Issue 3 (2014)
This issue is devoted to the memory of Boris Vladimirovich Gnedenko (01.01.1912  27.12.1995)
ARTICLES
The Probabilistic Approximation of the Dirichlet Initial Boundary Value Problem Solution for the Equation $\partial u/\partial t=(\sigma^2/2)/\Delta u$ With a Complex Parameter $\sigma$
M.M. Faddeev, I.A. Ibragimov, N.V. Smorodina
(pages 391  414)

Multivariate HighFrequency Financial Data via SemiMarkov Processes
G. D'Amico, F. Petroni
(pages 415  434)

Finitetime Ruin Probability of Aggregate Gaussian Processes
K. Debicki, E. Hashorva, Lanpeng Ji, Zhongquan Tan
(pages 435  450)

Markov Processes Associated With Fully Nondiagonal Systems of Parabolic Equations
Ya. Belopolskaya
(pages 451  478)

Simple Proof of Dynkin's Formula for SingleServer Systems and Polynomial Convergence Rates
A.Yu. Veretennikov, G.A. Zverkina
(pages 479  504)

Risky Investment for Insurers and Sufficiency Theorems for the Survival Probability
T. Belkina
(pages 505  525)

Strong Limit Theorems for the Risk Process with Stochastic Premiums
N.M. Zinchenko
(pages 527  544)

From Level 2.5 to Level 2 Large Deviations for Continuous Time Markov Chains
L. Bertini, A. Faggionato, D. Gabrielli
(pages 545  562)

A Curie  Weiss Model of SelfOrganized Criticality: The Gaussian Case
M. Gorny
(pages 563  576)

Feynman  Kac Formula for Levy Processes and Semiclassical (Euclidean) Momentum Representation
N. Privault, Xiangfeng Yang, J.C. Zambrini
(pages 577  600)
