# Elsevier

# Stochastic Processes and their Applications

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### September 2001, Volume 95, Issue 1

**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

### August 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

### July 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

### June 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.

### May 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

### April 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.

### March 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

### February 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.**277-308 Locally adaptive fitting of semiparametric models to nonstationary time series***by*Dahlhaus, Rainer & Neumann, Michael H.**309-336 Asymptotics of empirical processes of long memory moving averages with infinite variance***by*Koul, Hira L. & Surgailis, Donatas

### January 2001, Volume 91, Issue 1

**1-20 Two-sided taboo limits for Markov processes and associated perfect simulation***by*Glynn, Peter W. & Thorisson, Hermann**21-37 Recurrence and transience of multitype branching random walks***by*Machado, F. P. & Menshikov, M. V. & Popov, S. Yu.**39-46 The CLT for Markov chains with a countable state space embedded in the space lp***by*Tsai, Tsung-Hsi**47-55 On optional stopping of some exponential martingales for Lévy processes with or without reflection***by*Asmussen, Søren & Kella, Offer**57-76 Rates of convergence in the functional CLT for multidimensional continuous time martingales***by*Courbot, B.**77-98 The logarithmic average of sample extremes is asymptotically normal***by*Berkes, István & Horváth, Lajos**99-113 Stationary self-similar random fields on the integer lattice***by*Chi, Zhiyi**115-149 Generalization of Itô's formula for smooth nondegenerate martingales***by*Moret, S. & Nualart, D.**151-168 On the simulation of iterated Itô integrals***by*Rydén, Tobias & Wiktorsson, Magnus

### December 2000, Volume 90, Issue 2

**181-206 From metropolis to diffusions: Gibbs states and optimal scaling***by*Breyer, L. A. & Roberts, G. O.**207-222 Absence of mutual unbounded growth for almost all parameter values in the two-type Richardson model***by*Häggström, Olle & Pemantle, Robin**223-241 A one-dimensional Poisson growth model with non-overlapping intervals***by*Daley, D. J. & Mallows, C. L. & Shepp, L. A.**243-262 The necessary and sufficient conditions for various self-similar sets and their dimension***by*Hu, Dihe**263-275 Individual behaviors of oriented walks***by*Fan, Aihua**277-300 Weak convergence to the multiple Stratonovich integral***by*Bardina, Xavier & Jolis, Maria**301-325 Approximation of optimal stopping problems***by*Kühne, Robert & Rüschendorf, Ludger**327-334 A new method for proving weak convergence results applied to nonparametric estimators in survival analysis***by*Dauxois, Jean-Yves**335-346 The characteristic polynomial of a random permutation matrix***by*Hambly, B. M. & Keevash, P. & O'Connell, N. & Stark, D.

### November 2000, Volume 90, Issue 1

**1-18 Boundary crossings and the distribution function of the maximum of Brownian sheet***by*Csáki, Endre & Khoshnevisan, Davar & Shi, Zhan**19-42 A general problem of an optimal equivalent change of measure and contingent claim pricing in an incomplete market***by*Mania, M.**43-66 An infinite system of Brownian balls with infinite range interaction***by*Fradon, Myriam & Roelly, Sylvie & Tanemura, Hideki**67-81 Convergence to the maximal invariant measure for a zero-range process with random rates***by*Andjel, E. D. & Ferrari, P. A. & Guiol, H. & Landim *, C.**83-108 On Lp-solutions of semilinear stochastic partial differential equations***by*Gyöngy, István & Rovira, Carles**109-122 Chaotic and predictable representations for Lévy processes***by*Nualart, David & Schoutens, Wim**123-144 Multiplicative ergodicity and large deviations for an irreducible Markov chain***by*Balaji, S. & Meyn, S. P.**145-156 Suprema of compound Poisson processes with light tails***by*Braverman, Michael**157-174 Convergence of weighted sums of random variables with long-range dependence***by*Pipiras, Vladas & Taqqu, Murad S.**175-180 The expected wet period of finite dam with exponential inputs***by*Lee, Eui Yong & Kinateder, Kimberly K. J.

