Theory of Stochastic Processes, 2005, № 3-4

ЗМІСТ

Androshchuk T.O., Kulik A.M.
Limit theorems for oscillatory functionals of a Markov process

Aryasova O.V., Portenko M.I.
One class of multidimensional stochastic differential equations having no property of weak uniqueness of a solution

Brayman V.B.
On the existence and uniqueness of the solution of a differential equation with interaction governed by generalized function in abstract wiener space

Buldygin V.V., Klesov O.I., Steinebach J.G.
PRV property and the asymptotic behaviour of solutions of stochastic differential equations

Chani A.C.
On the stability with probability one for a class of stochastic semigroups

Dorogovtsev A.A.
One version of the clark representation theorem for arratia flows

Gusak D.V., Karnaukh E.V.
On the exit from a finite interval for the risk processes with stochastic premiums

Ivanov A.V., Orlovsky I.V.
Parameter estimators of nonlinear quantile regression

Kadankov V.
Exit from an interval by a difference of two renewal processes

Knopov P.S., Kasitskaya E.J.
On large deviations in estimation problem with dependent observations

Makhno S.Ya.
The limit stochastic equation changes type

Repetatska G.
Modified orthogonal regression estimator in the quadratic errors-in-variables model

Virchenko Yu.P., Shpilinskaya O.L.
Marginal probability distributions of random sets in R with Markovian refinements

Virchenko Yu.P., Vitokhina N.N.
Multiplicative decomposition and infinite divisibility of the mandel distribution

Zaitseva L.L.
On the Markov property of strong solutions to sde with generalized coefficients