Stochastic Processes and their Applications
1989, Volume 33, Issue 1
1989, Volume 32, Issue 2
- 183-212 General branching processes as Markov fields
by Jagers, Peter
- 213-224 Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes
by de Haan, Laurens & Resnick, Sidney I. & Rootzén, Holger & de Vries, Casper G.
- 225-235 Embedding a stochastic difference equation into a continuous-time process
by de Haan, L. & Karandikar, R. L.
- 237-251 Markov stopping sets and stochastic integrals. Application in sequential estimation for a random diffusion field
by Rózanski, Roman
- 253-280 Pathwise stochastic integration and applications to the theory of continuous trading
by Willinger, Walter & Taqqu, Murad S.
- 281-287 Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process
by Lefebvre, Mario
- 289-303 Nonlinear renewal theory under growth conditions
by Walk, H.
- 305-329 Two classes of self-similar stable processes with stationary increments
by Cambanis, Stamatis & Maejima, Makoto
- 331-345 Approximation models for the continuous additive functionals of multidimensional brownian motion
by Bally, Vlad
- 347-354 Optimally stopping the sample mean of a wiener process with an unknown drift
by Simons, Gordon & Yao, Yi-Ching
- 355-367 A remark on the multiparameter law of the iterated logarithm
by Lacey, Michael T.
1989, Volume 32, Issue 1
- 3-45 Filtered statistical models and Hellinger processes
by Jacod, Jean
- 47-68 Convergence of filtered statistical models and Hellinger processes
by Jacod, Jean
- 69-92 r-variations for two-parameter continuous martingales and itô's formula
by Sanz, Marta
- 93-107 Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems
by Chambers, Daniel & Slud, Eric
- 109-127 Nonparametric estimation of conditional probability densities and expectations of stationary processes: strong consistency and rates
by Masry, Elias
- 129-140 Inference for random sampling processes
by Rüschendorf, Ludger
- 141-150 On compactness of the space of policies in stochastic dynamic programming
by Balder, Erik J.
- 151-160 A fundamental matrix for regular semi-Markov processes
by Fygenson, Mendel
- 161-170 The supercritical birth, death and catastrophe process: limit theorems on the set of extinction
by Pakes, Anthony G. & Pollett, P. K.
- 171-181 Nonhomogeneous, continuous-time Markov chains defined by series of proportional intensity matrices
by Johnson, Jean T. & Luecke, Glenn R.
1989, Volume 31, Issue 2
- 173-202 Stability of strong solutions of stochastic differential equations
by Slominski, Leszek
- 203-222 Recursive estimators for stationary, strong mixing processes--a representation theorem and asymptotic distributions
by Englund, Jan-Eric & Holst, Ulla & Ruppert, David
- 223-236 On asymptotic quasi-likelihood estimation
by Heyde, C. C. & Gay, R.
- 237-250 Estimation for first-order autoregressive processes with positive or bounded innovations
by Davis, Richard A. & McCormick, William P.
- 251-259 Differencing as an approximate de-trending device
by Hart, Jeffrey D.
- 261-282 Some asymptotic results for the branching process with immigration
by Wei, C. Z. & Winnicki, J.
- 283-305 Sampling a branching tree
by Maki, Ellen & McDunnough, Philip
- 307-314 What can or can't be estimated in branching and related processes?
by Maki, Ellen & McDunnough, Philip
- 315-320 Estimation in sparsely sampled random walks
by Guttorp, Peter & Lockhart, Richard A.
- 321-331 Last exit times for random walks
by Doney, R. A.
- 333-342 Mimicking finite dimensional marginals of a controlled diffusion by simpler controls
by Borkar, Vivek S.
1989, Volume 31, Issue 1
- 1-31 Stochastic flows with stationary distribution for two-dimensional inviscid fluids
by Albeverio, Sergio & Høegh-Krohn, Raphael
- 33-49 A law of large numbers for wide range exclusion processes in random media
by Platen, Eckhard
- 51-70 On multiple circuit chains with a countable infinity of states
by Kalpazidou, S.
- 71-88 Bifurcations in stochastic dynamical systems with simple singularities
by Janeczko, Stanisaw & Wajnryb, Eligiusz
- 89-103 Continuity and weak convergence of ranked and size-biased permutations on the infinite simplex
by Donnelly, Peter & Joyce, Paul
- 105-116 Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors
by Hüsler, J.
