# Theory of Probability and Mathematical Statistics (Teoriya imovirnostey ta matematychna statystyka)

## Volume 78

Asymptotic behavior of SIMEX estimators in an errors-in-variables linear structural regression model
O. B. Gontar
Theor. Probability and Math. Statist. No. 78 (2008), 1-13.
Abstract, references and article information
Retrieve article in: PDF
Analytical problems of the asymptotic behavior of Markov functionals. II
S. V. Degtyar'
Theor. Probability and Math. Statist. No. 78 (2008), 15-21.
Abstract, references and article information
Retrieve article in: PDF
A Bayesian classifier
B. A. Zalessky; P. V. Lukashevich
Theor. Probability and Math. Statist. No. 78 (2008), 23-35.
Abstract, references and article information
Retrieve article in: PDF
Estimation for the discretely observed telegraph process
S. M. Iacus; N. Yoshida
Theor. Probability and Math. Statist. No. 78 (2008), 37-47.
Abstract, references and article information
Retrieve article in: PDF
Existence of a limit distribution of a solution of a linear inhomogeneous stochastic differential equation
D. O. Ivanenko
Theor. Probability and Math. Statist. No. 78 (2008), 49-60.
Abstract, references and article information
Retrieve article in: PDF
Inhomogeneous perturbations of a renewal equation and the Cramér-Lundberg theorem for a risk process with variable premium rates
M. V. Kartashov
Theor. Probability and Math. Statist. No. 78 (2008), 61-73.
Abstract, references and article information
Retrieve article in: PDF
On investment and minimization of shortfall risk for a diffusion model with jumps and two interest rates via market completion
Selly Kane; Alexander Melnikov
Theor. Probability and Math. Statist. No. 78 (2008), 75-82.
Abstract, references and article information
Retrieve article in: PDF
Conditions for the uniform convergence of expansions of $\varphi$-sub-Gaussian stochastic processes in function systems generated by wavelets
Yu. V. Kozachenko; E. V. Turchin
Theor. Probability and Math. Statist. No. 78 (2008), 83-95.
Abstract, references and article information
Retrieve article in: PDF
Difference approximation of the local times of multidimensional diffusions
Aleksey M. Kulik
Theor. Probability and Math. Statist. No. 78 (2008), 97-114.
Abstract, references and article information
Retrieve article in: PDF
Convergence of a sequence of Markov chains to a diffusion type process
G. L. Kulinich; A. V. Yershov
Theor. Probability and Math. Statist. No. 78 (2008), 115-131.
Abstract, references and article information
Retrieve article in: PDF
Some applications of the Gnedenko-Korolyuk method to empirical distributions
E. O. Lutsenko; O. V. Marinich; I. K. Matsak
Theor. Probability and Math. Statist. No. 78 (2008), 133-146.
Abstract, references and article information
Retrieve article in: PDF
Estimation of mean positions and concentrations from observations of a two-component mixture of symmetric distributions
R. Maĭboroda
Theor. Probability and Math. Statist. No. 78 (2008), 147-156.
Abstract, references and article information
Retrieve article in: PDF
An optimal joint estimator for regression parameters and the dispersion parameter in errors-in-variables nonlinear models
A. L. Malenko; O. G. Kukush
Theor. Probability and Math. Statist. No. 78 (2008), 157-166.
Abstract, references and article information
Retrieve article in: PDF
An estimate for the mean error probability of a Bayesian criterion for testing hypotheses in the problem of cryptanalysis of a combined gamma generator with nonuniform noise
A. M. Oleksiĭchuk; R. V. Proskurovs'kiĭ
Theor. Probability and Math. Statist. No. 78 (2008), 167-174.
Abstract, references and article information
Retrieve article in: PDF
Minimum variance hedging in a model with jumps at Poisson random times
Theor. Probability and Math. Statist. No. 78 (2008), 175-190.
Abstract, references and article information
Retrieve article in: PDF
A generalization of Mil'shtein's theorem for stochastic differential equations
Georgiĭ Shevchenko
Theor. Probability and Math. Statist. No. 78 (2008), 191-199.
Abstract, references and article information
Retrieve article in: PDF

