# Elsevier

# Stochastic Processes and their Applications

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### 2008, Volume 118, Issue 3

### 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

### 2008, Volume 118, Issue 1

**1-27 First hitting time and place for pseudo-processes driven by the equation subject to a linear drift***by*Lachal, Aimé**28-52 Occupation time limits of inhomogeneous Poisson systems of independent particles***by*Bojdecki, T. & Gorostiza, L.G. & Talarczyk, A.**53-75 Discrete-time approximation of decoupled Forward-Backward SDE with jumps***by*Bouchard, Bruno & Elie, Romuald**76-119 Annealing diffusions in a potential function with a slow growth***by*Zitt, Pierre-André**120-152 A stochastic linear-quadratic problem with Lévy processes and its application to finance***by*Mitsui, Ken-ichi & Tabata, Yoshio

### 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.

### 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

### 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

### 2007, Volume 117, Issue 9

**1165-1188 Restricting SLE(8/3 ) to an annulus***by*Bauer, Robert O.**1189-1207 Continuity with respect to the Hurst parameter of the laws of the multiple fractional integrals***by*Jolis, Maria & Viles, Noèlia**1208-1233 Upper large deviations for the maximal flow in first-passage percolation***by*Théret, Marie**1234-1250 A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations***by*Li, Juan & Tang, Shanjian**1251-1264 Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps***by*Cao, Guilan & He, Kai**1265-1284 Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero***by*Francq, Christian & Zakoian, Jean-Michel**1285-1302 Nonminimal sets, their projections and integral representations of stable processes***by*Pipiras, Vladas**1303-1315 Hitting times of Brownian motion and the Matsumoto-Yor property on trees***by*Wesolowski, Jacek & Witkowski, Piotr**1316-1329 Estimation for the additive Gaussian channel and Monge-Kantorovitch measure transportation***by*Üstünel, Ali Süleyman**1330-1356 Exit times for a class of piecewise exponential Markov processes with two-sided jumps***by*Jacobsen, Martin & Jensen, Anders Tolver**1357-1371 On Gittins' index theorem in continuous time***by*Bank, Peter & Küchler, Christian

### 2007, Volume 117, Issue 8

**961-979 Convergence of some time inhomogeneous Markov chains via spectral techniques***by*Saloff-Coste, L. & Zúñiga, J.**980-1000 A control approach to robust utility maximization with logarithmic utility and time-consistent penalties***by*Hernández-Hernández, Daniel & Schied, Alexander**1001-1013 Stochastic wave equations with dissipative damping***by*Barbu, Viorel & Da Prato, Giuseppe & Tubaro, Luciano**1014-1036 Long time asymptotics for constrained diffusions in polyhedral domains***by*Budhiraja, Amarjit & Lee, Chihoon**1037-1051 Stability of regime-switching diffusions***by*Khasminskii, R.Z. & Zhu, C. & Yin, G.**1052-1075 Forward and reverse representations for Markov chains***by*Milstein, G.N. & Schoenmakers, J.G.M. & Spokoiny, V.**1076-1092 Existence and uniqueness of an invariant measure for a chain of oscillators in contact with two heat baths***by*Carmona, Philippe**1093-1120 A Bayesian-martingale approach to the general disorder problem***by*Kavtaradze, T. & Lazrieva, N. & Mania, M. & Muliere, P.**1121-1136 Lower bounds for transition probabilities on graphs***by*Telcs, András**1137-1164 A Hölderian functional central limit theorem for a multi-indexed summation process***by*Rackauskas, Alfredas & Suquet, Charles & Zemlys, Vaidotas

### 2007, Volume 117, Issue 7

**803-829 Error expansion for the discretization of backward stochastic differential equations***by*Gobet, Emmanuel & Labart, Céline**830-839 Uniform concentration inequality for ergodic diffusion processes***by*Galtchouk, L. & Pergamenshchikov, S.**840-861 Regular variation of order 1 nonlinear AR-ARCH models***by*Cline, Daren B.H.**862-877 Asymptotic theory for curve-crossing analysis***by*Zhao, Zhibiao & Wu, Wei Biao**878-903 Probability and moment inequalities for sums of weakly dependent random variables, with applications***by*Doukhan, Paul & Neumann, Michael H.**904-927 A large deviation principle for 2D stochastic Navier-Stokes equation***by*Gourcy, Mathieu**928-946 Estimation of the offspring mean in a controlled branching process with a random control function***by*Sriram, T.N. & Bhattacharya, A. & González, M. & Martínez, R. & del Puerto, I.**947-959 Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory***by*Nyrhinen, Harri

