This volume contains 46 papers presented at the Seventh Japan-Russia Symposium in Tokyo. They represent recent research activity in Japan, Russia, Ukraine, Lithuania, Georgia and other countries, on the diverse topics of probability theory and mathematical statistics.

On functions transforming Brownian motion into Dirichlet process, R. Chitashvili and M. Mania; introduction to non-Gaussian stochastic analysis, Yu L. Daletski; large deviations for stationary Markov chains, A. A. Borovkov and A. A. Mogulskii; on the existence of viscosity solutions to boundary value problems for integrodifferential Bellman equation, R. Mikulevicius and H. Pragarauskas; on stochastic analogue of the Vinogradov mean value theorem, F. Gotze, Yu V. Prohorov and V. V. Ulyanov; sequential testing of May hypothesis, A. A. Novikov and V. V. Novikov; on some perturbations of symmetric stable processes, N. I. Portenko; Kallianpur-Robbins law for fractional Brownian motion, N. Kono; asymptotic efficiency of third and fourth order, M. Akahira; construction of reflecting diffusion processes on singular domains, M. Tomisaki; mixing conditions and percolation for rising models, Y. Higuchi; capacitary inequalities and recurrence criteria for symmetric Markov processes of pure jump type, H. Okura; statistical properties of a predictor for seasonal time series when its residual deviates from a stationary process, M . Huzii and C. chen; a singular limit on risk sensitive control and semi-classical analysis, H. Ishi, H. Nagai and F. Teramoto; criterion of weak and strong transience of levy processes (application to stable processes with index 1), K. Sato.