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Editor: T. Mikosch
Description: Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests.
Series handle: RePEc:eee:spapps
ISSN: 0304-4149
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Content
May 2009, Volume 119, Issue 5
- 1541-1560 Gaussian approximation of the empirical process under random entropy conditions
by Settati, Adel
- 1561-1579 Constrained nonsmooth utility maximization without quadratic inf convolution
by Westray, Nicholas & Zheng, Harry
- 1580-1600 Parametric estimation for partially hidden diffusion processes sampled at discrete times
by Iacus, Stefano Maria & Uchida, Masayuki & Yoshida, Nakahiro
- 1601-1631 Boundary Harnack principle for subordinate Brownian motions
by Kim, Panki & Song, Renming & Vondracek, Zoran
- 1632-1651 Localization for branching random walks in random environment
by Hu, Yueyun & Yoshida, Nobuo
- 1652-1672 Estimation of quadratic variation for two-parameter diffusions
by Réveillac, Anthony
- 1673-1695 On differentiability of ruin functions under Markov-modulated models
by Zhu, Jinxia & Yang, Hailiang
- 1696-1724 New large deviation results for some super-Brownian processes
by Serlet, Laurent
- 1725-1764 Martingale solutions and Markov selections for stochastic partial differential equations
by Goldys, Benjamin & Röckner, Michael & Zhang, Xicheng
April 2009, Volume 119, Issue 4
- 1039-1054 A canonical setting and separating times for continuous local martingales
by Engelbert, H.-J. & Urusov, M.A. & Walther, M.
- 1055-1080 Regularly varying multivariate time series
by Basrak, Bojan & Segers, Johan
- 1081-1123 A PDE approach to large deviations in Hilbert spaces
by Swie[combining cedilla]ch, Andrzej
- 1124-1143 Williams' decomposition of the Lévy continuum random tree and simultaneous extinction probability for populations with neutral mutations
by Abraham, Romain & Delmas, Jean-François
- 1144-1167 The martingale problem for a class of stable-like processes
by Bass, Richard F. & Tang, Huili
- 1168-1197 Linear fractional stable sheets: Wavelet expansion and sample path properties
by Ayache, Antoine & Roueff, François & Xiao, Yimin
- 1198-1215 A quenched limit theorem for the local time of random walks on
by Gärtner, Jürgen & Sun, Rongfeng
- 1216-1234 Existence and uniqueness of solutions to the backward 2D stochastic Navier-Stokes equations
by Sundar, P. & Yin, Hong
- 1235-1256 Forgetting the initial distribution for Hidden Markov Models
by Douc, R. & Fort, G. & Moulines, E. & Priouret, P.
- 1257-1269 Killed Brownian motion and inequalities among solutions of the Schrodinger equation
by Le, H.
- 1270-1297 Renewal theorems and stability for the reflected process
by Doney, Ron & Maller, Ross & Savov, Mladen
- 1298-1324 Asymptotic results for the empirical process of stationary sequences
by Berkes, István & Hörmann, Siegfried & Schauer, Johannes
- 1325-1356 Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure
by Lim, S.C. & Teo, L.P.
- 1357-1367 Markov processes invariant under a Lie group action
by Liao, Ming
- 1368-1385 Comparing the minimal Hellinger martingale measure of order q to the q-optimal martingale measure
by Choulli, Tahir & Stricker, Christophe
- 1386-1399 Further results on some singular linear stochastic differential equations
by Alili, Larbi & Wu, Ching-Tang
March 2009, Volume 119, Issue 3
- 679-699 Estimation for stochastic differential equations with a small diffusion coefficient
by Gloter, Arnaud & Sørensen, Michael
- 700-736 Translation invariance of two-dimensional Gibbsian systems of particles with internal degrees of freedom
by Richthammer, Thomas
- 737-774 Ideal gas approximation for a two-dimensional rarefied gas under Kawasaki dynamics
by Gaudillière, A. & den Hollander, F. & Nardi, F.R. & Olivieri, E. & Scoppola, E.
- 775-810 Collision probability for random trajectories in two dimensions
by Gaudillière, A.
