Statistics & Probability Letters
2009, Volume 79, Issue 4
- 543-552 On weak approximations of integrals with respect to fractional Brownian motion
by Slominski, Leszek & Ziemkiewicz, Bartosz
- 553-558 Concomitants of order statistics for dependent samples
by Wang, Ke & Nagaraja, H.N.
2009, Volume 79, Issue 3
- 275-282 The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness
by Debruyne, M. & Hubert, M.
- 283-288 The number of players tied for the record
by Eisenberg, Bennett
- 289-294 Asymptotic distribution of density ratios
by Antonelli, Sabrina & Regoli, Giuliana
- 295-303 A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator
by Gomes, M. Ivette & Pestana, Dinis & Caeiro, Frederico
- 304-311 Large deviations for heavy-tailed factor models
by Svensson, Jens & Djehiche, Boualem
- 312-319 On testing for local monotonicity in deconvolution problems
by Meister, Alexander
- 320-323 Noncommutative Baum-Katz theorems
by Stoica, George
- 324-330 A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model
by Ren, Jiandong
- 331-338 An extension of the generalized Birnbaum-Saunders distribution
by Gómez, Héctor W. & Olivares-Pacheco, Juan F. & Bolfarine, Heleno
- 339-346 Influence diagnostics for linear models with first-order autoregressive elliptical errors
by Paula, Gilberto A. & Medeiros, Marcio & Vilca-Labra, Filidor E.
- 347-348 A comment on a conjecture of N. Wiener
by Rosenblatt, M.
- 349-353 A note on pasting conditions for the American perpetual optimal stopping problem
by Christensen, Sören & Irle, Albrecht
- 354-360 Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative
by Sen, Amit
- 361-367 Moments of the unbalanced non-central chi-square distribution
by Grau, Daniel
- 368-374 Necessary and sufficient conditions for non-interaction of a pair of one-sided EWMA schemes with reflecting boundaries
by Li, Zhonghua & Wang, Zhaojun & Wu, Zhang
- 375-380 Confidence intervals for limited moments and truncated moments in normal and lognormal models
by Bebu, Ionut & Mathew, Thomas
- 381-389 On the ruin probability for the Cox correlated risk model perturbed by diffusion
by Lu, Zhaoyang & Xu, Wei & Zhang, Yan & Sun, Yingling
- 390-395 Limit theorems for extremal processes generated by a point process with correlated time and space components
by Pancheva, Elisaveta & Mitov, Ivan K. & Mitov, Kosto V.
- 396-399 Log-concavity of generalized order statistics
by Chen, Huaihou & Xie, Hongmei & Hu, Taizhong
- 400-406 A new formula for the transient solution of the Erlang queueing model
by Leonenko, G.M.
- 407-413 On some probabilistic properties of double periodic AR models
by Aknouche, Abdelhakim & Guerbyenne, Hafida
- 414-414 Erratum to: "A note on the proportional hazards model with discontinuous data" [Statist. Probab. Lett. 77 (2007) 735-739]
by Yu, Qiqing
2009, Volume 79, Issue 2
- 131-137 The geometric convergence rate of the classical change-point estimate
by Fotopoulos, Stergios B.
- 138-144 Approximation of the expected error rate in classification of the Gaussian random field observations
by Ducinskas, Ke[combining cedilla]stutis
- 145-154 Branching on a Sierpinski graph
by Leorato, S. & Orsingher, E.
- 155-157 On the relationship of location-independent riskier order to the usual stochastic order
by Sordo, Miguel A.
- 158-164 Limit theorems for generalized Jirina processes
by Li, Yuqiang
- 165-172 Semiparametric estimation of regression functions in autoregressive models
by Yu, Zhuoxi & Wang, Dehui & Shi, Ningzhong
- 173-176 Analysis of the virtual waiting time in multiphase queues
by Minkevicius, S.
