Table of contents
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| PREFACE
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Full version
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| OKSANA BANNA AND YULIYA MISHURA
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APPROXIMATION OF FRACTIONAL BROWNIAN MOTION WITH ASSOCIATED HURST INDEX SEPARATED FROM 1 BY STOCHASTIC INTEGRALS OF LINEAR POWER FUNCTIONS
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| Abstract |
Full version
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| OLEKSANDR D. BORYSENKO AND OLGA V. BORYSENKO
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LIMIT BEHAVIOR OF NON-AUTONOMOUS RANDOM OSCILLATING SYSTEM OF THIRD ORDER UNDER RANDOM PERIODIC EXTERNAL DISTURBANCES IN RESONANCE CASE
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| Abstract |
Full version
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| MYKHAYLO BRATYK AND YULIYA MISHURA
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THE GENERALIZATION OF THE QUANTILE HEDGING PROBLEM FOR PRICE PROCESS MODEL INVOLVING FINITE NUMBER OF BROWNIAN AND FRACTIONAL BROWNIAN MOTIONS
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| Abstract |
Full version
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| VASILY CHERNECKY
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EXACT NON-RUIN PROBABILITIES IN ARITHMETIC CASE
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| Abstract |
Full version
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| OLEXANDRA KAMENSCHYKOVA
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APPROXIMATION OF RANDOM PROCESSES BY CUBIC SPLINES
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| Abstract |
Full version
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| VOLODYMYR S. KOROLIUK
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STORAGE PROCESSES IN POISSON APPROXIMATION SCHEME
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| Abstract |
Full version
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| YULIYA MISHURA AND SVITLANA POSASHKOVA
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POSITIVITY OF SOLUTION OF NONHOMOGENEOUS STOCHASTIC DIFFERENTIAL EQUATION WITH NON-LIPSCHITZ DIFFUSION
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| Abstract |
Full version
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| MIKHAIL MOKLYACHUK AND ALEKSANDR MASYUTKA
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MINIMAX PREDICTION PROBLEM FOR MULTIDIMENTIONAL STOCHASTIC SEQUENCES
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| Abstract |
Full version
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| OLEKSANDER PONOMARENKO AND YURIY PERUN
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MULTIVARIATE RANDOM FIELDS ON SOME HOMOGENEOUS SPACES
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| Abstract |
Full version
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| MYKHAILO PUPASHENKO AND ALEXANDER KUKUSH
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RESELLING OF EUROPEAN OPTION IF THE IMPLIED VOLATILITY VARIES AS COX-INGERSOLL-ROSS PROCESS
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| Abstract |
Full version
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| DMITRII SILVESTROV
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NONLINEARLY PERTURBED STOCHASTIC PROCESSES
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| Abstract |
Full version
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| OLENA SOLOVEIKO AND GEORGIY SHEVCHENKO
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ON THE RATE OF CONVERGENCE OF BARRIER OPTION PRICES IN BINOMIAL MARKET TO THOSE IN CONTINUOUS TIME MARKET
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| Abstract |
Full version
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| NADIIA ZINCHENKO AND ANDRII ANDRUSIV
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RISK PROCESS WITH STOCHASTIC PREMIUMS
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| Abstract |
Full version
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