# Elsevier

# Stochastic Processes and their Applications

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### 2003, Volume 106, Issue 1

**81-93 Invariant measures related with Poisson driven stochastic differential equation***by*Lasota, Andrzej & Traple, Janusz**95-106 Branching random walk in random environment on trees***by*Machado, F. P. & Popov, S. Yu.**107-139 Coalescent processes obtained from supercritical Galton-Watson processes***by*Schweinsberg, Jason**141-165 Extinction versus exponential growth in a supercritical super-Wright-Fisher diffusion***by*Fleischmann, Klaus & Swart, Jan M.

### 2003, Volume 105, Issue 2

**175-210 Reconstruction of sceneries with correlated colors***by*Löwe, Matthias & Matzinger III, Heinrich**211-255 Large deviations in the Langevin dynamics of a random field Ising model***by*Ben Arous, Gérard & Sortais, Michel**257-269 On Koul's minimum distance estimators in the regression models with long memory moving averages***by*Li, Linyuan**271-298 Limit results for the empirical process of squared residuals in GARCH models***by*Berkes, István & Horváth, Lajos**299-313 A law of the iterated logarithm for stochastic approximation procedures in d-dimensional Euclidean space***by*Koval, Valery & Schwabe, Rainer**315-344 Convergence in law to the multiple fractional integral***by*Bardina, Xavier & Jolis, Maria & A. Tudor, Ciprian

### 2003, Volume 105, Issue 1

**1-32 Approximating some Volterra type stochastic integrals with applications to parameter estimation***by*Hult, Henrik**33-67 Asymptotics of regressions with stationary and nonstationary residuals***by*Maller, R. A.**69-97 Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions***by*Samorodnitsky, G. & Grigoriu, M.**99-116 Ergodicity of homogeneous Brownian flows***by*Mohari, Anilesh**117-137 Strong law of large numbers and mixing for the invariant distributions of measure-valued diffusions***by*Pinsky, Ross G.**139-173 Invariant measures for passive tracer dynamics in Ornstein-Uhlenbeck flows***by*Komorowski, Tomasz & Olla, Stefano

### 2003, Volume 104, Issue 2

**173-192 Trimmed sums for non-negative, mixing stationary processes***by*Aaronson, Jon & Nakada, Hitoshi**193-216 Local times of additive Lévy processes***by*Khoshnevisan, Davar & Xiao, Yimin & Zhong, Yuquan**217-242 On the first meeting or crossing of two independent trajectories for some counting processes***by*Picard, Philippe & Lefèvre, Claude**243-257 Quasi-invariance for the pinned Brownian motion on a Lie group***by*Gordina, Maria**259-299 n-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes***by*Errami, Mohammed & Russo, Francesco**301-324 Asymptotics of rank order statistics for ARCH residual empirical processes***by*Chandra, S. Ajay & Taniguchi, Masanobu**325-347 A mean field model for species abundance***by*Pfaff, Thomas J.

### 2003, Volume 104, Issue 1

**1-27 Homogenization of a nonlinear random parabolic partial differential equation***by*Pardoux, E. & Piatnitski, A. L.**29-56 Spectral homogenization of reversible random walks on in a random environment***by*Boivin, D. & Depauw, J.**57-80 Strong invariance principle for singular diffusions***by*Heunis, Andrew J.**81-106 An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter***by*Bender, Christian**107-116 On the Rosenthal's inequality for locally square integrable martingales***by*Ren, Yao-Feng & Tian, Fan-Ji**117-130 Reinforced random processes in continuous time***by*Muliere, Pietro & Secchi, Piercesare & G. Walker, Stephen**131-154 On swapping and simulated tempering algorithms***by*Zheng, Zhongrong**155-171 Asymptotics of a matrix valued Markov chain arising in sociology***by*Bonacich, Phillip & Liggett, Thomas M.

