págs. 1-15
On Weak Solutions of Backward Stochastic Differential Equations
H.-J. Engelbert, R. Buckdahn
págs. 16-50
A New Approach to the Stochastic Recovery Problem
B. S. Darkhovskii
págs. 51-64
págs. 65-76
págs. 77-92
Adaptive Estimation of Distribution Density in the Basis of Algebraic Polynomials
R. Rudzkis, M. Radavicius
págs. 93-109
On Subexponential Mixing Rate for Markov Processes
S. A. Klokov, A. Y. Veretennikov
págs. 110-122
págs. 123-131
On the Maximum Correlation Coefficient
W. Bryc, A. Kagan, A. Dembo
págs. 132-138
Refined Large Deviations for von Mises Statistics
P. Eichelsbacher
págs. 139-147
On the Lower Bound of the Spectrum of Some Mean-Field Models
B. L. Granovsky
págs. 148-154
The Ruin Problem for the Stationary Gaussian Process
S. G. Kobelkov
págs. 155-162
Completely Asymmetric Stable Laws and Benford's Law
Y. V. Prokhorov, A. A. Kulikova
págs. 163-168
M. A. Urusov
págs. 169-175
Local Visitation Measures for Some Sequences of Random Variables with Decreasing Coefficients
M. A. Vlasenko
págs. 176-186
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