Stochastic Processes and their Applications
April 2005, Volume 115, Issue 4
- 639-659 Time-inhomogeneous affine processes
by Filipovic, Damir
- 661-677 Partially exchangeable processes indexed by the vertices of a k-tree constructed via reinforcement
by Muliere, Pietro & Secchi, Piercesare & Walker, Stephen
- 679-700 Upper-lower class tests and frequency results along subsequences
by Berkes, István & Weber, Michel
March 2005, Volume 115, Issue 3
- 359-380 Level crossings of a two-parameter random walk
by Khoshnevisan, Davar & Révész, Pál & Shi, Zhan
- 381-400 A filtered no arbitrage model for term structures from noisy data
by Gombani, Andrea & Jaschke, Stefan R. & Runggaldier, Wolfgang J.
- 401-415 On the ergodic decomposition for a class of Markov chains
by Costa, O.L.V. & Dufour, F.
- 417-434 Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations
by Scotto, M.
- 435-448 Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
by Zhang, Xicheng
- 449-479 Particle picture approach to the self-intersection local time of density processes in
by Bojdecki, Tomasz & Talarczyk, Anna
- 481-492 An extension of the divergence operator for Gaussian processes
by León, Jorge A. & Nualart, David
- 493-537 Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes
by Berthet, Philippe
February 2005, Volume 115, Issue 2
- 179-206 Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals
by Ben-Ari, Iddo & Pinsky, Ross G.
- 207-248 Extremes of Gaussian processes over an infinite horizon
by Dieker, A.B.
- 249-274 Extremal behavior of regularly varying stochastic processes
by Hult, Henrik & Lindskog, Filip
- 275-298 Large deviations of kernel density estimator in L1(Rd) for uniformly ergodic Markov processes
by Lei, Liangzhen & Wu, Liming
- 299-327 Minimal entropy preserves the Lévy property: how and why
by Esche, Felix & Schweizer, Martin
- 329-338 Harnesses, Lévy bridges and Monsieur Jourdain
by Mansuy, Roger & Yor, Marc
- 339-358 Uniform CLT for empirical process
by Ben Hariz, Samir
January 2005, Volume 115, Issue 1
- 1-30 Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income
by Schroder, Mark & Skiadas, Costis
- 31-40 Equivalence of floating and fixed strike Asian and lookback options
by Eberlein, Ernst & Papapantoleon, Antonis
- 41-54 A comonotonic theorem for BSDEs
by Chen, Zengjing & Kulperger, Reg & Wei, Gang
- 55-75 Dimension results for sample paths of operator stable Lévy processes
by Meerschaert, Mark M. & Xiao, Yimin
- 77-90 A construction of catalytic super-Brownian motion via collision local time
by Mörters, Peter & Vogt, Pascal
- 91-115 The 1/H-variation of the divergence integral with respect to the fractional Brownian motion for H>1/2 and fractional Bessel processes
by Guerra, João M.E. & Nualart, David
- 117-153 Designing a contact process: the piecewise-homogeneous process on a finite set with applications
by Wagner, Aaron B. & Anantharam, Venkat
- 155-177 Nonparametric regression estimation for dependent functional data: asymptotic normality
by Masry, Elias
December 2004, Volume 114, Issue 2
- 191-209 Point processes associated with stationary stable processes
by Resnick, Sidney & Samorodnitsky, Gennady
- 211-229 Diffusion local time storage
by Kozlova, M. & Salminen, P.
- 231-250 Limit theorem for maximum of the storage process with fractional Brownian motion as input
by Hüsler, Jürg & Piterbarg, Vladimir
- 251-263 A model of the term structure of interest rates based on Lévy fields
by Albeverio, Sergio & Lytvynov, Eugene & Mahnig, Andrea
- 265-278 Properties of American option prices
by Ekström, Erik
- 279-286 On the infinite differentiability of the right edge in the supercritical oriented percolation
by Zhang, Yu
- 287-311 A central limit theorem for the optimal selection process for monotone subsequences of maximum expected length
by Bruss, F. Thomas & Delbaen, Freddy
- 313-330 Lq(Lp) theory and Hölder estimates for parabolic SPDEs
by Kim, Kyeong-Hun
- 331-350 An approximation result for a nonlinear Neumann boundary value problem via BSDEs
by Boufoussi, B. & van Casteren, J.
November 2004, Volume 114, Issue 1
- 1-26 Metastability under stochastic dynamics
by den Hollander, F.
- 27-50 Elementary fixed points of the BRW smoothing transforms with infinite number of summands
by Iksanov, Aleksander M.
