Contents of Volume 82

All articles in this issue are freely accessible.

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The cumulant representation of the Lundberg root in the case of semicontinuous processes

D. V. Gusak.
Theor. Probability and Math. Statist. 82 (2011), 1-10
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MathSciNet review: 2790479

Properties of solutions of stochastic differential equations with random coefficients, non-Lipschitzian diffusion, and Poisson measures

V. P. Zubchenko.
Theor. Probability and Math. Statist. 82 (2011), 11-26
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MathSciNet review: 2790480

A minimal uniform renewal theorem and transition phenomena for a nonhomogeneous perturbation of the renewal equation

M. V. Kartashov.
Theor. Probability and Math. Statist. 82 (2011), 27-41
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MathSciNet review: 2790481

Stochastic processes in the spaces $D_{V,W}$

Yu. V. Kozachenko and O. M. Moklyachuk.
Theor. Probability and Math. Statist. 82 (2011), 43-56
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Lipschitz conditions for $\operatorname{Sub}_{𝜑}(Ω)$-processes and applications to weakly self-similar processes with stationary increments

Yuriĭ Kozachenko, Tommi Sottinen and Ol’ga Vasylyk.
Theor. Probability and Math. Statist. 82 (2011), 57-73
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MathSciNet review: 2790484

An estimate of the rate of convergence of an approximating scheme applied to a stochastic differential equation with an additional parameter

Yu. S. Mishura and A. V. Shvaĭ.
Theor. Probability and Math. Statist. 82 (2011), 75-85
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Functional limit theorems for stochastic integrals with applications to risk processes and to value processes of self-financing strategies in a multidimensional market. II

Yu. S. Mishura and Yu. V. Yukhnovs’kiĭ.
Theor. Probability and Math. Statist. 82 (2011), 87-101
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Properties of integrals with respect to a general stochastic measure in a stochastic heat equation

V. M. Radchenko.
Theor. Probability and Math. Statist. 82 (2011), 103-114
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MathSciNet review: 2790486

Approximation of multifractional Brownian motion by absolutely continuous processes

K. V. Ral’chenko.
Theor. Probability and Math. Statist. 82 (2011), 115-127
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MathSciNet review: 2790487

Consistency of quantile estimators in regression models with long-range dependent noise

I. M. Savich.
Theor. Probability and Math. Statist. 82 (2011), 129-138
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MathSciNet review: 2790488

Interpolation of a homogeneous, space-isotropic, and time-stationary random field from observations on an infinite cylindrical surface. I

N. Semenovs’ka.
Theor. Probability and Math. Statist. 82 (2011), 139-148
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MathSciNet review: 2790489

Adaptive estimators for parameters of a mixture of two symmetric distributions

O. Sugakova.
Theor. Probability and Math. Statist. 82 (2011), 149-159
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MathSciNet review: 2790490

A consistent estimator in the accelerated failure time model with censored observations and measurement errors

O. S. Usoltseva.
Theor. Probability and Math. Statist. 82 (2011), 161-169
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MathSciNet review: 2790491

On a constant related to American type options

Georgiĭ Shevchenko.
Theor. Probability and Math. Statist. 82 (2011), 171-175
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MathSciNet review: 2790492