### 2003, Volume 103, Issue 2

**169-209 Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment***by*Sethuraman, Sunder**211-235 Catalytic branching and the Brownian snake***by*Klenke, Achim**237-256 Invariant measures for stochastic heat equations with unbounded coefficients***by*Assing, Sigurd & Manthey, Ralf**257-276 Time fluctuations of the random average process with parabolic initial conditions***by*Fontes, L. R. G. & Medeiros, D. P. & Vachkovskaia, M.**277-291 Asymptotic stability in distribution of stochastic differential equations with Markovian switching***by*Yuan, Chenggui & Mao, Xuerong**293-310 Dynamic programming for ergodic control with partial observations***by*Borkar, V. S.**311-349 Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process***by*Rubenthaler, Sylvain

### 2003, Volume 103, Issue 1

**1-29 Quenched large deviations for diffusions in a random Gaussian shear flow drift***by*Asselah, A. & Castell, F.**31-55 A probabilistic interpretation of the divergence and BSDE's***by*Stoica, I. L.**57-99 Polynomial ergodicity of Markov transition kernels***by*Fort, G. & Moulines, E.**101-122 On a decomposition of symmetric diffusions with reflecting boundary conditions***by*Rozkosz, Andrzej**123-154 Asymptotics of M-estimators in two-phase linear regression models***by*Koul, Hira L. & Qian, Lianfen & Surgailis, Donatas**155-168 Abrupt Lévy processes***by*Vigon, Vincent

### 2002, Volume 102, Issue 2

**159-205 Logarithmic Sobolev constant for the dilute Ising lattice gas dynamics below the percolation threshold***by*Cancrini, N. & Roberto, C.**207-220 Concentration results for a Brownian directed percolation problem***by*Hambly, B. M. & Martin, James B. & O'Connell, Neil**221-233 An alternative approach to super-Brownian motion with a locally infinite branching mass***by*Wang, Yongjin**235-264 On diffusion approximation with discontinuous coefficients***by*Krylov, N. V. & Liptser, R.**265-283 Large deviations and support theorem for diffusion processes via rough paths***by*Ledoux, M. & Qian, Z. & Zhang, T.**285-299 Kahane-Khintchine inequalities and functional central limit theorem for stationary random fields***by*El Machkouri, Mohamed**301-309 A surprising Poisson process arising from a species competition model***by*Durrett, Richard & Limic, Vlada**311-318 Structural characterization of taboo-stationarity for general processes in two-sided time***by*Glynn, Peter W. & Thorisson, Hermann

### 2002, Volume 102, Issue 1

**1-23 Large deviations and fast simulation in the presence of boundaries***by*Asmussen, Søren & Fuckerieder, Pascal & Jobmann, Manfred & Schwefel, Hans-Peter**25-42 Large deviations for squared radial Ornstein-Uhlenbeck processes***by*Zani, Marguerite**43-62 Longtime behavior for the occupation time process of a super-Brownian motion with random immigration***by*Hong, Wenming**63-88 Perfect simulation for interacting point processes, loss networks and Ising models***by*Ferrari, Pablo A. & Fernández, Roberto & Garcia, Nancy L.**89-102 Elementary divisors and determinants of random matrices over a local field***by*Evans, Steven N.**103-116 Regularization of differential equations by fractional noise***by*Nualart, David & Ouknine, Youssef**117-138 Mean distance of Brownian motion on a Riemannian manifold***by*Kim, Yoon Tae & Park, Hyun Suk**139-158 Hydrodynamic limit for interacting Ornstein-Uhlenbeck particles***by*Tremoulet, Christel

### 2002, Volume 101, Issue 2

**163-183 Anisotropic contact processes on homogeneous trees***by*Lalley, Steven P. & Sellke, Thomas M.**185-232 Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise***by*Mattingly, J. C. & Stuart, A. M. & Higham, D. J.**233-239 Precise asymptotics for record times and the associated counting process***by*Gut, Allan**241-256 On the most visited sites of symmetric Markov processes***by*Eisenbaum, Nathalie & Khoshnevisan, Davar**257-271 Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes***by*Jarner, S. F. & Tweedie, R. L.**273-302 Stochastic targets with mixed diffusion processes and viscosity solutions***by*Bouchard, Bruno**303-325 Existence and regularity of a weak function-solution for some Landau equations with a stochastic approach***by*Guérin, H.

