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
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M. I. Portenko.
Theor. Probability and Math. Statist. 79 (2009), 1-5
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MathSciNet review: 2494531
- On excess-of-loss reinsurance
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Hansjörg Albrecher and Jozef L. Teugels.
Theor. Probability and Math. Statist. 79 (2009), 7-22
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MathSciNet review: 2494532
- Conditions for the existence and smoothness of the distribution density of the Ornstein-Uhlenbeck process with Lévy noise
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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
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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
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O. V. Ivanov and I. V. Orlovs'kiĭ.
Theor. Probability and Math. Statist. 79 (2009), 57-72
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MathSciNet review: 2494535
- Asymptotic properties of an estimator for the drift coefficient of a stochastic differential equation with fractional Brownian motion
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E. I. Kasyts'ka and P. S. Knopov.
Theor. Probability and Math. Statist. 79 (2009), 73-81
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MathSciNet review: 2494536
- Approximation of $\operatorname{SSub}_{𝜑}(Ω)$ stochastic processes in the space $L_{p}(\mathbb{T})$
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Yu. V. Kozachenko and O. E. Kamenshchikova.
Theor. Probability and Math. Statist. 79 (2009), 83-88
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MathSciNet review: 2494537
- Asymptotic behavior of the solution of a linear stochastic differential-difference equation of neutral type
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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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MathSciNet review: 2494538
- Asymptotic stability of the maximum of normal stochastic processes
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I. K. Matsak.
Theor. Probability and Math. Statist. 79 (2009), 101-106
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MathSciNet review: 2494539
- Approximation of fractional Brownian motion by Wiener integrals
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Yu. S. Mishura and O. L. Banna.
Theor. Probability and Math. Statist. 79 (2009), 107-116
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MathSciNet review: 2494540
- Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion
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Yu. S. Mishura, S. V. Posashkova and G. M. Shevchenko.
Theor. Probability and Math. Statist. 79 (2009), 117-126
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MathSciNet review: 2494541
- Asymptotic results for the absorption times of random walks with a barrier
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Pavlo Negadaĭlov.
Theor. Probability and Math. Statist. 79 (2009), 127-138
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MathSciNet review: 2494542
- On the absolute continuity of fixed points of smoothing transforms
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Sergiy Polots'kiy.
Theor. Probability and Math. Statist. 79 (2009), 139-142
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MathSciNet review: 2494543
- Parametric estimation for linear system of stochastic differential equations driven by fractional Brownian motions with different Hurst indices
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B. L. S. Prakasa Rao.
Theor. Probability and Math. Statist. 79 (2009), 143-151
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MathSciNet review: 2494544
- Convergence of option rewards for Markov type price processes modulated by stochastic indices. I
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D. S. Silvestrov, H. Jönsson and F. Stenberg.
Theor. Probability and Math. Statist. 79 (2009), 153-170
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MathSciNet review: 2494545
- On the rate of convergence of prices of barrier options with discrete and continuous time
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O. M. Soloveyko and G. M. Shevchenko.
Theor. Probability and Math. Statist. 79 (2009), 171-178
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MathSciNet review: 2494546
- The convergence of Galton-Watson branching processes with immigration to a diffusion process
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Ya. M. Khusanbaev.
Theor. Probability and Math. Statist. 79 (2009), 179-185
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MathSciNet review: 2494547