Theory of Stochastic Processes, 2007, № 4

ЗМІСТ

Androshchuk M., Mishura Y.
Another approach to the problem of the ruin probability estimate for risk process with investments

Borysenko O.D., Borysenko O.V.
Limit behavior of autonomous random oscillating system of third order

Drozdenko M.
Weak convergence of first-rare-event times for semi-Markov processes

Kamenschykova O.
Approximation of random processes in the space L₂([0, T])

Kukush A., Malenko A., Schneeweiss H.
Comparing the efficiency of estimates in concrete errors-in-variables models under unknown nuisance parameters

Kukush A., Pupashenko M.
Bounds for a sum of random variables under a mixture of normals

Lundgren R.
Structure of optimal stopping domains for American options with knock out domains

Mishchenko K., Mishchenko V., Malyarenko A.
Adapted downhill simplex method for pricing convertible bonds

Moklyachuk M.
Prediction problem for random fields on groups

Moklyachuk O.
Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition

Moklyachuk M., Yamnenko R., Borysenko O.
Systems of financial analysts training

Ponomarenko O., Perun Y.
Spectral analysis of multivariate stationary random functions on some massive groups

Silvestrov D.S.
Asymptotic expansions for distributions of the surplus prior and at the time of ruin

Silvestrov D., Jönsson H., Stenberg F.
Convergence of option rewards for Markov type price processes

Silvestrov D., Malyarenko A.
The analytical finance package

Yakovenko T.
Stationary processes in functional spaces L_q( R )

Yamnenko R., Vasylyk O.
Random process from the class V(φ,ψ): exceeding a curve

Zinchenko N.
Strong invariance principle for renewal and randomly stopped processes

Zubchenko V.
Long-term returns in stochastic interest rate models