- 117-131 Conditional expectations of brownian functionals and their applications
by Zhang, Weijian
- 133-149 Abstract stochastic approximations and applications
by Shwartz, Adam & Berman, Nadav
- 151-159 Histogram maximum likelihood estimator in the multiplicative intensity model
by Leskow, Jacek & Rózanski, Roman
- 161-166 A note on the expected discounted cost of operating a finite dam
by Attia, F. A.
1988, Volume 30, Issue 2
- 171-191 Limit theorems for the spread of epidemics and forest fires
by Cox, J. T. & Durrett, Richard
- 193-208 Strong clumping of critical space-time branching models in subcritical dimensions
by Dawson, Donald A. & Fleischmann, Klaus
- 209-223 On the survival probability of generalized nearest-particle systems
by Chen, Dayue
- 225-252 Tagged particle motion in a clustered random walk system
by Shiga, Tokuzo
- 253-262 On the stability of robust filter-cleaners
by Brandt, Andreas & Künsch, Hans R.
- 263-275 The consistency of a non-linear least squares estimator from diffusion processes
by Kasonga, R. A.
- 277-289 A Berry-Esséen theorem and a functional law of the iterated logarithm for weakly associated random vectors
by Dabrowski, AndréR. & Dehling, Herold
- 291-301 Admissible investment strategies in continuous trading
by Aase, Knut K. & Øksendal, Bernt
- 303-316 Invariant record processes and applications to best choice modelling
by Bruss, F. Thomas
- 317-327 Extreme value theory for dependent sequences via the stein-chen method of poisson approximation
by Smith, Richard L.
- 329-339 Log-fractional stable processes
by Kasahara, Yuji & Maejima, Makoto & Vervaat, Wim
1988, Volume 30, Issue 1
- 1-16 High level exceedances in stationary sequences with extremal index
by Alpuim, M. Teresa
- 17-39 Extrema of skewed stable processes
by Samorodnitsky, Gennady
- 41-68 Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
by Davis, Richard & Resnick, Sidney
- 69-83 Empirical spectral processes and their applications to time series analysis
by Dahlhaus, Rainer
- 85-104 Some results on the joint distribution of the renewal Epochs prior to a given time instant
by Schulte-Geers, E. & Stadje, W.
- 105-119 Point processes indexed by directed sets
by Mazziotto, Gerald & Merzbach, Ely
- 121-131 Ergodicity and inequalities in a class of point processes
by Lindvall, Torgny
- 133-147 Critical branching populations with reproductive sibling correlations
by Broberg, Per
- 149-164 A stochastic particle system: Fluctuations around a nonlinear reaction-diffusion equation
by Dittrich, Peter
- 165-169 Comparison between solutions of SDEs and ODEs
by Sundar, P.
1988, Volume 29, Issue 2
- 171-193 Almost subadditive multiparameter ergodic theorems
by Schürger, Klaus
- 195-207 Asymptotic crossing rates for stationary Gaussian vector processes
by Breitung, Karl
- 209-222 A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion
by Calzolari, Antonella & Costantini, Cristina & Marchetti, Federico
- 223-245 Limit laws for the modulus of continuity of the partial sum process and for the shepp statistic
by Deheuvels, Paul & Steinebach, Josef
- 247-256 Poisson approximations for time-changed point processes
by Brown, Timothy C. & Gopalan Nair, M.
- 257-266 Applications of white noise calculus to the computation of Feynman integrals
by de Falco, Diego & Khandekar, Dinkar C.
- 267-279 The continuity of the quadratic variation of two-parameter martingales
by Frangos, Nikos E. & Imkeller, Peter
- 281-290 Doob's inequalities revisited: A maximal H1-embedding
by Jacka, S. D.
- 291-308 Homogeneous random measures for Markov processes in weak duality: Study via an entrance boundary
by Kaspi, H. & Mitro, J. B.
- 309-315 Mixing properties of ARMA processes
by Mokkadem, Abdelkader
- 317-333 Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model
by Anh, V. V.
1988, Volume 29, Issue 1
- 1-50 Time reversal and stationarity of infinite-dimensional Markov birth-and-death processes
by Kaj, Ingemar
- 51-63 First passage times of birth-death processes and simple random walks
by Masuda, Yasushi
- 65-83 Occupation time densities for stable-like processes and other pure jump Markov processes
by Bass, Richard F.
- 85-102 Inference from censored Markov chains with applications to multiwave panel data
by Phelan, Michael J.
- 103-106 Replacing the martingale assumption in a martingale central limit theorem
by Bingham, Michael S.
- 107-127 Asymptotic normality of winsorized means
by Griffin, Philip S.
