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Content
2013, Volume 123, Issue 3
- 675-718 Time homogeneous diffusions with a given marginal at a deterministic time
by Noble, John M.
- 719-751 Time regularity of solutions to linear equations with Lévy noise in infinite dimensions
by Peszat, S. & Zabczyk, J.
- 752-763 Weak and strong approximations of reflected diffusions via penalization methods
by Słomiński, Leszek
- 764-795 Potential theory of subordinate Brownian motions with Gaussian components
by Kim, Panki & Song, Renming & Vondraček, Zoran
- 796-812 Scaling limits of coupled continuous time random walks and residual order statistics through marked point processes
by Barczyk, A. & Kern, P.
- 813-838 Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials II: Airy random point field
by Osada, Hirofumi
- 839-886 Central Limit Theorems for approximate quadratic variations of pure jump Itô semimartingales
by Diop, Assane & Jacod, Jean & Todorov, Viktor
- 887-933 Martingale expansion in mixed normal limit
by Yoshida, Nakahiro
- 934-951 Existence and convergence results for infinite dimensional nonlinear stochastic equations with multiplicative noise
by Barbu, Viorel & Brzeźniak, Zdzisław & Hausenblas, Erika & Tubaro, Luciano
- 952-985 Unified asymptotic theory for nearly unstable AR(p) processes
by Buchmann, Boris & Chan, Ngai Hang
- 986-1003 On the density of the supremum of a stable process
by Kuznetsov, A.
- 1004-1045 Nonparametric estimation of the local Hurst function of multifractional Gaussian processes
by Bardet, Jean-Marc & Surgailis, Donatas
- 1046-1082 Asymptotic analysis for a downside risk minimization problem under partial information
by Watanabe, Yûsuke
- 1083-1103 A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution
by Hu, Yaozhong & Nualart, David & Song, Jian
- 1104-1137 Maximum principle for quasilinear SPDE’s on a bounded domain without regularity assumptions
by Denis, Laurent & Matoussi, Anis
- 1138-1159 Optimal stopping of strong Markov processes
by Christensen, Sören & Salminen, Paavo & Ta, Bao Quoc
- 1160-1175 On a stochastic differential equation arising in a price impact model
by Bank, Peter & Kramkov, Dmitry
2013, Volume 123, Issue 2
- 275-299 A converse comparison theorem for anticipated BSDEs and related non-linear expectations
by Yang, Zhe & Elliott, Robert J.
- 300-328 Regularity properties of viscosity solutions of integro-partial differential equations of Hamilton–Jacobi–Bellman type
by Jing, Shuai
- 329-346 Some examples of Skorokhod embeddings obtained from the Azéma–Yor algorithm
by Lim, Adrian P.C. & Yen, Ju-Yi & Yor, Marc
- 347-384 Default swap games driven by spectrally negative Lévy processes
by Egami, Masahiko & Leung, Tim & Yamazaki, Kazutoshi
- 385-403 Weak invariance principles for sums of dependent random functions
by Berkes, István & Horváth, Lajos & Rice, Gregory
- 404-421 A new proof for the conditions of Novikov and Kazamaki
by Ruf, Johannes
- 422-445 Oscillation of harmonic functions for subordinate Brownian motion and its applications
by Kim, Panki & Lee, Yunju
- 446-474 On truncated variation, upward truncated variation and downward truncated variation for diffusions
by Łochowski, Rafał M. & Miłoś, Piotr
- 475-489 An empirical process interpretation of a model of species survival
by Ben-Ari, Iddo
- 490-522 Randomly weighted self-normalized Lévy processes
by Kevei, Péter & Mason, David M.
- 523-560 Large deviations for stochastic partial differential equations driven by a Poisson random measure
by Budhiraja, Amarjit & Chen, Jiang & Dupuis, Paul
- 561-578 A first order phase transition in the threshold θ≥2 contact process on random r-regular graphs and r-trees
by Chatterjee, Shirshendu & Durrett, Rick
- 579-602 Stochastic optimal multi-modes switching with a viscosity solution approach
by El Asri, Brahim
- 603-628 Posterior consistency via precision operators for Bayesian nonparametric drift estimation in SDEs
by Pokern, Y. & Stuart, A.M. & van Zanten, J.H.
