Stochastic Processes and their Applications
June 2000, Volume 87, Issue 2
- 299-309 On the central limit theorem for negatively correlated random variables with negatively correlated squares
by Pruss, Alexander R. & Szynal, Dominik
- 311-337 Observation sampling and quantisation for continuous-time estimators
by Newton, Nigel J.
May 2000, Volume 87, Issue 1
- 1-23 Applications of geometric bounds to the convergence rate of Markov chains on
by Yuen, Wai Kong
- 25-52 Non-degenerate conditionings of the exit measures of super Brownian motion
by Salisbury, Thomas S. & Verzani, John
- 53-67 Poisson equation, moment inequalities and quick convergence for Markov random walks
by Fuh, Cheng-Der & Zhang, Cun-Hui
- 69-91 Smoothness of harmonic functions for processes with jumps
by Picard, Jean & Savona, Catherine
- 93-106 Forward-backward stochastic differential equations with nonsmooth coefficients
by Hu, Ying & Yong, Jiongmin
- 107-113 A note on wetting transition for gradient fields
by Caputo, P. & Velenik, Y.
- 115-147 Malliavin calculus for parabolic SPDEs with jumps
by Fournier, Nicolas
- 149-165 Removing logarithms from Poisson process error bounds
by Brown, Timothy C. & Weinberg, Graham V. & Xia, Aihua
April 2000, Volume 86, Issue 2
- 177-182 Stochastic integral representation and properties of the wavelet coefficients of linear fractional stable motion
by Delbeke, Lieve & Abry, Patrice
- 183-191 Inhomogeneous birth-death and birth-death-immigration processes and the logarithmic series distribution. Part 2
by Branson, David
- 193-216 A Moran particle system approximation of Feynman-Kac formulae
by Moral, P. Del & Miclo, L.
- 217-230 Pairs of renewal processes whose superposition is a renewal process
by Ferreira, J. A.
- 231-261 The loop erased exit path and the metastability of a biased vote process
by Catoni, Olivier & Chen, Dayue & Xie, Jun
- 263-286 On generalized multiplicative cascades
by Liu, Quansheng
- 287-305 Ray-Knight theorems related to a stochastic flow
by Hu, Yueyun & Warren, Jon
- 307-322 Maxima of increments of partial sums for certain subexponential distributions
by Lanzinger, H. & Stadtmüller, U.
- 323-343 Singular stochastic control in the presence of a state-dependent yield structure
by Alvarez, Luis H. R.
March 2000, Volume 86, Issue 1
- 1-27 Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems
by Gyllenberg, Mats & Silvestrov, Dmitrii S.
- 29-47 A statistically and computationally efficient method for frequency estimation
by Song, Kai-Sheng & Li, Ta-Hsin
- 49-79 The periodogram at the Fourier frequencies
by Kokoszka, Piotr & Mikosch, Thomas
- 81-101 Tightness of localization and return time in random environment
by Hu, Yueyun
- 103-120 Weak convergence of multivariate fractional processes
by Marinucci, D. & Robinson, P. M.
- 121-139 Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than
by Alòs, Elisa & Mazet, Olivier & Nualart, David
- 141-162 On a stochastic wave equation in two space dimensions: regularity of the solution and its density
by Millet, Annie & Morien, Pierre-Luc
- 163-176 Rate of convergence of power-weighted Euclidean minimal spanning trees
by Lee, Sungchul
February 2000, Volume 85, Issue 2
- 177-188 Reflected BSDEs and mixed game problem
by Hamadène, S. & Lepeltier, J. -P.
- 189-207 Extremal behavior of the autoregressive process with ARCH(1) errors
by Borkovec, Milan
- 209-223 Conditional maximal distributions of processes related to higher-order heat-type equations
by Beghin, Luisa & Hochberg, Kenneth J. & Orsingher, Enzo
- 225-235 Large deviations for Brownian motion on the Sierpinski gasket
by Arous, Gerard Ben & Kumagai, Takashi
- 237-247 Renewal equation on the whole line
by Yengibarian, Norair B.