- 129-139 Strongly harmonizing operators and strongly harmonizable approximations of continuous random fields on LCA groups
by Dehay, D. & Moché, R.
- 141-145 The maximal value for coefficients of ergodicity
by Rhodius, Adolf
- 147-154 Diffusion approximations of some stochastic difference equations revisited
by Watanabe, Hisao
- 155-169 On the extreme order statistics for a stationary sequence
by Hsing, Tailen
1988, Volume 28, Issue 2
- 159-183 One dimensional uniqueness and convergence criteria for exchangeable processes
by Kallenberg, Olav
- 185-220 Contingent claims valuation when the security price is a combination of an Ito process and a random point process
by Aase, Knut K.
- 221-239 A counting process approach to the regression analysis of grouped survival data
by McKeague, Ian W.
- 241-257 Estimating a parametric trend component in a continuous-time jump-type process
by Pruscha, Helmut
- 259-265 A criterion for filtering in semimartingale models
by Thavaneswaran, A. & Thompson, M. E.
- 267-273 A note on asymptotic testing theory for nonhomogeneous observations
by Fahrmeir, L.
- 275-292 Time reversal of diffusion processes with a boundary condition
by Cattiaux, Patrick
- 293-300 Law of the iterated logarithm for the increments of stable subordinators
by Vasudeva, R. & Divanji, G.
- 301-315 Asymptotic expansions for first passage times
by Woodroofe, Michael
- 317-325 The secretary problem for a random walk
by Hlynka, M. & Sheahan, J. N.
1988, Volume 28, Issue 1
- 1-22 Systems of independent Markov chains
by Liggett, T. M. & Port, S. C.
- 23-30 Markov chains on completely regular semigroups
by Cerrito, P. B.
- 31-45 Markov chains generated by maximizing components of multidimensional extremal processes
by Dagsvik, John K.
- 47-59 Simple consistent estimation of the coefficients of a linear filter
by Brockwell, P. J. & Davis, R. A.
- 61-69 Reversibility of first-order autoregressive processes
by Osawa, Hideo
- 71-80 A new class of strongly consistent variance estimators for steady-state simulations
by Glynn, Peter W. & Iglehart, Donald L.
- 81-89 Smoothing signals for semimartingales
by Thavaneswaran, A.
- 91-99 Limit results for maxima in non-stationary multivariate Gaussian sequences
by Hüsler, Jürg & Schüpbach, Michel
- 101-109 A note on strong approximations of multivariate empirical processes
by Csörgo, Miklós & Horváth, Lajos
- 111-122 Recursive splitting of an interval when the proportions are identical and independent random variables
by Lloyd, C. J. & Williams, E. J.
- 123-139 A necessary and sufficient condition for a branching process in a random environment to grow like the product of its means
by Tanny, David
- 141-157 On the finite horizon Bellman equation for controlled Markov jump models with unbounded characteristics: existence and approximation
by van Dijk, Nico M.
1987, Volume 27
- 1-20 Temporal stochastic convexity and concavity
by Shaked, Moshe & Shanthikumar, J. George
- 21-41 On the maximal distance between two renewal epochs
by Révész, P. & Willekens, E.
- 43-56 On the large values of the Wiener process
by Csáki, Endre & Grill, Karl
- 57-71 The invariance principle for associated processes
by Birkel, Thomas
- 73-84 Spectral conditions for local nondeterminism
by Berman, Simeon M.
- 85-96 Gaussian estimation of first order time series models with Bernoulli observations
by Qian, Wei
- 97-120 Minimax estimation of continuous time deterministic signals in colored noise
by Bahr, Randall K. & Bucklew, James A.
- 121-139 The likelihood ratio test for the change point problem for exponentially distributed random variables
by Haccou, Patsy & Meelis, Evert & van de Geer, Sara
- 141-149 On the size of a rumour
by Watson, Ray
- 151-157 On the survival probability of a branching process in a finite state i.i.d. environment
by Dekking, F. M.
- 159-177 Diffusion first passage times: Approximations and related differential equations
by Wenocur, Michael L.
- 179-194 A functional law of the iterated logarithm for distributions in the domain of partial attraction of the normal distribution
by Maller, R. A.
- 195-215 Convergence of continuous time stochastic ELS parameter estimation
by Moore, John B.