- 811-834 Nonparametric adaptive estimation for integrated diffusions
by Comte, F. & Genon-Catalot, V. & Rozenholc, Y.
- 835-863 Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
by Albeverio, S. & Mandrekar, V. & Rüdiger, B.
- 864-881 Ergodic behavior of diffusions with random jumps from the boundary
by Ben-Ari, Iddo & Pinsky, Ross G.
- 882-896 Large scale properties of the IIIC for 2D percolation
by Chayes, L. & Nolin, P.
- 897-923 Subgeometric rates of convergence of f-ergodic strong Markov processes
by Douc, Randal & Fort, Gersende & Guillin, Arnaud
- 924-936 Special examples of diffusions in random environment
by del Tenno, Ivan
- 937-965 Sharp phase transition and critical behaviour in 2D divide and colour models
by Bálint, András & Camia, Federico & Meester, Ronald
- 966-979 Existence of an infinite particle limit of stochastic ranking process
by Hattori, Kumiko & Hattori, Tetsuya
- 980-1000 Some explicit identities associated with positive self-similar Markov processes
by Chaumont, L. & Kyprianou, A.E. & Pardo, J.C.
- 1001-1014 Smoothness of Gaussian local times beyond the local nondeterminism
by Boufoussi, Brahim & Guerbaz, Raby
- 1015-1034 Optimal reinsurance strategy under fixed cost and delay
by Egami, Masahiko & Young, Virginia R.
February 2009, Volume 119, Issue 2
- 307-326 A stochastic heat equation with the distributions of Lévy processes as its invariant measures
by Funaki, Tadahisa & Xie, Bin
- 327-346 Homogenization of random transport along periodic two-dimensional flows
by Franke, Brice
- 347-372 Occupation time theorems for one-dimensional random walks and diffusion processes in random environments
by Kasahara, Yuji & Watanabe, Shinzo
- 373-390 Learning to signal: Analysis of a micro-level reinforcement model
by Argiento, Raffaele & Pemantle, Robin & Skyrms, Brian & Volkov, Stanislav
- 391-409 Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion
by Nualart, David & Saussereau, Bruno
- 410-427 Invariant measures for stochastic evolution equations of pure jump type
by Dong, Zhao & Xu, Tiange & Zhang, Tusheng
- 428-452 The Skorokhod problem in a time-dependent interval
by Burdzy, Krzysztof & Kang, Weining & Ramanan, Kavita
- 453-467 An asymptotic theory for sample covariances of Bernoulli shifts
by Wu, Wei Biao
- 468-490 Weak convergence of the tail empirical process for dependent sequences
by Rootzén, Holger
- 491-517 Importance sampling for a Markov modulated queuing network
by Sezer, Ali Devin
- 518-533 Large deviations for statistics of the Jacobi process
by Demni, N. & Zani, M.
- 534-561 The effect of memory on functional large deviations of infinite moving average processes
by Ghosh, Souvik & Samorodnitsky, Gennady
- 562-587 Splitting for rare event simulation: A large deviation approach to design and analysis
by Dean, Thomas & Dupuis, Paul
- 588-601 Dispersion of volume under the action of isotropic Brownian flows
by Dimitroff, G. & Scheutzow, M.
- 602-632 Exponential ergodicity of the solutions to SDE's with a jump noise
by Kulik, Alexey M.
- 633-654 Time consistent dynamic risk processes
by Bion-Nadal, Jocelyne
- 655-675 Approximation of the tail probability of randomly weighted sums and applications
by Zhang, Yi & Shen, Xinmei & Weng, Chengguo
January 2009, Volume 119, Issue 1
- 1-15 Distributional limits for the symmetric exclusion process
by Liggett, Thomas M.
