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Content
September 2011, Volume 121, Issue 9
- 1982-2013 Local time-space calculus for symmetric Lévy processes
by Walsh, Alexander
- 2014-2042 A chain of interacting particles under strain
by Allman, Michael & Betz, Volker & Hairer, Martin
- 2043-2048 Critical point and percolation probability in a long range site percolation model on
by de Lima, Bernardo N.B. & Sanchis, Rémy & Silva, Roger W.C.
- 2049-2063 Extremes of the time-average of stationary Gaussian processes
by De[combining cedilla]bicki, Krzysztof & Tabis, Kamil
- 2064-2071 Isotropic self-similar Markov processes
by Liao, Ming & Wang, Longmin
- 2072-2086 On strong solutions for positive definite jump diffusions
by Mayerhofer, Eberhard & Pfaffel, Oliver & Stelzer, Robert
- 2087-2113 Estimates for the probability that Itô processes remain near a path
by Bally, Vlad & Fernández, Begoña & Meda, Ana
- 2114-2150 FBSDEs with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity
by dos Reis, Gonçalo & Réveillac, Anthony & Zhang, Jianing
- 2151-2185 Neighborhood radius estimation for variable-neighborhood random fields
by Löcherbach, Eva & Orlandi, Enza
- 2186-2187 Corrigendum to "Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times" [Stochastic Process. Appl. 111 (2004) 237-258]
by Daley, Daryl J. & Klüppelberg, Claudia & Yang, Yang
August 2011, Volume 121, Issue 8
- 1633-1677 Metastability of reversible finite state Markov processes
by Beltrán, J. & Landim, C.
- 1678-1704 An explicit model of default time with given survival probability
by Jeanblanc, Monique & Song, Shiqi
- 1705-1719 The asymptotic behaviour of maxima of complete and incomplete samples from stationary sequences
by Krajka, Tomasz
- 1720-1748 On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes
by Mikulevicius, Remigijus & Zhang, Changyong
- 1749-1769 Hitting of a line or a half-line in the plane by two-dimensional symmetric stable Lévy processes
by Isozaki, Yasuki
- 1770-1784 Properties of hitting times for G-martingales and their applications
by Song, Yongsheng
- 1785-1815 Filtering partially observable diffusions up to the exit time from a domain
by Krylov, N.V. & Wang, Teng
- 1816-1844 Occupation time distributions for the telegraph process
by Bogachev, Leonid & Ratanov, Nikita
- 1845-1863 Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve
by Trutnau, Gerald
- 1864-1899 Rough Volterra equations 2: Convolutional generalized integrals
by Deya, Aurélien & Tindel, Samy
July 2011, Volume 121, Issue 7
- 1445-1463 Full well-posedness of point vortex dynamics corresponding to stochastic 2D Euler equations
by Flandoli, F. & Gubinelli, M. & Priola, E.
- 1464-1491 An approximation scheme for reflected stochastic differential equations
by Evans, Lawrence Christopher & Stroock, Daniel W.
- 1492-1508 Stopping times and related Itô's calculus with G-Brownian motion
by Li, Xinpeng & Peng, Shige
- 1509-1523 Real harmonizable multifractional stable process and its local properties
by Dozzi, Marco & Shevchenko, Georgiy
- 1524-1545 Transient behavior of the Halfin-Whitt diffusion
by van Leeuwaarden, Johan S.H. & Knessl, Charles
- 1546-1564 A Lévy input model with additional state-dependent services
by Palmowski, Zbigniew & Vlasiou, Maria
- 1565-1587 A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations
by Dereich, Steffen & Heidenreich, Felix
- 1588-1606 Martingale representation for Poisson processes with applications to minimal variance hedging
by Last, Günter & Penrose, Mathew D.
- 1607-1632 Asymptotic results for time-changed Lévy processes sampled at hitting times
by Rosenbaum, Mathieu & Tankov, Peter
June 2011, Volume 121, Issue 6
- 1177-1177 Itô prize 2011
by Griniari, Elena
- 1178-1200 Multivariate operator-self-similar random fields
by Li, Yuqiang & Xiao, Yimin
- 1201-1216 Constructions of coupling processes for Lévy processes
by Böttcher, Björn & Schilling, René L. & Wang, Jian
- 1217-1244 Spectral estimation of the Lévy density in partially observed affine models
by Belomestny, Denis
- 1245-1265 Transition density estimates for jump Lévy processes
by Sztonyk, Pawel
- 1266-1289 The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process
by Baurdoux, E.J. & Kyprianou, A.E. & Pardo, J.C.