- 217-231 Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
by Chen, Han-Fu & Guo, Lei & Gao, Ai-Jun
- 233-260 Convergence towards Burger's equation and propagation of chaos for weakly asymmetric exclusion processes
by Gärtner, Jürgen
- 261-277 A formal proof for the insensitivity of simple bounds for finite multi-server non-exponential tandem queues based on monotonicity results
by van Dijk, Nico
- 279-289 Relation between states observed by arriving and departing customers in bulk systems
by Hebuterne, Gérard
- 291-306 Extreme values of birth and death processes and queues
by Serfozo, Richard F.
- 307-316 Approximating the distribution of an extreme value statistic based on estimated from a generating function
by McCormick, William P. & Reeves, Jack H.
- 317-329 The index of the outstanding observation among n independent ones
by de Haan, L. & Weissman, I.
1987, Volume 26
- 1-30 Poisson convergence and poisson processes with applications to random graphs
by Janson, Svante
- 31-45 Local equilibrium for a one dimensional zero range process
by Ferrari, P.A. & Presutti, E. & Vares, M.E.
- 47-71 Partial likelihood process and asymptotic normality
by Jacod, Jean
- 73-85 On the strong law of large numbers for multivariate martingales
by Kaufmann, Heinz
- 87-97 A complete coupling proof of Blackwell's renewal theorem
by Thorisson, Hermann
- 99-106 On moment conditions for the supremum of normed sums
by Choi, Bong Dae & Sung, Soo Hak
- 107-121 An optimal stopping problem with finite horizon for sums of I.I.D. random variables
by Stadje, Wolfgang
- 123-140 An expected average reward criterion
by Bierth, K.-J.
- 141-159 On the spectral representations of complex semistable and other infinitely divisible stochastic processes
by Rajput, Balram S. & Rami-Murthy, Kavi
- 161-171 Continuous-time, constant causative Markov chains
by Johnson, Jean T.
- 173-175 On the supremum of an infinitely divisible process
by Willekens, Eric
- 237-255 Representation and approximation of large population age distributions using poisson random measures
by Solomon, Wiremu
- 257-265 Construction of the stationary regime of queues with locking
by Baccelli, F. & Courcoubetis, C.A. & Reiman, M.I.
- 267-276 Optimal robust estimation for discrete time stochastic processes
by Kulkarni, P.M. & Heyde, C.C.
- 277-287 A strong law for a set-indexed partial sum process with applications to exchangeable and stationary sequences
by Rosalsky, Andrew
- 289-296 Uniform pointwise ergodic theorems for classes of averaging sets and multiparameter subadditive processes
by Krengel, U. & Pyke, R.
- 297-316 On the characterization of certain point processes
by Hsing, Tailen
- 317-332 A propagation of chaos result for a system of particles with moderate interaction
by Meleard, Sylvie & Roelly-Coppoletta, Sylvie
1987, Volume 25
- 1-25 Some bounds and limiting results for the measure of Wiener sausage of small radius associated with elliptic diffusions
by Sznitman, A. S.
- 27-55 Semicontinuous processes in multi-dimensional extreme value theory
by Norberg, Tommy
- 57-72 On the tail behaviour of quantile processes
by Horváth, Lajos
- 73-81 Minimal spacings of non-uniform densities
by Hüsler, Jürg
- 83-93 On regular variation of probability densities
by de Haan, L. & Resnick, S.
- 95-108 Markov process large deviations in [tau]-topology
by Bolthausen, Erwin
- 109-136 On the moments of certain first passage times for linear growth processes
by Alsmeyer, Gerold
- 137-152 Collective phenomena in interacting particle systems
by Boldrighini, C. & De Masi, A. & Pellegrinotti, A. & Presutti, E.
- 153-163 Travelling wave structure of the one dimensional contact process
by Galves, A. & Presutti, E.
- 165-184 Hitting probabilities of random walks on
by Kesten, Harry
- 185-202 Stability and instability of local time of random walk in random environment
by Csörgo, Miklós & Horváth, Lajos & Révész, Pál
- 203-213 A note on the stability of the local time of a wiener process
by Csáki, Endre & Földes, Antónia
- 215-235 Large deviations and law of large numbers for a mean field type interacting particle systems
by Léonard, C.
- 237-244 The semimartingale decomposition of one-dimensional quasidiffusions with natural scale
by Burkhardt, G. & Küchler, U.
- 245-248 A comparison principle for certain convex functionals of a diffusion process without drift
by Borkar, Vivek S.
- 249-256 Completely positive operators and processes of Ornstein-Uhlenbeck type
by Pötzelberger, Klaus
- 257-263 Trajectories of Gaussian processes and interpolation of Banach spaces
by Bryc, Wlodzimierz
- 265-271 Restricted domains of attraction of exp(-e-x)
by Galambos, J. & Obretenov, A.
