Vol. 47 No. 7 (1995)

Anniversaries

On the 70th birthday of Vladimir Semenovich Korolyuk

867-868
- PDF (Ukrainian)
- Springer

Research articles

To the problem of canonical factorization for Markov additive processes

N. S. Bratiichuk

869–875
- PDF
- Springer
On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density

V. V. Buldygin

876–889
- PDF (Russian)
- Springer
Bounded solutions of one class of nonlinear operator difference equations

M. F. Gorodnii, A. Ya. Dorogovtsev

890–896
- PDF (Russian)
- Springer
On crossing of a level by processes defined by sums of a random number of terms

D. V. Gusak

897–914
- PDF (Ukrainian)
- Springer
Nonlocal boundary-value problem for parabolic equations with variable coefficients

N. M. Zadorozhna, B. I. Ptashnik

915–921
- PDF (Ukrainian)
- Springer
Normal approximation of random permanents

Yu. V. Borovskikh, V. S. Korolyuk

922–927
- PDF (Russian)
- Springer
Diffusion approximation of stochastic Markov models with persistent regression

D. Koroliuk, V. S. Korolyuk

928–935
- PDF
- Springer
Integral approximation of stochastic differential equations with anticipating initial conditions

A. M. Kulik

936–945
- PDF (Russian)
- Springer
Estimates of intense noise for inhomogeneous diffusion processes

R. E. Maiboroda

946–951
- PDF (Russian)
- Springer
Two-parameter Lévy processes: ItÔ formula, semigroups, and generators

Yu. S. Mishura

952–961
- PDF
- Springer
Robust interpolation of random fields homogeneous in time and isotropic on a sphere, which are observed with noise

M. P. Moklyachuk

962–970
- PDF (Ukrainian)
- Springer
Superfractality of the set of numbers having no frequency ofn-adic digits, and fractal probability distributions

M. V. Pratsiovytyi, H. M. Torbin

971–975
- PDF (Ukrainian)
- Springer
Hedging of options under mean-square criterion and semi-Markov volatility

A. V. Svishchuk

976–983
- PDF
- Springer
Estimates in the Rényi theorem for differently distributed terms

O. V. Suhakova

984–989
- PDF (Russian)
- Springer
Mean-square asymptotic stability of solutions of systems of stochastic differential equations with random operators

I. V. Yurchenko, L. I. Yasinskaya, V. K. Yasinsky

990–1001
- PDF (Ukrainian)
- Springer

Short communications

Random permanents of mixed multisampling matrices

E. Yu. Kaneva

1002–1005
- PDF (Russian)
- Springer
The limit theorem for the maximum ot $C$ -valued Gaussian random variables

I. K. Matsak

1006-1008
- PDF (Ukrainian)
- Springer

Anniversaries

On the 70th birthday of Vladimir Semenovich Korolyuk

Research articles

To the problem of canonical factorization for Markov additive processes

On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density

Bounded solutions of one class of nonlinear operator difference equations

On crossing of a level by processes defined by sums of a random number of terms

Nonlocal boundary-value problem for parabolic equations with variable coefficients

Normal approximation of random permanents

Diffusion approximation of stochastic Markov models with persistent regression

Integral approximation of stochastic differential equations with anticipating initial conditions

Estimates of intense noise for inhomogeneous diffusion processes

Two-parameter Lévy processes: ItÔ formula, semigroups, and generators

Robust interpolation of random fields homogeneous in time and isotropic on a sphere, which are observed with noise

Superfractality of the set of numbers having no frequency ofn-adic digits, and fractal probability distributions

Hedging of options under mean-square criterion and semi-Markov volatility

Estimates in the Rényi theorem for differently distributed terms

Mean-square asymptotic stability of solutions of systems of stochastic differential equations with random operators

Short communications

Random permanents of mixed multisampling matrices

The limit theorem for the maximum ot $C$ -valued Gaussian random variables

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