- 16-44 Sobolev space theory of SPDEs with continuous or measurable leading coefficients
by Kim, Kyeong-Hun
- 45-73 Stochastic coalescence with homogeneous-like interaction rates
by Fournier, Nicolas & Löcherbach, Eva
- 74-98 COGARCH as a continuous-time limit of GARCH(1,1)
by Kallsen, Jan & Vesenmayer, Bernhard
- 99-129 Continuum random trees and branching processes with immigration
by Duquesne, Thomas
- 130-166 Discontinuous superprocesses with dependent spatial motion
by He, Hui
- 167-189 Marcus-Lushnikov processes, Smoluchowski's and Flory's models
by Fournier, Nicolas & Laurençot, Philippe
- 190-207 Poisson type approximations for the Markov binomial distribution
by Cekanavicius, Vydas & Roos, Bero
- 208-231 Laplace approximation of transition densities posed as Brownian expectations
by Markussen, Bo
- 232-248 Martingale characterization of G-Brownian motion
by Xu, Jing & Zhang, Bo
- 249-280 Strong approximation for a class of stationary processes
by Liu, Weidong & Lin, Zhengyan
- 281-304 On the asymptotic behaviour of Lévy processes, Part I: Subexponential and exponential processes
by Albin, J.M.P. & Sundén, Mattias
December 2008, Volume 118, Issue 12
- 2143-2180 An optimal control variance reduction method for density estimation
by Kebaier, Ahmed & Kohatsu-Higa, Arturo
- 2181-2197 Transportation-cost inequality on path spaces with uniform distance
by Fang, Shizan & Wang, Feng-Yu & Wu, Bo
- 2198-2222 Optimal acceptance rates for Metropolis algorithms: Moving beyond 0.234
by Bédard, Mylène
- 2223-2253 Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
by Peng, Shige
- 2254-2268 Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps
by Qiao, Huijie & Zhang, Xicheng
- 2269-2293 Discrete-time approximation for continuously and discretely reflected BSDEs
by Bouchard, Bruno & Chassagneux, Jean-François
- 2294-2333 Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion
by Neuenkirch, Andreas
- 2334-2343 Semigroups of Upsilon transformations
by Barndorff-Nielsen, Ole E. & Maejima, Makoto
- 2344-2368 Small deviation probability via chaining
by Aurzada, Frank & Lifshits, Mikhail
November 2008, Volume 118, Issue 11
- 1929-1972 A coarse graining for the Fortuin-Kasteleyn measure in random media
by Wouts, Marc
- 1973-1981 Continuous interfaces with disorder: Even strong pinning is too weak in two dimensions
by Külske, Christof & Orlandi, Enza
- 1982-1996 A zero-one law of almost sure local extinction for (1+[beta])-super-Brownian motion
by Zhou, Xiaowen
- 1997-2013 Weakly dependent chains with infinite memory
by Doukhan, Paul & Wintenberger, Olivier
- 2014-2021 A limit theorem for the time of ruin in a Gaussian ruin problem
by Hüsler, Jürg & Piterbarg, Vladimir
- 2022-2037 Asymptotics of supremum distribution of [alpha](t)-locally stationary Gaussian processes
by De[combining cedilla]bicki, Krzysztof & Kisowski, Pawel
- 2038-2057 Quasi-invariance properties of a class of subordinators
by von Renesse, Max-K. & Yor, Marc & Zambotti, Lorenzo
- 2058-2070 Approximation via regularization of the local time of semimartingales and Brownian motion
by Blandine, Bérard Bergery & Pierre, Vallois
- 2071-2084 Uniqueness of the generators of the 2D Euler and Navier-Stokes flows
by Albeverio, S. & Barbu, V. & Ferrario, B.
- 2085-2097 Unilateral small deviations of processes related to the fractional Brownian motion
by Molchan, G.
- 2098-2124 A singular control model with application to the goodwill problem
by Jack, Andrew & Johnson, Timothy C. & Zervos, Mihail
- 2125-2142 Implications of contrarian and one-sided strategies for the fair-coin game
by Horikoshi, Yasunori & Takemura, Akimichi
October 2008, Volume 118, Issue 10
- 1723-1737 Capacities in Wiener space, quasi-sure lower functions, and Kolmogorov's [epsilon]-entropy
by Khoshnevisan, Davar & Levin, David A. & Méndez-Hernández, Pedro J.
- 1738-1767 The Ornstein-Uhlenbeck bridge and applications to Markov semigroups
by Goldys, B. & Maslowski, B.