- 51-79 Modified logarithmic Sobolev inequalities for some models of random walk
by Goel, Sharad
- 81-107 Recurrent lines in two-parameter isotropic stable Lévy sheets
by Dalang, Robert C. & Khoshnevisan, Davar
- 109-125 Explicit solutions of some utility maximization problems in incomplete markets
by Tehranchi, Michael
- 127-160 Compact interface property for symbiotic branching
by Etheridge, Alison M. & Fleischmann, Klaus
- 161-174 Asymptotic theory of noncentered mixing stochastic differential equations
by Kim, Jeong-Hoon
- 175-190 The serial harness interacting with a wall
by Ferrari, Pablo A. & Fontes, Luiz R. G. & Niederhauser, Beat M. & Vachkovskaia, Marina
October 2004, Volume 113, Issue 2
- 173-197 Approximating the Reed-Frost epidemic process
by Barbour, A. D. & Utev, Sergey
- 199-216 Interpolation for partly hidden diffusion processes
by Choi, Changsun & Nam, Dougu
- 217-233 Law of large numbers for the simple exclusion process
by Andjel, E. & Ferrari, P. A. & Siqueira, A.
- 235-272 Stochastic averaging and asymptotic behavior of the stochastic Duffing-van der Pol equation
by Baxendale, Peter H.
- 273-287 Evaluating the small deviation probabilities for subordinated Lévy processes
by Linde, Werner & Shi, Zhan
- 289-313 Robustness of time reversal for waves in time-dependent random media
by Alfaro Vigo, Daniel G. & Fouque, Jean-Pierre & Garnier, Josselin & Nachbin, André
- 315-332 On the ruin probability for physical fractional Brownian motion
by Hüsler, J. & Piterbarg, V.
- 333-351 Fractional Brownian motion as a weak limit of Poisson shot noise processes--with applications to finance
by Klüppelberg, Claudia & Kühn, Christoph
September 2004, Volume 113, Issue 1
- 1-35 Fluctuations of the free energy in the high temperature Hopfield model
by Comets, Francis & Kurkova, Irina & Trashorras, José
- 37-64 On weak uniqueness for some diffusions with discontinuous coefficients
by Krylov, N. V.
- 65-80 An infinite stochastic model of social network formation
by Liggett, Thomas M. & Rolles, Silke W. W.
- 81-99 Surface order large deviations for 2D FK-percolation and Potts models
by Couronné, Olivier & Messikh, Reda Jürg
- 101-126 Diffusion processes on an open book and the averaging principle
by Freidlin, M. I. & Wentzell, A. D.
- 127-142 Approximations to generalized renewal measures
by Vexler, Albert
- 143-172 Stochastic volatility and fractional Brownian motion
by Gloter, A. & Hoffmann, M.
August 2004, Volume 112, Issue 2
- 185-200 Dynamic coherent risk measures
by Riedel, Frank
- 201-223 Exact approximation rate of killed hypoelliptic diffusions using the discrete Euler scheme
by Gobet, Emmanuel & Menozzi, Stéphane
- 225-244 Simulating the ruin probability of risk processes with delay in claim settlement
by Torrisi, G. L.
- 245-259 Ergodicity of Lévy flows
by Mohari, Anilesh
- 261-283 On stochastic partial differential equations with variable coefficients in C1 domains
by Kim, Kyeong-Hun
- 285-308 Fluctuation exponents and large deviations for directed polymers in a random environment
by Carmona, Philippe & Hu, Yueyun
- 309-317 Limit behaviour for a supercritical bisexual Galton-Watson branching process with population-size-dependent mating
by Molina, M. & Mota, M. & Ramos, A.
- 319-329 Zero-sum dynamic games and a stochastic variation of Ramsey's theorem
by Shmaya, Eran & Solan, Eilon
- 331-355 Anticipative stochastic integration based on time-space chaos
by Peccati, Giovanni
July 2004, Volume 112, Issue 1
- 1-22 Coherent and convex monetary risk measures for bounded càdlàg processes
by Cheridito, Patrick & Delbaen, Freddy & Kupper, Michael
- 23-51 Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coefficients
by Hu, Ying & Ma, JinJin
- 53-78 Ruin probabilities and penalty functions with stochastic rates of interest
by Cai, Jun
- 79-93 A further remark on dynamic programming for partially observed Markov processes
by Borkar, V.S.Vivek S. & Budhiraja, Amarjit
- 95-118 Heat equation with strongly inhomogeneous noise
by Zähle, Henryk
- 119-144 Uniqueness for a weak nonlinear evolution equation and large deviations for diffusing particles with electrostatic repulsion
by Fontbona, J.
- 145-155 Further scaling exponents of random walks in random sceneries
by Piau, Didier
- 157-183 Tail probabilities of subadditive functionals on stable processes with continuous and discrete time
by Braverman, Michael
June 2004, Volume 111, Issue 2
- 175-206 Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
by Bouchard, Bruno & Touzi, Nizar
- 207-235 A regularity condition and a limit theorem for Harris ergodic Markov chains
by Samur, J.D.Jorge D.
- 237-258 Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
by Baltrunas, A. & Daley, D. J. & Klüppelberg, C.
- 259-279 Random clouds and an application to censoring in survival analysis
by Ivanoff, B.G.B. Gail & Merzbach, Ely
- 281-315 On the derivation of a linear Boltzmann equation from a periodic lattice gas
by Ricci, Valeria & Wennberg, Bernt
- 317-354 Best choice from the planar Poisson process
by Gnedin, A.V.Alexander V.
