Stochastic Processes and their Applications
1998, Volume 77, Issue 2
- 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
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
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.
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
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
1998, Volume 75, Issue 1
- 1-30 Stability results for a general class of interacting point processes dynamics, and applications
by Massoulié, Laurent
- 31-49 Identification of filtered white noises
by Benassi, Albert & Cohen, Serge & Istas, Jacques & Jaffard, Stéphane
- 51-65 Self-normalized moderate deviations and lils
by Dembo, Amir & Shao, Qi-Man
- 67-87 The equation of symmetric Markovian random evolution in a plane
by Kolesnik, Alexander D. & Turbin, Anatoly F.
- 89-104 Large deviations in the van der Waals limit
by Benois, O. & Bodineau, T. & Presutti, E.
- 105-133 Lindley-type equations in the branching random walk
by Biggins, J. D.
- 135-148 Sharp conditions for certain ruin in a risk process with stochastic return on investments
by Paulsen, Jostein
1998, Volume 74, Issue 2
- 151-164 Independent sampling of a stochastic process
by Glynn, Peter & Sigman, Karl
- 165-193 The parametrix method approach to diffusions in a turbulent Gaussian environment
by Komorowski, Tomasz
- 195-201 A Palm calculus approach to functional versions of Little's law
by Zazanis, Michael A
- 203-215 Spectral expansion of the occupation measure for birth and death on a flow
by Kao, John & Cinlar, Erhan
- 217-234 Estimates of Dirichlet heat kernels
by Wang, Feng-Yu
- 235-250 Hausdorff dimensions of random net fractals
by Liang, Jin-Rong & Ren, Fu-Yao
- 251-272 Hausdorff-type measures of the sample paths of fractional Brownian motion
by Xiao, Yimin
- 273-296 Moderate and large deviations for U-processes
by Eichelsbacher, Peter
1998, Volume 74, Issue 1
- 1-19 Strassen's law of the iterated logarithm for diffusion processes for small time
by Caramellino, Lucia
- 21-36 Parabolic SPDEs driven by Poisson white noise
by Albeverio, Sergio & Wu, Jiang-Lun & Zhang, Tu-Sheng
- 37-52 Markov chains with marked transitions
by He, Qi-Ming & Neuts, Marcel F.
- 53-65 A lower bound on the box-counting dimension of crossings in fractal percolation
by Orzechowski, M. E.
- 67-82 The heat equation with Lévy noise
by Mueller, Carl
- 83-88 Non-Gibbsianness of the reduced SOS-measure
by Lorinczi, József
- 89-121 A law of the iterated logarithm for stable processes in random scenery
by Khoshnevisan, Davar & Lewis, Thomas M.
- 123-131 Distribution of the occupation time for a Lévy process at passage times at 0
by Marchal, Philippe
- 133-149 The average density of the path of planar Brownian motion
by Mörters, Peter
1998, Volume 73, Issue 2
- 151-172 On the recursive parameter estimation in the general discrete time statistical model
by Sharia, Teo
- 173-193 Exponential rate of convergence of an infinite neuron model with local connections
by Turova, Tatyana S.
- 195-231 Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions
by Arcones, Miguel A.
- 233-245 Approximation of epidemics by inhomogeneous birth-and-death processes
by Clancy, Damian & O'Neill, Philip
- 247-270 Convergence of moderately interacting particle systems to a diffusion-convection equation
by Jourdain, B.
- 271-299 Existence and uniqueness results for semilinear stochastic partial differential equations
by Gyöngy, István
1998, Volume 73, Issue 1
- 1-45 Fractional step method for stochastic evolution equations
by Goncharuk, Nataliya Yu. & Kotelenez, Peter
- 47-68 Product of two multiple stochastic integrals with respect to a normal martingale
by Russo, Francesco & Vallois, Pierre
- 69-86 On stochastic differential equations and semigroups of probability operators in quantum probability
by Barchielli, A. & Paganoni, A. M. & Zucca, F.
