Contents of Volume 79

All articles in this issue are freely accessible.

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Beginning of the Ukrainian School of Probability Theory: A historical sketch

M. I. Portenko.
Theor. Probability and Math. Statist. 79 (2009), 1-5
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On excess-of-loss reinsurance

Hansjörg Albrecher and Jozef L. Teugels.
Theor. Probability and Math. Statist. 79 (2009), 7-22
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Conditions for the existence and smoothness of the distribution density of the Ornstein–Uhlenbeck process with Lévy noise

S. V. Bodnarchuk and O. M. Kulyk.
Theor. Probability and Math. Statist. 79 (2009), 23-38
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MathSciNet review: 2494533

Fractal properties of some Bernoulli convolutions

Ya. V. Goncharenko, M. V. Pratsyovytyĭ and G. M. Torbin.
Theor. Probability and Math. Statist. 79 (2009), 39-55
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MathSciNet review: 2494534

Asymptotic normality of $L_p$-estimators in nonlinear regression models with weak dependence

O. V. Ivanov and I. V. Orlovs’kiĭ.
Theor. Probability and Math. Statist. 79 (2009), 57-72
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Asymptotic properties of an estimator for the drift coefficient of a stochastic differential equation with fractional Brownian motion

E. I. Kasyts’ka and P. S. Knopov.
Theor. Probability and Math. Statist. 79 (2009), 73-81
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Approximation of $\operatorname {SSub}_{\varphi }(\Omega )$ stochastic processes in the space $L_{p}(\mathbb {T})$

Yu. V. Kozachenko and O. E. Kamenshchikova.
Theor. Probability and Math. Statist. 79 (2009), 83-88
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Asymptotic behavior of the solution of a linear stochastic differential-difference equation of neutral type

I. V. Malyk, E. F. Tsar’kov and V. K. Yasyns’kyĭ.
Theor. Probability and Math. Statist. 79 (2009), 89-100
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Asymptotic stability of the maximum of normal stochastic processes

I. K. Matsak.
Theor. Probability and Math. Statist. 79 (2009), 101-106
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Approximation of fractional Brownian motion by Wiener integrals

Yu. S. Mishura and O. L. Banna.
Theor. Probability and Math. Statist. 79 (2009), 107-116
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Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion

Yu. S. Mishura, S. V. Posashkova and G. M. Shevchenko.
Theor. Probability and Math. Statist. 79 (2009), 117-126
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Asymptotic results for the absorption times of random walks with a barrier

Pavlo Negadaĭlov.
Theor. Probability and Math. Statist. 79 (2009), 127-138
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On the absolute continuity of fixed points of smoothing transforms

Sergiy Polots’kiy.
Theor. Probability and Math. Statist. 79 (2009), 139-142
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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. 79 (2009), 143-151
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Convergence of option rewards for Markov type price processes modulated by stochastic indices. I

D. S. Silvestrov, H. Jönsson and F. Stenberg.
Theor. Probability and Math. Statist. 79 (2009), 153-170
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On the rate of convergence of prices of barrier options with discrete and continuous time

O. M. Soloveyko and G. M. Shevchenko.
Theor. Probability and Math. Statist. 79 (2009), 171-178
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The convergence of Galton–Watson branching processes with immigration to a diffusion process

Ya. M. Khusanbaev.
Theor. Probability and Math. Statist. 79 (2009), 179-185
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