- 249-254 Embedding in Brownian motion with drift and the Azéma-Yor construction
by Grandits, Peter & Falkner, Neil
- 255-277 Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes
by Janssen, Arnold
- 279-293 Large deviations for martingales via Cramér's method
by Grama, Ion & Haeusler, Erich
- 295-320 Central limit theorems for k-nearest neighbour distances
by Penrose, Mathew D.
- 321-339 Growth rates of sample covariances of stationary symmetric [alpha]-stable processes associated with null recurrent Markov chains
by Resnick, Sidney & Samorodnitsky, Gennady & Xue, Fang
- 341-361 Geometric ergodicity of Metropolis algorithms
by Jarner, Søren Fiig & Hansen, Ernst
January 2000, Volume 85, Issue 1
- 1-17 Almost sure behaviour of the perturbed Brownian motion on the Sierpinski gasket
by Pietruska-Paluba, Katarzyna
- 19-28 Exact packing measure on a Galton-Watson tree
by Liu, Quansheng
- 29-44 On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes
by Kakizawa, Yoshihide
- 45-60 On exponentials of additive functionals of Markov processes
by Stummer, W. & Sturm, K. -Th.
- 61-74 Some calculations for doubly perturbed Brownian motion
by Chaumont, L. & Doney, R. A.
- 75-92 Infinite horizon forward-backward stochastic differential equations
by Peng, Shige & Shi, Yufeng
- 93-121 Large deviations for Poisson random measures and processes with independent increments
by Léonard, C.
- 123-138 Asymptotics for weighted minimal spanning trees on random points
by Yukich, J. E.
- 139-158 Equilibrium fluctuations for a driven tracer particle dynamics
by Landim, Cláudio & Volchan, Sérgio B.
- 159-176 On the integral of the squared periodogram
by Deo, Rohit S. & Chen, Willa W.
December 1999, Volume 84, Issue 2
- 177-186 A quasi-ergodic theorem for evanescent processes
by Breyer, L. A. & Roberts, G. O.
- 187-225 Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces
by Brzezniak, Zdzislaw & Gatarek, Dariusz
- 227-253 Hydrodynamic limit for a nongradient system in infinite volume
by Perrut, Anne
- 255-296 Large deviations and queueing networks: Methods for rate function identification
by Atar, Rami & Dupuis, Paul
- 297-312 Hydrodynamic behavior of symmetric zero-range processes with random rates
by Koukkous, A.
- 313-342 A new weak dependence condition and applications to moment inequalities
by Doukhan, Paul & Louhichi, Sana
- 343-355 Sequential point estimation of parameters in a threshold AR(1) model
by Lee, Sangyeol & Sriram, T. N.
- 357-369 Stationary and self-similar processes driven by Lévy processes
by Barndorff-Nielsen, Ole E. & Pérez-Abreu, Victor
November 1999, Volume 84, Issue 1
- 1-24 Invariant measures for generalized Langevin equations in conuclear space
by Bojdecki, Tomasz & Jakubowski, Jacek
- 25-51 The quasi-stationary distribution for small random perturbations of certain one-dimensional maps
by Ramanan, Kavita & Zeitouni, Ofer
- 53-70 Large deviations for a Burgers'-type SPDE
by Cardon-Weber, Caroline
- 71-80 Spectral decomposition for operator self-similar processes and their generalized domains of attraction
by Meerschaert, Mark M. & Scheffler, Hans-Peter
- 81-90 Bootstrapping point processes with some applications
by Zarepour, M. & Knight, K.
- 91-114 Non-Gaussian scenarios for the heat equation with singular initial conditions
by Anh, V. V. & Leonenko, N. N.
- 115-135 Probabilistic Interpretation and Numerical Approximation of a Kac Equation without Cutoff
by Desvillettes, Laurent & Graham, Carl & Méléard, Sylvie
- 137-164 Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading
by Föllmer, Hans & Wu, Ching-Tang & Yor, Marc
- 165-176 A Gaussian-generalized inverse Gaussian finite-dimensional filter
by Ferrante, Marco & Vidoni, Paolo
October 1999, Volume 83, Issue 2
- 257-271 Extremes of a certain class of Gaussian processes
by Hüsler, J. & Piterbarg, V.