- 629-650 Analysis of jump processes with nondegenerate jumping kernels
by Kassmann, Moritz & Mimica, Ante
- 651-674 Convergence in total variation on Wiener chaos
by Nourdin, Ivan & Poly, Guillaume
2013, Volume 123, Issue 1
- 1-14 A central limit theorem for stationary random fields
by El Machkouri, Mohamed & Volný, Dalibor & Wu, Wei Biao
- 15-44 Abelian theorems for stochastic volatility models with application to the estimation of jump activity
by Belomestny, Denis & Panov, Vladimir
- 45-75 Small mass asymptotic for the motion with vanishing friction
by Freidlin, Mark & Hu, Wenqing & Wentzell, Alexander
- 76-90 A note on Wpγ-theory of linear stochastic parabolic partial differential systems
by Kim, Kyeong-Hun & Lee, Kijung
- 91-109 Uniform concentration inequality for ergodic diffusion processes observed at discrete times
by Galtchouk, L. & Pergamenshchikov, S.
- 110-130 Hitting times for the perturbed reflecting random walk
by Serlet, Laurent
- 131-155 Limit theorems with asymptotic expansions for stochastic processes
by Yang, Xiangfeng
- 156-190 Law of large numbers for non-elliptic random walks in dynamic random environments
by den Hollander, F. & dos Santos, R. & Sidoravicius, V.
- 191-211 The expected area of the Wiener sausage swept by a disc
by Uchiyama, Kôhei
- 212-228 Large volatility-stabilized markets
by Shkolnikov, Mykhaylo
- 229-273 On the limit behavior of the periodogram of high-frequency sampled stable CARMA processes
by Fasen, Vicky & Fuchs, Florian
2012, Volume 122, Issue 12
- 3837-3851 Spectral representation of intrinsically stationary fields
by Berschneider, Georg
- 3852-3874 Global alignment of molecular sequences via ancestral state reconstruction
by Andoni, Alexandr & Daskalakis, Constantinos & Hassidim, Avinatan & Roch, Sebastien
- 3875-3900 Lp solutions of reflected BSDEs under monotonicity condition
by Rozkosz, Andrzej & Słomiński, Leszek
- 3901-3920 Central limit theorems for realized volatility under hitting times of an irregular grid
by Fukasawa, Masaaki & Rosenbaum, Mathieu
- 3921-3952 An Lp-theory of a class of stochastic equations with the random fractional Laplacian driven by Lévy processes
by Kim, Kyeong-Hun & Kim, Panki
- 3953-3979 Geometric ergodicity of a bead–spring pair with stochastic Stokes forcing
by Mattingly, Jonathan C. & McKinley, Scott A. & Pillai, Natesh S.
- 3980-4004 On non-Markovian forward–backward SDEs and backward stochastic PDEs
by Ma, Jin & Yin, Hong & Zhang, Jianfeng
- 4005-4027 On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs
by Bai, Lihua & Paulsen, Jostein
- 4028-4053 The point process approach for fractionally differentiated random walks under heavy traffic
by Barbe, Ph. & McCormick, W.P.
- 4054-4095 Quasi-stationary distributions and Yaglom limits of self-similar Markov processes
by Haas, Bénédicte & Rivero, Víctor
- 4096-4120 The scaling limit of Poisson-driven order statistics with applications in geometric probability
by Schulte, Matthias & Thäle, Christoph
2012, Volume 122, Issue 11
- 3619-3647 On absolutely continuous compensators and nonlinear filtering equations in default risk models
by Çetin, Umut
- 3648-3679 Convergence of a misanthrope process to the entropy solution of 1D problems
by Eymard, R. & Roussignol, M. & Tordeux, A.
- 3680-3700 Linear prediction in functional data analysis
by Shin, Hyejin & Hsing, Tailen
- 3701-3717 Consensus in the two-state Axelrod model
by Lanchier, Nicolas & Schweinsberg, Jason
- 3718-3739 The rate of convergence of Hurst index estimate for the stochastic differential equation
by Kubilius, K. & Mishura, Y.
- 3740-3756 Total variation approximation for quasi-equilibrium distributions, II
by Barbour, A.D. & Pollett, P.K.
- 3757-3766 Coalescence in the recent past in rapidly growing populations
by Athreya, K.B.
- 3767-3789 Asymptotic results for renewal risk models with risky investments
by Albrecher, Hansjoerg & Constantinescu, Corina & Thomann, Enrique
- 3790-3811 Strong mixing properties of max-infinitely divisible random fields
by Dombry, Clément & Eyi-Minko, Frédéric
- 3812-3836 On the drawdown of completely asymmetric Lévy processes
by Mijatović, Aleksandar & Pistorius, Martijn R.
