Contents of Number 78

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Asymptotic behavior of SIMEX estimators in an errors-in-variables linear structural regression model

O. B. Gontar
Theor. Probability and Math. Statist. No. 78 (2009), 1-13.
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Analytical problems of the asymptotic behavior of Markov functionals. II

S. V. Degtyar'
Theor. Probability and Math. Statist. No. 78 (2009), 15-21.
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A Bayesian classifier

B. A. Zalessky; P. V. Lukashevich
Theor. Probability and Math. Statist. No. 78 (2009), 23-35.
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Estimation for the discretely observed telegraph process

S. M. Iacus; N. Yoshida
Theor. Probability and Math. Statist. No. 78 (2009), 37-47.
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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 (2009), 49-60.
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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 (2009), 61-73.
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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 (2009), 75-82.
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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 (2009), 83-95.
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Difference approximation of the local times of multidimensional diffusions

Aleksey M. Kulik
Theor. Probability and Math. Statist. No. 78 (2009), 97-114.
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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 (2009), 115-131.
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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 (2009), 133-146.
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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 (2009), 147-156.
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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 (2009), 157-166.
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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 (2009), 167-174.
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Minimum variance hedging in a model with jumps at Poisson random times

V. M. Radchenko
Theor. Probability and Math. Statist. No. 78 (2009), 175-190.
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A generalization of Mil'shtein's theorem for stochastic differential equations

Georgiĭ Shevchenko
Theor. Probability and Math. Statist. No. 78 (2009), 191-199.
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