- 273-288 Asymptotics for Voronoi tessellations on random samples
by McGivney, K. & Yukich, J. E.
- 289-301 On exponential stability criteria of stochastic partial differential equations
by Caraballo, Tomás & Liu, Kai
- 303-317 Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane
by Liang, Zongxia
- 319-330 On the ruin probabilities in a general economic environment
by Nyrhinen, Harri
- 331-356 Risk and duality in multidimensions
by Blaszczyszyn, Bartlomiej & Sigman, Karl
- 357-400 Multi-type branching in varying environment
by Biggins, J. D. & Cohn, H. & Nerman, O.
September 1999, Volume 83, Issue 1
- 1-14 The sample ACF of a simple bilinear process
by Basrak, Bojan & Davis, Richard A. & Mikosch, Thomas
- 15-37 Differentiability of Markov semigroups for stochastic reaction-diffusion equations and applications to control
by Cerrai, Sandra
- 39-59 Asymptotics and spectral results for random walks on p-adics
by Albeverio, Sergio & Karwowski, Witold & Zhao, Xuelei
- 61-77 On local asymptotic normality for birth and death on a flow
by Höpfner, R. & Löcherbach, E.
- 79-102 Detection of multiple changes in a sequence of dependent variables
by Lavielle, Marc
- 103-126 Particle representations for a class of nonlinear SPDEs
by Kurtz, Thomas G. & Xiong, Jie
- 127-138 Speed of -convergence for Markov approximations of chains with complete connections. A coupling approach
by Bressaud, Xavier & Fernández, Roberto & Galves, Antonio
- 139-148 The law of the iterated logarithm for negatively associated random variables
by Shao, Qi-Man & Su, Chun
- 149-169 Innovations algorithm for periodically stationary time series
by Anderson, Paul L. & Meerschaert, Mark M. & Vecchia, Aldo V.
- 171-186 Optimal singular control strategies for controlling a process to a goal
by McBeth, Douglas W. & Weerasinghe, Ananda P. N.
- 187-209 Two-parameter Bessel processes
by Hirsch, Francis & Song, Shiqi
- 211-236 Some dichotomy results for functionals of Harris recurrent Markov chains
by Chen, Xia
- 237-255 Sharp asymptotics for the multidimensional KPP equation
by Cohen, Serge & Rossignol, Stéphane
August 1999, Volume 82, Issue 2
- 157-171 Strata of random mappings - A combinatorial approach
by Drmota, Michael & Gittenberger, Bernhard
- 173-193 Local linear regression estimation for time series with long-range dependence
by Masry, Elias & Mielniczuk, Jan
- 195-204 Asymptotically invariant sampling and averaging from stationary-like processes
by Kallenberg, Olav
- 205-227 Signed Poisson approximations for Markov chains
by Cekanavicius, V. & Mikalauskas, M.
- 229-244 Some limit theorems for fractional Lévy Brownian fields
by Lin, Zheng Yan & Choi, Yong-Kab
- 245-257 Exponential stability in discrete-time filtering for non-ergodic signals
by Budhiraja, A. & Ocone, D.
- 259-282 Comparison of systems of stochastic partial differential equations
by Assing, Sigurd
- 283-292 An embedding for the Kesten-Spitzer random walk in random scenery
by Csáki, Endre & König, Wolfgang & Shi, Zhan
- 293-305 Quadratic variation for Gaussian processes and application to time deformation
by Perrin, Olivier
- 307-333 Stability of nonlinear AR(1) time series with delay
by Cline, Daren B. H. & Pu, Huay-min H.
- 335-338 Corrigendum to "Stability in of martingales and backward equations under discretization of filtration": [Stochastic Processes and their Applications 75 (1998) 235-248]
by Coquet, François & Mackevicius, Vigirdas & Mémin, Jean
July 1999, Volume 82, Issue 1
- 1-14 A note on branching Lévy processes
by Kyprianou, A. E.
- 15-21 On tail probability of local times of Gaussian processes
by Kasahara, Y. & Kôno, N. & Ogawa, T.
- 23-52 A comparison of homogenization and large deviations, with applications to wavefront propagation
by Freidlin, Mark I. & Sowers, Richard B.