2012, Volume 122, Issue 10
- 3361-3392 Efficient rare-event simulation for perpetuities
by Blanchet, Jose & Lam, Henry & Zwart, Bert
- 3393-3424 Sharp large deviations for the non-stationary Ornstein–Uhlenbeck process
by Bercu, Bernard & Coutin, Laure & Savy, Nicolas
- 3425-3444 Large deviations for invariant measures of SPDEs with two reflecting walls
by Zhang, Tusheng
- 3445-3459 Affine processes on positive semidefinite d×d matrices have jumps of finite variation in dimension d>1
by Mayerhofer, Eberhard
- 3460-3505 Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes
by Harnett, Daniel & Nualart, David
- 3506-3512 On the Markov property of some Brownian martingales
by Fan, J.Y. & Hamza, K. & Klebaner, F.C.
- 3513-3544 From Sturm–Liouville problems to fractional and anomalous diffusions
by D’Ovidio, Mirko
- 3545-3559 Hoeffding’s inequality for supermartingales
by Fan, Xiequan & Grama, Ion & Liu, Quansheng
- 3560-3579 Random pinning model with finite range correlations: Disorder relevant regime
by Poisat, Julien
- 3580-3617 Fractional P(ϕ)1-processes and Gibbs measures
by Kaleta, Kamil & Lőrinczi, József
2012, Volume 122, Issue 7
- 2521-2552 A contrast estimator for completely or partially observed hypoelliptic diffusion
by Samson, Adeline & Thieullen, Michèle
- 2553-2593 Strong and weak orders in averaging for SPDEs
by Bréhier, Charles-Edouard
- 2594-2609 Subcritical branching processes in a random environment without the Cramer condition
by Vatutin, Vladimir & Zheng, Xinghua
- 2610-2638 On the Wiener–Hopf factorization for Lévy processes with bounded positive jumps
by Kuznetsov, A. & Peng, X.
- 2639-2667 Sampling per mode for rare event simulation in switching diffusions
by Krystul, Jaroslav & Le Gland, François & Lezaud, Pascal
- 2668-2700 Stochastic variational inequalities with oblique subgradients
by Gassous, Anouar M. & Răşcanu, Aurel & Rotenstein, Eduard
- 2701-2729 On the number of empty boxes in the Bernoulli sieve II
by Iksanov, Alexander
- 2730-2757 On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs
by Mikulevicius, R.
- 2758-2780 On the semimartingale nature of Feller processes with killing
by Schnurr, Alexander
2012, Volume 122, Issue 6
- 2265-2291 On backward stochastic differential equations and strict local martingales
by Xing, Hao
- 2292-2318 Asymptotic expansion and central limit theorem for multiscale piecewise-deterministic Markov processes
by Pakdaman, Khashayar & Thieullen, Michèle & Wainrib, Gilles
- 2319-2328 Hunt’s hypothesis (H) and Getoor’s conjecture for Lévy processes
by Hu, Ze-Chun & Sun, Wei
- 2329-2345 On the limit distributions of continuous-state branching processes with immigration
by Keller-Ressel, Martin & Mijatović, Aleksandar
- 2346-2382 2-microlocal analysis of martingales and stochastic integrals
by Balança, Paul & Herbin, Erick
- 2383-2399 Functions of bounded variation on the classical Wiener space and an extended Ocone–Karatzas formula
by Pratelli, M. & Trevisan, D.
- 2400-2410 Conditions for the existence of quasi-stationary distributions for birth–death processes with killing
by van Doorn, Erik A.
