ЗМІСТ

Preface

Banna O., Mishura Y.
Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions

Borysenko O.D., Borysenko O.V.
Limit behavior of non-autonomous random oscillating system of third order under random periodic external disturbances in resonance case

Bratyk M., Mishura Y.
The generalization of the quantile hedging problem for price process model involving finite number of Brownian and fractional Brownian motions

Chernecky V.
Exact non-ruin probabilities in arithmetic case

Kamenschykova O.
Approximation of random processes by cubic splines

Koroliuk V.S.
Storage processes in Poisson approximation scheme

Mishura Y., Posashkova S.
Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion

Moklyachuk M., Masyutka A.
Minimax prediction problem for multidimentional stochastic sequences

Ponomarenko O., Perun Y.
Multivariate random fields on some homogeneous spaces

Pupashenko M., Kukush A.
Reselling of European option if the implied volatility varies as Cox-Ingersoll-Ross process

Silvestrov D.
Nonlinearly perturbed stochastic processes

Soloveiko O., Shevchenko G.
On the rate of convergence of barrier option prices in binomial market to those in continuous time market

Zinchenko N., Andrusiv A.
Risk process with stochastic premiums