Volume 14(30), no. 2, 2008

Table of contents
OLGA V. ARYASOVA AND MYKOLA I. PORTENKO
A UNIQUENESS THEOREM FOR THE MARTINGALE PROBLEM DESCRIBING A DIFFUSION IN MEDIA WITH MEMBRANES
Abstract Full version
KHALIFA ES-SEBAIY AND CIPRIAN A. TUDOR
LÈVY PROCESSES AND ITÔ–SKOROKHOD INTEGRALS
Abstract Full version
ANDREI N. FROLOV
ON ASYMPTOTIC BEHAVIOUR OF PROBABILITIES OF SMALL DEVIATIONS FOR COMPOUND COX PROCESSES
Abstract Full version
L. GAWARECKI, V. MANDREKAR, AND B. RAJEEV
LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS IN THE DUAL OF A MULTI-HILBERTIAN SPACE
Abstract Full version
ALEXANDER B. KHARAZISHVILI
ON A BAD DESCRIPTIVE STRUCTURE OF MINKOWSKI’S SUM OF CERTAIN SMALL SETS IN A TOPOLOGICAL VECTOR SPACE
Abstract Full version
TAKASHI KOMATSU
ON THE MARTINGALE PROBLEM FOR PSEUDO-DIFFERENTIAL OPERATORS OF VARIABLE ORDER
Abstract Full version
PAVLO KONONCHUK
PASTING OF TWO DIFFUSION PROCESSES ON A LINE WITH NONLOCAL BOUNDARY CONDITIONS
Abstract Full version
BOHDAN I. KOPYTKO AND ANDRIY F. NOVOSYADLO
THE BROWNIAN MOTION PROCESS WITH GENERALIZED DIFFUSION MATRIX AND DRIFT VECTOR
Abstract Full version
NICOLAI KRYLOV
A BRIEF OVERVIEW OF THE $L_p$ -THEORY OF SPDES
Abstract Full version
ALEXEY M. KULIK
A LIMIT THEOREM FOR THE NUMBER OF SIGN CHANGES FOR A SEQUENCE OF ONE-DIMENSIONAL DIFFUSIONS
Abstract Full version
SERGEY YA. MAKHNO AND IRINA A. YERISOVA
LIMIT THEOREMS FOR BACKWARD STOCHASTIC EQUATIONS
Abstract Full version
NILGUN MORALI AND AGAYEVA CH. A.
NECESSARY CONDITION FOR SOME SINGULAR STOCHASTIC CONTROL SYSTEMS WITH VARIABLE DELAY
Abstract Full version
B. ROYNETTE, P. VALLOIS, AND M. YOR
PENALISATIONS OF BROWNIAN MOTION WITH ITS MAXIMUM AND MINIMUM PROCESSES AS WEAK FORMS OF SKOROKHOD EMBEDDING
Abstract Full version
JOSEP LLU´IS SOL´E AND FREDERIC UTZET
A FAMILY OF MARTINGALES GENERATED BY A PROCESS WITH INDEPENDENT INCREMENTS
Abstract Full version
ZHANNETA YA. TSAPOVSKA
NONHOMOGENEOUS DIFFUSION PROCESSES IN A HALFSPACE WHOSE BEHAVIOUR ON THE BOUNDARY IS DESCRIBED BY GENERAL WENTZEL BOUNDARY CONDITION
Abstract Full version