- 177-181 Stationary distribution of reflected O-U process with two-sided barriers
by Zhang, Lidong & Jiang, Chunmei
- 182-187 Strong uniqueness for a class of singular SDEs for catalytic branching diffusions
by He, Hui
- 188-195 Central limit theorem for multiple integrals with respect to the empirical process
by Boistard, Hélène & del Barrio, Eustasio
- 196-201 A necessary and sufficient condition for probability measures dominated by g-expectation
by Jiang, Long
- 202-210 A class of random deviation theorems and the approach of Laplace transform
by Li, Gaorong & Chen, Shuang & Zhang, Junhua
- 211-214 On the connectedness of saturated square designs
by Qu, Xianggui & Ogunyemi, Theophilus
- 215-222 Uniform bounds in normal approximation under negatively associated random fields
by Cai, Guang-hui & Wang, Jian-Feng
- 223-233 A CLT for a one-dimensional class cover problem
by Xiang, Pengfei & Wierman, John C.
- 234-236 On hitting times of random walks on trees
by Palacios, José Luis
- 237-242 Approximate inference for the multinomial logit model
by Rekkas, M.
- 243-254 Some Darling-Siegert relationships connected with random flights
by Cammarota, V. & Lachal, A. & Orsingher, E.
- 255-263 Convergence of large deviation rates based on a link between wave governed random motions and ruin processes
by Macci, Claudio
- 264-269 Further investigation into restricted Kalman filtering
by Pizzinga, Adrian
- 270-274 Complete monotonicity of the entropy in the central limit theorem for gamma and inverse Gaussian distributions
by Yu, Yaming
2009, Volume 79, Issue 1
- 1-5 Optimal robust M-estimators using divergences
by Toma, Aida
- 6-15 Inference for mean change-point in infinite variance AR(p) process
by Zhou, Jie & Liu, San Y.
- 16-20 Effect of design-adaptive allocation on inference for a regression parameter: Two-group, single-covariate and double-covariate cases
by Aickin, Mikel
- 21-28 Ruin problems in a discrete Markov risk model
by Yang, Hu & Zhang, Zhimin & Lan, Chunmei
- 29-37 Current k-records and their use in distribution-free confidence intervals
by Ahmadi, J. & Razmkhah, M. & Balakrishnan, N.
- 38-43 Estimation of the autoregressive operator by wavelet packets
by Laukaitis, Algirdas & Vasilecas, Olegas & Laukaitis, Ricardas
- 44-49 BSDEs driven by Lévy process with enlarged filtration and applications in finance
by El Otmani, Mohamed
- 50-54 A note on state space representations of locally stationary wavelet time series
by Triantafyllopoulos, K. & Nason, G.P.
- 55-62 First order p-variations and Besov spaces
by Rosenbaum, Mathieu
- 63-69 Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier
by Yang, Wenquan & Hu, Yijun
- 70-78 The perturbed compound Poisson risk model with multi-layer dividend strategy
by Yang, Hu & Zhang, Zhimin
- 79-87 On stationarity and [beta]-mixing of periodic bilinear processes
by Bibi, Abdelouahab & Lessak, Radia
- 88-97 A packing dimension theorem for Gaussian random fields
by Xiao, Yimin
- 98-104 On estimating the non-centrality parameter of a chi-squared distribution
by Li, Qizhai & Zhang, Junjian & Dai, Shuai
- 105-111 Limiting behaviour of moving average processes under [phi]-mixing assumption
by Chen, Pingyan & Hu, Tien-Chung & Volodin, Andrei
- 112-115 Cross-validation for comparing multiple density estimation procedures
by Lian, Heng
- 116-124 On complete convergence for arrays of rowwise negatively associated random variables
by Kuczmaszewska, Anna
- 125-130 Equivalent processes of total time on test, Lorenz and inverse Lorenz processes
by Kawczak, Janusz & Kulperger, Reg & Yu, Hao
2008, Volume 78, Issue 18
- 3123-3128 On a Gibbs characterization of normalized generalized Gamma processes
by Cerquetti, Annalisa
- 3129-3134 On the geometry of a generalized cross-correlation random field
by Carbonell, F. & Worsley, K.J.