- 2411-2453 An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory
by Bibinger, Markus
- 2454-2479 Some properties of the Itô–Wiener expansion of the solution of a stochastic differential equation and local times
by Rudenko, Alexey
- 2486-2519 BSDEs in utility maximization with BMO market price of risk
by Frei, Christoph & Mocha, Markus & Westray, Nicholas
2012, Volume 122, Issue 5
- 2019-2052 Time discretization and quantization methods for optimal multiple switching problem
by Gassiat, Paul & Kharroubi, Idris & Pham, Huyên
- 2053-2077 Random times and multiplicative systems
by Li, Libo & Rutkowski, Marek
- 2078-2116 Generalized fractional smoothness and Lp-variation of BSDEs with non-Lipschitz terminal condition
by Geiss, Christel & Geiss, Stefan & Gobet, Emmanuel
- 2117-2133 A sharp estimate for cover times on binary trees
by Ding, Jian & Zeitouni, Ofer
- 2134-2154 Particle picture interpretation of some Gaussian processes related to fractional Brownian motion
by Bojdecki, Tomasz & Talarczyk, Anna
- 2155-2184 Central limit theorem for Markov processes with spectral gap in the Wasserstein metric
by Komorowski, Tomasz & Walczuk, Anna
- 2185-2210 Harmonic deformation of Delaunay triangulations
by Ferrari, Pablo A. & Grisi, Rafael M. & Groisman, Pablo
- 2211-2248 On the 3-D stochastic magnetohydrodynamic-α model
by Deugoué, Gabriel & Razafimandimby, Paul André & Sango, Mamadou
- 2249-2263 Optimal detection of a hidden target: The median rule
by Peskir, Goran
2012, Volume 122, Issue 4
- 1155-1203 Quadratic reflected BSDEs with unbounded obstacles
by Bayraktar, Erhan & Yao, Song
- 1204-1209 A short proof of the Doob–Meyer theorem
by Beiglböck, Mathias & Schachermayer, Walter & Veliyev, Bezirgen
- 1210-1225 An optimal stopping problem for fragmentation processes
by Kyprianou, Andreas E. & Pardo, Juan Carlos
- 1226-1247 Permanental vectors
by Kogan, Hana & Marcus, Michael B.
- 1248-1275 Large time asymptotic problems for optimal stochastic control with superlinear cost
by Ichihara, Naoyuki
- 1276-1303 Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution
by Barbe, Ph. & McCormick, W.P.
- 1304-1331 Fluctuations of interacting Markov chain Monte Carlo methods
by Bercu, Bernard & Del Moral, Pierre & Doucet, Arnaud
- 1332-1368 Particle filters with random resampling times
by Crisan, D. & Obanubi, O.
- 1369-1396 A monotonicity property for random walk in a partially random environment
by Holmes, Mark & Sun, Rongfeng
- 1397-1436 Sharp critical behavior for pinning models in a random correlated environment
by Berger, Quentin & Lacoin, Hubert
- 1437-1455 Stochastic algorithms for computing means of probability measures
by Arnaudon, Marc & Dombry, Clément & Phan, Anthony & Yang, Le
- 1456-1486 Scalar conservation laws with fractional stochastic forcing: Existence, uniqueness and invariant measure
by Saussereau, Bruno & Stoica, Ion Lucretiu
- 1487-1518 Multivariate generalized Ornstein–Uhlenbeck processes
by Behme, Anita & Lindner, Alexander
- 1519-1539 The transition from ergodic to explosive behavior in a family of stochastic differential equations
by Birrell, Jeremiah & Herzog, David P. & Wehr, Jan
- 1540-1565 Existence, minimality and approximation of solutions to BSDEs with convex drivers
by Cheridito, Patrick & Stadje, Mitja
- 1566-1581 Markov modulation of a two-sided reflected Brownian motion with application to fluid queues
by D’Auria, Bernardo & Kella, Offer
- 1582-1600 On some universal σ-finite measures related to a remarkable class of submartingales
by Najnudel, Joseph & Nikeghbali, Ashkan
- 1601-1626 Representing filtration consistent nonlinear expectations as g-expectations in general probability spaces
by Cohen, Samuel N.
- 1627-1651 Stein’s method for invariant measures of diffusions via Malliavin calculus
by Kusuoka, Seiichiro & Tudor, Ciprian A.