### 2002, Volume 101, Issue 1

**1-41 Continuum limit for some growth models***by*Rezakhanlou, Fraydoun**43-68 Regularity of the diffusion coefficient for lattice gas reversible under Bernoulli measures***by*Bernardin, Cédric**69-82 The threshold regime of finite volume bootstrap percolation***by*Cerf, R. & Manzo, F.**83-111 Probabilistic approach of some discrete and continuous coagulation equations with diffusion***by*Deaconu, Madalina & Fournier, Nicolas**113-125 Simulation of stochastic integrals with respect to Lévy processes of type G***by*Wiktorsson, Magnus**127-142 The set-indexed bandit problem***by*Aletti, Giacomo & Merzbach, Ely**143-160 Functional limit theorems for U-statistics indexed by a random walk***by*Cabus, Patricia & Guillotin-Plantard, Nadine

### 2002, Volume 99, Issue 2

**159-176 Many visits to a single site by a transient random walk in random environment***by*Gantert, Nina & Shi, Zhan**177-194 Small sets and Markov transition densities***by*Kendall, Wilfrid S. & Montana, Giovanni**195-208 One-shot coupling for certain stochastic recursive sequences***by*Roberts, Gareth O. & Rosenthal, Jeffrey S.**209-286 On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case***by*Delarue, François**287-293 About boundedness of stable sequences***by*Braverman, Michael**295-321 Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency***by*Gao, Jiti & Anh, Vo & Heyde, Chris**323-348 Bivariate occupation measure dimension of multidimensional processes***by*Bardet, Jean-Marc

### 2002, Volume 99, Issue 1

**1-30 A constructive approach to Euler hydrodynamics for attractive processes. Application to k-step exclusion***by*Bahadoran, C. & Guiol, H. & Ravishankar, K. & Saada, E.**31-51 A leavable bounded-velocity stochastic control problem***by*Karatzas, Ioannis & Ocone, Daniel**53-80 Truncation and augmentation of level-independent QBD processes***by*Latouche, Guy & Taylor, Peter**81-94 Integrability of infinite weighted sums of heavy-tailed i.i.d. random variables***by*Zerner, Martin P. W.**95-115 Regular variation of GARCH processes***by*Basrak, Bojan & Davis, Richard A. & Mikosch, Thomas**117-135 Weak convergence for the covariance operators of a Hilbertian linear process***by*Mas, André**137-157 Poisson limits for U-statistics***by*Dabrowski, André R. & Dehling, Herold G. & Mikosch, Thomas & Sharipov, Olimjon

### 2002, Volume 98, Issue 2

**175-197 Limit theorems for monotonic particle systems and sequential deposition***by*Penrose, Mathew D.**199-209 Necessary conditions in limit theorems for cumulative processes***by*Glynn, Peter W. & Whitt, Ward**211-228 Power tailed ruin probabilities in the presence of risky investments***by*Kalashnikov, Vladimir & Norberg, Ragnar**229-252 Rates of convergence for the Nummelin conditional weak law of large numbers***by*Kuelbs, J. & Meda, A.**253-287 A time-reversed representation for the tail probabilities of stationary reflected Brownian motion***by*Dupuis, Paul & Ramanan, Kavita**289-315 The existence and uniqueness of the solution of an integral equation driven by a p-semimartingale of special type***by*Kubilius, K.**317-330 Jumping SDEs: absolute continuity using monotonicity***by*Fournier, Nicolas**331-339 How many processes have Poisson counts?***by*Brown, Timothy C. & Xia, Aihua