- 3135-3138 A note on the invariance under change of measure for stochastic test functions and distribution spaces
by Lanconelli, Alberto
- 3139-3144 On the likelihood ratio order for convolutions of independent generalized Rayleigh random variables
by Fathi Manesh, Sirous & Khaledi, Baha-Eldin
- 3145-3151 Spatial smoothing, Nugget effect and infill asymptotics
by Lu, Zudi & Tjøstheim, Dag & Yao, Qiwei
- 3152-3158 Stochastic inequalities for weighted sum of two random variables independently and identically distributed as exponential
by Yilmaz, Mehmet & Topçu, Birol
- 3159-3169 A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors
by Özkale, M. Revan
- 3170-3175 An almost sure limit theorem for the product of partial sums with stable distribution
by Gonchigdanzan, Khurelbaatar
- 3176-3183 Inverse problems for random walks on trees: Network tomography
by de la Pena, Victor & Gzyl, Henryk & McDonald, Patrick
- 3184-3186 A note on skew-elliptical distributions and linear functions of order statistics
by Loperfido, Nicola
- 3187-3194 On extending the Brunk-Prokhorov strong law of large numbers for martingale differences
by Hu, Shuhe & Chen, Guijing & Wang, Xuejun
- 3195-3202 On extending classical filtering equations
by Kouritzin, Michael A. & Long, Hongwei
- 3203-3211 On the weak convergence of subordinated systems
by Wu, Biao
- 3212-3215 Classification of 2x2 sparse data sets with zero cells
by Subbiah, M. & Srinivasan, M.R.
- 3216-3221 On robust nonparametric regression estimation for a functional regressor
by Azzedine, Nadjia & Laksaci, Ali & Ould-Saïd, Elias
- 3222-3229 Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails
by Shen, Xinmei & Lin, Zhengyan
- 3230-3237 Asymptotics of kernel density estimators on weakly associated random fields
by Chen, Jia
- 3238-3243 Cross-spectral properties of a spatial point-lattice process
by Kanaan, M.N. & Taylor, Paul C. & Mugglestone, M.A.
- 3244-3248 Conditions for stability and instability of retrial queueing systems with general retrial times
by Kernane, Tewfik
- 3249-3253 Some results on the convergence of conditional distributions
by Xiong, Shifeng & Li, Guoying
- 3254-3261 Minimum distance estimation of k-factors GARMA processes
by Kouamé, Euloge F. & Hili, Ouagnina
- 3262-3268 On the existence of higher-order moments of periodic GARCH models
by Aknouche, Abdelhakim & Bentarzi, Mohamed
- 3269-3273 Residuals and their statistical properties in symmetrical nonlinear models
by Cysneiros, Francisco José A. & Vanegas, Luis Hernando
- 3274-3276 Generalized filtered Poisson processes and application in hydrology
by Lefebvre, Mario
- 3277-3280 Markov processes, time-space harmonic functions and polynomials
by Sengupta, Arindam
- 3281-3287 A class of strong deviation theorems for the sequence of nonnegative integer valued random variables
by Wang, Xuewu
- 3288-3293 Multiple solutions to the likelihood equations in the Behrens-Fisher problem
by Drton, Mathias
- 3294-3297 A Kolmogorov inequality for weighted U-statistics
by Mavrikiou, Petroula M.
- 3298-3303 The invariance principle for linear multi-parameter stochastic processes generated by associated fields
by Kim, Tae-Sung & Ko, Mi-Hwa & Choi, Yong-Kab
- 3304-3306 Testing for random effects and spatial lag dependence in panel data models
by Baltagi, Badi H. & Liu, Long
- 3307-3311 Minimax estimation of the integral of a power of a density
by Tchetgen, Eric & Li, Lingling & Robins, James & van der Vaart, Aad
- 3312-3320 Multivariate equilibrium distributions of order n
by Nair, N. Unnikrishnan & Preeth, M.
- 3321-3329 A generalization of a result concerning the asymptotic behavior of finite Markov chains
by Nicolaie, Alina
- 3330-3337 Strong law of large numbers and growth rate for a class of random variable sequences
by Wang, Xuejun & Hu, Shuhe & Shen, Yan & Ling, Nengxiang
- 3338-3343 A complete class of balanced incomplete block designs [beta] (7, 35, 15, 3, 5) with repeated blocks
by Mandal, S. & Ghosh, D.K. & Sharma, R.K. & Bagui, S.C.
- 3344-3349 A mass function based on correlation coefficient and its application
by Joarder, Anwar H. & Omar, M.H.