- 1652-1671 Random walks on Galton–Watson trees with random conductances
by Gantert, Nina & Müller, Sebastian & Popov, Serguei & Vachkovskaia, Marina
- 1672-1708 A one-dimensional coagulation–fragmentation process with a dynamical phase transition
by Bernardin, Cédric & Toninelli, Fabio Lucio
- 1709-1729 Positivity and explosion in mean Lp-norm of stochastic functional parabolic equations of retarded type
by Chow, Pao-Liu & Liu, Kai
- 1730-1747 Large systems of diffusions interacting through their ranks
by Shkolnikov, Mykhaylo
- 1748-1776 On nodal domains and higher-order Cheeger inequalities of finite reversible Markov processes
by Daneshgar, Amir & Javadi, Ramin & Miclo, Laurent
- 1777-1807 Tail behavior of solutions of linear recursions on trees
by Olvera-Cravioto, Mariana
- 1808-1839 Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps
by Figueroa-López, José E. & Gong, Ruoting & Houdré, Christian
- 1840-1865 Linear variance bounds for particle approximations of time-homogeneous Feynman–Kac formulae
by Whiteley, Nick & Kantas, Nikolas & Jasra, Ajay
- 1866-1886 Percolation of even sites for random sequential adsorption
by Penrose, Mathew D. & Rosoman, Tom
- 1887-1916 The Burgers equation with affine linear noise: Dynamics and stability
by Mohammed, Salah & Zhang, Tusheng
- 1917-1946 A BSDE approach to stochastic differential games with incomplete information
by Grün, Christine
- 1947-1987 Large deviations for multiscale diffusion via weak convergence methods
by Dupuis, Paul & Spiliopoulos, Konstantinos
- 1988-1997 On Lundh’s percolation diffusion
by Carroll, Tom & O’Donovan, Julie & Ortega-Cerdà, Joaquim
- 1998-2017 Convergence of invariant measures for singular stochastic diffusion equations
by Ciotir, Ioana & Tölle, Jonas M.
2012, Volume 122, Issue 3
- 725-757 Functional convergence of stochastic integrals with application to statistical inference
by Davis, Richard A. & Song, Li
- 758-786 Scaling analysis of multiple-try MCMC methods
by Bédard, Mylène & Douc, Randal & Moulines, Eric
- 787-807 U-processes, U-quantile processes and generalized linear statistics of dependent data
by Wendler, Martin
- 808-843 On generalized Malliavin calculus
by Lototsky, S.V. & Rozovskii, B.L. & Seleši, D.
- 844-884 Long time asymptotics of a Brownian particle coupled with a random environment with non-diffusive feedback force
by Ottobre, Michela
- 885-909 Berry–Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables
by Veillette, Mark S. & Taqqu, Murad S.
- 910-929 Asymptotics for statistical functionals of long-memory sequences
by Beutner, Eric & Wu, Wei Biao & Zähle, Henryk
- 930-951 Study of dependence for some stochastic processes: Symbolic Markov copulae
by Bielecki, Tomasz R. & Jakubowski, Jacek & Niewȩgłowski, Mariusz
- 952-967 Stochastic order for alpha-permanental point processes
by Eisenbaum, Nathalie
- 968-1002 The exact packing measure of Lévy trees
by Duquesne, Thomas
- 1003-1033 Splitting trees with neutral Poissonian mutations I: Small families
by Champagnat, Nicolas & Lambert, Amaury
- 1034-1067 Explicit solutions of the exit problem for a class of Lévy processes; applications to the pricing of double-barrier options
by Fourati, Sonia
- 1068-1092 Estimation for the change point of volatility in a stochastic differential equation
by Iacus, Stefano M. & Yoshida, Nakahiro
- 1093-1109 Decomposability for stable processes
by Wang, Yizao & Stoev, Stilian A. & Roy, Parthanil
- 1110-1128 Sojourn times and the fragility index
by Falk, Michael & Hofmann, Martin
- 1129-1153 k-independent percolation on trees
by Mathieu, Pierre & Temmel, Christoph
2012, Volume 122, Issue 2
- 449-465 The central limit theorem for sums of trimmed variables with heavy tails
by Berkes, István & Horváth, Lajos
- 466-497 Pathwise definition of second-order SDEs
by Quer-Sardanyons, Lluís & Tindel, Samy
- 498-521 Properties of the limit shape for some last-passage growth models in random environments
by Lin, Hao & Seppäläinen, Timo
- 522-545 Moments, moderate and large deviations for a branching process in a random environment
by Huang, Chunmao & Liu, Quansheng
- 546-581 Large deviations of realized volatility
by Kanaya, Shin & Otsu, Taisuke
- 582-599 On exceedances of high levels
by Novak, S.Y. & Xia, A.
- 600-622 Hedging electricity swaptions using partial integro-differential equations
by Hepperger, Peter
- 623-653 Effect of truncation on large deviations for heavy-tailed random vectors
by Chakrabarty, Arijit
- 654-663 On the distribution of exponential functionals for Lévy processes with jumps of rational transform
by Kuznetsov, A.