- 53-60 Singular-values of matrix-valued Ornstein-Uhlenbeck processes
by Le, Huiling
- 61-87 Asymptotic properties of supercritical age-dependent branching processes and homogeneous branching random walks
by Liu, Quansheng
- 89-125 Compound Poisson approximation in total variation
by Barbour, A. D. & Utev, Sergey
- 127-142 Point processes with finite-dimensional conditional probabilities
by Asmussen, Søren & Bladt, Mogens
- 143-155 Moment conditions for a sequence with negative drift to be uniformly bounded in Lr
by Pemantle, Robin & Rosenthal, Jeffrey S.
June 1999, Volume 81, Issue 2
- 155-164 Transforming spatial point processes into Poisson processes
by Schoenberg, Frederic
- 165-216 Martingale problems for large deviations of Markov processes
by Feng, Jin
- 217-230 Limit theorem for the statistical solution of Burgers equation
by Dermoune, A. & Hamadène, S. & Ouknine, Y.
- 231-246 Rosenthal's inequality for point process martingales
by Wood, Andrew T. A.
- 247-254 Robustness of the nonlinear filter
by Bhatt, Abhay G. & Kallianpur, G. & Karandikar, Rajeeva L.
- 255-269 Ruin problems with assets and liabilities of diffusion type
by Norberg, Ragnar
- 271-298 Self-intersection local time of an -valued process involving motions of two types
by Gorostiza, Luis G. & Todorova, Ekaterina
- 299-321 Differentiability of functionals of Poisson processes via coupling with applications to queueing theory
by Baccelli, François & Hasenfuss, Sven & Schmidt, Volker
- 323-336 On functional limit theorems for solutions of stochastic equations
by Makhno, Sergey Ya.
- 337-349 On the truncated anisotropic long-range percolation on
by Sidoravicius, V. & Surgailis, D. & Vares, M. E.
May 1999, Volume 81, Issue 1
- 1-24 Small random perturbation of a classical mean field model
by Toubol, Alain
- 25-38 Designing options given the risk: the optimal Skorokhod-embedding problem
by Peskir, Goran
- 39-72 Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space
by Djehiche, Boualem & Eddahbi, M'hamed
- 73-79 Spatial perturbations of one-dimensional spin systems
by Handjani, Shirin J.
- 81-101 Convergence of weighted partial sums when the limiting distribution is not necessarily Radon
by Csörgo, Miklós & Norvaisa, Rimas & Szyszkowicz, Barbara
- 103-128 Gaussian limit theorems for diffusion processes and an application
by Conlon, Joseph G. & Song, Renming
- 129-153 How many probes are needed to compute the maximum of a random walk?
by Chassaing, Philippe
April 1999, Volume 80, Issue 2
- 129-155 Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process
by Saavedra, Ángeles & Cao, Ricardo
- 157-176 Moderate deviations for randomly perturbed dynamical systems
by Klebaner, F. C. & Liptser, R.
- 177-191 A martingale approach for detecting the drift of a Wiener process
by Paulsen, Volkert
- 193-209 Stability for multidimensional jump-diffusion processes
by Wee, In-Suk
- 211-229 Bounds on regeneration times and convergence rates for Markov chains
by Roberts, G. O. & Tweedie, R. L.
- 231-248 First passage time for some stationary processes
by Haiman, George
- 249-269 Multifractal analysis of the occupation measures of a kind of stochastic processes
by Hu, Xiaoyu
March 1999, Volume 80, Issue 1
- 1-24 Variance-type estimation of long memory
by Giraitis, Liudas & Robinson, Peter M. & Surgailis, Donatas
- 25-53 Self-collisions of superprocesses: renormalization and limit theorems
by Rosen, Jay
- 55-86 Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales
by Bhattacharya, Rabi & Denker, Manfred & Goswami, Alok
- 87-101 Asymptotic theorems for urn models with nonhomogeneous generating matrices
by Bai, Z. D. & Hu, Feifang
- 103-128 Two limit theorems for queueing systems around the convergence of stochastic integrals with respect to renewal processes
by Yamada, Keigo
February 1999, Volume 79, Issue 2
- 179-184 Stabilization of partial differential equations by noise
by Kwiecinska, Anna A.