### October 2000, Volume 89, Issue 2

**175-191 Empirical law of the iterated logarithm for Markov chains with a countable state space***by*Tsai, Tsung-Hsi**193-211 Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains***by*Senoussi, R.**213-226 Yang-Mills fields and stochastic parallel transport in small geodesic balls***by*Bauer, Robert Otto**227-237 Absolute continuity of catalytic measure-valued branching processes***by*Klenke, Achim**239-260 Reflecting Brownian snake and a Neumann-Dirichlet problem***by*Abraham, Romain**261-268 Diffusive clustering of interacting Brownian motions on***by*Klenke, Achim**269-285 Capacitary moduli for Lévy processes and intersections***by*Rosen, Jay**287-303 Asymptotic behaviour of Gaussian processes with integral representation***by*Garet, Olivier**305-313 Non-coincidence probabilities and the time-dependent behavior of tandem queues with deterministic input***by*Böhm, W.**315-331 Measurements of ordinary and stochastic differential equations***by*Ubøe, Jan**333-354 Entropic repulsion for massless fields***by*Deuschel, Jean-Dominique & Giacomin, Giambattista

### September 2000, Volume 89, Issue 1

**1-30 Support theorem for jump processes***by*Simon, Thomas**31-48 Optimal portfolios for logarithmic utility***by*Goll, Thomas & Kallsen, Jan**49-68 Characterization of stochastic processes which stabilize linear companion form systems***by*Kao, John & Wihstutz, Volker**69-79 On large deviations for SDEs with small diffusion and averaging***by*Veretennikov, A. Yu.**81-99 Probabilistic approximation for a porous medium equation***by*Jourdain, B.**101-116 Martingale representation theorems for initially enlarged filtrations***by*Amendinger, Jürgen**117-130 The Markov approximation of the sequences of N-valued random variables and a class of small deviation theorems***by*Liu, Wen & Yang, Weiguo**131-139 A test for randomness against ARMA alternatives***by*Dette, Holger & Spreckelsen, Ingrid**141-173 Rare events for stationary processes***by*Baccelli, F. & McDonald, D. R.

### August 2000, Volume 88, Issue 2

**177-193 Existence, recurrence and equilibrium properties of Markov branching processes with instantaneous immigration***by*Chen, Anyue & Renshaw, Eric**195-211 On stationary solutions of delay differential equations driven by a Lévy process***by*Gushchin, Alexander A. & Küchler, Uwe**213-224 On a weighted embedding for generalized pontograms***by*Zhang, Hanqin**225-243 On the volume of the supercritical super-Brownian sausage conditioned on survival***by*Engländer, János**245-258 Multifractal structure of a general subordinator***by*Hu, Xiaoyu & Taylor, S. James**259-290 Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions***by*Peng, Shige**291-304 Entropy inequalities and the Central Limit Theorem***by*Johnson, Oliver**305-328 Direct characterization of the value of super-replication under stochastic volatility and portfolio constraints***by*Touzi, Nizar**329-345 Strong approximation of spatial random walk in random scenery***by*Révész, Pál & Shi, Zhan

### July 2000, Volume 88, Issue 1

**1-36 A possible definition of a stationary tangent***by*Keich, U.**37-58 Extinction properties of super-Brownian motions with additional spatially dependent mass production***by*Engländer, János & Fleischmann, Klaus**59-78 Urn schemes and reinforced random walks***by*Muliere, P. & Secchi, P. & Walker, S. G.**79-124 Phase segregation dynamics for the Blume-Capel model with Kac interaction***by*Marra, R. & Mourragui, M.**125-134 Projection scheme for stochastic differential equations with convex constraints***by*Pettersson, Roger**135-159 Distributional limit theorems over a stationary Gaussian sequence of random vectors***by*Arcones, Miguel A.**161-174 A class of spatially inhomogeneous Dirichlet spaces on the p-adic number field***by*Kaneko, Hiroshi

### June 2000, Volume 87, Issue 2

**167-197 Weak approximation of killed diffusion using Euler schemes***by*Gobet, Emmanuel**199-234 Extremes and upcrossing intensities for P-differentiable stationary processes***by*Albin, J. M. P.**235-254 Population-size-dependent and age-dependent branching processes***by*Jagers, Peter & Klebaner, Fima C.**255-279 Moderate deviations for degenerate U-processes***by*Eichelsbacher, Peter**281-297 Equivalence of exponential ergodicity and L2-exponential convergence for Markov chains***by*Chen, Mu-Fa**299-309 On the central limit theorem for negatively correlated random variables with negatively correlated squares***by*Pruss, Alexander R. & Szynal, Dominik**311-337 Observation sampling and quantisation for continuous-time estimators***by*Newton, Nigel J.