- 3350-3354 Characterizations of bivariate distributions by properties of concomitants of order statistics
by Veena, T.G. & Yageen Thomas, P.
- 3355-3365 Small-time moment asymptotics for Lévy processes
by Figueroa-López, José E.
- 3366-3372 Comparison of two types of confidence intervals based on Wilcoxon-type R-estimators
by Omelka, Marek
- 3373-3380 Moments of the first passage time of one-dimensional diffusion with two-sided barriers
by Wang, Huiqing & Yin, Chuancun
- 3381-3387 On generalized correlation functions of intrinsically stationary processes of order k
by Sasvári, Zoltán
- 3388-3394 Some new stochastic comparisons for redundancy allocations in series and parallel systems
by Li, Xiaohu & Hu, Xiaoxiao
2008, Volume 78, Issue 17
- 2839-2843 An estimate for the probability of dependent events
by Dubickas, Arturas
- 2844-2849 Existence of almost periodic solutions to some functional integro-differential stochastic evolution equations
by Bezandry, Paul H.
- 2850-2858 Mixed model-based additive models for sample extremes
by Padoan, S.A. & Wand, M.P.
- 2859-2863 On mean exit time from a curvilinear domain
by Makasu, Cloud
- 2864-2867 An existence theorem for stochastic functional differential equations with delays under weak assumptions
by Halidias, Nikolaos & Ren, Yong
- 2868-2875 A distribution free goodness of fit test for a stochastically ordered alternative
by Banerjee, Shuvadeep
- 2876-2882 The empirical saddlepoint method applied to testing for serial correlation in panel time series data
by Perera, D.I. & Peiris, M.S. & Robinson, J. & Weber, N.C.
- 2883-2888 A characterisation of scale mixtures of the uniform distribution
by Fung, Thomas & Seneta, Eugene
- 2889-2894 Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2
by Inoue, Akihiko & Kasahara, Yukio & Phartyal, Punam
- 2895-2901 Empirical likelihood inference for partial linear models under martingale difference sequence
by Chen, Xia & Cui, Hengjian
- 2902-2909 Threshold copulas and positive dependence
by Durante, Fabrizio & Foschi, Rachele & Spizzichino, Fabio
- 2910-2915 Constructing processes with prescribed mixing coefficients
by Kontorovich, Leonid (Aryeh)
- 2916-2916 Estimating parameters in autoregressive models with asymmetric innovations
by Akkaya, Aysen D. & Tiku, Moti L.
- 2917-2925 On degenerate stochastic equations of Itô type with jumps
by Kurenok, V.P.
- 2926-2931 MV-optimal block designs for correlated errors
by Uddin, Nizam
- 2932-2938 Weak convergence of the supremum distance for supersmooth kernel deconvolution
by van Es, Bert & Gugushvili, Shota
- 2939-2946 A hypothesis test for independence of sets of variates in high dimensions
by Lin, Zhengyan & Xiang, Yanbiao
- 2947-2956 Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples
by Li, Yongming & Yang, Shanchao & Zhou, Yong
- 2957-2962 Simple relations between principal stratification and direct and indirect effects
by VanderWeele, Tyler J.
- 2963-2970 Feasible parameter regions for alternative discrete state space models
by Feigin, Paul D. & Gould, Phillip & Martin, Gael M. & Snyder, Ralph D.
- 2971-2975 On the maximum likelihood estimation of parameters of Weibull distribution based on complete and censored data
by Balakrishnan, N. & Kateri, M.
- 2976-2980 Asymptotics for the nonparametric estimation of the mean function of a random process
by Degras, David
- 2981-2987 Preservation of some life length classes for age distributions associated with age-dependent branching processes
by Johnson, Richard A. & Taylor, James R.
- 2988-2991 A new look at discrete discrepancy
by Chatterjee, Kashinath & Qin, Hong
- 2992-2996 Maximal probabilities of convolution powers of discrete uniform distributions
by Mattner, Lutz & Roos, Bero
- 2997-2999 Is a subspace containing a splitting subspace a splitting subspace?
by Triacca, Umberto
- 3000-3007 Phase diagram for once-reinforced random walks on trees with exponential weighting scheme
by Takei, Masato & Takeshima, Masaki
- 3008-3013 Higher order moments of renewal counting processes and Eulerian polynomials
by Brown, Geoffrey W.
