Congratulatory address from the Steklov Institute to Albert Nikolaevich Shiryaev on the occasion of his 80th birthday Announcement 24 January 2015 Pages: 1 - 2
On some functional inequalities for skew Brownian motion A. T. Abakirova OriginalPaper 24 January 2015 Pages: 3 - 13
The stochastic field of aggregate utilities and its saddle conjugate P. BankD. Kramkov OriginalPaper 24 January 2015 Pages: 14 - 53
New approach to the segmentation problem for time series of arbitrary nature B. S. DarkhovskyA. Piryatinska OriginalPaper 24 January 2015 Pages: 54 - 67
Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities A. EllanskayaL. Vostrikova OriginalPaper 24 January 2015 Pages: 68 - 95
Convergence of probability measures and Markov decision models with incomplete information Eugene A. FeinbergPavlo O. KasyanovMichael Z. Zgurovsky OriginalPaper 24 January 2015 Pages: 96 - 117
On pathwise counterparts of Doob’s maximal inequalities A. A. Gushchin OriginalPaper 24 January 2015 Pages: 118 - 121
On the submartingale/supermartingale property of diffusions in natural scale Alexander GushchinMikhail UrusovMihail Zervos OriginalPaper 24 January 2015 Pages: 122 - 132
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
Sharp maximal inequalities for stochastic processes Ya. A. LyulkoA. N. Shiryaev OriginalPaper 24 January 2015 Pages: 155 - 173
Multidimensional and abstract probability V. M. Maximov OriginalPaper 24 January 2015 Pages: 174 - 201
Two-sided disorder problem for a Brownian motion in a Bayesian setting A. A. MuravlevA. N. Shiryaev OriginalPaper 24 January 2015 Pages: 202 - 224
Lower and upper bounds for prices of Asian-type options A. A. NovikovN. E. Kordzakhia OriginalPaper 24 January 2015 Pages: 225 - 231
Critical dimension in the semiparametric Bernstein—von Mises theorem Maxim E. PanovVladimir G. Spokoiny OriginalPaper 24 January 2015 Pages: 232 - 255
Characterization of density processes of deformed stochastic bases of the first kind I. V. PavlovO. V. Nazarko OriginalPaper 24 January 2015 Pages: 256 - 267
Nearly optimal sequential tests of composite hypotheses revisited Alexander G. Tartakovsky OriginalPaper 24 January 2015 Pages: 268 - 288
On the law of large numbers for martingales P. A. Yaskov OriginalPaper 24 January 2015 Pages: 289 - 298
On the existence of solutions of unbounded optimal stopping problems M. V. ZhitlukhinA. N. Shiryaev OriginalPaper 24 January 2015 Pages: 299 - 307
