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