- 664-675 Weak approximation of G-expectations
by Dolinsky, Yan & Nutz, Marcel & Soner, H. Mete
- 676-713 Flying randomly in Rd with Dirichlet displacements
by De Gregorio, Alessandro & Orsingher, Enzo
2011, Volume 121, Issue 12
- 2715-2750 Stochastic representation for solutions of Isaacs’ type integral–partial differential equations
by Buckdahn, Rainer & Hu, Ying & Li, Juan
- 2751-2775 On confined McKean Langevin processes satisfying the mean no-permeability boundary condition
by Bossy, Mireille & Jabir, Jean-François
- 2776-2801 Approximation of stationary solutions of Gaussian driven stochastic differential equations
by Cohen, Serge & Panloup, Fabien
- 2802-2817 A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time
by Forde, Martin
- 2818-2838 A local limit theorem for a transient chaotic walk in a frozen environment
by Leskelä, Lasse & Stenlund, Mikko
- 2839-2860 On the stability and ergodicity of adaptive scaling Metropolis algorithms
by Vihola, Matti
- 2861-2898 Recovery rates in investment-grade pools of credit assets: A large deviations analysis
by Spiliopoulos, Konstantinos & Sowers, Richard B.
- 2899-2924 Nonparametric regression with martingale increment errors
by Delattre, Sylvain & Gaïffas, Stéphane
- 2925-2953 Functional central limit theorems for self-normalized least squares processes in regression with possibly infinite variance data
by Csörgő, Miklós & Martsynyuk, Yuliya V.
November 2011, Volume 121, Issue 11
- 2455-2473 DNA approach to scenery reconstruction
by Matzinger, Heinrich & Pinzon, Angelica Pachon
- 2474-2487 A non-ergodic probabilistic cellular automaton with a unique invariant measure
by Chassaing, Philippe & Mairesse, Jean
- 2488-2506 Context tree selection: A unifying view
by Garivier, A. & Leonardi, F.
- 2507-2552 Convergence of a queueing system in heavy traffic with general patience-time distributions
by Lee, Chihoon & Weerasinghe, Ananda
- 2553-2570 Markov chain mixing time on cycles
by Balázs, Gerencsér
- 2571-2591 Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems
by Bretó, Carles & Ionides, Edward L.
- 2592-2605 Extremes of Gaussian processes with a smooth random variance
by Hösler, Jörg & Piterbarg, Vladimir & Rumyantseva, Ekaterina
- 2606-2628 Rearrangements of Gaussian fields
by Lachióze-Rey, Raphaël & Davydov, Youri
- 2629-2641 Occupation times of spectrally negative Lévy processes with applications
by Landriault, David & Renaud, Jean-François & Zhou, Xiaowen
- 2642-2677 Multi-operator scaling random fields
by Biermé, Hermine & Lacaux, Céline & Scheffler, Hans-Peter
- 2678-2691 On the semimartingale property of discounted asset-price processes
by Kardaras, Constantinos & Platen, Eckhard
- 2692-2710 Harnack inequalities for functional SDEs with multiplicative noise and applications
by Wang, Feng-Yu & Yuan, Chenggui
- 2711-2714 Corrigendum to âConstructions of coupling processes for Lévy processesâ
by Böttcher, Björn & Schilling, René L. & Wang, Jian
October 2011, Volume 121, Issue 10
- 2189-2200 A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients
by Gyöngy, István & Rásonyi, Miklós
- 2201-2230 Hybrid Monte Carlo on Hilbert spaces
by Beskos, A. & Pinski, F.J. & Sanz-Serna, J.M. & Stuart, A.M.
- 2231-2242 Convergence to type I distribution of the extremes of sequences defined by random difference equation
by Hitczenko, Pawel
- 2243-2271 Large deviations for renewal processes
by Lefevere, Raphaël & Mariani, Mauro & Zambotti, Lorenzo
- 2272-2302 Large deviations for the local fluctuations of random walks
by Barral, Julien & Loiseau, Patrick
- 2303-2330 Almost sure asymptotics for the local time of a diffusion in Brownian environment
by Diel, Roland
- 2331-2360 Stationarity and geometric ergodicity of BEKK multivariate GARCH models
by Boussama, Farid & Fuchs, Florian & Stelzer, Robert
- 2361-2392 Stopping of functionals with discontinuity at the boundary of an open set
by Palczewski, Jan & Stettner, Lukasz
- 2393-2415 Absolute continuity under flows generated by SDE with measurable drift coefficients
by Luo, Dejun
- 2416-2454 Nonsynchronous covariation process and limit theorems
by Hayashi, Takaki & Yoshida, Nakahiro
September 2011, Volume 121, Issue 9
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