- 185-212 Extremes of totally skewed [alpha]-stable processes
by Albin, J. M. P.
- 213-227 On the regularity of spectral densities of continuous-time completely linearly regular processes
by Murua, Alejandro
- 229-242 Large deviations formalism for multifractals
by Zohar, Gady
- 243-263 Convergence rate of some semi-groups to their invariant probability
by Ganidis, H. & Roynette, B. & Simonot, F.
- 265-286 Sampling at subexponential times, with queueing applications
by Asmussen, Søren & Klüppelberg, Claudia & Sigman, Karl
- 287-300 A complex scaling approach to sequential Feynman integrals
by Luo, S. L. & Yan, J. A.
- 301-321 Logarithmic estimates for the density of an anticipating stochastic differential equation
by Sanz-Solé, Marta & Sarrà, Mònica
- 323-333 An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions
by Carmona, Philippe & Petit, Frédérique & Yor, Marc
- 335-354 The random cluster model on a general graph and a phase transition characterization of nonamenability
by Jonasson, Johan
January 1999, Volume 79, Issue 1
- 1-15 Almost Gibbsian versus weakly Gibbsian measures
by Maes, C. & Redig, F. & Moffaert, A. Van & Leuven, K. U.
- 17-43 Time and Palm stationarity of repairable systems
by Last, Günter & Szekli, Ryszard
- 45-67 Stability of stochastic differential equations with Markovian switching
by Mao, Xuerong
- 69-94 Spectral asymptotics of some functionals arising in statistical inference for SPDEs
by Lototsky, Sergey V. & Rosovskii, Boris L.
- 95-107 Brownian motion on the Wiener sphere and the infinite-dimensional Ornstein-Uhlenbeck process
by Cutland, Nigel J.
- 109-116 Asymptotics of power-weighted Euclidean functionals
by Lee, Sungchul
- 117-134 Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
by Fitzsimmons, P. J. & Pitman, Jim
- 135-163 Adaptive estimation in diffusion processes
by Hoffmann, Marc
- 165-178 On the use of Lyapunov function methods in renewal theory
by Konstantopoulos, Takis & Last, Günter
November 1998, Volume 78, Issue 2
- 131-143 An almost sure invariance principle for the range of random walks
by Hamana, Yuji
- 145-154 Lower functions for the support of super-Brownian motion
by Dhersin, Jean-Stéphane
- 155-171 A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales
by Ding, Xiaodong & Wu, Rangquan
- 173-193 Exponential stability of non-linear stochastic evolution equations
by Liu, Kai & Mao, Xuerong
- 195-216 Approximations for solutions of renewal-type equations
by Politis, Konstadinos & Pitts, Susan M.
- 217-244 On the almost sure asymptotic behaviour of stochastic algorithms
by Pelletier, Mariane
- 245-260 Partially observed control of a Markov jump process with counting observations: equivalence with the separated problem
by Ceci, Claudia & Gerardi, Anna
October 1998, Volume 78, Issue 1
- 1-26 Symmetric infinitely divisible processes with sample paths in Orlicz spaces and absolute continuity of infinitely divisible processes
by Braverman, Michael & Samorodnitsky, Gennady
- 27-46 Some liminf results for two-parameter processes
by Csáki, Endre & Shi, Zhan
- 47-68 Hamiltonians on random walk trajectories
by Ferrari, Pablo A. & Martínez, Servet
- 69-95 Large deviations for interacting particle systems: Applications to non-linear filtering
by Moral, P. Del & Guionnet, A.
- 97-130 First passage times of general sequences of random vectors: A large deviations approach
by Collamore, Jeffrey F.
September 1998, Volume 77, Issue 2
- 139-154 Asymptotic behaviour of a tagged particle in an inhomogeneous zero-range process
by Siri, Paola
- 155-174 A limit theorem for symmetric statistics of Brownian particles
by Budhiraja, A.
- 175-185 Stationary Markov processes related to stable Ornstein-Uhlenbeck processes and the additive coalescent
by Evans, Steven N. & Pitman, Jim
- 187-205 Equilibrium fluctuations for zero range processes in random environment
by Gielis, G. & Koukkous, A. & Landim, C.
