Volume 23(39), no.2, 2018
Table of contents |
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N. Alemohammad | |
Value at risk forecasting of gold price: a comparison between the GARCH and LST-GARCH models Pages 1-6 |
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Abstract | Full version |
D. A. Borzykh | |
On a property of joint terminal distributions of locally integrable increasing processes and their compensators Pages 7-20 |
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Abstract | Full version |
Dmitry B. Bukin, Elena P. Krugova | |
Transportation costs for optimal and triangular transformations of Gaussian measures Pages 21-32 |
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Abstract | Full version |
E. V. Glinyanaya, V. V. Fomichov | |
Limit theorems for the number of clusters of the Arratia flow Pages 33-40 |
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Abstract | Full version |
Oxana A. Manita, Maxim S. Romanov, Stanislav V. Shaposhnikov | |
Estimates of distances between solutions of Fokker--Planck--Kolmogorov equations with partially degenerate diffusion matrices Pages 41-54 |
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Abstract | Full version |
G. V. Riabov | |
Duality for coalescing stochastic flows on the real line Pages 55-74 |
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Abstract | Full version |
L. A. Votiakova, L. I. Nakonechna | |
Modelling of the queuing system with an increasing demand intensity in the empty state Pages 75-79 |
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Abstract | Full version |
M. B. Vovchanskii | |
Convergence of solutions of SDEs to Harris flows Pages 80-91 |
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Abstract | Full version |