### May 2000, Volume 87, Issue 1

**1-23 Applications of geometric bounds to the convergence rate of Markov chains on***by*Yuen, Wai Kong**25-52 Non-degenerate conditionings of the exit measures of super Brownian motion***by*Salisbury, Thomas S. & Verzani, John**53-67 Poisson equation, moment inequalities and quick convergence for Markov random walks***by*Fuh, Cheng-Der & Zhang, Cun-Hui**69-91 Smoothness of harmonic functions for processes with jumps***by*Picard, Jean & Savona, Catherine**93-106 Forward-backward stochastic differential equations with nonsmooth coefficients***by*Hu, Ying & Yong, Jiongmin**107-113 A note on wetting transition for gradient fields***by*Caputo, P. & Velenik, Y.**115-147 Malliavin calculus for parabolic SPDEs with jumps***by*Fournier, Nicolas**149-165 Removing logarithms from Poisson process error bounds***by*Brown, Timothy C. & Weinberg, Graham V. & Xia, Aihua

### April 2000, Volume 86, Issue 2

**177-182 Stochastic integral representation and properties of the wavelet coefficients of linear fractional stable motion***by*Delbeke, Lieve & Abry, Patrice**183-191 Inhomogeneous birth-death and birth-death-immigration processes and the logarithmic series distribution. Part 2***by*Branson, David**193-216 A Moran particle system approximation of Feynman-Kac formulae***by*Moral, P. Del & Miclo, L.**217-230 Pairs of renewal processes whose superposition is a renewal process***by*Ferreira, J. A.**231-261 The loop erased exit path and the metastability of a biased vote process***by*Catoni, Olivier & Chen, Dayue & Xie, Jun**263-286 On generalized multiplicative cascades***by*Liu, Quansheng**287-305 Ray-Knight theorems related to a stochastic flow***by*Hu, Yueyun & Warren, Jon**307-322 Maxima of increments of partial sums for certain subexponential distributions***by*Lanzinger, H. & Stadtmüller, U.**323-343 Singular stochastic control in the presence of a state-dependent yield structure***by*Alvarez, Luis H. R.

### March 2000, Volume 86, Issue 1

**1-27 Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems***by*Gyllenberg, Mats & Silvestrov, Dmitrii S.**29-47 A statistically and computationally efficient method for frequency estimation***by*Song, Kai-Sheng & Li, Ta-Hsin**49-79 The periodogram at the Fourier frequencies***by*Kokoszka, Piotr & Mikosch, Thomas**81-101 Tightness of localization and return time in random environment***by*Hu, Yueyun**103-120 Weak convergence of multivariate fractional processes***by*Marinucci, D. & Robinson, P. M.**121-139 Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than***by*Alòs, Elisa & Mazet, Olivier & Nualart, David**141-162 On a stochastic wave equation in two space dimensions: regularity of the solution and its density***by*Millet, Annie & Morien, Pierre-Luc**163-176 Rate of convergence of power-weighted Euclidean minimal spanning trees***by*Lee, Sungchul

### February 2000, Volume 85, Issue 2

**177-188 Reflected BSDEs and mixed game problem***by*Hamadène, S. & Lepeltier, J. -P.**189-207 Extremal behavior of the autoregressive process with ARCH(1) errors***by*Borkovec, Milan**209-223 Conditional maximal distributions of processes related to higher-order heat-type equations***by*Beghin, Luisa & Hochberg, Kenneth J. & Orsingher, Enzo**225-235 Large deviations for Brownian motion on the Sierpinski gasket***by*Arous, Gerard Ben & Kumagai, Takashi**237-247 Renewal equation on the whole line***by*Yengibarian, Norair B.**249-254 Embedding in Brownian motion with drift and the Azéma-Yor construction***by*Grandits, Peter & Falkner, Neil**255-277 Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes***by*Janssen, Arnold**279-293 Large deviations for martingales via Cramér's method***by*Grama, Ion & Haeusler, Erich**295-320 Central limit theorems for k-nearest neighbour distances***by*Penrose, Mathew D.**321-339 Growth rates of sample covariances of stationary symmetric [alpha]-stable processes associated with null recurrent Markov chains***by*Resnick, Sidney & Samorodnitsky, Gennady & Xue, Fang**341-361 Geometric ergodicity of Metropolis algorithms***by*Jarner, Søren Fiig & Hansen, Ernst