### 2002, Volume 98, Issue 1

**1-22 Ergodicity of one-dimensional resource sharing systems***by*Andjel, Enrique & López, F. Javier & Sanz, Gerardo**23-41 Interacting diffusions in a random medium: comparison and longtime behavior***by*Greven, A. & Klenke, A. & Wakolbinger, A.**43-66 Linear growth for greedy lattice animals***by*Martin, James B.**67-76 Prediction with incomplete past of a stationary process***by*Bondon, Pascal**77-112 Markov renewal theory for stationary (m+1)-block factors: convergence rate results***by*Alsmeyer, Gerold & Hoefs, Volker**113-130 Random Markov-self-similar measures***by*Liang, Jin-Rong**131-149 Pathwise uniqueness for a SDE with non-Lipschitz coefficients***by*Swart, J. M.**151-174 Ruin probability for Gaussian integrated processes***by*Debicki, Krzysztof

### 2002, Volume 97, Issue 2

**171-198 Lagrangian dynamics for a passive tracer in a class of Gaussian Markovian flows***by*Fannjiang, Albert & Komorowski, Tomasz & Peszat, Szymon**199-227 The coalescent in population models with time-inhomogeneous environment***by*Möhle, M.**229-253 On the robustness of backward stochastic differential equations***by*Briand, Philippe & Delyon, Bernard & Mémin, Jean**255-288 Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging***by*Kohlmann, Michael & Tang, Shanjian**289-306 Asymptotic stability of the bootstrap sample mean***by*del Barrio, Eustasio & Cuesta-Albertos, Juan A. & Matrán, Carlos**307-340 The FEXP estimator for potentially non-stationary linear time series***by*Hurvich, Clifford M. & Moulines, Eric & Soulier, Philippe

### 2002, Volume 97, Issue 1

**1-39 BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogenization***by*Lejay, Antoine**41-58 Robustness of the nonlinear filter: the correlated case***by*Bhatt, Abhay G. & Karandikar, Rajeeva L.**59-75 Multilevel clustering of extremes***by*Novak, S. Y.**77-93 Occupation times and beyond***by*Yang, Ming**95-110 Environmental Brownian noise suppresses explosions in population dynamics***by*Mao, Xuerong & Marion, Glenn & Renshaw, Eric**111-145 Adaptive estimation of mean and volatility functions in (auto-)regressive models***by*Comte, F. & Rozenholc, Y.**147-170 Rate of convergence for parametric estimation in a stochastic volatility model***by*Hoffmann, Marc

### 2001, Volume 96, Issue 2

**177-190 A signal-recovery system: asymptotic properties, and construction of an infinite-volume process***by*van den Berg, J. & Tóth, B.**191-211 Annealed survival asymptotics for Brownian motion in a scaled Poissonian potential***by*Merkl, Franz & Wüthrich, Mario V.**213-242 Coloring percolation clusters at random***by*Häggström, Olle**243-259 Refined distributional approximations for the uncovered set in the Johnson-Mehl model***by*Erhardsson, Torkel**261-284 Weakly pinned random walk on the wall: pathwise descriptions of the phase transition***by*Isozaki, Yasuki & Yoshida, Nobuo**285-304 Brownian analogues of Burke's theorem***by*O'Connell, Neil & Yor, Marc**305-312 The Azéma-Yor embedding in non-singular diffusions***by*Pedersen, J. L. & Peskir, G.**313-342 Optimal rules for the sequential selection of monotone subsequences of maximum expected length***by*Bruss, F. Thomas & Delbaen, Freddy

### 2001, Volume 96, Issue 1

**1-16 A generalization of functional law of the iterated logarithm for (r,p)-capacities on the Wiener space***by*Wang, Wensheng**17-72 Self-intersection local time of order k for Gaussian processes in***by*Talarczyk, Anna**73-98 Local approximations of Markov random walks by diffusions***by*Konakov, Valentin & Mammen, Enno**99-121 Convergence of locally and globally interacting Markov chains***by*Föllmer, Hans & Horst, Ulrich**123-142 Limit theorems for iterated random functions by regenerative methods***by*Alsmeyer, Gerold & Fuh, Cheng-Der**143-159 Large deviations for martingales***by*Lesigne, Emmanuel & Volný, Dalibor**161-175 On estimation of time dependent spatial signal in Gaussian white noise***by*Chow, P. -L. & Khasminskii, R. & Liptser, R.