May 2004, Volume 111, Issue 1
- 1-15 Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
by Bass, Richard F. & Burdzy, Krzysztof & Chen, Zhen-Qing
- 17-39 An optimal Skorokhod embedding for diffusions
by Cox, A. M. G. & Hobson, D. G.
- 41-55 Rate of convergence of some self-attracting diffusions
by Herrmann, Samuel & Scheutzow, Michael
- 57-76 A representation formula for transition probability densities of diffusions and applications
by Qian, Zhongmin & Zheng, Weian
- 77-95 A new multivariate transform and the distribution of a random functional of a Ferguson-Dirichlet process
by Jiang, Thomas J. & Dickey, James M. & Kuo, Kun-Lin
- 97-118 Large void zones and occupation times for coalescing random walks
by Csáki, Endre & Révész, Pál & Shi, Zhan
- 119-156 On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion
by Ayache, Antoine & Lévy Véhel, Jacques
- 157-173 On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications
by Bercu, B.
April 2004, Volume 110, Issue 2
- 177-245 Functional limit theorems for multitype branching processes and generalized Pólya urns
by Janson, Svante
- 247-258 Isomorphism theorems for Markov chains
by Eisenbaum, Nathalie
- 259-274 Ruin probabilities for a risk process with stochastic return on investments
by Yuen, Kam C. & Wang, Guojing & Ng, Kai W.
- 275-294 Markov chain approximations to filtering equations for reflecting diffusion processes
by Kouritzin, Michael A. & Long, Hongwei & Sun, Wei
- 295-314 Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure
by Hwang, S. Y. & Kim, Tae Yoon
- 315-342 Second-order expansion for the maximum of some stationary Gaussian sequences
by Barbe, Ph. & McCormick, W. P.
March 2004, Volume 110, Issue 1
- 1-17 On long time behavior of some coagulation processes
by Fournier, Nicolas & Roynette, Bernard & Tanré, Etienne
- 19-44 Support properties of super-Brownian motions with spatially dependent branching rate
by Ren, Yan-Xia
- 45-66 Wall repulsion and mutual interface repulsion: a harmonic crystal model in high dimensions
by Bertacchi, Daniela & Giacomin, Giambattista
- 67-81 From dynamic to static large deviations in boundary driven exclusion particle systems
by Bodineau, Thierry & Giacomin, Giambattista
- 83-110 An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale
by Oblój, Jan & Yor, Marc
- 111-143 Hydrodynamic limit for a Fleming-Viot type system
by Grigorescu, Ilie & Kang, Min
- 145-176 A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE
by Lejay, Antoine
February 2004, Volume 109, Issue 2
- 167-187 A constrained non-linear regular-singular stochastic control problem, with applications
by Guo, Xin & Liu, Jun & Zhou, Xun Yu
- 189-201 Some inequalities for p-variations of martingales
by Fan, Ming
- 203-223 A simple construction of the fractional Brownian motion
by Enriquez, Nathanaël
- 225-261 Consistency conditions for affine term structure models
by Levendorskii, Sergei
- 263-293 Strong approximations of additive functionals of a planar Brownian motion
by Csáki, Endre & Földes, Antónia & Hu, Yueyun
- 295-316 Q-Markov random probability measures and their posterior distributions
by Balan, R. M.
- 317-326 Homogenization of a bond diffusion in a locally ergodic random environment
by Olla, S. & Siri, P.
- 327-344 Random integral representation of operator-semi-self-similar processes with independent increments
by Becker-Kern, Peter
January 2004, Volume 109, Issue 1
- 1-12 Time to absorption in discounted reinforcement models
by Pemantle, Robin & Skyrms, Brian
- 13-22 On small masses in self-similar fragmentations
by Bertoin, Jean
- 23-46 Approximation of quantiles of components of diffusion processes
by Talay, Denis & Zheng, Ziyu
- 47-68 Gaussian moving averages, semimartingales and option pricing
by Cheridito, Patrick
- 69-77 On the martingale framework for futures prices
by Pozdnyakov, Vladimir & Steele, J. Michael
- 79-111 Russian and American put options under exponential phase-type Lévy models
by Asmussen, Søren & Avram, Florin & Pistorius, Martijn R.
- 113-144 On weighted branching processes in random environment
by Kuhlbusch, Dirk
- 145-166 Local empirical spectral measure of multivariate processes with long range dependence
by Ørregaard Nielsen, Morten
December 2003, Volume 108, Issue 2
- 155-202 Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences
by Schroder, Mark & Skiadas, Costis
- 203-228 Sample path large deviations for a class of random currents
by Kuwada, Kazumasa
- 229-262 The conditional central limit theorem in Hilbert spaces
by Dedecker, Jérôme & Merlevède, Florence
- 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.
November 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
October 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
September 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.
August 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.
July 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.
June 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
May 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
April 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.
March 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.
February 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
January 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
December 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