Geodesic

Probability and statistics. Part 13

Arbitrage-free option prices on global markets
p. 5-28
On hypergeometric diffusion
p. 29-44
Two-sided estimates for the constants in Marcinkiewicz's inequalities
p. 45-56
On one class of distributions including Student's $t_2$-distribution
p. 57-65
On the efficiency of tests of fit based on the Deheuvels' empirical process
p. 66-77
On stability of sums of nonnegative random variables
p. 78-82
Optimal local first exit time
p. 83-108
Small deviations of modified sums of independent random variables
p. 109-122
Sums of independent Poisson subordinators and their connections with strictly $\alpha$-stable processes of the Ornstein--Uhlenbeck type
p. 123-137
Characterizations of distributions via moment properties of sums of records and successive maxima
p. 138-144
L\'evy--Khinchin representation of a~class of signed measures
p. 145-166
On asymptotic behaviour of probabilities of large deviations for compound Cox processes
p. 167-181