### 2007, Volume 117, Issue 6

**677-707 Tempering stable processes***by*Rosinski, Jan**708-719 Random orderings of the integers and card shuffling***by*Jacka, Saul & Warren, Jon**720-741 Some results on strong solutions of SDEs with applications to interest rate models***by*Wissel, Johannes**742-765 Pricing and hedging in the presence of extraneous risks***by*Dufresne, Pierre Collin & Hugonnier, Julien**766-790 A limit theorem for quadratic fluctuations in symmetric simple exclusion***by*Assing, Sigurd**791-802 Log-concavity and the maximum entropy property of the Poisson distribution***by*Johnson, Oliver

### 2007, Volume 117, Issue 5

**539-549 Reflected Brownian motion in generic triangles and wedges***by*Kager, Wouter**550-574 Operators associated with a stochastic differential equation driven by fractional Brownian motions***by*Baudoin, Fabrice & Coutin, Laure**575-595 The dynamic of entropic repulsion***by*Deuschel, Jean-Dominique & Nishikawa, Takao**596-612 Large deviations and phase transition for random walks in random nonnegative potentials***by*Flury, Markus**613-628 Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity***by*Confortola, Fulvia**629-654 The influence of a power law drift on the exit time of Brownian motion from a half-line***by*DeBlassie, Dante & Smits, Robert**655-672 Explicit characterization of the super-replication strategy in financial markets with partial transaction costs***by*Bentahar, Imen & Bouchard, Bruno

### 2007, Volume 117, Issue 4

**409-431 An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes***by*Oblój, Jan**432-456 Extremal behaviour of models with multivariate random recurrence representation***by*Klüppelberg, Claudia & Pergamenchtchikov, Serguei**457-475 Non-stopping times and stopping theorems***by*Nikeghbali, Ashkan**476-486 Quadratic variations of spherical fractional Brownian motions***by*Istas, Jacques**487-513 Hydrodynamics for a system of harmonic oscillators perturbed by a conservative noise***by*Bernardin, Cédric**514-525 Percolation for the stable marriage of Poisson and Lebesgue***by*Freire, M.V. & Popov, S. & Vachkovskaia, M.**526-538 Interacting diffusions approximating the porous medium equation and propagation of chaos***by*Philipowski, Robert

### 2007, Volume 117, Issue 3

**271-296 Limits for weighted p-variations and likewise functionals of fractional diffusions with drift***by*León, José & Ludeña, Carenne**297-311 Fragmentation at height associated with Lévy processes***by*Delmas, Jean-François**312-332 Operator scaling stable random fields***by*Biermé, Hermine & Meerschaert, Mark M. & Scheffler, Hans-Peter**333-358 The effects of implementation delay on decision-making under uncertainty***by*Bayraktar, Erhan & Egami, Masahiko**359-374 Markov jump random c.d.f.'s and their posterior distributions***by*Balan, R.M.**375-398 Local asymptotic mixed normality of transformed Gaussian models for random fields***by*Sei, Tomonari**399-408 Homeomorphism of solutions to backward SDEs and applications***by*Qiao, Huijie & Zhang, Xicheng

### 2007, Volume 117, Issue 2

**143-164 The Burgers superprocess***by*Bonnet, Guillaume & Adler, Robert J.**165-187 Canonical Lévy process and Malliavin calculus***by*Solé, Josep Lluís & Utzet, Frederic & Vives, Josep**188-201 A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic***by*Delgado, Rosario**202-220 Gradient estimates for positive harmonic functions by stochastic analysis***by*Arnaudon, Marc & Driver, Bruce K. & Thalmaier, Anton**221-250 Deviations bounds and conditional principles for thin sets***by*Cattiaux, Patrick & Gozlan, Nathael**251-261 Local asymptotic powers of nonparametric and semiparametric tests for fractional integration***by*Shao, Xiaofeng & Wu, Wei Biao**262-270 Moments and distribution of the local time of a two-dimensional random walk***by*Cerný, Jirí

