Stochastic Processes and their Applications
2003, Volume 108, Issue 2
- 263-298 A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes
by Fuhrman, Marco
- 299-325 Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks
by Tang, Qihe & Tsitsiashvili, Gurami
- 327-343 Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative
by Hambly, B. M. & Kersting, G. & Kyprianou, A. E.
2003, Volume 108, Issue 1
- 1-26 Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes
by Rubenthaler, Sylvain & Wiktorsson, Magnus
- 27-62 Heat kernel estimates for stable-like processes on d-sets
by Chen, Zhen-Qing & Kumagai, Takashi
- 63-92 Fatou's Theorem for censored stable processes
by Kim, Panki
- 93-107 Long-time behaviour of a stochastic prey-predator model
by Rudnicki, Ryszard
- 109-129 Lp solutions of backward stochastic differential equations
by Briand, Ph. & Delyon, B. & Hu, Y. & Pardoux, E. & Stoica, L.
- 131-149 Linear optimal prediction and innovations representations of hidden Markov models
by Andersson, Sofia & Rydén, Tobias & Johansson, Rolf
2003, Volume 107, Issue 2
- 173-212 On the optimal stopping problem for one-dimensional diffusions
by Dayanik, Savas & Karatzas, Ioannis
- 213-231 A multidimensional bipolar theorem in
by Bouchard, B. & Mazliak, L.
- 233-268 The great circle epidemic model
by Ball, Frank & Neal, Peter
- 269-287 A Gaussian correlation inequality and its applications to the existence of small ball constant
by Shao, Qi-Man
- 289-300 Reconstructing a piece of scenery with polynomially many observations
by Matzinger, Heinrich & Rolles, Silke W. W.
- 301-325 Super Brownian motion with interactions
by Delmas, Jean-François & Dhersin, Jean-Stéphane
- 327-350 Equivalence of Volterra processes
by Baudoin, Fabrice & Nualart, David
2003, Volume 107, Issue 1
- 1-28 Asymptotic behavior of the local score of independent and identically distributed random sequences
by Daudin, Jean-Jacques & Etienne, Marie Pierre & Vallois, Pierre
- 29-51 Martingales and the distribution of the time to ruin
by Jacobsen, Martin
- 53-81 Conditional expansions and their applications
by Yoshida, Nakahiro
- 83-103 Domains of attraction for exponential families
by Balkema, August A. & Klüppelberg, Claudia & Resnick, Sidney I.
- 105-129 Fixed points with finite variance of a smoothing transformation
by Caliebe, Amke & Rösler, Uwe
- 131-143 On doubly reflected completely asymmetric Lévy processes
by Pistorius, M. R.
- 145-169 BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations
by El-Karoui, N. & Hamadène, S.
2003, Volume 106, Issue 2
- 167-184 Asymptotic mass distribution speed for the one-dimensional heat equation with constant drift and stationary potential
by Voß-Böhme, Anja
- 185-222 On Cauchy-Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces
by Mikulevicius, R. & Pragarauskas, H.
- 223-244 Uniform Poincaré inequalities for unbounded conservative spin systems: the non-interacting case
by Caputo, Pietro
- 245-277 Loss of mass in deterministic and random fragmentations
by Haas, Bénédicte
- 279-316 A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals
by LeGland, François & Oudjane, Nadia
- 317-333 On almost sure convergence of the quadratic variation of Brownian motion
by Levental, Shlomo & Erickson, R. V.
2003, Volume 106, Issue 1
- 1-40 Error analysis of the optimal quantization algorithm for obstacle problems
by Bally, Vlad & Pagès, Gilles
- 41-62 On the convex hull of a Brownian excursion with parabolic drift
by Giraud, Christophe
- 63-80 A new covariance inequality and applications
by Dedecker, Jérôme & Doukhan, Paul
- 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.