- 1290-1314 On the local time of random walk on the 2-dimensional comb
by Csáki, Endre & Csörgo, Miklós & Földes, Antónia & Révész, Pál
- 1315-1331 The prolific backbone for supercritical superprocesses
by Berestycki, J. & Kyprianou, A.E. & Murillo-Salas, A.
- 1332-1355 Riesz transform and integration by parts formulas for random variables
by Bally, Vlad & Caramellino, Lucia
- 1356-1372 Systems of stochastic partial differential equations with reflection: Existence and uniqueness
by Zhang, Tusheng
- 1373-1388 Quasi-invariant stochastic flows of SDEs with non-smooth drifts on compact manifolds
by Zhang, Xicheng
- 1389-1410 Random times with given survival probability and their -martingale decomposition formula
by Jeanblanc, Monique & Song, Shiqi
- 1411-1444 Smoluchowski's equation: Rate of convergence of the Marcus-Lushnikov process
by Cepeda, Eduardo & Fournier, Nicolas
May 2011, Volume 121, Issue 5
- 925-956 The small world effect on the coalescing time of random walks
by Bertacchi, Daniela & Borrello, Davide
- 957-988 Convergence of a stochastic particle approximation for fractional scalar conservation laws
by Jourdain, Benjamin & Roux, Raphaël
- 989-1012 Intrinsic volumes of the maximal polytope process in higher dimensional STIT tessellations
by Schreiber, Tomasz & Thäle, Christoph
- 1013-1043 Rates of convergence in the central limit theorem for linear statistics of martingale differences
by Dedecker, Jérôme & Merlevède, Florence
- 1044-1075 Asymptotic and spectral properties of exponentially [phi]-ergodic Markov processes
by Kulik, Alexey M.
- 1076-1096 Empirical processes of multidimensional systems with multiple mixing properties
by Dehling, Herold & Durieu, Olivier
- 1097-1124 Limit theorems in the Fourier transform method for the estimation of multivariate volatility
by Clément, Emmanuelle & Gloter, Arnaud
- 1125-1137 Ruin probability in the Cramér-Lundberg model with risky investments
by Xiong, Sheng & Yang, Wei-Shih
- 1138-1147 Conditional distribution of heavy tailed random variables on large deviations of their sum
by Armendáriz, Inés & Loulakis, Michail
- 1148-1172 Green function estimates for relativistic stable processes in half-space-like open sets
by Chen, Zhen-Qing & Kim, Panki & Song, Renming
2011, Volume 121, Issue 5
April 2011, Volume 121, Issue 4
- 673-700 Ergodicity of the 3D stochastic Navier-Stokes equations driven by mildly degenerate noise
by Romito, Marco & Xu, Lihu
- 701-724 Parameter estimation for the stochastically perturbed Navier-Stokes equations
by Cialenco, Igor & Glatt-Holtz, Nathan
- 725-758 Hydrostatics and dynamical large deviations of boundary driven gradient symmetric exclusion processes
by Farfan, J. & Landim, C. & Mourragui, M.
- 759-792 Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions
by Baudoin, Fabrice & Ouyang, Cheng
- 793-812 Quantitative Breuer-Major theorems
by Nourdin, Ivan & Peccati, Giovanni & Podolskij, Mark
- 813-844 Locally stationary long memory estimation
by Roueff, François & von Sachs, Rainer
- 845-855 The speed of convergence of the Threshold estimator of integrated variance
by Mancini, Cecilia
- 856-884 Lévy random bridges and the modelling of financial information
by Hoyle, Edward & Hughston, Lane P. & Macrina, Andrea
- 885-895 Phase transition on the degree sequence of a random graph process with vertex copying and deletion
by Cai, Kai-Yuan & Dong, Zhao & Liu, Ke & Wu, Xian-Yuan
March 2011, Volume 121, Issue 3
- 407-426 Ergodic BSDEs under weak dissipative assumptions
by Debussche, Arnaud & Hu, Ying & Tessitore, Gianmario
- 427-440 One-dimensional BSDEs with finite and infinite time horizons
by Fan, ShengJun & Jiang, Long & Tian, DeJian
- 441-465 Bessel processes and hyperbolic Brownian motions stopped at different random times
by D'Ovidio, Mirko & Orsingher, Enzo
- 466-478 Gradient estimate for Ornstein-Uhlenbeck jump processes
by Wang, Feng-Yu
- 479-514 Fluctuations of the empirical quantiles of independent Brownian motions
by Swanson, Jason
- 515-533 Extremes of the standardized Gaussian noise
by Kabluchko, Zakhar
- 534-567 Dynamic Markov bridges motivated by models of insider trading
by Campi, Luciano & Çetin, Umut & Danilova, Albina
- 568-582 A characterization of the martingale property of exponentially affine processes
by Mayerhofer, Eberhard & Muhle-Karbe, Johannes & Smirnov, Alexander G.
