About Editors Board Contacts Template
Theory of Probability and Mathematical Statistics
(Teoriya imovirnostey ta matematychna statystyka)
Volume 78

Asymptotic behavior of SIMEX estimators in an errorsinvariables linear structural regression model

O.
B.
Gontar
Theor. Probability and Math. Statist.
No. 78
(2008),
113.
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),
1521.
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),
2335.
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),
3747.
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),
4960.
Abstract, references and article information
Retrieve article in:
PDF

Inhomogeneous perturbations of a renewal equation and the CramérLundberg theorem for a risk process with variable premium rates

M.
V.
Kartashov
Theor. Probability and Math. Statist.
No. 78
(2008),
6173.
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),
7582.
Abstract, references and article information
Retrieve article in:
PDF

Conditions for the uniform convergence of expansions of $\varphi $subGaussian stochastic processes in function systems generated by wavelets

Yu.
V.
Kozachenko;
E. V.
Turchin
Theor. Probability and Math. Statist.
No. 78
(2008),
8395.
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),
97114.
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),
115131.
Abstract, references and article information
Retrieve article in:
PDF

Some applications of the GnedenkoKorolyuk method to empirical distributions

E.
O.
Lutsenko;
O.
V.
Marinich;
I.
K.
Matsak
Theor. Probability and Math. Statist.
No. 78
(2008),
133146.
Abstract, references and article information
Retrieve article in:
PDF

Estimation of mean positions and concentrations from observations of a twocomponent mixture of symmetric distributions

R.
Maĭboroda
Theor. Probability and Math. Statist.
No. 78
(2008),
147156.
Abstract, references and article information
Retrieve article in:
PDF

An optimal joint estimator for regression parameters and the dispersion parameter in errorsinvariables nonlinear models

A.
L.
Malenko;
O.
G.
Kukush
Theor. Probability and Math. Statist.
No. 78
(2008),
157166.
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),
167174.
Abstract, references and article information
Retrieve article in:
PDF

Minimum variance hedging in a model with jumps at Poisson random times

V.
M.
Radchenko
Theor. Probability and Math. Statist.
No. 78
(2008),
175190.
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),
191199.
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),
15.
Abstract, references and article information
Retrieve article in:
PDF

On excessofloss reinsurance

Hansjörg
Albrecher;
Jozef
L.
Teugels
Theor. Probability and Math. Statist.
No. 79
(2008),
722.
Abstract, references and article information
Retrieve article in:
PDF

Conditions for the existence and smoothness of the distribution density of the OrnsteinUhlenbeck process with Lévy noise

S.
V.
Bodnarchuk;
O.
M.
Kulyk
Theor. Probability and Math. Statist.
No. 79
(2008),
2338.
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),
3955.
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),
5772.
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),
7381.
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),
8388.
Abstract, references and article information
Retrieve article in:
PDF

Asymptotic behavior of the solution of a linear stochastic differentialdifference equation of neutral type

I.
V.
Malyk;
E.
F.
Tsar'kov;
V.
K.
Yasyns'kyĭ
Theor. Probability and Math. Statist.
No. 79
(2008),
89100.
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),
101106.
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),
107116.
Abstract, references and article information
Retrieve article in:
PDF

Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and nonLipschitz diffusion

Yu.
S.
Mishura;
S.
V.
Posashkova;
G.
M.
Shevchenko
Theor. Probability and Math. Statist.
No. 79
(2008),
117126.
Abstract, references and article information
Retrieve article in:
PDF

Asymptotic results for the absorption times of random walks with a barrier

Pavlo
Negadaĭlov
Theor. Probability and Math. Statist.
No. 79
(2008),
127138.
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),
139142.
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),
143151.
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),
153170.
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),
171178.
Abstract, references and article information
Retrieve article in:
PDF

The convergence of GaltonWatson branching processes with immigration to a diffusion process

Ya.
M.
Khusanbaev
Theor. Probability and Math. Statist.
No. 79
(2008),
179185.
Abstract, references and article information
Retrieve article in:
PDF