A. Kulik, T. Tymoshkevych, A martingale bound for the entropy associated with a trimmed filtration on Rd , 151

A. Kulik, T. Tymoshkevych, A martingale bound for the entropy associated with a trimmed filtration on Rd , 151

A. Kulik, T. Tymoshkevych, A martingale bound for the entropy associated with a trimmed filtration on Rd , 151

L. Sakhno, Asymptotics for functionals of powers of a periodogram, 181

V. Makogin, Yu. Mishura, Strong limit theorems for anisotropic self-similar fields, 73

Yu. Kozachenko, V. Troshki, A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process, 139

L. Sakhno, Asymptotics for functionals of powers of a periodogram, 181

V. Makogin, Yu. Mishura, Strong limit theorems for anisotropic self-similar fields, 73

V. Radchenko, Heat equation with general stochastic measure colored in time, 129

V. Makogin, Yu. Mishura, Strong limit theorems for anisotropic self-similar fields, 73

Yu. Mishura, G. Rizhniak, V. Zubchenko, European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process, 95

V. Makogin, Yu. Mishura, Strong limit theorems for anisotropic self-similar fields, 73

G. Kulinich, S. Kushnirenko, Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients, 65

T. Kosenkova, A. Kulik, Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes, 49

Yu. Mishura, O. Ragulina, O. Stroyev, Practical approaches to the estimation of the ruin probability in a risk model with additional funds, 167

V. Radchenko, Heat equation with general stochastic measure colored in time, 129

V. Makogin, Yu. Mishura, Strong limit theorems for anisotropic self-similar fields, 73

D. Ivanenko, A. Kulik, LAN property for discretely observed solutions to Lévy driven SDE’s, 33

Iu. Ganychenko, A. Kulik, Rates of approximation of nonsmooth integral-type functionals of Markov processes, 117

T. Kosenkova, A. Kulik, Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes, 49

G. Kulinich, S. Kushnirenko, Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients, 65

Yu. Mishura, G. Rizhniak, V. Zubchenko, European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process, 95

V. Radchenko, Heat equation with general stochastic measure colored in time, 129

Iu. Ganychenko, A. Kulik, Rates of approximation of nonsmooth integral-type functionals of Markov processes, 117

M. Perestyuk, Yu. Mishura, G. Shevchenko, On the distribution of integral functionals of a homogeneous diffusion process, 109

M. Perestyuk, Yu. Mishura, G. Shevchenko, On the distribution of integral functionals of a homogeneous diffusion process, 109

A. Kulik, T. Tymoshkevych, A martingale bound for the entropy associated with a trimmed filtration on Rd , 151

D. Ivanenko, A. Kulik, LAN property for discretely observed solutions to Lévy driven SDE’s, 33

T. Kosenkova, A. Kulik, Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes, 49

D. Ivanenko, A. Kulik, LAN property for discretely observed solutions to Lévy driven SDE’s, 33

A. Doronin, R. Maiboroda, Testing hypotheses on moments by observations from a mixture with varying concentrations, 195

A. Doronin, R. Maiboroda, Testing hypotheses on moments by observations from a mixture with varying concentrations, 195

L. Aleksidze, M. Mumladze, Z. Zerakidze, The consistent criteria of hypotheses, 3

L. Aleksidze, M. Mumladze, Z. Zerakidze, The consistent criteria of hypotheses, 3

C. Chimisov, A. Kukush, Asymptotic normality of corrected estimator in Cox proportional hazards model with measurement error, 13

Yu. Kozachenko, V. Troshki, A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process, 139

L. Sakhno, Asymptotics for functionals of powers of a periodogram, 181

C. Chimisov, A. Kukush, Asymptotic normality of corrected estimator in Cox proportional hazards model with measurement error, 13

C. Chimisov, A. Kukush, Asymptotic normality of corrected estimator in Cox proportional hazards model with measurement error, 13

Yu. Mishura, G. Rizhniak, V. Zubchenko, European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process, 95

Yu. Mishura, O. Ragulina, O. Stroyev, Practical approaches to the estimation of the ruin probability in a risk model with additional funds, 167