Volume 23(39), no.1, 2018
Table of contents |
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Mykola Portenko | |
A 100th anniversary tribute to Iosif Il'ich Gikhman Pages 1-5 |
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Abstract | Full version |
Jaya P. N. Bishwal | |
Bernstein-von Mises Theorem and small noise asymptotics of Bayes estimators for parabolic stochastic partial differential equations Pages 6-17 |
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Abstract | Full version |
Arturo Kohatsu-Higa, Nicolas Vayatis, Kazuhiro Yasuda | |
Tuning of a Bayesian estimator under discrete time observations and unknown transition density Pages 18-52 |
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Abstract | Full version |
Yasaman Maleki | |
Generalized Likelihood Ratio Test for Detection of Multivariate DSI Processes Pages 53-65 |
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Abstract | Full version |
M. M. Osypchuk, M. I. Portenko | |
On constructing a sticky membrane located on a given surface for a symmetric α-stable process Pages 66-72 |
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Abstract | Full version |
A. O. Pashko, O. I. Vasylyk | |
Simulation of fractional Brownian motion basing on its spectral representation Pages 73-81 |
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Abstract | Full version |
B.L.S. Prakasa Rao | |
Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion Pages 82-92 |
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Abstract | Full version |
B. Rashytov | |
Power moments of first passage times for some oscillating perturbed random walks Pages 93-97 |
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Abstract | Full version |