- 273-280 On some importance measures of system components
by Xie, Min
- 281-287 On combining quasi-likelihood estimating functions
by Heyde, C. C.
- 289-299 The control of a finite dam with penalty cost function: Wiener process input
by Attia, F. A.
- 301-308 Certain optimality properties of the first-come first-served discipline for G/G/s queues
by Daley, D. J.
- 309-314 Cycles, permutations and the structure of the yule process with immigration
by Joyce, Paul & Tavaré, Simon
- 315-324 An urn model with bernoulli removals and independent additions
by Siegrist, Kyle
1987, Volume 24, Issue 2
- 157-202 Some central limit theorems for Markov paths and some properties of Gaussian random fields
by Adler, Robert J. & Epstein, R.
- 203-224 Maximal success durations for a semi-Markov process
by Fousler, David E. & Karlin, Samuel
- 225-240 Hitting times of sequences
by Pittenger, A. O.
- 241-258 The multivariate hazard construction
by Shaked, Moshe & George Shanthikumar, J.
- 259-267 Strong law of large numbers for weakly harmonizable processes
by Dehay, Dominique
- 269-277 Invariance principle for integral type functionals of square-integrable martingales
by Szyszkowski, Ireneusz
- 279-286 Some exact distributions of the number of one-sided deviations and the time of the last such deviation in the simple random walk
by Chao, Chern-Ching & Slivka, John
- 287-292 Monotone infinite stochastic matrices and their augmented truncations
by Gibson, Diana & Seneta, E.
- 293-307 The full-information best choice problem with a random number of observations
by Porosinski, Zdzislaw
- 309-313 Attractiveness of interactions for binary lattice systems and the global Markov property
by Kessler, Christoph
1987, Volume 24, Issue 1
- 1-18 Ergodic properties of stationary stable processes
by Cambanis, Stamatis & Hardin, Clyde D. & Weron, Aleksander
- 19-30 Walsh spectral analysis of multiple dyadic stationary processes and its applications
by Nagai, Takeaki & Taniguchi, Masanobu
- 31-49 A property of two-parameter martingales with path-independent variation
by Nualart, David & Utzet, Frederic
- 51-60 Generalization of an inequality of Birnbaum and Marshall, with applications to growth rates for submartingales
by Slud, Eric V.
- 61-76 The existence of good Markov strategies for decision processes with general payoffs
by Hill, Theodore P. & Pestien, Victor C.
- 77-88 Prophet-type inequalities for multi-choice optimal stopping
by Kennedy, D. P.
- 89-97 Optimal control of an Ornstein-Uhlenbeck process
by Lefebvre, Mario
- 99-107 Enlarged filtrations for diffusions
by Al-Hussaini, Ata N. & Elliott, Robert J.
- 109-131 A central limit theorem for D(A)-valued processes
by Bass, Richard F. & Pyke, Ronald
- 133-142 Is the dying individual the oldest?
by Rolski, Tomasz & Ryll-Nardzewski, Czeslaw
- 143-149 Exponential bounds for excess probabilities in systems with a finite capacity
by van Ommeren, J. C. W.
- 151-155 A note on the properties of some nonstationary ARMA processes
by Singh, N. & Peiris, M. Shelton
1986, Volume 23, Issue 2
- 177-197 Discrete time adaptive impulsive control theory
by Stettner, Lukasz
- 199-220 A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problems
by Yamada, Keigo
- 221-234 Brownian fluctuations in space-time with applications to vibrations of rods
by Orsingher, Enzo
- 235-258 Asymptotic expansions for the variance of stopping times in nonlinear renewal theory
by Alsmeyer, G. & Irle, A.
- 259-267 The preservation of likelihood ratio ordering under convolution
by Shanthikumar, J. George & Yao, David D.
- 269-279 Convergence of critical multitype Galton-Watson branching processes
by Nakagawa, Tetsuo
- 281-290 The supremum of a process with stationary independent and symmetric increments
by Berman, Simeon M.
- 291-300 The mixing property of bilinear and generalised random coefficient autoregressive models
by Dinh Tuan, Pham
- 301-306 An invariance principle for weakly associated random vectors
by Burton, Robert M. & Dabrowski, AndréRobert & Dehling, Herold
- 307-318 Poisson convergence in two dimensions with application to row and column exchangeable arrays
by Brown, Timothy C. & Ivanoff, B. G. & Weber, N. C.