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September 1997, Volume 69, Issue 2
July 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
June 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
May 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
May 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
April 1997, Volume 67, Issue 1
March 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
February 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.
December 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
December 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
November 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.
November 1996, Volume 64, Issue 1
- 1-16 The asymptotic behavior of an urn model arising in population genetics
by Donnelly, Peter & Kurtz, Thomas G.
- 17-30 How many random walks correspond to a given set of return probabilities to the origin?
by Dette, Holger & Studden, William J.
- 31-38 Martingale decomposition of Dirichlet processes on the Banach space C0[0, 1]
by Lyons, T. J. & Röckner, M. & Zhang, T. S.
- 39-54 Conditionings and path decompositions for Lévy processes
by Chaumont, L.
- 55-72 Propagation of chaos for particle systems associated with discrete Boltzmann equation
by Rezakhanlou, Fraydoun
- 73-91 Simulated annealing for stochastic semilinear equations on Hilbert spaces
by Jacquot, Sophie
- 93-102 Improved criteria for distributional convergence of point processes
by Kallenberg, Olav
- 103-125 Large deviations results for subexponential tails, with applications to insurance risk
by Asmussen, Søren & Klüppelberg, Claudia
- 127-133 A reversibility relationship for two Markovian time series models with stationary geometric tailed distribution
by Littlejohn, R. P.
- 135-142 Optimal Poisson approximation of uniform empirical processes
by Adell, JoséA. & de la Cal, Jesús
November 1996, Volume 63, Issue 2
- 139-152 Estimation for a class of positive nonlinear time series models
by Brown, Tim C. & Feigin, Paul D. & Pallant, Diana L.
- 153-174 On central and non-central limit theorems in density estimation for sequences of long-range dependence
by Hwai-Chung, Ho
- 175-188 Two different kinds of liminfs on the LIL for two-parameter Wiener processes
by Zhang, Li-Xin
- 189-209 Bounded and compact laws of the logarithm for B-valued random variables
by Li, Deli
- 211-219 A lower bound for the order parameter in the one-dimensional contact process
by Gripenberg, Gustaf
- 221-233 Simulated annealing with time-dependent energy function via Sobolev inequalities
by Löwe, Matthias
- 235-263 Parameter estimation and reverse martingales
by Björk, Tomas & Johansson, Björn
- 265-277 Dominated families of martingale, supermartingale and quasimartingale laws
by Frittelli, Marco
October 1996, Volume 63, Issue 1
- 1-10 Asymptotic filtering for finite state Markov chains
by Khasminskii, Rafail & Zeitouni, Ofer
- 11-33 Stochastic representation of diffusions corresponding to divergence form operators
by Rozkosz, Andrzej
- 35-54 On martingale measures when asset returns have unpredictable jumps
by Bardhan, Indrajit & Chao, Xiuli
- 55-65 Unpredictability of an exit time
by Brassesco, S.
- 67-74 An excursion approach to Ray-Knight theorems for perturbed Brownian motion
by Perman, Mihael
- 75-95 Gauss-Newton and M-estimation for ARMA processes with infinite variance
by Davis, Richard A.
- 97-116 Extremes, rainflow cycles and damage functionals in continuous random processes
by Rychlik, Igor
- 117-137 Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence
by Horvàth, Lajos & Shao, Qi-Man
July 1996, Volume 62, Issue 2
- 191-222 High-density limits of hierarchically structured branching-diffusing populations
by Dawson, Donald A. & Hochberg, Kenneth J. & Vinogradov, Vladimir
- 223-242 Fourier analysis applied to SPDEs
by Blount, Douglas
- 243-262 An almost sure central limit theorem for the overlap parameters in the Hopfield model
by Gentz, Barbara
- 263-276 Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane
by Liang, Zong-xia & Zheng, Ming-li
- 277-298 Asymptotic singular windings of ergodic diffusions
by Franchi, J.
- 299-325 Transition matrices with equal germs
by Ribe, M.
- 327-345 Weak convergence of sequences of first passage processes and applications
by Ralescu, Stefan S. & Puri, Madan L.
- 347-349 On a renewal process average
by Kamps, Udo
March 1996, Volume 62, Issue 1
- 1-17 An approximation of American option prices in a jump-diffusion model
by Mulinacci, Sabrina
- 19-54 Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory
by Arnold, Ludwig & Imkeller, Peter
- 55-72 Markov chain convergence: From finite to infinite
by Rosenthal, Jeffrey S.
- 73-86 Immigration structures associated with Dawson-Watanabe superprocesses
by Li, Zeng-Hu
- 87-101 A set-indexed process in a two-region image
by Müller, Hans-Georg & Song, Kai-Sheng
- 103-114 Stability of backward stochastic differential equations
by Antonelli, Fabio
- 115-138 Weak convergence of stochastic processes indexed by smooth functions
by Arcones, Miguel A.
