Volume 13(29), no. 1–2, 2007

Table of contents
PREFACE
Full version
CHERKEZ AGAYEVA
ON ONE STOCHASTIC OPTIMAL CONTROL PROBLEM WITH VARIABLE DELAY
Abstract Full version
ALINA BARBULESCU
RESULTS ON FRACTAL MEASURE OF SOME SETS
Abstract Full version

CHRISTIAN BENDER, TOMMI SOTTINEN, AND ESKO VALKEILA
ARBITRAGE WITH FRACTIONAL BROWNIAN MOTION?
Abstract Full version

ANNA BONDARENKO
A LIMIT THEOREM FOR SEMI-MARKOV PROCESS
Abstract Full version

V. V. BULDYGIN, O. I. KLESOV, AND J. G. STEINEBACH
PRECISE ASYMPTOTICS OVER A SMALL PARAMETER FOR A SERIES OF LARGE DEVIATION PROBABILITIES
Abstract Full version

OLENA GONTAR AND ANDRII MALENKO
SIMEX ESTIMATOR FOR POLYNOMIAL ERRORS-IN-VARIABLES MODEL
Abstract Full version

AKIHIKO INOUE AND YUMIHARU NAKANO
REMARK ON OPTIMAL INVESTMENT IN A MARKET WITH MEMORY
Abstract Full version

DMYTRO IVANENKO
ASYMPTOTICALLY OPTIMAL ESTIMATOR OF THE PARAMETER OF SEMI-LINEAR AUTOREGRESSION
Abstract Full version

ALEXANDER V. IVANOV AND IGOR V. ORLOVSKY
CONSISTENCY OF M-ESTIMATES IN GENERAL NONLINEAR REGRESSION MODELS
Abstract Full version

VLADIMIR KOROLIUK AND NIKOLAOS LIMNIOS
DIFFUSION APPROXIMATION ALGORITHMS IN MERGING PHASE SPACE
Abstract Full version

ANDRIY KRENEVYCH
ASYMPTOTIC EQUIVALENCE OF THE SOLUTIONS OF THE LINEAR STOCHASTIC ITO EQUATIONS IN THE HILBERT SPACE
Abstract Full version

ANDREI N. LEPEYEV
UNIQUENESS IN LAW OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL INCLUSIONS
Abstract Full version

ANDRII MALENKO
EFFICIENCY COMPARISON OF TWO CONSISTENT ESTIMATORS IN NONLINEAR REGRESSION MODEL WITH SMALL MEASUREMENT ERRORS
Abstract Full version

VOLODYMYR MASOL AND MYKOLA SLOBODIAN
ESTIMATION OF THE RATE OF CONVERGENCE TO THE LIMIT DISTRIBUTION OF THE NUMBER OF FALSE SOLUTIONS OF A SYSTEM OF NONLINEAR RANDOM BOOLEAN EQUATIONS THAT HAS A LINEAR PART
Abstract Full version

VOLODYMYR MASOL AND SVITLANA SLOBODYAN
ON THE ASYMPTOTIC NORMALITY OF THE NUMBER OF FALSE SOLUTIONS OF A SYSTEM OF NONLINEAR RANDOM BOOLEAN EQUATIONS
Abstract Full version

YULIA MISHURA AND SERGIY POSASHKOV
EXISTENCE AND UNIQUENESS OF SOLUTION OF MIXED STOCHASTIC DIFFERENTIAL EQUATION DRIVEN BY FRACTIONAL BROWNIAN MOTION AND WIENER PROCESS
Abstract Full version

MIKHAIL MOKLYACHUK AND ALEKSANDR MASYUTKA
ROBUST FILTERING OF STOCHASTIC PROCESSES
Abstract Full version

S.Y.NOVAK
MEASURES OF FINANCIAL RISKS AND MARKET CRASHES
Abstract Full version

ANDRIY OLENKO
SOME PROPERTIES OF WEIGHT FUNCTIONS IN TAUBERIAN THEOREMS. II
Abstract Full version

M.V.PRATSIOVYTYI AND O.YU.FESHCHENKO
TOPOLOGICAL, METRIC AND FRACTAL PROPERTIES OF PROBABILITY DISTRIBUTIONS ON THE SET OF INCOMPLETE SUMS OF POSITIVE SERIES
Abstract Full version

LUDMILA SAKHNO
BIAS CONTROL IN THE ESTIMATION OF SPECTRAL FUNCTIONALS
Abstract Full version

NATALIYA SEMENOVS’KA
INTERPOLATION OF HOMOGENEOUS AND ISOTROPIC RANDOM FIELD IN THE CENTER OF THE SPHERE BY UNIFORM DISTRIBUTED OBSERVATIONS
Abstract Full version

YU. S. MISHURA AND G. M. SHEVCHENKO
ON DIFFERENTIABILITY OF SOLUTION TO STOCHASTIC DIFFERENTIAL EQUATION WITH FRACTIONAL BROWNIAN MOTION
Abstract Full version

GRIGORIJ SHURENKOV
THE LENGTH OF THE INTERVAL OF INDETERMINACY FOR THE ESTIMATE OF MULTIPLE CHANGE-POINTS
Abstract Full version

DMITRII S. SILVESTROV
ASYMPTOTIC EXPANSIONS FOR QUASI-STATIONARY DISTRIBUTIONS OF NONLINEARLY PERTURBED SEMI-MARKOV PROCESSES
Abstract Full version

TOMAS SIMON
SMALL DEVIATIONS FOR NON-GAUSSIAN PROCESSES
Abstract Full version

GRYGORIY TORBIN
PROBABILITY DISTRIBUTIONS WITH INDEPENDENT Q-SYMBOLS AND TRANSFORMATIONS PRESERVING THE HAUSDORFF DIMENSION
Abstract Full version

ALEXANDER VERETENNIKOV
ON ASYMPTOTIC INFORMATION INTEGRAL INEQUALITIES
Abstract Full version

TETYANA YAKOVENKO
STOCHASTIC PROCESSES IN SOME BESOV SPACES
Abstract Full version

SILVELYN ZWANZIG
ON LOCAL LINEAR ESTIMATION IN NONPARAMETRIC ERRORS-IN-VARIABLES MODELS
Abstract Full version



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