- 1768-1802 Moderate deviations for a random walk in random scenery
by Fleischmann, Klaus & Mörters, Peter & Wachtel, Vitali
- 1803-1819 An Itô-Stratonovich formula for Gaussian processes: A Riemann sums approach
by Nualart, D. & Ortiz-Latorre, S.
- 1820-1851 Effective branching splitting method under cost constraint
by Lagnoux-Renaudie, Agnès
- 1852-1869 Assessing the number of mean square derivatives of a Gaussian process
by Blanke, Delphine & Vial, Céline
- 1870-1891 Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures
by Uemura, H.
- 1892-1908 Asymptotic distribution of the CLSE in a critical process with immigration
by Rahimov, I.
- 1909-1928 Criteria for ergodicity of Lévy type operators in dimension one
by Wang, Jian
September 2008, Volume 118, Issue 9
- 1489-1517 A general framework for simulation of fractional fields
by Cohen, Serge & Lacaux, Céline & Ledoux, Michel
- 1518-1551 Representation theorems for quadratic -consistent nonlinear expectations
by Hu, Ying & Ma, Jin & Peng, Shige & Yao, Song
- 1552-1585 Renormalization and convergence in law for the derivative of intersection local time in
by Markowsky, Greg
- 1586-1605 Asymptotic regimes for the occupancy scheme of multiplicative cascades
by Bertoin, Jean
- 1606-1633 Triangular array limits for continuous time random walks
by Meerschaert, Mark M. & Scheffler, Hans-Peter
- 1634-1661 Canonical correlation for stochastic processes
by Eubank, R.L. & Hsing, Tailen
- 1662-1678 On filtration enlargements and purely discontinuous martingales
by Ankirchner, Stefan
- 1679-1705 On the ergodicity and mixing of max-stable processes
by Stoev, Stilian A.
- 1706-1721 Approximate martingale estimating functions for stochastic differential equations with small noises
by Uchida, Masayuki
August 2008, Volume 118, Issue 8
- 1301-1321 On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
by Löcherbach, Eva & Loukianova, Dasha
- 1322-1350 Equivalence of ensembles for two-species zero-range invariant measures
by Großkinsky, Stefan
- 1351-1384 Computation of the invariant measure for a Lévy driven SDE: Rate of convergence
by Panloup, Fabien
- 1385-1406 Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
by Mao, Xuerong & Shen, Yi & Yuan, Chenggui
- 1407-1433 Penalizations of the Brownian motion with a functional of its local times
by Najnudel, Joseph
- 1434-1462 Estimation of the volatility persistence in a discretely observed diffusion model
by Rosenbaum, Mathieu
- 1463-1488 Isotropic stochastic flow of homeomorphisms on associated with the critical Sobolev exponent
by Luo, Dejun
July 2008, Volume 118, Issue 7
- 1107-1135 CLT for Lp moduli of continuity of Gaussian processes
by Marcus, Michael B. & Rosen, Jay
- 1136-1158 Enlargement of filtrations with random times for processes with jumps
by Kohatsu-Higa, Arturo & Yamazato, Makoto
- 1159-1189 Localization of favorite points for diffusion in a random environment
by Cheliotis, Dimitris
- 1190-1218 A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
by Azaïs, Jean-Marc & Wschebor, Mario
- 1219-1243 Extensions of Black-Scholes processes and Benford's law
by Schürger, Klaus
- 1244-1253 Local times of ranked continuous semimartingales
by Banner, Adrian D. & Ghomrasni, Raouf
- 1254-1263 A polynomial birth-death point process approximation to the Bernoulli process
by Xia, Aihua & Zhang, Fuxi
- 1264-1277 Propagation of singularities in the semi-fractional Brownian sheet
by Blath, Jochen & Martin, Andreas
- 1278-1299 Diffusion approximation for equilibrium Kawasaki dynamics in continuum
by Kondratiev, Yuri G. & Kutoviy, Oleksandr V. & Lytvynov, Eugene W.