### 2007, Volume 117, Issue 1

**1-22 On some Fourier aspects of the construction of certain Wiener integrals***by*Funaki, T. & Hariya, Y. & Hirsch, F. & Yor, M.**23-34 Entropic repulsion for a class of Gaussian interface models in high dimensions***by*Kurt, Noemi**35-56 Ergodicity and exponential [beta]-mixing bounds for multidimensional diffusions with jumps***by*Masuda, Hiroki**57-70 When is a linear combination of independent fBm's equivalent to a single fBm?***by*van Zanten, Harry**71-95 Approximations and limit theory for quadratic forms of linear processes***by*Bhansali, R.J. & Giraitis, L. & Kokoszka, P.S.**96-120 Multivariate CARMA processes***by*Marquardt, Tina & Stelzer, Robert**121-142 An empirical central limit theorem for dependent sequences***by*Dedecker, Jérôme & Prieur, Clémentine

### 2006, Volume 116, Issue 12

**1677-1689 Large deviations for stochastic generalized porous media equations***by*Röckner, Michael & Wang, Feng-Yu & Wu, Liming**1690-1711 On the construction of Wiener integrals with respect to certain pseudo-Bessel processes***by*Funaki, T. & Hariya, Y. & Hirsch, F. & Yor, M.**1712-1742 Weak existence and uniqueness for forward-backward SDEs***by*Delarue, F. & Guatteri, G.**1743-1769 Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps***by*Ishikawa, Yasushi & Kunita, Hiroshi**1770-1791 The Wiener disorder problem with finite horizon***by*Gapeev, P.V. & Peskir, G.**1792-1814 Weak convergence of censored and reflected stable processes***by*Kim, Panki**1815-1835 Duality theorem for the stochastic optimal control problem***by*Mikami, Toshio & Thieullen, Michèle**1836-1859 The process of most recent common ancestors in an evolving coalescent***by*Pfaffelhuber, P. & Wakolbinger, A.**1860-1875 Stratonovich covariant differential equation with jumps***by*Maillard-Teyssier, Laurence**1876-1891 On mean curvature functions of Brownian paths***by*Last, Günter**1892-1919 Sequential testing of simple hypotheses about compound Poisson processes***by*Dayanik, Savas & Sezer, Semih O.**1920-1931 Existence and perfect simulation of one-dimensional loss networks***by*Garcia, Nancy L. & Maric, Nevena**1932-1963 Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: approach***by*Goldys, B. & Gozzi, F.**1964-1976 Convergence rates in strong ergodicity for Markov processes***by*Mao, Yong-Hua**1977-1991 On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences***by*Mladenovic, Pavle & Piterbarg, Vladimir**1992-2013 A conceptual approach to a path result for branching Brownian motion***by*Hardy, Robert & Harris, Simon C.**2014-2056 Backward stochastic differential equations with singular terminal condition***by*Popier, A.

### 2006, Volume 116, Issue 11

**1511-1529 Annealed asymptotics for the parabolic Anderson model with a moving catalyst***by*Gärtner, Jürgen & Heydenreich, Markus**1530-1562 Verification theorems for stochastic optimal control problems via a time dependent Fukushima-Dirichlet decomposition***by*Gozzi, Fausto & Russo, Francesco**1563-1583 Weak Dirichlet processes with a stochastic control perspective***by*Gozzi, Fausto & Russo, Francesco**1584-1599 Reconstruction of periodic sceneries seen along a random walk***by*Matzinger, Heinrich & Lember, Jüri**1600-1621 Polymer pinning at an interface***by*Pétrélis, Nicolas**1622-1635 Asymptotic bounds for infinitely divisible sequences***by*Kwapien, Stanislaw & Rosinski, Jan**1636-1659 Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise***by*Sritharan, S.S. & Sundar, P.**1660-1675 Simulation of conditioned diffusion and application to parameter estimation***by*Delyon, Bernard & Hu, Ying