- 87-99 Favourite sites of transient Brownian motion
by Hu, Yueyun & Shi, Zhan
- 101-118 Markov-achievable payoffs for finite-horizon decision models
by Pestien, Victor & Wang, Xiaobo
- 119-130 Reduction of the Zakai equation by invariance group techniques
by de Lara, Michel Cohen
- 131-149 Drift estimation for Brownian flows
by Piterbarg, L.
1997, Volume 72, Issue 2
- 145-159 A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test
by Mokkadem, Abdelkader
- 161-186 Uniform large deviations for parabolic SPDEs and applications
by Chenal, Fabien & Millet, Annie
- 187-204 Stochastic evolution equations with a spatially homogeneous Wiener process
by Peszat, Szymon & Zabczyk, Jerzy
- 205-219 Estimation of parameters of linear homogeneous stochastic differential equations
by Jankunas, Andrius & Khasminskii, Rafail Z.
- 221-239 Every "lower psi-mixing" Markov chain is "interlaced rho-mixing"
by Bradley, Richard C.
- 241-264 On distributionally regenerative Markov chains
by Nummelin, Esa
- 265-287 On Markov properties of Lévy waves in two dimensions
by Dalang, Robert C. & Hou, Qiang
1997, Volume 72, Issue 1
- 1-9 Conditions for the completeness of the spectral domain of a harmonizable process
by Averkamp, Roland
- 11-25 Moderate deviations and functional LIL for super-Brownian motion
by Schied, Alexander
- 27-45 On asymptotically optimal estimates for general observations
by Vajda, Igor & Janzura, Martin
- 47-72 Uniform convergence in some limit theorems for multiple particle systems
by Giné, Evarist & Wellner, Jon A.
- 73-95 Anticipating stochastic Volterra equations
by Alòs, Elisa & Nualart, David
- 97-103 On distribution tail of the maximum of a random walk
by Korshunov, D.
- 105-120 The decay function of nonhomogeneous birth-death processes, with application to mean-field models
by Granovsky, Boris L. & Zeifman, Alexander I.
- 121-143 Limited distribution of sample partial autocorrelations: A matrix approach
by Ku, Simon F.
1997, Volume 71, Issue 2
- 145-163 Estimation of random fields by piecewise constant estimators
by Su, Yingcai
- 165-185 Mixing times for uniformly ergodic Markov chains
by Aldous, David & Lovász, László & Winkler, Peter
- 187-206 A new estimator for information dimension with standard errors and confidence intervals
by Keller, Gerhard
- 207-224 Estimation of the dependence parameter in linear regression with long-range-dependent errors
by Giraitis, Liudas & Koul, Hira
- 225-240 Reduced critical branching processes in random environment
by Borovkov, K. A. & Vatutin, V. A.
- 241-257 Longtime behavior of a branching process controlled by branching catalysts
by Dawson, Donald A. & Fleischmann, Klaus
- 259-273 Sharp estimates for the occurrence time of rare events for symmetric simple exclusion
by Asselah, Amine & Pra, Paolo Dai
- 275-284 Exact probabilities and asymptotics for the one-dimensional coalescing ideal gas
by Ermakov, A.
1997, Volume 71, Issue 1
- 1-10 Strassen-type laws for independent random walks
by Grill, Karl
- 11-32 On multiple-level excursions by stationary processes with deterministic peaks
by Hsing, Tailen & Leadbetter, M. R.
- 33-53 A Hilbertian approach for fluctuations on the McKean-Vlasov model
by Fernandez, Begoña & Méléard, Sylvie
- 55-74 An improved annealing method and its large-time behavior
by Fang, Haitao & Qian, Minping & Gong, Guanglu
- 75-90 Large deviations for quadratic forms of stationary Gaussian processes
by Bercu, B. & Gamboa, F. & Rouault, A.