## Volume 79

Beginning of the Ukrainian School of Probability Theory: A historical sketch
M. I. Portenko
Theor. Probability and Math. Statist. No. 79 (2008), 1-5.
Abstract, references and article information
Retrieve article in: PDF
On excess-of-loss reinsurance
Hansjörg Albrecher; Jozef L. Teugels
Theor. Probability and Math. Statist. No. 79 (2008), 7-22.
Abstract, references and article information
Retrieve article in: PDF
Conditions for the existence and smoothness of the distribution density of the Ornstein-Uhlenbeck process with Lévy noise
S. V. Bodnarchuk; O. M. Kulyk
Theor. Probability and Math. Statist. No. 79 (2008), 23-38.
Abstract, references and article information
Retrieve article in: PDF
Fractal properties of some Bernoulli convolutions
Ya. V. Goncharenko; M. V. Pratsyovytyĭ; G. M. Torbin
Theor. Probability and Math. Statist. No. 79 (2008), 39-55.
Abstract, references and article information
Retrieve article in: PDF
Asymptotic normality of $L_p$-estimators in nonlinear regression models with weak dependence
O. V. Ivanov; I. V. Orlovs'kiĭ
Theor. Probability and Math. Statist. No. 79 (2008), 57-72.
Abstract, references and article information
Retrieve article in: PDF
Asymptotic properties of an estimator for the drift coefficient of a stochastic differential equation with fractional Brownian motion
E. I. Kasyts'ka; P. S. Knopov
Theor. Probability and Math. Statist. No. 79 (2008), 73-81.
Abstract, references and article information
Retrieve article in: PDF
Approximation of $\operatorname {SSub}_{\varphi }(\Omega )$ stochastic processes in the space $L_{p}(\mathbb {T})$
Yu. V. Kozachenko; O. E. Kamenshchikova
Theor. Probability and Math. Statist. No. 79 (2008), 83-88.
Abstract, references and article information
Retrieve article in: PDF
Asymptotic behavior of the solution of a linear stochastic differential-difference equation of neutral type
I. V. Malyk; E. F. Tsar'kov; V. K. Yasyns'kyĭ
Theor. Probability and Math. Statist. No. 79 (2008), 89-100.
Abstract, references and article information
Retrieve article in: PDF
Asymptotic stability of the maximum of normal stochastic processes
I. K. Matsak
Theor. Probability and Math. Statist. No. 79 (2008), 101-106.
Abstract, references and article information
Retrieve article in: PDF
Approximation of fractional Brownian motion by Wiener integrals
Yu. S. Mishura; O. L. Banna
Theor. Probability and Math. Statist. No. 79 (2008), 107-116.
Abstract, references and article information
Retrieve article in: PDF
Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion
Yu. S. Mishura; S. V. Posashkova; G. M. Shevchenko
Theor. Probability and Math. Statist. No. 79 (2008), 117-126.
Abstract, references and article information
Retrieve article in: PDF
Asymptotic results for the absorption times of random walks with a barrier
Theor. Probability and Math. Statist. No. 79 (2008), 127-138.
Abstract, references and article information
Retrieve article in: PDF
On the absolute continuity of fixed points of smoothing transforms
Sergiy Polots'kiy
Theor. Probability and Math. Statist. No. 79 (2008), 139-142.
Abstract, references and article information
Retrieve article in: PDF
Parametric estimation for linear system of stochastic differential equations driven by fractional Brownian motions with different Hurst indices
B. L. S. Prakasa Rao
Theor. Probability and Math. Statist. No. 79 (2008), 143-151.
Abstract, references and article information
Retrieve article in: PDF
Convergence of option rewards for Markov type price processes modulated by stochastic indices. I
D. S. Silvestrov; H. Jönsson; F. Stenberg
Theor. Probability and Math. Statist. No. 79 (2008), 153-170.
Abstract, references and article information
Retrieve article in: PDF
On the rate of convergence of prices of barrier options with discrete and continuous time
O. M. Soloveyko; G. M. Shevchenko
Theor. Probability and Math. Statist. No. 79 (2008), 171-178.
Abstract, references and article information
Retrieve article in: PDF
The convergence of Galton-Watson branching processes with immigration to a diffusion process
Ya. M. Khusanbaev
Theor. Probability and Math. Statist. No. 79 (2008), 179-185.
Abstract, references and article information
Retrieve article in: PDF