Geodesic

Sommaire du Fascicule no. 1

Moment inequalities for linear and nonlinear statistics
p. 3-22
On upper functions for integral quadratic functionals based on time-varying Ornstein--Uhlenbeck process
p. 23-41
Limit theorems for functions of a fractional Brownian motion
p. 42-62
Asymptotics of the minimum sufficient number of observations for $d$-guaranteed discrimination of two-sided hypotheses
p. 63-78
Local limit theorems for smoothed Bernoulli and other convolutions
p. 79-102
Integrability and regularity of the flow of stochastic differential equations with jumps
p. 103-125
On the pearson's chi-square test for normality of autoregression with outliers
p. 126-137
On the shape of high excursions of Gaussian stationary processes
p. 138-141
Half-spaces with influential variable
p. 142-150
Abstracts of talks given at the 4th International Conference on Stochastic Methods
p. 151-210
In memory of D.~M.~Chibisov (12.25.1936--11.20.2019)
p. 211-212
In memory of V.~M.~Zolotarev (02.27.1931--11.07.2019)
p. 213-216

Sommaire du Fascicule no. 2

Lower cone distribution functions and set-valued quantiles form Galois connections
p. 221-236
Large financial markets, discounting, and no asymptotic arbitrage
p. 237-280
Approximate hedging with constant proportional transaction costs in financial markets with jumps
p. 281-311
On the ruin problem with investment when the risky asset is a~semimartingale
p. 312-337
Fatou's lemma in its classical form and Lebesgue's convergence theorems for varying measures with applications to Markov decision processes
p. 338-367
Incentive-compatible surveys via posterior probabilities
p. 368-408
A~complement to the Grigoriev theorem for the Kabanov model
p. 409-419
Behavioral investors in conic market models
p. 420-430
On the centenary of Sagdy Khasanovich Sirazhdinov
p. 431-432

Sommaire du Fascicule no. 3

Optimality of threshold stopping times for diffusion processes
p. 437-459
On the times of attaining high levels by a random walk in a random environment
p. 460-478
On the complexity and dimension of continuous finite-dimensional maps
p. 479-497
A~fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting
p. 498-520
Limit theorems for record indicators in threshold $F^\alpha$-schemes
p. 521-537
Structure conditions under progressively added information
p. 538-582
Sharp large deviations for the drift parameter of the explosive Cox--Ingersoll--Ross process
p. 583-601
On the sub-Gaussianity of the $r$-correlograms
p. 602-616
Indetermined moment problems related to $q$-functional equations
p. 617-633
New checkable conditions for moment determinacy of probability distributions
p. 634-648

Sommaire du Fascicule no. 4

Extension of the invariance principle for compound renewal processes
p. 651-670
Subcritical branching processes in random environment with
p. 671-692
The joint law of a~max-continuous local submartingale and its maximum
p. 693-709
Probabilistic approximation of the solution of the Cauchy problem
p. 710-724
Complete moment convergence for the dependent linear processes with application to the state observers of linear-time-invariant systems
p. 725-745
Gaussian approximation of the distribution of strongly repelling particles on the unit circle
p. 746-777
Prokhorov distance with rates of convergence under sublinear expectations
p. 778-804
On solvability of stochastic differential equations with osmotic velocities
p. 806-817
On modifications of the Lindeberg and Rotar' conditions in the central limit theorem
p. 818-822
On sets of laws of continuous martingales
p. 823-828
Convergence of certain classes of random flights in the Kantorovich metric
p. 829-840
Two-stage chi-square test and two-dimensional distributions of a~Bessel process
p. 841-850