- 3014-3017 A note on non-regular martingales
by Iksanov, Alex & Marynych, Alex
- 3018-3022 Asymptotic expansions for inverse moments of binomial and negative binomial
by Wuyungaowa & Wang, Tianming
- 3023-3028 The law of the iterated logarithm for the Gaussian free field
by Hu, Xiaoyu
- 3029-3033 Nonparametric estimation of level sets under minimal assumptions
by Ren, Qunshu & Mojirsheibani, Majid
- 3034-3039 On the Burkholder-Davis-Gundy inequalities for continuous martingales
by Ren, Yao-Feng
- 3040-3046 On the number of deviations of Geometric Brownian Motion with drift from its extreme points with applications to transaction costs
by Poufinas, Thomas
- 3047-3055 Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models
by Ferrari, Silvia L.P. & Cysneiros, Audrey H.M.A.
- 3056-3061 Preservation of classes of life distributions under weighting with a general weight function
by Blazej, Pawel
- 3062-3069 Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition
by Jasra, Ajay & Doucet, Arnaud
- 3070-3074 The multivariate point null testing problem: A Bayesian discussion
by Gómez-Villegas, Miguel A. & González-Pérez, Beatriz
- 3075-3081 Strong consistency of a family of model order selection rules for estimating 2D sinusoids in noise
by Kliger, Mark & Francos, Joseph M.
- 3082-3085 Conditions for weak ergodicity of inhomogeneous Markov chains
by Coppersmith, Don & Wu, Chai Wah
- 3086-3090 On moments of recurrence times for positive recurrent renewal sequences
by Szewczak, Zbigniew S.
- 3091-3095 A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function
by Jokiel-Rokita, Alicja
- 3096-3102 A test for independence of two sets of variables when the number of variables is large relative to the sample size
by Schott, James R.
- 3103-3109 The finite-time ruin probability for ND claims with constant interest force
by Kong, Fanchao & Zong, Gaofeng
- 3110-3113 On the compatibility of Dyson's conditions
by Berenhaut, Kenneth S. & Chen, Donghui & Tran, Vy
- 3114-3121 The multifractal spectrum of harmonic measure for forward moving random walks on a Galton-Watson tree
by Kinnison, Adam L.
2008, Volume 78, Issue 16
- 2559-2566 Inference in the additive risk model with time-varying covariates subject to measurement errors
by Sun, Liuquan & Zhou, Xian
- 2567-2571 A semiparametric regression estimator under left truncation and right censoring
by Karlsson, Maria & Laitila, Thomas
- 2572-2577 Semiparametric left truncation and right censorship models with missing censoring indicators
by Subramanian, Sundarraman & Bandyopadhyay, Dipankar
- 2578-2583 Some properties of the Kendall distribution in bivariate Archimedean copula models under censoring
by Wang, Antai & Oakes, David
- 2584-2591 Testing additivity in nonparametric regression under random censorship
by Debbarh, Mohammed & Viallon, Vivian
- 2592-2596 More powerful exact tests of binary matched pairs
by Lloyd, Chris J.
- 2597-2603 A pointwise Bayes-type estimator of the survival probability with censored data
by Kulasekera, K.B. & Zhao, Meng
- 2604-2608 Identifiability of a mixture cure frailty model
by Peng, Yingwei & Zhang, Jiajia
- 2609-2613 Multiple rank-based testing for ordered alternatives with incomplete data
by Cabilio, P. & Peng, J.
- 2614-2622 A Bartlett type correction for Wald test in Cox regression model
by Li, Xiao & Wu, Yaohua & Tu, Dongsheng
- 2623-2631 The integral option in a model with jumps
by Gapeev, Pavel V.
- 2632-2636 Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions
by Lelong, Jérôme
- 2637-2643 Monitoring a Poisson process in several categories subject to changes in the arrival rates
by Brown, Marlo
- 2644-2646 On construction of consistent mixing distributions for compound decisions
by Mashayekhi, Mostafa
- 2647-2653 Missing observation analysis for matrix-variate time series data
by Triantafyllopoulos, K.