- 583-608 Asymptotic behavior of unstable INAR(p) processes
by Barczy, M. & Ispány, M. & Pap, G.
- 609-629 The contact process on the complete graph with random vertex-dependent infection rates
by Peterson, Jonathon
- 630-656 Multiscale diffusion approximations for stochastic networks in heavy traffic
by Budhiraja, Amarjit & Liu, Xin
- 657-671 Free quadratic harness
by Bryc, Wlodzimierz & Matysiak, Wojciech & Wesolowski, Jacek
February 2011, Volume 121, Issue 2
- 185-211 Optimal stopping for non-linear expectations--Part I
by Bayraktar, Erhan & Yao, Song
- 212-264 Optimal stopping for non-linear expectations--Part II
by Bayraktar, Erhan & Yao, Song
- 265-287 Martingale representation theorem for the G-expectation
by Soner, H. Mete & Touzi, Nizar & Zhang, Jianfeng
- 288-313 On the limit law of a random walk conditioned to reach a high level
by Foss, Sergey G. & Puhalskii, Anatolii A.
- 314-323 Hitting and returning to rare events for all alpha-mixing processes
by Abadi, Miguel & Saussol, Benoit
- 324-336 Lagging and leading coupled continuous time random walks, renewal times and their joint limits
by Straka, P. & Henry, B.I.
- 337-356 Some new almost sure results on the functional increments of the uniform empirical process
by Varron, Davit
- 357-377 Long-term behaviour of a cyclic catalytic branching system
by Kliem, S.
- 378-393 Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift -- Their characteristics and applications
by Lochowski, Rafal Marcin
- 394-405 A lift of spatially inhomogeneous Markov process to extensions of the field of p-adic numbers
by Kaneko, Hiroshi & Tsuzuki, Yoichi
January 2011, Volume 121, Issue 1
- 1-23 Boundary homogenization in domains with randomly oscillating boundary
by Amirat, Youcef & Bodart, Olivier & Chechkin, Gregory A. & Piatnitski, Andrey L.
- 24-37 Scaling limit for the diffusion exit problem in the Levinson case
by Monter, Sergio Angel Almada & Bakhtin, Yuri
- 38-60 Stability of Feynman-Kac formulae with path-dependent potentials
by Chopin, N. & Del Moral, P. & Rubenthaler, S.
- 61-90 Large deviations for random dynamical systems and applications to hidden Markov models
by Hu, Shulan & Wu, Liming
- 91-108 Stationary solutions of the stochastic differential equation with Lévy noise
by Behme, Anita & Lindner, Alexander & Maller, Ross
- 109-134 The tail empirical process for long memory stochastic volatility sequences
by Kulik, Rafal & Soulier, Philippe
- 135-154 Martingales and rates of presence in homogeneous fragmentations
by Krell, N. & Rouault, A.
- 155-183 Sequential optimizing strategy in multi-dimensional bounded forecasting games
by Kumon, Masayuki & Takemura, Akimichi & Takeuchi, Kei
December 2010, Volume 120, Issue 12
- 2289-2301 Extremes of multidimensional Gaussian processes
by Debicki, K. & Kosinski, K.M. & Mandjes, M. & Rolski, T.
- 2302-2330 Long strange segments, ruin probabilities and the effect of memory on moving average processes
by Ghosh, Souvik & Samorodnitsky, Gennady
- 2331-2362 A wavelet analysis of the Rosenblatt process: Chaos expansion and estimation of the self-similarity parameter
by Bardet, J.-M. & Tudor, C.A.
- 2363-2389 [alpha]-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes
by Maejima, Makoto & Ueda, Yohei
- 2390-2411 Modeling and simulation with operator scaling
by Cohen, Serge & Meerschaert, Mark M. & Rosinski, Jan
- 2412-2431 Kernel estimation for time series: An asymptotic theory
by Wu, Wei Biao & Huang, Yinxiao & Huang, Yibi
- 2432-2446 R-positivity of nearest neighbor matrices and applications to Gibbs states
by Littin, Jorge & Martínez, Servet
- 2447-2467 Solving a non-linear stochastic pseudo-differential equation of Burgers type
by Jacob, Niels & Potrykus, Alexander & Wu, Jiang-Lun
- 2468-2494 The stochastic wave equation with fractional noise: A random field approach
by Balan, Raluca M. & Tudor, Ciprian A.