### 2001, Volume 95, Issue 2

**177-202 Sharp estimates and a central limit theorem for the invariant law for a large star-shaped loss network***by*Graham, Carl**203-217 Moderate deviations for Markov chains with atom***by*Djellout, H. & Guillin, A.**219-233 Lyapunov exponents of nilpotent Itô systems with random coefficients***by*Baxendale, Peter H. & Goukasian, Levon**235-244 Percolation diffusion***by*Lundh, Torbjörn**245-283 Anticipative Markovian transformations on the Poisson space***by*Nicaise, Florent**285-309 Long-time behaviour of nonautonomous SPDE's***by*Maslowski, Bohdan & Simão, Isabel**311-328 Strassen's law of the iterated logarithm for negatively associated random vectors***by*Zhang, Li-Xin**329-341 Distributions for the risk process with a stochastic return on investments***by*Wang, Guojing & Wu, Rong

### 2001, Volume 95, Issue 1

**1-24 Ergodic properties of the nonlinear filter***by*Budhiraja, A.**25-54 Optimal speed of detection in generalized Wiener disorder problems***by*Vellekoop, M. H. & Clark, J. M. C.**55-61 An analytic proof of the preservation of the up-shifted likelihood ratio order under convolutions***by*Hu, Taizhong & Zhu, Zegang**63-81 Invariance principles for adaptive self-normalized partial sums processes***by*Rackauskas, Alfredas & Suquet, Charles**83-107 Asymptotic properties and absolute continuity of laws stable by random weighted mean***by*Liu, Quansheng**109-132 Logarithmic Sobolev inequalities for some nonlinear PDE's***by*Malrieu, F.**133-149 Forward and backward diffusion approximations for haploid exchangeable population models***by*Möhle, M.**151-176 Applications of the continuous-time ballot theorem to Brownian motion and related processes***by*Schweinsberg, Jason

### 2001, Volume 94, Issue 2

**171-197 Annealed large deviations for diffusions in a random Gaussian shear flow drift***by*Castell, F. & Pradeilles, F.**199-239 On random perturbations of Hamiltonian systems with many degrees of freedom***by*Freidlin, Mark & Weber, Matthias**241-270 Local hitting and conditioning in symmetric interval partitions***by*Kallenberg, Olav**271-300 On extremes and streams of upcrossings***by*Albin, J. M. P.**301-315 Tanaka formula for the fractional Brownian motion***by*Coutin, Laure & Nualart, David & Tudor, Ciprian A.**317-337 Euler's approximations of solutions of SDEs with reflecting boundary***by*Slominski, Leszek**339-354 On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian sheet type***by*Liu, Jicheng

### 2001, Volume 94, Issue 1

**1-27 Fluctuations for [backward difference][phi] interface model on a wall***by*Funaki, Tadahisa & Olla, Stefano**29-49 Lyapunov exponents of Poisson shot-noise velocity fields***by*Çaglar, Mine & Çinlar, Erhan**51-70 Moderate deviations for Markovian occupation times***by*Chen, Xia**71-93 Joint distributions of the maximum and the process for higher-order diffusions***by*Beghin, L. & Orsingher, E. & Ragozina, T.**95-103 An adaptive simulated annealing algorithm***by*Gong, Guanglu & Liu, Yong & Qian, Minping**105-134 A universal result in almost sure central limit theory***by*Berkes, István & Csáki, Endre**135-154 Convergence in probability and almost sure with applications***by*Cohn, Harry**155-170 Note on the knapsack Markov chain***by*Löwe, Matthias & Meise, Christian