- 2654-2659 Bias of the regression estimator for experiments using clustered random assignment
by Middleton, Joel A.
- 2660-2663 The Bahadur representation for sample quantiles under negatively associated sequence
by Ling, Nengxiang
- 2664-2670 Orlicz norm inequalities for operator-valued martingale transforms
by Yu, Lin
- 2671-2678 On a new moments inequality
by Simic, Slavko
- 2679-2684 A one-sided large deviation local limit theorem
by Lin, Jianxi
- 2685-2691 Approximate predictive pivots for autoregressive processes
by Corcuera, José M.
- 2692-2699 On the time to ruin and the deficit at ruin in a risk model with double-sided jumps
by Xing, Xiaoyu & Zhang, Wei & Jiang, Yiming
- 2700-2704 Modeling financial time series through second-order stochastic differential equations
by Nicolau, João
- 2705-2708 Inverse renewal thinning of Cox and renewal processes
by Teke, S.P. & Deshmukh, S.R.
- 2709-2714 Asymptotics of sums of lognormal random variables with Gaussian copula
by Asmussen, Søren & Rojas-Nandayapa, Leonardo
- 2715-2719 Space-time dependence dynamics for birth-death point processes
by Comas, C. & Mateu, J.
- 2720-2724 Optimal main effect plans in nested row-column set-up of small size
by Bagchi, Sunanda & Bose, Mausumi
- 2725-2730 The functional central limit theorem for a family of GARCH observations with applications
by Berkes, István & Hörmann, Siegfried & Horváth, Lajos
- 2731-2738 A note on self-weighted quantile estimation for infinite variance quantile autoregression models
by Yang, Xiao Rong & Zhang, Li Xin
- 2739-2743 Wavelet regression with correlated errors on a piecewise Hölder class
by Porto, Rogério F. & Morettin, Pedro A. & Aubin, Elisete C.Q.
- 2744-2750 Efficient estimation of population quantiles in general semiparametric regression models
by Maity, Arnab
- 2751-2755 On the connections between weakly stable and pseudo-isotropic distributions
by Jasiulis, B.H. & Misiewicz, J.K.
- 2756-2761 An alternative multivariate skew-slash distribution
by Arslan, Olcay
- 2762-2767 On occurrence of patterns in Markov chains: Method of gambling teams
by Pozdnyakov, Vladimir
- 2768-2775 Testing for parameter stability in quantile regression models
by Su, Liangjun & Xiao, Zhijie
- 2776-2780 Some new maximal inequalities
by Harremoës, Peter
- 2781-2786 Fisher information in hybrid censored data
by Park, Sangun & Balakrishnan, N. & Zheng, Gang
- 2787-2792 Exponential families are not preserved by the formation of order statistics
by Bar-Lev, Shaul K. & Bshouty, Daoud
- 2793-2797 Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case
by Chang, In Hong & Mukerjee, Rahul
- 2798-2803 Sufficient dimension reduction and variable selection for regression mean function with two types of predictors
by Wang, Qin & Yin, Xiangrong
- 2804-2810 Heavy-tailedness and threshold sex determination
by Ibragimov, Rustam
- 2811-2820 Maxima of Dirichlet and triangular arrays of gamma variables
by Bose, Arup & Dasgupta, Amites & Maulik, Krishanu
- 2821-2826 The distribution of the product of two triangular random variables
by Glickman, Theodore S. & Xu, Feng
- 2827-2835 Stochastic orderings for discrete random variables
by Giovagnoli, A. & Wynn, H.P.
- 2836-2838 A generalized constructive definition for the Dirichlet process
by Favaro, S. & Walker, S.G.
2008, Volume 78, Issue 15
- 2275-2280 On the distribution of the left singular vectors of a random matrix and its applications
by Bura, E. & Pfeiffer, R.
- 2281-2292 Explicit solutions for multivalued stochastic differential equations
by Xu, Siyan
- 2293-2299 On the convergence of the empirical mass function
by Russo, Ralph P. & Shyamalkumar, Nariankadu D.
- 2300-2307 A short note on small deviations of sequences of i.i.d. random variables with exponentially decreasing weights
by Aurzada, Frank