Contents of Number 75

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The moments of the artificial regeneration for an asymptotically degenerate family of Markov functionals

S. V. Degtyar'
Theor. Probability and Math. Statist. No. 75 (2007), 1-8.
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Boundary functionals for the superposition of a random walk and a sequence of independent random variables

I. I. Ezhov; V. F. Kadankov
Theor. Probability and Math. Statist. No. 75 (2007), 9-22.
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Exit, passage, and crossing times and overshoots for a Poisson compound process with an exponential component

T. Kadankova
Theor. Probability and Math. Statist. No. 75 (2007), 23-39.
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The stability of transient quasi-homogeneous Markov semigroups and an estimate of the ruin probability

M. V. Kartashov
Theor. Probability and Math. Statist. No. 75 (2007), 41-50.
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Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations with respect to fractional Brownian motion with Hurst index $H<1/2$. I

Yu. V. Kozachenko; Yu. S. Mishura
Theor. Probability and Math. Statist. No. 75 (2007), 51-64.
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On stochastic stability of Markov evolution associated with impulse Markov dynamical systems

V. Korolyuk; Je. Carkovs
Theor. Probability and Math. Statist. No. 75 (2007), 65-69.
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An adaptive moment estimator of a parameter of a distribution constructed from observations with admixture

N. Lodatko; R. Maiboroda
Theor. Probability and Math. Statist. No. 75 (2007), 71-82.
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The ordinal convergence and Glivenko--Cantelli type theorems in $L_p(-\infty,\infty)$

I. K. Matsak
Theor. Probability and Math. Statist. No. 75 (2007), 83-92.
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Stochastic integrals and stochastic differential equations with respect to the fractional Brownian field

Yu. S. Mishura; S. A. Il'chenko
Theor. Probability and Math. Statist. No. 75 (2007), 93-108.
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On the problem of filtration for vector stationary sequences

M. P. Moklyachuk; O. Yu. Masyutka
Theor. Probability and Math. Statist. No. 75 (2007), 109-119.
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Asymptotic distributions of least squares estimators of the coefficients in the model of linear regression with nonlinear constraints and long-memory dependence

E. M. Moldavs'ka
Theor. Probability and Math. Statist. No. 75 (2007), 121-137.
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Mixed empirical point random processes in compact metric spaces. II

Yu. I. Petunin; M. G. Semeiko
Theor. Probability and Math. Statist. No. 75 (2007), 139-145.
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Generalized differentiability with respect to the initial data of a flow generated by a stochastic equation with reflection

A. Yu. Pilipenko
Theor. Probability and Math. Statist. No. 75 (2007), 147-160.
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Parameter-dependent integrals with respect to general random measures

V. M. Radchenko
Theor. Probability and Math. Statist. No. 75 (2007), 161-165.
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Two-parameter Garsia--Rodemich--Rumsey inequality and its application to fractional Brownian fields

K. V. Ral'chenko
Theor. Probability and Math. Statist. No. 75 (2007), 167-178.
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On stochastic stability of Markov dynamical systems

Je. Carkovs; I. Vernigora; V. Yasinskii
Theor. Probability and Math. Statist. No. 75 (2007), 179-188.
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Asymptotic quantization errors for unbounded quantizers

M. Shykula
Theor. Probability and Math. Statist. No. 75 (2007), 189-199.
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