### 2001, Volume 93, Issue 2

**181-204 Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part I***by*Buckdahn, Rainer & Ma, Jin**205-228 Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part II***by*Buckdahn, Rainer & Ma, Jin**229-240 On averaging principle for diffusion processes with null-recurrent fast component***by*Khasminskii, R. & Krylov, N.**241-268 Burgers turbulence initialized by a regenerative impulse***by*Winkel, Matthias**269-284 On stochastic partial differential equations with spatially correlated noise: smoothness of the law***by*Márquez-Carreras, D. & Mellouk, M. & Sarrà, M.**285-300 Scaling limit solution of a fractional Burgers equation***by*Ruiz-Medina, M. D. & Angulo, J. M. & Anh, V. V.**301-316 On the surviving probability of an annihilating branching process and application to a nonlinear voter model***by*Alili, Smail & Ignatiouk-Robert, Irina**317-337 A strong invariance principle for the logarithmic average of sample maxima***by*Fahrner, Ingo**339-348 Stationary Markov chains with linear regressions***by*Bryc, Wlodzimierz**349-349 Acknowledgement of priority***by*Wood, Andrew T. A.

### 2001, Volume 93, Issue 1

**1-24 On the quantity and quality of single nucleotide polymorphisms in the human genome***by*Durrett, Richard & Limic, Vlada**25-56 Asymptotic fluctuations of a particle system with singular interaction***by*Israelsson, Stefan**57-85 Homogenization of random parabolic operator with large potential***by*Campillo, Fabien & Kleptsyna, Marina & Piatnitski, Andrey**87-107 On the maximum of a subcritical branching process in a random environment***by*Afanasyev, V. I.**109-117 On Bernstein-type inequalities for martingales***by*Dzhaparidze, K. & van Zanten, J. H.**119-148 Long strange segments in a long-range-dependent moving average***by*T. Rachev, Svetlozar & Samorodnitsky, Gennady**149-180 Stochastic optimization under constraints***by*Mnif, Mohammed & Pham, Huyên

### 2001, Volume 92, Issue 2

**181-200 A strong invariance principle for two-dimensional random walk in random scenery***by*Csáki, Endre & Révész, Pál & Shi, Zhan**201-218 Polling systems in the critical regime***by*Menshikov, Mikhail & Zuyev, Sergei**219-236 Stochastic flows of diffeomorphisms on manifolds driven by infinite-dimensional semimartingales with jumps***by*Applebaum, David & Tang, Fuchang**237-263 On the behavior of solutions to certain parabolic SPDE's driven by wiener processes***by*Bergé, Benjamin & D. Chueshov, Igor & Vuillermot, Pierre-A.**265-285 Finite and infinite time ruin probabilities in a stochastic economic environment***by*Nyrhinen, Harri**287-313 Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging***by*Guillin, Arnaud**315-343 The periodogram of an i.i.d. sequence***by*Fay, Gilles & Soulier, Philippe**345-354 Drift conditions and invariant measures for Markov chains***by*Tweedie, R. L.

### 2001, Volume 92, Issue 1

**1-9 Limit distributions of some integral functionals for null-recurrent diffusions***by*Khasminskii, R.**11-30 Non-linear functionals of the Brownian bridge and some applications***by*Berzin-Joseph, Corinne & León, José R. & Ortega, Joaquín**31-60 Strong approximation of fractional Brownian motion by moving averages of simple random walks***by*Szabados, Tamás**61-85 Fluctuation of the transition density for Brownian motion on random recursive Sierpinski gaskets***by*Hambly, B. M. & Kumagai, Takashi**87-102 Small ball probabilities for Gaussian Markov processes under the Lp-norm***by*V. Li, Wenbo**103-130 Free lunch and arbitrage possibilities in a financial market model with an insider***by*Imkeller, Peter & Pontier, Monique & Weisz, Ferenc**131-162 Large deviations for the Fleming-Viot process with neutral mutation and selection, II***by*A. Dawson, Donald & Feng, Shui**163-180 Generalizations of bold play in red and black***by*Pendergrass, Marcus & Siegrist, Kyle

### 2001, Volume 91, Issue 2

**169-203 A partial introduction to financial asset pricing theory***by*Protter, Philip**205-238 Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems***by*Wu, Liming**239-254 On the small time large deviations of diffusion processes on configuration spaces***by*Zhang, T. S.**255-276 Differential equations with boundary conditions perturbed by a Poisson noise***by*Alabert, Aureli & Marmolejo, Miguel A.