### 2006, Volume 116, Issue 10

**1341-1357 Transformation formulas for fractional Brownian motion***by*Jost, Céline**1358-1376 Backward stochastic differential equations with jumps and related non-linear expectations***by*Royer, Manuela**1377-1408 On the concentration of Sinai's walk***by*Andreoletti, Pierre**1409-1432 Delay differential equations driven by Lévy processes: Stationarity and Feller properties***by*Reiß, M. & Riedle, M. & van Gaans, O.**1433-1446 Cut-off for n-tuples of exponentially converging processes***by*Barrera, Javiera & Lachaud, Béatrice & Ycart, Bernard**1447-1467 Computable infinite-dimensional filters with applications to discretized diffusion processes***by*Chaleyat-Maurel, Mireille & Genon-Catalot, Valentine**1468-1495 Martingale problem for superprocesses with non-classical branching functional***by*Leduc, Guillaume**1496-1510 On the renewal risk process with stochastic interest***by*Yuen, Kam C. & Wang, Guojing & Wu, Rong

### 2006, Volume 116, Issue 9

**1215-1235 Stochastic model for ultraslow diffusion***by*Meerschaert, Mark M. & Scheffler, Hans-Peter**1236-1253 Self-intersection local times of additive processes: Large deviation and law of the iterated logarithm***by*Chen, Xia**1254-1268 Fluctuations of the free energy in the diluted SK-model***by*Kösters, Holger**1269-1293 Large deviations of infinite intersections of events in Gaussian processes***by*Mandjes, Michel & Mannersalo, Petteri & Norros, Ilkka & van Uitert, Miranda**1294-1318 The self-intersections of a Gaussian random field***by*Zhang, Rongmao & Lin, Zhengyan**1319-1339 Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations***by*N'Zi, Modeste & Ouknine, Youssef & Sulem, Agnès

### 2006, Volume 116, Issue 8

**1097-1126 Discretization of backward semilinear stochastic evolution equations***by*Zhang, Guichang**1127-1160 A microscopic interpretation for adaptive dynamics trait substitution sequence models***by*Champagnat, Nicolas**1161-1184 On fractional tempered stable motion***by*Houdré, C. & Kawai, R.**1185-1194 Stability of the nonlinear filter for slowly switching Markov chains***by*Chigansky, Pavel**1195-1214 The proportional hazards regression model with staggered entries: A strong martingale approach***by*Burke, Murray D. & Feng, Dandong

### 2006, Volume 116, Issue 7

**983-1011 Large scale localization of a spatial version of Neveu's branching process***by*Fleischmann, Klaus & Wachtel, Vitali**1012-1047 Regenerative compositions in the case of slow variation***by*Barbour, A.D. & Gnedin, A.V.**1048-1065 Parameter estimation and asymptotic stability in stochastic filtering***by*Papavasiliou, Anastasia**1066-1087 Extremes of subexponential Lévy driven moving average processes***by*Fasen, Vicky**1088-1095 Numerical approximation of diffusions in using normal charts of a Riemannian manifold***by*Cruzeiro, A.B. & Malliavin, P.

### 2006, Volume 116, Issue 6

**877-904 Euler scheme and tempered distributions***by*Guyon, Julien**905-916 Iterated Brownian motion in bounded domains in***by*Nane, Erkan**917-938 A class of remarkable submartingales***by*Nikeghbali, Ashkan**939-956 Harness processes and harmonic crystals***by*Ferrari, Pablo A. & Niederhauser, Beat M.**957-982 Regularity of the diffusion coefficient matrix for generalized exclusion process***by*Nagahata, Yukio

### 2006, Volume 116, Issue 5

**701-723 Portfolio selection under incomplete information***by*Brendle, Simon**724-756 Worst-case large-deviation asymptotics with application to queueing and information theory***by*Pandit, Charuhas & Meyn, Sean**757-778 Local time-space stochastic calculus for Lévy processes***by*Eisenbaum, Nathalie**779-795 Backward stochastic Volterra integral equations and some related problems***by*Yong, Jiongmin**796-806 Limit theorems for multipower variation in the presence of jumps***by*Barndorff-Nielsen, Ole E. & Shephard, Neil & Winkel, Matthias**807-829 Markers for error-corrupted observations***by*Hart, Andrew & Matzinger, Heinrich**830-856 On bifractional Brownian motion***by*Russo, Francesco & Tudor, Ciprian A.**857-872 The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups***by*Chybiryakov, Oleksandr

