Theory of Stochastic Processes, 2007, № 1-2

ЗМІСТ

Agayeva C.
On one stochastic optimal control problem with variable delay

Barbulescu A.
Results on fractal measure of some sets

Bender C., Sottinen T., Valkeila E.
Arbitrage with fractional brownian motion?

Bondarenko A.
A limit theorem for semi-Markov process

Buldygin V.V., Klesov O.I., Steinebach J.G.
Precise asymptotics over a small parameter for a series of large deviation probabilities

Gontar O., Malenko A.
Simex estimator for polynomial errors-in-variables model

Inoue A., Nakano Y.
Remark on optimal investment in a market with memory

Ivanenko D.
Asymptotically optimal estimator of the parameter of semi-linear autoregression

Ivanov A.V., Orlovsky I.V.
Consistency of m-estimates in general nonlinear regression models

Koroliuk V., Limnios N.
Diffusion approximation algorithms in merging phase space

Krenevych A.
Asymptotic equivalence of the solutions of the linear stochastic ito equations in the Hilbert space

Lepeyev A.N.
Uniqueness in law of solutions of stochastic differential inclusions

Malenko A.
Efficiency comparison of two consistent estimators in nonlinear regression model with small measurement errors

Masol V., Slobodian M.
Estimation of the rate of convergence to the limit distribution of the number of false solutions of a system of nonlinear random Boolean equations that has a linear part

Masol V., Slobodyan S.
On the asymptotic normality of the number of false solutions of a system of nonlinear random Boolean equations

Mishura Y., Posashkov S.
Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process

Moklyachuk M., Masyutka A.
Robust filtering of stochastic processes

Novak S.Y
Measures of financial risks and market crashes

Olenko A.
Some properties of weight functions in Tauberian theorems. II

Pratsiovytyi M.V., Feshchenko O.Yu.
Topological, metric and fractal properties of probability distributions on the set of incomplete sums of positive series

Sakhno L.
Bias control in the estimation of spectral functionals

Semenovs’ka N.
Interpolation of homogeneous and isotropic random field in the center of the sphere by uniform distributed observations

Mishura Yu. S., Shevchenko G. M.
On differentiability of solution to stochastic differential equation with fractional Brownian motion

Shurenkov G.
The length of the interval of indeterminacy for the estimate of multiple change-points

Silvestrov D. S.
Asymptotic expansions for quasi-stationary distributions of nonlinearly perturbed semi-Markov processes

Симон T.
Малые уклонения негаусовских процессов

Torbin G.
Probability distributions with independent Q-symbols and transformations preserving the Hausdorff dimension

Veretennikov A.
On asymptotic information integral inequalities

Yakovenko T.
Stochastic processes in some Besov spaces

Zwanzig S.
On local linear estimation in nonparametric errors-in-variables models