June 2008, Volume 118, Issue 6
- 897-916 Multifractal spectra and precise rates of decay in homogeneous fragmentations
by Krell, Nathalie
- 917-937 The coding complexity of diffusion processes under supremum norm distortion
by Dereich, Steffen
- 938-951 The coding complexity of diffusion processes under Lp[0,1]-norm distortion
by Dereich, Steffen
- 952-967 Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection
by Ji, Shaolin & Peng, Shige
- 968-980 Backward stochastic differential equations with reflection and weak assumptions on the coefficients
by Xu, Mingyu
- 981-1003 Upper limits of Sinai's walk in random scenery
by Zindy, Olivier
- 1004-1021 Coexistence in host-pathogen systems
by Durrett, R. & Lanchier, N.
- 1022-1042 Global fluctuations in general [beta] Dyson's Brownian motion
by Bender, Martin
- 1043-1055 Nonparametric estimation and testing time-homogeneity for processes with independent increments
by Nishiyama, Yoichi
- 1056-1070 A note on the central limit theorem for bipower variation of general functions
by Kinnebrock, Silja & Podolskij, Mark
- 1071-1105 Simulated annealing for Lévy-driven jump-diffusions
by Pavlyukevich, Ilya
May 2008, Volume 118, Issue 5
- 703-729 Conditional large deviations for a sequence of words
by Birkner, Matthias
- 730-754 Self-similarity and spectral asymptotics for the continuum random tree
by Croydon, David & Hambly, Ben
- 755-761 On the existence of some processes
by Douc, Randal & Roueff, François & Soulier, Philippe
- 762-789 On a stochastic version of Prouse model in fluid dynamics
by Ferrario, B. & Flandoli, F.
- 790-817 On dual processes of non-symmetric diffusions with measure-valued drifts
by Kim, Panki & Song, Renming
- 818-838 BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
by Briand, Philippe & Confortola, Fulvia
- 839-851 Exit asymptotics for small diffusion about an unstable equilibrium
by Bakhtin, Yuri
- 852-863 Median, concentration and fluctuations for Lévy processes
by Houdré, Christian & Marchal, Philippe
- 864-895 Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps
by Luo, Jiaowan & Liu, Kai
April 2008, Volume 118, Issue 4
- 517-559 Asymptotic properties of realized power variations and related functionals of semimartingales
by Jacod, Jean
- 560-584 Extreme value theory for space-time processes with heavy-tailed distributions
by Davis, Richard A. & Mikosch, Thomas
- 585-613 High-frequency asymptotics for subordinated stationary fields on an Abelian compact group
by Marinucci, Domenico & Peccati, Giovanni
- 614-628 Central limit theorems for multiple stochastic integrals and Malliavin calculus
by Nualart, D. & Ortiz-Latorre, S.
- 629-648 Approximation to the mean curve in the LCS problem
by Durringer, Clement & Hauser, Raphael & Matzinger, Heinrich
- 649-680 Asymptotic properties of particle filter-based maximum likelihood estimators for state space models
by Olsson, Jimmy & Rydén, Tobias
- 681-702 Hausdorff dimension of the image of additive processes
by Yang, Ming
March 2008, Volume 118, Issue 3
- 319-332 A contact process with mutations on a tree
by Liggett, Thomas M. & Schinazi, Rinaldo B. & Schweinsberg, Jason
- 333-345 Tail behavior of random products and stochastic exponentials
by Cohen, Serge & Mikosch, Thomas
- 346-367 Monte-Carlo simulation of stochastic differential systems -- a geometrical approach
by Alves, C.J.S. & Cruzeiro, A.B.
- 368-388 Hypoelliptic heat kernel inequalities on Lie groups
by Melcher, Tai
- 389-416 Logarithmic speeds for one-dimensional perturbed random walks in random environments
by Menshikov, M.V. & Wade, Andrew R.
- 417-451 Spatially homogeneous solutions of 3D stochastic Navier-Stokes equations and local energy inequality
by Basson, Arnaud
- 452-473 Moderate deviations and law of the iterated logarithm in for kernel density estimators
by Gao, Fuqing
- 474-502 Central limit theorem for a tagged particle in asymmetric simple exclusion
by Gonçalves, Patrícia
- 503-515 Solvability of backward stochastic differential equations with quadratic growth
by Tevzadze, Revaz
February 2008, Volume 118, Issue 2
- 153-170 Non-regular estimation theory for piecewise continuous spectral densities
by Taniguchi, Masanobu
- 171-198 Nonhomogeneous fractional integration and multifractional processes
by Surgailis, Donatas
- 199-212 On a formula on the potential operators of absorbing Lévy processes in the half space
by Tamura, Yozo & Tanaka, Hiroshi
- 213-231 On the estimation of intrinsic volume densities of stationary random closed sets
by Mrkvicka, T. & Rataj, J.