- 91-110 On the fractal nature of increments of lp-valued Gaussian processes
by Zhang, Li-Xin
- 111-122 On certain discounted arc-sine laws
by Yor, Marc
- 123-144 Present value distributions with applications to ruin theory and stochastic equations
by Gjessing, Håkon K. & Paulsen, Jostein
1997, Volume 70, Issue 2
- 143-171 Estimating the spectral measure of an extreme value distribution
by Einmahl, John H.J. & de Haan, Laurens & Sinha, Ashoke Kumar
- 173-180 A two-sided estimate in the Hsu--Robbins--Erdös law of large numbers
by Pruss, Alexander R.
- 181-197 Structural properties of Markov chains with weak and strong interactions
by Zhang, Q. & Yin, G.
- 199-217 On the occupation time of an iterated process having no local time
by Csáki, Endre & Csörgo, Miklós & Földes, Antónia & Révész, Pál
- 219-241 On stability for a class of semilinear stochastic evolution equations
by Liu, Kai
- 243-263 On the quasi-stationary distribution of a stochastic Ricker model
by Högnäs, Göran
- 265-282 Long range dependence of point processes, with queueing examples
by Daley, D.J. & Vesilo, Rein
1997, Volume 70, Issue 1
- 1-29 Translation and dispersion of mass by isotropic Brownian flows
by Zirbel, Craig L.
- 31-58 Poisson and Gaussian approximation of weighted local empirical processes
by Einmahl, John H. J.
- 59-84 Adapted solution of a degenerate backward spde, with applications
by Ma, Jin & Yong, Jiongmin
- 85-114 Uniform convergence of the empirical spectral distribution function
by Mikosch, T. & Norvaisa, R.
- 115-127 On polynomial mixing bounds for stochastic differential equations
by Veretennikov, A. Yu.
- 129-141 Lifetime and compactness of range for super-Brownian motion with a general branching mechanism
by Sheu, Yuan-Chung
1997, Volume 69, Issue 2
- 139-159 Second-order regular variation, convolution and the central limit theorem
by Geluk, J. & de Haan, L. & Resnick, S. & Starica, C.
- 161-178 Mean occupation times of continuous one-dimensional Markov processes
by Zirbel, Craig L.
- 179-193 On the spectrum of correlation autoregressive sequences
by Makagon, A. & Miamee, A. G.
- 195-216 Approximation of the density of a solution of a nonlinear SDE -- application to parabolic SPDEs
by Morien, P. L.
- 217-246 Mixed Poisson approximation in the collective epidemic model
by Lefèvre, Claude & Utev, Sergei
- 247-257 Dynamic Boolean models
by van den Berg, J. & Meester, Ronald & White, Damien G.
- 259-273 Tracking of signal and its derivatives in Gaussian white noise
by Chow, P. -L. & Khasminskii, R. & Liptser, R.
- 275-287 The power laws of M and N in greedy lattice animals
by Lee, Sungchul
1997, Volume 69, Issue 1
- 1-24 Minimum volume sets and generalized quantile processes
by Polonik, Wolfgang
- 25-53 Time reversal and reflected diffusions
by Petit, Frédérique
- 55-70 Uniform reconstruction of Gaussian processes
by Müller-Gronbach, Thomas & Ritter, Klaus
- 71-82 Using a geometric Brownian motion to control a Brownian motion and vice versa
by Lefebvre, Mario
- 83-109 An extension of Ito's formula for elliptic diffusion processes
by Bardina, Xavier & Jolis, Maria
- 111-125 On Doob's maximal inequality for Brownian motion
by Graversen, S. E. & Peskir, G.
- 127-138 Functional iterations and periodic oscillations for simple random walk on the Sierpinski graph
by Grabner, Peter J. & Woess, Wolfgang
1997, Volume 68, Issue 2
- 155-179 Continuity in a pathwise sense with respect to the coefficients of solutions of stochastic differential equations
by Knudsen, Thomas Skov
- 181-194 Stationary solutions of stochastic recursions describing discrete event systems
by Anantharam, Venkat & Konstantopoulos, Takis
- 195-207 Local time for stable moving average processes: Hölder conditions
by Dozzi, Marco & Soltani, A. Reza
- 209-228 On solutions of one-dimensional stochastic differential equations driven by stable Lévy motion
by Zanzotto, P. A.