### 2006, Volume 116, Issue 4

**539-567 A conditional limit theorem for tree-indexed randomÂ walk***by*Le Gall, Jean-François**568-584 Filtering of a reflected Brownian motion with respect to its local time***by*Nappo, Giovanna & Torti, Barbara**585-610 Continuous time random walks and queues: Explicit forms and approximations of the conditional law with respect to local times***by*Nappo, Giovanna & Torti, Barbara**611-642 First exit times of SDEs driven by stable Lévy processes***by*Imkeller, P. & Pavlyukevich, I.**643-661 Existence of densities for jumping stochastic differentialÂ equations***by*Fournier, Nicolas & Giet, Jean-Sébastien**662-674 A probabilistic model for the 5x+1 problem and related maps***by*Volkov, Stanislav**675-689 Singular time changes of diffusions on Sierpinski carpets***by*Osada, Hirofumi**690-698 A reflection principle for correlated defaults***by*Patras, Frédéric

### 2006, Volume 116, Issue 3

**345-369 Different aspects of a random fragmentation model***by*Bertoin, Jean**370-380 Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations***by*Peng, Shige & Zhu, Xuehong**381-406 Infinite dimensional stochastic differential equations of Ornstein-Uhlenbeck type***by*Athreya, Siva R. & Bass, Richard F. & Gordina, Maria & Perkins, Edwin A.**407-422 On an approximation problem for stochastic integrals where random time nets do not help***by*Geiss, Christel & Geiss, Stefan**423-446 Regularizing mappings of Lévy measures***by*Barndorff-Nielsen, Ole E. & Thorbjørnsen, Steen**447-462 A Poisson bridge between fractional Brownian motion and stable Lévy motion***by*Gaigalas, Raimundas**463-479 Multiple fractional integral with Hurst parameter less than***by*Bardina, Xavier & Jolis, Maria**480-492 Deviations of a random walk in a random scenery with stretched exponential tails***by*Gantert, Nina & van der Hofstad, Remco & König, Wolfgang**493-538 On quadratic functionals of the Brownian sheet and related processes***by*Deheuvels, Paul & Peccati, Giovanni & Yor, Marc

### 2006, Volume 116, Issue 2

**131-155 Activity rates with very heavy tails***by*Mikosch, Thomas & Resnick, Sidney**156-177 Tail asymptotics for exponential functionals of Lévy processes***by*Maulik, Krishanu & Zwart, Bert**178-199 Monotonicity properties of multi-dimensional reflected diffusions in random environment and applications***by*Rabehasaina, Landy**200-221 How rich is the class of multifractional Brownian motions?***by*Stoev, Stilian A. & Taqqu, Murad S.**222-243 Leroux's method for general hidden Markov models***by*Genon-Catalot, Valentine & Laredo, Catherine**244-266 On the joint distribution of surplus before and after ruin under a Markovian regime switching model***by*Ng, Andrew C.Y. & Yang, Hailiang**267-278 Ruin probability in the presence of risky investments***by*Pergamenshchikov, Serguei & Zeitouny, Omar**279-292 Another approach to Brownian motion***by*Peligrad, Magda & Utev, Sergey**293-309 Brownian sheet and reflectionless potentials***by*Taniguchi, Setsuo**310-336 Functional quantization of a class of Brownian diffusions: A constructive approach***by*Luschgy, Harald & Pagès, Gilles**337-344 Asymptotic behaviour of the empirical process for exchangeable data***by*Berti, Patrizia & Pratelli, Luca & Rigo, Pietro

### 2006, Volume 116, Issue 1

**1-18 Limit theorems for occupation time fluctuations of branching systems I: Long-range dependence***by*Bojdecki, T. & Gorostiza, L.G. & Talarczyk, A.**19-35 Limit theorems for occupation time fluctuations of branching systems II: Critical and large dimensions***by*Bojdecki, T. & Gorostiza, L.G. & Talarczyk, A.**36-69 The exit distribution for iterated Brownian motion in cones***by*Bañuelos, Rodrigo & DeBlassie, Dante