### January 2000, Volume 85, Issue 1

**1-17 Almost sure behaviour of the perturbed Brownian motion on the Sierpinski gasket***by*Pietruska-Paluba, Katarzyna**19-28 Exact packing measure on a Galton-Watson tree***by*Liu, Quansheng**29-44 On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes***by*Kakizawa, Yoshihide**45-60 On exponentials of additive functionals of Markov processes***by*Stummer, W. & Sturm, K. -Th.**61-74 Some calculations for doubly perturbed Brownian motion***by*Chaumont, L. & Doney, R. A.**75-92 Infinite horizon forward-backward stochastic differential equations***by*Peng, Shige & Shi, Yufeng**93-121 Large deviations for Poisson random measures and processes with independent increments***by*Léonard, C.**123-138 Asymptotics for weighted minimal spanning trees on random points***by*Yukich, J. E.**139-158 Equilibrium fluctuations for a driven tracer particle dynamics***by*Landim, Cláudio & Volchan, Sérgio B.**159-176 On the integral of the squared periodogram***by*Deo, Rohit S. & Chen, Willa W.

### December 1999, Volume 84, Issue 2

**177-186 A quasi-ergodic theorem for evanescent processes***by*Breyer, L. A. & Roberts, G. O.**187-225 Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces***by*Brzezniak, Zdzislaw & Gatarek, Dariusz**227-253 Hydrodynamic limit for a nongradient system in infinite volume***by*Perrut, Anne**255-296 Large deviations and queueing networks: Methods for rate function identification***by*Atar, Rami & Dupuis, Paul**297-312 Hydrodynamic behavior of symmetric zero-range processes with random rates***by*Koukkous, A.**313-342 A new weak dependence condition and applications to moment inequalities***by*Doukhan, Paul & Louhichi, Sana**343-355 Sequential point estimation of parameters in a threshold AR(1) model***by*Lee, Sangyeol & Sriram, T. N.**357-369 Stationary and self-similar processes driven by Lévy processes***by*Barndorff-Nielsen, Ole E. & Pérez-Abreu, Victor

### November 1999, Volume 84, Issue 1

**1-24 Invariant measures for generalized Langevin equations in conuclear space***by*Bojdecki, Tomasz & Jakubowski, Jacek**25-51 The quasi-stationary distribution for small random perturbations of certain one-dimensional maps***by*Ramanan, Kavita & Zeitouni, Ofer**53-70 Large deviations for a Burgers'-type SPDE***by*Cardon-Weber, Caroline**71-80 Spectral decomposition for operator self-similar processes and their generalized domains of attraction***by*Meerschaert, Mark M. & Scheffler, Hans-Peter**81-90 Bootstrapping point processes with some applications***by*Zarepour, M. & Knight, K.**91-114 Non-Gaussian scenarios for the heat equation with singular initial conditions***by*Anh, V. V. & Leonenko, N. N.**115-135 Probabilistic Interpretation and Numerical Approximation of a Kac Equation without Cutoff***by*Desvillettes, Laurent & Graham, Carl & Méléard, Sylvie**137-164 Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading***by*Föllmer, Hans & Wu, Ching-Tang & Yor, Marc**165-176 A Gaussian-generalized inverse Gaussian finite-dimensional filter***by*Ferrante, Marco & Vidoni, Paolo

### October 1999, Volume 83, Issue 2

**257-271 Extremes of a certain class of Gaussian processes***by*Hüsler, J. & Piterbarg, V.**273-288 Asymptotics for Voronoi tessellations on random samples***by*McGivney, K. & Yukich, J. E.**289-301 On exponential stability criteria of stochastic partial differential equations***by*Caraballo, Tomás & Liu, Kai**303-317 Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane***by*Liang, Zongxia**319-330 On the ruin probabilities in a general economic environment***by*Nyrhinen, Harri**331-356 Risk and duality in multidimensions***by*Blaszczyszyn, Bartlomiej & Sigman, Karl