- 229-253 Estimation of total time on test transforms for stationary observations
by Csörgo, Miklós & Yu, Hao
- 255-264 The convergence of the biased annihilating branching process and the double-flipping process in d
by Sudbury, Aidan
- 265-283 Suprema and sojourn times of Lévy processes with exponential tails
by Braverman, Michael
- 285-302 On stability and existence of solutions of SDEs with reflection at the boundary
by Rozkosz, Andrzej & Slominski, Leszek
1997, Volume 68, Issue 1
- 1-20 Minimal conditions in p-stable limit theorems -- II
by Jakubowski, Adam
- 21-47 A second-order Stratonovich differential equation with boundary conditions
by Alabert, Aureli & Nualart, David
- 49-64 Functional asymptotic behavior of some random multilinear forms
by Cadre, Benoît
- 65-82 Weak convergence of recursions
by Basak, Gopal K. & Hu, Inchi & Wei, Ching-Zong
- 83-99 A large deviation principle for small perturbations of random evolution equations in Hölder norm
by Hu, Yi-Jun
- 101-111 On poisson approximation to the partial sum process of a Markov chain
by He, Shengwu & Xia, Aihua
- 113-131 A stochastic oscillator with time-dependent damping
by Grue, John & Øksendal, Bernt
- 133-154 Small perturbations in a hyperbolic stochastic partial differential equation
by Márquez-Carreras, David & Sanz-Solé, Marta
1997, Volume 67, Issue 2
- 139-159 The rate of escape for some Gaussian processes and the scattering theory for their small perturbations
by Albeverio, Sergio & Kolokoltsov, Vassily N.
- 161-175 A limit theorem for occupation times of fractional Brownian motion
by Kasahara, Y. & Kosugi, N.
- 177-193 Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series
by Masry, Elias
- 195-211 Uniform large and moderate deviations for functional empirical processes
by Dembo, Amir & Zajic, Tim
- 213-225 A strong correlation inequality for contact processes and oriented percolation
by Belitsky, Vladimir & Ferrari, Pablo A. & Konno, Norio & Liggett, Thomas M.
- 227-249 Rates of convergence for lamplighter processes
by Häggstr?:om, Olle & Jonasson, Johan
- 251-279 Density in small time at accessible points for jump processes
by Picard, Jean
1997, Volume 67, Issue 1
- 1-23 Nonparametric inference for Markovian interval processes
by Utikal, Klaus J.
- 25-40 Generalized parabolic functions on white noise space
by Qian, Zhongmin
- 41-53 On strong forms of weak convergence
by Jacka, S. D. & Roberts, G. O.
- 55-67 On pathwise analysis and existence of empirical distributions for G/G/1 queues
by Guillemin, Fabrice M. & Mazumdar, Ravi R.
- 69-99 A rapidly mixing stochastic system of finite interacting particles on the circle
by Montoya, Leticia Cuéllar
- 101-115 A large deviation principle for the Brownian snake
by Serlet, Laurent
- 117-138 Multilevel bilinear systems of stochastic differential equations
by Gauthier, Geneviève
1997, Volume 66, Issue 2
- 147-182 A microscopic mechanism for the porous medium equation
by Feng, Shui & Iscoe, Ian & Seppäläinen, Timo
- 183-207 Approach to stationarity for birth and death on flows
by Phelan, Michael J.
- 209-236 On solutions of backward stochastic differential equations with jumps and applications
by Rong, Situ
- 237-252 Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes
by Kratz, Marie F. & León, JoséR.
- 253-270 Approximation of stopped Brownian local time by diadic crossing chains
by Knight, Frank B.
- 271-281 Attractive polymer models for two- and three-dimensional Brownian motion
by Adler, Robert J. & Iyer, Srikanth K.
