Contents of Volume 75

All articles in this issue are freely accessible.

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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. 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 and V. F. Kadankov.
Theor. Probability and Math. Statist. 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. 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. 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 and Yu. S. Mishura.
Theor. Probability and Math. Statist. 75 (2007), 51-64
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On stochastic stability of Markov evolution associated with impulse Markov dynamical systems

V. Korolyuk and Je. Carkovs.
Theor. Probability and Math. Statist. 75 (2007), 65-69
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MathSciNet review: 2321181

An adaptive moment estimator of a parameter of a distribution constructed from observations with admixture

N. Lodatko and R. Maĭboroda.
Theor. Probability and Math. Statist. 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. 75 (2007), 83-92
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Stochastic integrals and stochastic differential equations with respect to the fractional Brownian field

Yu. S. Mishura and S. A. Il’chenko.
Theor. Probability and Math. Statist. 75 (2007), 93-108
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On the problem of filtration for vector stationary sequences

M. P. Moklyachuk and O. Yu. Masyutka.
Theor. Probability and Math. Statist. 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. 75 (2007), 121-137
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Mixed empirical point random processes in compact metric spaces. II

Yu. I. Petunin and M. G. Semeĭko.
Theor. Probability and Math. Statist. 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. 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. 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. 75 (2007), 167-178
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On stochastic stability of Markov dynamical systems

Je. Carkovs, I. Vernigora and V. Yasinskiĭ.
Theor. Probability and Math. Statist. 75 (2007), 179-188
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Asymptotic quantization errors for unbounded quantizers

M. Shykula.
Theor. Probability and Math. Statist. 75 (2007), 189-199
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