1. Congratulatory address from the Steklov Institute to Albert Nikolaevich Shiryaev on the occasion of his 80th birthday

   Announcement 24 January 2015 Pages: 1 - 2

2. On some functional inequalities for skew Brownian motion

   • A. T. Abakirova

   OriginalPaper 24 January 2015 Pages: 3 - 13

3. The stochastic field of aggregate utilities and its saddle conjugate

   • P. Bank
   • D. Kramkov

   OriginalPaper 24 January 2015 Pages: 14 - 53

4. New approach to the segmentation problem for time series of arbitrary nature

   • B. S. Darkhovsky
   • A. Piryatinska

   OriginalPaper 24 January 2015 Pages: 54 - 67

5. Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities

   • A. Ellanskaya
   • L. Vostrikova

   OriginalPaper 24 January 2015 Pages: 68 - 95

6. Convergence of probability measures and Markov decision models with incomplete information

   • Eugene A. Feinberg
   • Pavlo O. Kasyanov
   • Michael Z. Zgurovsky

   OriginalPaper 24 January 2015 Pages: 96 - 117

7. On pathwise counterparts of Doob’s maximal inequalities

   • A. A. Gushchin

   OriginalPaper 24 January 2015 Pages: 118 - 121

8. On the submartingale/supermartingale property of diffusions in natural scale

   • Alexander Gushchin
   • Mikhail Urusov
   • Mihail Zervos

   OriginalPaper 24 January 2015 Pages: 122 - 132

9. Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases

   • Yury A. Kutoyants

   OriginalPaper 24 January 2015 Pages: 133 - 154

10. Sharp maximal inequalities for stochastic processes

    • Ya. A. Lyulko
    • A. N. Shiryaev

    OriginalPaper 24 January 2015 Pages: 155 - 173

11. Multidimensional and abstract probability

    • V. M. Maximov

    OriginalPaper 24 January 2015 Pages: 174 - 201

12. Two-sided disorder problem for a Brownian motion in a Bayesian setting

    • A. A. Muravlev
    • A. N. Shiryaev

    OriginalPaper 24 January 2015 Pages: 202 - 224

13. Lower and upper bounds for prices of Asian-type options

    • A. A. Novikov
    • N. E. Kordzakhia

    OriginalPaper 24 January 2015 Pages: 225 - 231

14. Critical dimension in the semiparametric Bernstein—von Mises theorem

    • Maxim E. Panov
    • Vladimir G. Spokoiny

    OriginalPaper 24 January 2015 Pages: 232 - 255

15. Characterization of density processes of deformed stochastic bases of the first kind

    • I. V. Pavlov
    • O. V. Nazarko

    OriginalPaper 24 January 2015 Pages: 256 - 267

16. Nearly optimal sequential tests of composite hypotheses revisited

    • Alexander G. Tartakovsky

    OriginalPaper 24 January 2015 Pages: 268 - 288

17. On the law of large numbers for martingales

    • P. A. Yaskov

    OriginalPaper 24 January 2015 Pages: 289 - 298

18. On the existence of solutions of unbounded optimal stopping problems

    • M. V. Zhitlukhin
    • A. N. Shiryaev

    OriginalPaper 24 January 2015 Pages: 299 - 307