- 283-299 The multifractal structure of stable occupation measure
by Hu, Xiaoyu & Taylor, S. James
1997, Volume 66, Issue 1
- 1-20 Central limit theorems for random processes with sample paths in exponential Orlicz spaces
by Su, Zhonggen
- 21-40 The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables
by Kokoszka, Piotr S. & Taqqu, Murad S.
- 41-54 Poisson approximation of the number of exceedances of a discrete-time x2-process
by Raab, Mikael
- 55-78 The integrated periodogram for long-memory processes with finite or infinite variance
by Kokoszka, P. & Mikosch, T.
- 79-96 On recursive estimation for hidden Markov models
by Rydén, Tobias
- 97-106 A central limit theorem for linear Kolmogorov's birth-growth models
by Chiu, S. N.
- 107-113 On right continuity of a family of two-parameter [sigma]-fields
by Chen, Zongxun
- 115-145 Tails of passage-times and an application to stochastic processes with boundary reflection in wedges
by Aspandiiarov, S. & Iasnogorodski, R.
1996, Volume 65, Issue 2
- 147-170 Coupling with compensators
by Last, Günter
- 171-185 Computing the extremal index of special Markov chains and queues
by Hooghiemstra, Gerard & Meester, Ludolf E.
- 187-207 Size-biased and conditioned random splitting trees
by Geiger, Jochen
- 209-216 Percolation and ferromagnetism on 2: the q-state Potts cases
by Chayes, L.
- 217-231 Brownian motion normalized by maximum local time
by Shi, Zhan
- 233-250 Razumikhin-type theorems on exponential stability of stochastic functional differential equations
by Mao, Xuerong
- 251-258 The asymptotic covariance matrix of the multivariate serial correlations
by Boshnakov, Georgi N.
- 259-279 The bootstrap for empirical processes based on stationary observations
by Radulovic, Dragan
- 281-298 Recuit simulé partiel
by Miclo, Laurent
1996, Volume 65, Issue 1
- 1-15 Diffusion approximation for hyperbolic stochastic differential equations
by Florit, Carme & Nualart, David
- 17-30 Deviation inequalities for continuous martingales
by Khoshnevisan, Davar
- 31-53 On the number of high excursions of linear growth processes
by Erhardsson, Torkel
- 55-68 Bounds for the accuracy of Poissonian approximations of stable laws
by Bentkus, V. & Götze, F. & Paulauskas, V.
- 69-80 Strong convergence of sums of [alpha]-mixing random variables with applications to density estimation
by Liebscher, Eckhard
- 81-101 Multivariate regression estimation local polynomial fitting for time series
by Masry, Elias
- 103-114 Central limit theorem for linear processes with values in a Hilbert space
by Merlevède, Florence
- 115-137 Central limit theorems for urn models
by Smythe, R. T.
- 139-146 Conservation laws and reflection mappings with an application to multiclass mean value analysis for stochastic fluid queues
by Konstantopoulos, Takis & Zazanis, Michael & De Veciana, Gustavo
1996, Volume 64, Issue 2
- 143-152 Alternative micropulses and fractional Brownian motion
by Cioczek-Georges, R. & Mandelbrot, B. B.
- 153-172 On the Markov property of local time for Markov processes on graphs
by Eisenbaum, Nathalie & Kaspi, Haya
- 173-186 A representation for functionals of superprocesses via particle picture
by Feldman, Raisa E. & Iyer, Srikanth K.
- 187-208 Dynamics of a spin-exchange model
by Lebowitz, Joel L. & Neuhauser, Claudia & Ravishankar, Krishnamurthi
- 209-235 A continuous time version of random walks in a random potential
by Coyle, Lester N.
- 237-255 Fixed lag smoothing of scalar diffusions. Part I. The filtering-smoothing equation
by Liptser, R. Sh. & Steinberg, Y. & Bobrovsky, B. Z. & Schuss, Z.
- 257-271 The Gibbs principle for Markov jump processes
by Aboulalaâ, Adnan
- 273-286 Weighted least squares estimates in linear regression models for processes with uncorrelated increments
by Wu, Tiee-Jian & Wasan, M. T.