Contents of Volume 76

All articles in this issue are freely accessible.

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An estimate for the ruin probability in a model with variable premiums and with investments in a bond and several stocks

M. O. Androshchuk.
Theor. Probability and Math. Statist. 76 (2008), 1-13
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The invariance principle for the Ornstein–Uhlenbeck process with fast Poisson time: An estimate for the rate of convergence

B. V. Bondarev and A. V. Baev.
Theor. Probability and Math. Statist. 76 (2008), 15-22
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A location invariant moment-type estimator. I

Cheng-Xiu Ling, Zuoxiang Peng and Saralees Nadarajah.
Theor. Probability and Math. Statist. 76 (2008), 23-31
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Markov renewal limit theorems

S. V. Degtyar’.
Theor. Probability and Math. Statist. 76 (2008), 33-40
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On the asymptotic degeneration of systems of linear inhomogeneous stochastic differential equations

Oleksander Il’chenko.
Theor. Probability and Math. Statist. 76 (2008), 41-48
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Overshoot functionals for almost semicontinuous processes defined on a Markov chain

E. V. Karnaukh.
Theor. Probability and Math. Statist. 76 (2008), 49-57
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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 $H<1/2$. II

Yu. V. Kozachenko and Yu. S. Mishura.
Theor. Probability and Math. Statist. 76 (2008), 59-76
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Modelling log Gaussian Cox processes with a given reliability and accuracy

Yu. V. Kozachenko and O. O. Pogorilyak.
Theor. Probability and Math. Statist. 76 (2008), 77-91
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The first integrals for systems of stochastic differential equations with jumps

G. L. Kulinich and S. V. Kushnirenko.
Theor. Probability and Math. Statist. 76 (2008), 93-101
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A theorem on the distribution of the rank of a sparse Boolean random matrix and some applications

V. I. Masol and S. V. Popereshnyak.
Theor. Probability and Math. Statist. 76 (2008), 103-116
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On the rate of convergence to the normal distribution of the number of false solutions of a system of nonlinear random Boolean equations

V. I. Masol and S. Ya. Slobodyan.
Theor. Probability and Math. Statist. 76 (2008), 117-129
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Existence and uniqueness of the solution of a stochastic differential equation, driven by fractional Brownian motion with a stabilizing term

Yu. S. Mishura and S. V. Posashkov.
Theor. Probability and Math. Statist. 76 (2008), 131-139
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Random motions in inhomogeneous media

E. Orsingher and N. E. Ratanov.
Theor. Probability and Math. Statist. 76 (2008), 141-153
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Limit theorem for maximal segmental score for random sequences of random length

B. L. S. Prakasa Rao and M. Sreehari.
Theor. Probability and Math. Statist. 76 (2008), 155-158
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The distribution of a random sum of exponentials with an application to a traffic problem

Frank Recker.
Theor. Probability and Math. Statist. 76 (2008), 159-167
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An estimator for the parameters of concentrations of two-component mixtures with censored data

A. Yu. Rizhov.
Theor. Probability and Math. Statist. 76 (2008), 169-179
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Consistency of an estimator of the parameters of a polynomial regression with a known variance relation for errors in the measurement of the regressor and the echo

S. V. Shklyar.
Theor. Probability and Math. Statist. 76 (2008), 181-197
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