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Content
October 1974, Volume 2, Issue 4
July 1974, Volume 2, Issue 3
April 1974, Volume 2, Issue 2
January 1974, Volume 2, Issue 1
October 1973, Volume 1, Issue 4
July 1973, Volume 1, Issue 3
April 1973, Volume 1, Issue 2
- 107-124 Asymptotic relations in queueing theory
by Cohen, J. W.
- 125-143 Some recent results in infinite divisibility
by Steutel, F. W.
- 145-149 Convexity of the bounds induced by Markov's inequality
by Neuts, Marcel F. & Wolfson, David B.
- 151-168 Further results for ladder processes in continuous time
by Prabhu, N. U. & Rubinovitch, Michael
- 169-183 On minimizing expected absorption times
by Daniel, Klaus H. & Mikulski, Piotr W.
- 187-216 On exponential ergodicity and spectral structure for birth-death processes I
by Callaert, Herman & Keilson, Julian
January 1973, Volume 1, Issue 1
July 0000, Volume 100, Issue 1-2
- 3-25 Scaling exponents of random walks in random sceneries
by Piau, Didier
- 27-39 Liouville theorem and coupling on negatively curved Riemannian manifolds
by Wang, Feng-Yu
- 41-51 On sequential estimation for branching processes with immigration
by Qi, Yongcheng & Reeves, Jaxk
- 53-74 Almost sure exponential behaviour for a parabolic SPDE on a manifold
by Tindel, Samy & Viens, Frederi
- 75-107 On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts
by Avram, Florin & Chan, Terence & Usabel, Miguel
- 109-145 Conditioned stochastic differential equations: theory, examples and application to finance
by Baudoin, Fabrice
- 147-165 On mixtures of distributions of Markov chains
by Fortini, Sandra & Ladelli, Lucia & Petris, Giovanni & Regazzini, Eugenio
- 167-185 On AR(1) models with periodic and almost periodic coefficients
by Hurd, H. & Makagon, A. & Miamee, A. G.
- 187-222 Whittle estimation in a heavy-tailed GARCH(1,1) model
by Mikosch, Thomas & Straumann, Daniel
- 223-231 Self-similar processes with independent increments associated with Lévy and Bessel processes
by Jeanblanc, M. & Pitman, J. & Yor, M.
- 233-253 A stochastic maximum principle for processes driven by fractional Brownian motion
by Biagini, Francesca & Hu, Yaozhong & Øksendal, Bernt & Sulem, Agnès
- 255-274 Stable limits of empirical processes of moving averages with infinite variance
by Surgailis, Donatas
- 275-300 ARCH-type bilinear models with double long memory
by Giraitis, Liudas & Surgailis, Donatas
- 301-311 Solution of a roulette-type ruin problem--a correction to: a rule of thumb (not only) for gamblers
by Kozek, Andrzej S.