Volume 23(39), no.2, 2018

Table of contents
N. Alemohammad
Value at risk forecasting of gold price: a comparison between the GARCH and LST-GARCH models
Pages 1-6
Abstract Full version
D. A. Borzykh
On a property of joint terminal distributions of locally integrable increasing processes and their compensators
Pages 7-20
Abstract Full version
Dmitry B. Bukin, Elena P. Krugova
Transportation costs for optimal and triangular transformations of Gaussian measures
Pages 21-32
Abstract Full version
E. V. Glinyanaya, V. V. Fomichov
Limit theorems for the number of clusters of the Arratia flow
Pages 33-40
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
Abstract Full version
G. V. Riabov
Duality for coalescing stochastic flows on the real line
Pages 55-74
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
Abstract Full version
M. B. Vovchanskii
Convergence of solutions of SDEs to Harris flows
Pages 80-91
Abstract Full version