On estimates of the bispectral density of certain models of random processes V. G. Alekseev OriginalPaper Pages: 1 - 5
Estimate of a random field based on the trajectory of a point moving in it V. V. Baklan OriginalPaper Pages: 6 - 8
The averaging principle for differential equations with right-hand sides having constant delay Ya. S. BrodskiiB. Ya. Lukacher OriginalPaper Pages: 9 - 14
Fluctuations in an averaging scheme for parabolic boundary-value problems Yu. V. Zhaurov OriginalPaper Pages: 15 - 20
On a problem of quasi-optimal impulse correction of stochastic systems L. A. Zuev OriginalPaper Pages: 21 - 24
On approximations of solutions of stochastic equations with monotone coefficients M. A. Karabash OriginalPaper Pages: 25 - 28
A controllable linear stochastic system with delay in the information feedback channel A. M. Kolodii OriginalPaper Pages: 38 - 43
On the approximation of solutions of stochastic differential inclusions T. N. Kravets OriginalPaper Pages: 44 - 48
Asymptotic properties of local densities of measures generated by semimartingales Yu. N. Lin'kov OriginalPaper Pages: 49 - 55
The limit distribution for the emptying times of a single-channel queueing system with Markov arrival stream admitting consolidation of states L. I. LukashukS. G. Pushkin OriginalPaper Pages: 56 - 61
On the behavior of the solution of a stochastic equation with unbounded drift S. Ya. Makhno OriginalPaper Pages: 62 - 65
Remarks on two-parameter stochastic differential equations in Hilbert space T. E. Pyasetskaya OriginalPaper Pages: 66 - 72
On a problem in the statistics of strong martingales in the plane S. M. Savenko OriginalPaper Pages: 73 - 77
Asymptotic properties of the likelihood ratio of independent observations A. F. Taraskin OriginalPaper Pages: 78 - 86
An explicit solution of the linear filtering problem for certain classes of nonrational spectral densities E. P. Fadeeva OriginalPaper Pages: 87 - 94
On a condition for stability of the solutions of linear problems for homogeneous random fields S. F. Faizullaeva OriginalPaper Pages: 95 - 97
A generating process for the Trotter product of stochastic semigroups A. S. Chani OriginalPaper Pages: 98 - 100
On the ε-optimal control of quasilinear integral equations L. E. Shaikhet OriginalPaper Pages: 101 - 104
On an approach to the definition of a stochastic integral with respect to a Gaussian measure A. Yu. Shevlyakov OriginalPaper Pages: 105 - 113
On the construction of the cost in the generalized optimal stopping problem for a random sequence N. V. Elbakidze OriginalPaper Pages: 114 - 121