- 139-168 On the Kullback-Leibler information divergence of locally stationary processes
by Dahlhaus, R.
- 169-178 Analyticity of the density and exponential decay of correlations in 2-d bootstrap percolation
by Fontes, L. R. & Isopi, M. & Sidoravicius, V.
- 179-189 Poisson approximations for Markov-driven point processes
by Blasikiewicz, M. & Brown, Timothy C.
February 1996, Volume 61, Issue 2
- 181-204 Asymmetric conservative processes with random rates
by Benjamini, I. & Ferrari, P. A. & Landim, C.
- 205-221 Quantum operators in classical probability theory: I. "Quantum spin" techniques and the exclusion model of diffusion
by Lloyd, Peter & Sudbury, Aidan & Donnelly, Peter
- 223-248 Stochastic dynamics for an infinite system of random closed strings: A Gibbsian point of view
by Kondratiev, Yu. G. & Roelly, S. & Zessin, H.
- 249-261 A nonstandard form of the rate function for the occupation measure of a Markov chain
by Dupuis, Paul & Zeitouni, Ofer
- 263-275 Moderate deviations for martingales and mixing random processes
by Gao, Fu-Qing
- 277-288 Simple conditions for mixing of infinitely divisible processes
by Rosinski, Jan & Zak, Tomasz
- 289-304 Asymptotics for Euclidean functionals with power-weighted edges
by Redmond, C. & Yukich, J. E.
- 305-310 On the distribution of a randomly discounted compound Poisson process
by Nilsen, Trygve & Paulsen, Jostein
- 311-322 Superposed continuous renewal processes A Markov renewal approach
by Alsmeyer, Gerold
- 323-337 Strong approximations for stochastic differential equations with boundary conditions
by Ferrante, Marco & Kohatsu-Higa, Arturo & Sanz-Solé, Marta
- 339-361 Efficient estimation in a semiparametric additive regression model with autoregressive errors
by Schick, Anton
January 1996, Volume 61, Issue 1
- 1-23 Interface in a one-dimensional Ising spin system
by Bodineau, Thierry
- 25-43 On the length of the shortest crossing in the super-critical phase of Mandelbrot's percolation process
by Chayes, L.
- 45-69 Transition probabilities for the simple random walk on the Sierpinski graph
by Jones, Owen Dafydd
- 71-83 Slow diffusion for a Brownian motion with random reflecting barriers
by Chassaing, Philippe
- 85-108 An averaging principle for dynamical systems in Hilbert space with Markov random perturbations
by Hoppensteadt, F. & Salehi, H. & Skorokhod, A.
- 109-128 On the existence of equivalent [tau]-measures in finite discrete time
by Schürger, Klaus
- 129-145 An extension of Shannon-McMillan theorem and some limit properties for nonhomogeneous Markov chains
by Wen, Liu & Weiguo, Yang
- 147-161 Tails of subordinated laws: The regularly varying case
by Geluk, J. L.
- 163-180 Pseudo-Poisson approximation for Markov chains
by Borovkov, K. A. & Pfeifer, D.
December 1995, Volume 60, Issue 2
- 171-190 Comparing Fleming-Viot and Dawson-Watanabe processes
by Ethier, S. N. & Krone, Stephen M.
- 191-226 Self-intersection local time for Gaussian '(d)-processes: Existence, path continuity and examples
by Bojdecki, Tomasz & Gorostiza, Luis G.
- 227-245 On the connected components of the support of super Brownian motion and of its exit measure
by Abraham, Romain
- 247-260 A stability property of the stochastic heat equation
by Ubøe, Jan & Zhang, Tusheng
- 261-286 Coupling and harmonic functions in the case of continuous time Markov processes
by Cranston, Michael & Greven, Andreas
- 287-311 On the exit law from saddle points
by Day, Martin V.
- 313-330 A CLT for the periodograms of a [varrho]*-mixing random field
by Miller, Curtis
- 331-342 Moving-average representation of autoregressive approximations
by Bühlmann, Peter
- 343-353 Strong approximation for cross-covariances of linear variables with long-range dependence
by Kouritzin, Michael A.
November 1995, Volume 60, Issue 1
- 1-18 A class of micropulses and antipersistent fractional Brownian motion
by Cioczek-Georges, R. & Mandelbrot, B. B.
- 19-47 Fractional ARIMA with stable innovations
by Kokoszka, Piotr S. & Taqqu, Murad S.
- 49-63 On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables
by Hsing, Tailen
- 65-85 A semilinear Mckean-Vlasov stochastic evolution equation in Hilbert space
by Ahmed, N. U. & Ding, X.
- 87-102 On transient Bessel processes and planar Brownian motion reflected at their future infima
by Shi, Z.
