1. Critéres d'ergodicité de modéles markoviens. Estimation non parametrique sous des hypothéses de dependance;Ango Nze,1994
2. Tails of passage-times and an application to stochastic processes with boundary reflection in wedges;Aspandiiarov,1994
3. General criteria of integrability of functions of passage times for non-negative stochastic processes and their applications;Aspandiiarov,1994
4. Passage-time moments for non-negative stochastic processes and an application to reflected random walks in a quadrant;Aspandiiarov,1994
5. Large deviations for discrete-time processes with averaging;Gulinsky,1993