- 207-232 Large deviations for the Fleming-Viot process with neutral mutation and selection
by Dawson, Donald A. & Feng, Shui
- 233-251 Exponential approximations in completely regular topological spaces and extensions of Sanov's theorem
by Eichelsbacher, Peter & Schmock, Uwe
- 253-281 Connections between optimal stopping and singular stochastic control
by Boetius, Frederik & Kohlmann, Michael
September 1998, Volume 77, Issue 1
- 1-15 Backward-forward SDE's and stochastic differential games
by Hamadène, S.
- 17-33 Fixed precision estimator of the offspring mean in branching processes
by Shete, Sanjay & Sriram, T. N.
- 35-51 Logarithmic averages of stable random variables are asymptotically normal
by Berkes, István & Horváth, Lajos & Khoshnevisan, Davar
- 53-67 On random perturbations of dynamical systems and diffusions with a Brownian potential in dimension one
by Mathieu, Pierre
- 69-81 Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises
by Ferrante, Marco & Vidoni, Paolo
- 83-98 Strict positivity for stochastic heat equations
by Tessitore, Gianmario & Zabczyk, Jerzy
- 99-122 Gaussian likelihood-based inference for non-invertible MA(1) processes with SS noise
by Davis, Richard A. & Mikosch, Thomas
- 123-137 Properties of distributions and correlation integrals for generalised versions of the logistic map
by Hall, Peter & Wolff, Rodney Carl
August 1998, Volume 76, Issue 2
- 141-165 Exact parabolic asymptotics for singular -D Burgers' random fields: Gaussian approximation
by Leonenko, N. N. & Woyczynski, W. A.
- 167-190 The homogenization problem for the Vicsek set
by Hambly, B. M. & Metz, V.
- 191-215 Backward stochastic differential equations with subdifferential operator and related variational inequalities
by Pardoux, Etienne & Rascanu, Aurel
- 217-230 Tolerance to arbitrage
by Salopek, D. M.
- 231-250 A local time curiosity in random environment
by Shi, Zhan
- 251-266 On duality and the Spitzer-Pollaczek factorization for random walks
by Kennedy, J. E.
August 1998, Volume 76, Issue 1
- 1-32 Bounds for the expected number of level crossings of certain harmonizable infinitely divisible processes
by Marcus, Michael B. & Shen, Kevin
- 33-44 Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients
by Chan, K. S. & Stramer, O.
- 45-60 Distribution tails of sample quantiles and subexponentiality
by Braverman, Michael & Samorodnitsky, Gennady
- 61-75 The principle of large deviations for the almost everywhere central limit theorem
by Heck, Matthias K.
- 77-97 Optimal trading strategy for an investor: the case of partial information
by Lakner, Peter
- 99-115 On the convergence of parallel simulated annealing
by Meise, Christian
- 117-139 Large deviation probabilities in estimation of Poisson random measures
by Florens, Danielle & Pham, Huyên
July 1998, Volume 75, Issue 2
- 149-172 Selecting the optimal sample fraction in univariate extreme value estimation
by Drees, Holger & Kaufmann, Edgar
- 173-201 Nonlinear self-stabilizing processes - I Existence, invariant probability, propagation of chaos
by Benachour, S. & Roynette, B. & Talay, D. & Vallois, P.
- 203-224 Nonlinear self-stabilizing processes - II: Convergence to invariant probability
by Benachour, S. & Roynette, B. & Vallois, P.
- 225-234 A note on the integrated square errors of kernel density estimators under random censorship
by Zhang, Biao
- 235-248 Stability in of martingales and backward equations under discretization of filtration
by Coquet, François & Mackevicius, Vigirdas & Mémin, Jean
- 249-261 Logarithmic multifractal spectrum of stable occupation measure
by Shieh, Narn-Rueih & Taylor, S. James
- 263-286 Additional logarithmic utility of an insider
by Amendinger, Jürgen & Imkeller, Peter & Schweizer, Martin
June 1998, Volume 75, Issue 1
- 1-30 Stability results for a general class of interacting point processes dynamics, and applications
by Massoulié, Laurent