"úÁÐÉÓËÉ ÎÁÕÞÎÙÈ ÓÅÍÉÎÁÒÏ× ðïíé"

• âÅÌÏÐÏÌØÓËÁÑ ñ., æÉÌÉÍÏÎÏ×Á ó. âÅÚÁÒÂÉÔÒÁÖÎÙÅ ÃÅÎÙ ÏÐÃÉÏÎÏ× ÎÁ ÇÌÏÂÁÌØÎÙÈ ÒÙÎËÁÈ ....... 5(.ps.gz)
• âÏÒÏÄÉÎ á.î. çÉÐÅÒÇÅÏÍÅÔÒÉÞÅÓËÁÑ ÄÉÆÆÕÚÉÑ ....... 29(.ps.gz)
• åÇÏÒÏ× ÷.á. ä×ÕÈÓÔÏÒÏÎÎÉÅ ÏÃÅÎËÉ ÐÏÓÔÏÑÎÎÙÈ × ÎÅÒÁ×ÅÎÓÔ×ÁÈ íÁÒÃÉÎËÅ×ÉÞÁ ....... 45(.ps.gz)
• íÁÒÕÄÏ×Á î.í., îÅ×ÚÏÒÏ× ÷.â. ï ÏÄÎÏÍ ÓÅÍÅÊÓÔ×Å, ÓÏÄÅÒÖÁÝÅÍ $t_2$- ÒÁÓÐÒÅÄÅÌÅÎÉÅ óÔØÀÄÅÎÔÁ ....... 57(.ps.gz)
• îÉËÉÔÉÎ ñ.à., óÐÏÒÙÛÅ×Á ð.ð. ï ÁÓÉÍÐÔÏÔÉÞÅÓËÏÊ ÜÆÆÅËÔÉ×ÎÏÓÔÉ ËÒÉÔÅÒÉÅ× ÓÏÇÌÁÓÉÑ, ÏÓÎÏ×ÁÎÎÙÈ ÎÁ ÜÍÐÉÒÉÞÅÓËÏÍ ÐÒÏÃÅÓÓÅ äÅÏ×ÅÌØÓÁ ....... 66(.ps.gz)
• ðÅÔÒÏ× ÷.÷. ï ÕÓÔÏÊÞÉ×ÏÓÔÉ ÓÕÍÍ ÎÅÏÔÒÉÃÁÔÅÌØÎÙÈ ÓÌÕÞÁÊÎÙÈ ×ÅÌÉÞÉÎ ....... 78(.ps.gz)
• òÁÓÏ×Á ó. ó., èÁÒÌÁÍÏ× â. ð. ïÐÔÉÍÁÌØÎÙÊ ÌÏËÁÌØÎÙÊ ÍÏÍÅÎÔ ÐÅÒ×ÏÇÏ ×ÙÈÏÄÁ ....... 83(.ps.gz)
• òÏÚÏ×ÓËÉÊ ì.÷. ï ÍÁÌÙÈ ÕËÌÏÎÅÎÉÑÈ ÍÏÄÉÆÉÃÉÒÏ×ÁÎÎÙÈ ÓÕÍÍ ÎÅÚÁ×ÉÓÉÍÙÈ ÓÌÕÞÁÊÎÙÈ ×ÅÌÉÞÉÎ ....... 109(.ps.gz)
• òÕÓÁËÏ× ï.÷. óÕÍÍÙ ÎÅÚÁ×ÉÓÉÍÙÈ ÐÕÁÓÓÏÎÏ×ÓËÉÈ ÓÕÂÏÒÄÉÎÁÔÏÒÏ× É ÉÈ Ó×ÑÚØ ÓÏ ÓÔÒÏÇÏ \alpha-ÕÓÔÏÊÞÉ×ÙÍÉ ÐÒÏÃÅÓÓÁÍÉ ÔÉÐÁ ïÒÎÛÔÅÊÎÁ--õÌÅÎÂÅËÁ ....... 123(.ps.gz)
• óÁÇÁÔÅÌÑÎ ÷.ë. èÁÒÁËÔÅÒÉÚÁÃÉÉ ÒÁÓÐÒÅÄÅÌÅÎÉÊ ÍÏÍÅÎÔÎÙÍÉ Ó×ÏÊÓÔ×ÁÍÉ ÓÕÍÍ ÒÅËÏÒÄÏ× É ÐÏÓÌÅÄÏ×ÁÔÅÌØÎÙÈ ÍÁËÓÉÍÕÍÏ× ....... 138(.ps.gz)
• óÍÏÒÏÄÉÎÁ î.÷., æÁÄÄÅÅ× í.í. ðÒÅÄÓÔÁ×ÌÅÎÉÅ ìÅ×É--èÉÎÞÉÎÁ ÏÄÎÏÇÏ ËÌÁÓÓÁ ÚÎÁËÏÐÅÒÅÍÅÎÎÙÈ ÕÓÔÏÊÞÉ×ÙÈ ÍÅÒ ....... 145(.ps.gz)
• æÒÏÌÏ× á. î. ï ÁÓÉÍÐÔÏÔÉÞÅÓËÏÍ ÐÏ×ÅÄÅÎÉÉ ×ÅÒÏÑÔÎÏÓÔÅÊ ÂÏÌØÛÉÈ ÕËÌÏÎÅÎÉÊ ÏÂÏÂÝÅÎÎÙÈ ÐÒÏÃÅÓÓÏ× ëÏËÓÁ....... 167(.ps.gz)
• òÅÆÅÒÁÔÙ.......182 (.ps.gz)

---


Contents 
• Belopolskaya Ya., Filimonova S. Arbitrage-free option prices on global markets ....... 5
• Borodin A. N. On hypergeometric diffusion ....... 29
• Egorov V. A. Two-sided estimates for the constants in Marcinkie\-wicz's inequalities
• Marudova N. M., Nevzorov V. B. On one class of distributions including Student's $t_2$-distribution ....... 57
• Nikitin Ya. Yu., Sporysheva P. P. On the efficiency of tests of fit based on the Deheuvels' empirical process ....... 66
• Petrov V. V. On stability of sums of nonnegative random variables ....... 78
• Rasova S. S., Harlamov B. P. Optimal local first exit time ....... 83
• Rozovsky L. V. Small deviations of modified sums of independent random variables ....... 109
• Rusakov O. V. Sums of independent Poisson subordinators and their connections with strictly $\alpha$-stable processes of the Ornstein-Uhlenbeck type. ....... 123
• Saghatelyan V. K. Characterizations of distributions via moment properties of sums of records and successive maxima ....... 138
• Smorodina N. V., Faddeev M. M. L\'evy--Khinchin representation of a class of signed measures ....... 145
• Frolov A. N. On asymptotic behaviour of probabilities of large deviations for compound Cox processes ....... 167
• Reviews.......182

---

• Paging 186 pp.

• ---

  Back to the Petersburg Department of Steklov Institute of Mathematics