Contents of Volume 81

All articles in this issue are freely accessible.

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On exponential bounds for mixing and the rate of convergence for Student processes

N. Abourashchi and A. Yu. Veretennikov.
Theor. Probability and Math. Statist. 81 (2010), 1-13
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A generalization of Karamata’s theorem on the asymptotic behavior of integrals

V. V. Buldygin and V. V. Pavlenkov.
Theor. Probability and Math. Statist. 81 (2010), 15-26
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Generalized solutions of a hyperbolic equation with a $\varphi$-sub-Gaussian right hand side

B. V. Dovgaĭ.
Theor. Probability and Math. Statist. 81 (2010), 27-33
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A subgeometric estimate of the stability for time-homogeneous Markov chains

V. V. Golomozyĭ.
Theor. Probability and Math. Statist. 81 (2010), 35-50
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Some limit theorems for controlled branching processes

Ya. M. Khusanbaev.
Theor. Probability and Math. Statist. 81 (2010), 51-58
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An inequality for the Lévy distance between two distribution functions and its applications

K.-H. Indlekofer, O. I. Klesov and J. G. Steinebach.
Theor. Probability and Math. Statist. 81 (2010), 59-70
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Boundedness, limits, and stability of solutions of a perturbation of a nonhomogeneous renewal equation on a semiaxis

M. V. Kartashov.
Theor. Probability and Math. Statist. 81 (2010), 71-83
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Conditions for the uniform convergence in probability of wavelet decompositions for stochastic processes from the space $\operatorname {Exp}_{\varphi }(\Omega )$

Yu. V. Kozachenko and O. V. Polos’mak.
Theor. Probability and Math. Statist. 81 (2010), 85-99
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Asymptotic behavior of the distribution of the maximum of a Chentsov field on polygonal lines

N. V. Kruglova.
Theor. Probability and Math. Statist. 81 (2010), 101-115
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Convergence with respect to the parameter of a series and the differentiability of barrier option prices with respect to the barrier

O. M. Kulik, Yu. S. Mishura and O. M. Soloveĭko.
Theor. Probability and Math. Statist. 81 (2010), 117-130
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MathSciNet review: 2667314

Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I

Yu. S. Mishura, G. M. Shevchenko and Yu. V. Yukhnovs’kiĭ.
Theor. Probability and Math. Statist. 81 (2010), 131-146
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A limit theorem for random fields with a singularity in the spectrum

A. Ya. Olenko and B. M. Klykavka.
Theor. Probability and Math. Statist. 81 (2010), 147-158
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Singularity of the distribution of a random variable represented by an $A_2$-continued fraction with independent elements

M. V. Prats’ovytyĭ and D. V. Kyurchev.
Theor. Probability and Math. Statist. 81 (2010), 159-175
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Arbitrage in a discrete time model of a financial market with a taxation proportional to the portfolio size

G. M. Shevchenko.
Theor. Probability and Math. Statist. 81 (2010), 177-186
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Singularity of the second Ostrogradskiĭ random series

G. M. Torbin and I. M. Pratsyovyta.
Theor. Probability and Math. Statist. 81 (2010), 187-195
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