differential equations for nonruin probabilities
p. 802-810
An explicit solution for optimal investment in Heston model
p. 811-819
Existence and uniqueness of Arrow–Debreu equilibria with consumptions in $\bf L^0_+$
p. 819-827
Author Index for Volume 60
p. 828-830