- 232-260 Nonparametric estimation of the stationary density and the transition density of a Markov chain
by Lacour, Claire
- 261-283 Bilateral gamma distributions and processes in financial mathematics
by Küchler, Uwe & Tappe, Stefan
- 284-318 A wavelet particle approximation for McKean-Vlasov and 2D-Navier-Stokes statistical solutions
by Tran, Viet Chi
January 2008, Volume 118, Issue 1
December 2007, Volume 117, Issue 12
- 1764-1792 A diluted version of the perceptron model
by Márquez-Carreras, David & Rovira, Carles & Tindel, Samy
- 1793-1812 A forward scheme for backward SDEs
by Bender, Christian & Denk, Robert
- 1813-1834 On convergence to the exponential utility problem
by Kohlmann, Michael & Niethammer, Christina R.
- 1835-1847 Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments
by Barbe, Ph. & McCormick, W.P. & Zhang, C.
- 1848-1869 Functional limit theorems for generalized quadratic variations of Gaussian processes
by Bégyn, Arnaud
- 1870-1888 Limit theorems for permutations of empirical processes with applications to change point analysis
by Horváth, Lajos & Shao, Qi-Man
- 1889-1909 On some transformations between positive self-similar Markov processes
by Chaumont, Loïc & Rivero, Víctor
- 1910-1927 Two phase transitions for the contact process on small worlds
by Durrett, Rick & Jung, Paul
- 1928-1959 Cumulants of the maximum of the Gaussian random walk
by Janssen, A.J.E.M. & van Leeuwaarden, J.S.H.
November 2007, Volume 117, Issue 11
- 1587-1605 Computing strategies for achieving acceptability: A Monte Carlo approach
by Pal, Soumik
- 1606-1620 Asymptotic analysis of utility-based hedging strategies for small number of contingent claims
by Kramkov, D. & Sîrbu, M.
- 1621-1641 Horizon-unbiased utility functions
by Henderson, Vicky & Hobson, David
- 1642-1662 Stability of utility-maximization in incomplete markets
by Larsen, Kasper & Zitkovic, Gordan
- 1663-1688 Robust utility maximization with limited downside risk in incomplete markets
by Gundel, Anne & Weber, Stefan
- 1689-1723 Malliavin Greeks without Malliavin calculus
by Chen, Nan & Glasserman, Paul
- 1724-1749 Restructuring risk in credit default swaps: An empirical analysis
by Berndt, Antje & Jarrow, Robert A. & Kang, ChoongOh
October 2007, Volume 117, Issue 10
- 1373-1403 Large deviations for weighted empirical mean with outliers
by Maïda, M. & Najim, J. & Péché, S.
- 1404-1421 Asymptotic results concerning the total branch length of the Bolthausen-Sznitman coalescent
by Drmota, Michael & Iksanov, Alex & Moehle, Martin & Roesler, Uwe
- 1422-1447 Finite approximation schemes for Lévy processes, and their application to optimal stopping problems
by Szimayer, Alex & Maller, Ross A.
- 1448-1472 The 1-d stochastic wave equation driven by a fractional Brownian sheet
by Quer-Sardanyons, Lluís & Tindel, Samy
- 1473-1490 Almost sure estimates for the concentration neighborhood of Sinai's walk
by Andreoletti, Pierre
- 1491-1518 An adaptive scheme for the approximation of dissipative systems
by Lemaire, Vincent
- 1519-1539 Senile reinforced random walks
by Holmes, M. & Sakai, A.
- 1540-1560 The estimates of the mean first exit time from a ball for the [alpha]-stable Ornstein-Uhlenbeck processes
by Jakubowski, Tomasz
- 1561-1585 On homogenization of space-time dependent and degenerate random flows
by Rhodes, Rémi
September 2007, Volume 117, Issue 9
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