Contents of Volume 78

All articles in this issue are freely accessible.

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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. 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. 78 (2009), 15-21
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A Bayesian classifier

B. A. Zalessky and P. V. Lukashevich.
Theor. Probability and Math. Statist. 78 (2009), 23-35
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Estimation for the discretely observed telegraph process

S. M. Iacus and N. Yoshida.
Theor. Probability and Math. Statist. 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. 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. 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 and Alexander Melnikov.
Theor. Probability and Math. Statist. 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 and E. V. Turchin.
Theor. Probability and Math. Statist. 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. 78 (2009), 97-114
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Convergence of a sequence of Markov chains to a diffusion type process

G. L. Kulinich and A. V. Yershov.
Theor. Probability and Math. Statist. 78 (2009), 115-131
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Some applications of the Gnedenko–Korolyuk method to empirical distributions

E. O. Lutsenko, O. V. Marinich and I. K. Matsak.
Theor. Probability and Math. Statist. 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. 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 and O. G. Kukush.
Theor. Probability and Math. Statist. 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 and R. V. Proskurovs’kiĭ.
Theor. Probability and Math. Statist. 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. 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. 78 (2009), 191-199
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