- 103-111 Limit theorems for diffusions with a random potential
by Mathieu, Pierre
- 113-130 Further applications of a general rate conservation law
by Bardhan, Indrajit
- 131-146 On a stochastic delay difference equation with boundary conditions and its Markov property
by Baccin, Maria C. & Ferrante, Marco
- 147-160 Approximations of large population epidemic models
by Garcia, Nancy Lopes
- 161-169 On large increments of infinite series of Ornstein-Uhlenbeck processes
by Lin, Z. Y.
October 1995, Volume 59, Issue 2
- 175-184 Logarithmic averages for the local times of recurrent random walks and Lévy processes
by Marcus, Michael B. & Rosen, Jay
- 185-216 Many multivariate records
by Goldie, Charles M. & Resnick, Sidney I.
- 217-233 Sample quantiles of heavy tailed stochastic processes
by Embrechts, Paul & Samorodnitsky, Gennady
- 235-249 Exponential convergence for attractive reversible subcritical nearest particle systems
by Mountford, T. S.
- 251-266 Supercritical behaviors in first-passage percolation
by Zhang, Yu
- 267-275 Random-cluster measures and uniform spanning trees
by Häggström, Olle
- 277-293 Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures
by Xie, Yingchao
- 295-308 Approximations for stochastic differential equations with reflecting convex boundaries
by Pettersson, Roger
- 309-320 Large deviations for moving average processes
by Jiang, Tiefeng & Rao, M. Bhaskara & Wang, Xiangchen
- 321-341 Global Strassen-type theorems for iterated Brownian motions
by Csáki, Endre & Csörgo, Miklós & Földes, Antónia & Révész, Pál
- 343-351 On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes
by Yokoyama, Ryozo
September 1995, Volume 59, Issue 1
- 1-20 The packing measure of the support of super-Brownian motion
by Le Gall, J.-F. & Perkins, E.A. & Taylor, S.J.
- 21-42 On the ultimate value of local time of one-dimensional super-Brownian motion
by Kaj, I. & Salminen, P.
- 43-53 On positive solutions of some nonlinear differential equations -- A probabilistic approach
by Sheu, Yuan-Chung
- 55-79 Weak convergence of stochastic integrals driven by martingale measure
by Cho, Nhansook
- 81-104 The generalized covariation process and Ito formula
by Russo, Francesco & Vallois, Pierre
- 105-123 Weight functions and pathwise local central limit theorems
by Horvath, Lajos & Khoshnevisan, Davar
- 125-142 A Chung type law of the iterated logarithm for subsequences of a Wiener process
by Shao, Qi-Man
- 143-155 Distant long-range dependent sums and regression estimation
by Csörgo, Sándor & Mielniczuk, Jan
- 157-173 Upper and lower bounds on the rate of convergence for nonhomogeneous birth and death processes
by Zeifman, A.I.
August 1995, Volume 58, Issue 2
- 187-204 Absolute continuity of one-sided random translations
by Sato, Hiroshi & Tamashiro, Masakazu
- 205-216 On the first passage times for Markov processes with monotone convex transition kernels
by Li, Haijun & Shaked, Moshe
- 217-245 On the law of the iterated logarithm for canonical U-statistics and processes
by Arcones, Miguel A. & Giné, Evarist
- 247-265 The blockwise bootstrap for general empirical processes of stationary sequences
by Bühlmann, Peter
- 267-279 The Csörgo-Révész modulus of non-differentiability of iterated Brownian motion
by Hu, Y. & Shi, Z.
- 281-292 Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients
by Mao, Xuerong
- 293-317 Constructing quantum measurement processes via classical stochastic calculus
by Barchielli, A. & Holevo, A. S.
- 319-327 Multiplicative functionals of Lévy processes
by Ying, Jiangang
- 329-360 Remarques sur l'ergodicité des algorithmes de recuit simulé sur un graphe
by Miclo, Laurent
July 1995, Volume 58, Issue 1
- 1-21 On moduli of continuity for local times of Gaussian processes
by Csörgo, Miklós & Lin, Zheng-Yan & Shao, Qi-Man
- 23-34 On large deviations of empirical measures for stationary Gaussian processes
by Bryc, Wlodzimierz & Dembo, Amir
- 35-55 Quite weak Bernoulli with exponential rate and percolation for random fields
by Burton, Robert M. & Steif, Jeffrey E.
- 57-72 Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise
by Gyöngy, István & Nualart, David
- 73-89 Occupation time distributions for Lévy bridges and excursions
by Fitzsimmons, P. J. & Getoor, R. K.
- 91-103 Upper and lower classes for 2 - and p-norms of Brownian motion and norms of [alpha]-stable motion
by Albin, J. M. P.
- 105-119 Ladder height distributions with marks
by Asmussen, Søren & Schmidt, Volker
- 121-137 On the typical level crossing time and path
by Nyrhinen, Harri
- 139-154 Excursions of the workload process in G/GI/1 queues
by Guillemin, Fabrice M. & Mazumdar, Ravi R.