Geodesic

Sommaire du Fascicule no. 1

Modern problems of financial mathematics
p. 3-4
Analytical approximation of variable annuities for small volatility and small withdrawal
p. 5-25
Expected utility maximisation for exponential Levy models with option and information processes
p. 26-52
Pricing of asian-type and basket options via bounds
p. 53-68
Explicit description of HARA forward utilities and their optimal portfolios
p. 69-113
New developments on the Modigliani--Miller theorem
p. 114-128
Brownian bridges on random intervals
p. 129-157
On one integral representation of Brownian functional
p. 158-164
Investment timing and quantity strategies under asymmetric information
p. 165-173
On the existence of martingale measures satisfying the weaken condition of noncoincidence of barycenters in case of
p. 173-181
On an optimal stopping problem of an insider
p. 181-186
First passage problems over increasing boundaries for L\'evy processes with exponentially decayed L\'evy measures
p. 186-198
Maximal exponential inequalities for certain diffusion processes
p. 198-206

Sommaire du Fascicule no. 2

To the 85th Birthday of A. A. Borovkov
On the distribution of the first passage time of an arbitrary remote boundary by random walk
p. 210-233
On the time of attaining a high level by a transient random walk in a random environment
p. 234-267
Stochastic interpretation of quasilinear parabolic systems with cross-diffusion
p. 268-299
Analytic diffusion processes: definition, properties, limit theorems
p. 300-326
Distribution density of commutant of random rotations of three-dimensional Euclidean space
p. 327-347
Linear stochastic differential equation in the Banach space
p. 348-364
Random permutations with prime lengths of cycles
p. 365-377
Large deviation probabilities for the system $M/G/1/\infty$ with unreliable server
p. 378-384
Estimation of availability function using Student distribution
p. 384-394
Convergence rate in stochastic particle systems with synchronization
p. 394-404
Independent random variables on Abelian groups with independent sum and difference
p. 404-414
News of scientific life

Sommaire du Fascicule no. 3

Probabilistic representation for Cauchy problem solution for evolution equation with Riemann--Liouville operator
p. 417-438
Extremal characteristics of tests for multiple hypotheses with given mutual total variation distances
p. 439-463
On two approaches to concentration for sampling without replacement
p. 464-488
From moment explosion to the asymptotic behavior of the cumulative distribution for a random variable
p. 489-508
Large deviations for the squared radial Ornstein--Uhlenbeck process
p. 509-546
Binomial-$\chi^2$ vector random fields
p. 547-562
Truncation bounds for approximations of inhomogeneous continuous-time Markov chains
p. 563-569
Stability of densities for perturbed degenerate diffusions
p. 570-579
Exponentials and $R$-recurrent random walks on groups
p. 580-588
Incremental similarity and turbulence
p. 588-595
Joint statistics of random walk on $Z^1$ and accumulation of visits
p. 595-601
International conference on stochastic methods (abstracts)
p. 602-622

Sommaire du Fascicule no. 4

From the Editors
Small deviations of sums of correlated stationary Gaussian sequences
p. 626-658
Generalization and refinement of the integro-local Stone theorem for sums of random vectors
p. 659-685
Conditional central limit theorem
p. 686-708
How many families survive for a long time?
p. 709-732
Initial-boundary value problems in a~bounded domain: probabilistic representations of solutions and limit theorems.~I
p. 733-752
Limit distributions for doubly stochastically rarefied renewal processes and their properties
p. 753-773
Multiscale approach for change point detection
p. 774-804
Ergodic and statistical properties of $\mathscr{B}$-free numbers
p. 805-829
On a characterization of Gaussian transition operators
p. 830-837
On mini-max optimality of CUSUM statistics in change point detection problem for Brownian motion
p. 837-844