- 2495-2519 Detection of cellular aging in a Galton-Watson process
by Delmas, Jean-François & Marsalle, Laurence
November 2010, Volume 120, Issue 11
- 2103-2141 Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic
by Ghosh, Arka P. & Weerasinghe, Ananda P.
- 2142-2158 Perfect simulation and moment properties for the Matérn type III process
by Møller, Jesper & Huber, Mark L. & Wolpert, Robert L.
- 2159-2173 Asymptotic results for coalescent processes without proper frequencies and applications to the two-parameter Poisson-Dirichlet coalescent
by Möhle, M.
- 2174-2189 Particle representations of superprocesses with dependent motions
by Temple, Kathryn E.
- 2190-2211 Large deviations for self-intersection local times of stable random walks
by Laurent, Clément
- 2212-2240 Large deviations for stochastic differential equations driven by G-Brownian motion
by Gao, Fuqing & Jiang, Hui
- 2241-2257 Backward stochastic differential equations with a uniformly continuous generator and related g-expectation
by Jia, Guangyan
- 2258-2285 Jump-adapted discretization schemes for Lévy-driven SDEs
by Kohatsu-Higa, Arturo & Tankov, Peter
September 2010, Volume 120, Issue 10
- 1879-1897 Regularity of the sample paths of a general second order random field
by Scheuerer, Michael
- 1898-1907 On convergence determining and separating classes of functions
by Blount, Douglas & Kouritzin, Michael A.
- 1908-1919 Ergodic theorems for extended real-valued random variables
by Hess, Christian & Seri, Raffaello & Choirat, Christine
- 1920-1928 Uniform exponential dichotomy of stochastic cocycles
by Stoica, Diana
- 1929-1949 Stochastic flows and Bismut formulas for stochastic Hamiltonian systems
by Zhang, Xicheng
- 1950-1965 Poincaré inequality for linear SPDE driven by Lévy Noise
by Xie, Yingchao
- 1966-1995 A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem
by Morlais, Marie-Amelie
- 1996-2015 A revisit to -theory of super-parabolic backward stochastic partial differential equations in
by Du, Kai & Meng, Qingxin
- 2016-2036 Power utility maximization under partial information: Some convergence results
by Covello, D. & Santacroce, M.
- 2037-2063 On the density of log-spot in the Heston volatility model
by del Baño Rollin, Sebastian & Ferreiro-Castilla, Albert & Utzet, Frederic
- 2064-2077 Upper large deviations of branching processes in a random environment--Offspring distributions with geometrically bounded tails
by Böinghoff, Christian & Kersting, Götz
- 2078-2099 Rate of escape and central limit theorem for the supercritical Lamperti problem
by Menshikov, Mikhail V. & Wade, Andrew R.
August 2010, Volume 120, Issue 9
- 1607-1628 Almost sure central limit theorems on the Wiener space
by Bercu, Bernard & Nourdin, Ivan & Taqqu, Murad S.
- 1629-1650 Convergence to Lévy stable processes under some weak dependence conditions
by Tyran-Kaminska, Marta
- 1651-1679 Continuity in the Hurst parameter of the law of the symmetric integral with respect to the fractional Brownian motion
by Jolis, Maria & Viles, Noèlia
- 1680-1700 Regularity of semigroups generated by Lévy type operators via coupling
by Wang, Jian
- 1701-1721 Stochastic differential equations with jump reflection at time-dependent barriers
by Slominski, Leszek & Wojciechowski, Tomasz
- 1722-1747 Existence, uniqueness and approximation of the jump-type stochastic Schrodinger equation for two-level systems
by Pellegrini, Clément
- 1748-1775 On Malliavin's differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures
by Delong, Lukasz & Imkeller, Peter
- 1776-1794 Singularities of the matrix exponent of a Markov additive process with one-sided jumps
by Ivanovs, Jevgenijs & Boxma, Onno & Mandjes, Michel
- 1795-1820 Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management
by Pham, Huyên
- 1821-1836 Critical branching random walks with small drift
by Zheng, Xinghua
- 1837-1878 Large deviations and renormalization for Riesz potentials of stable intersection measures
by Chen, Xia & Rosen, Jay
August 2010, Volume 120, Issue 8
- 1393-1403 Markov processes with free-Meixner laws
by Bryc, Wlodek
- 1404-1423 Extremal solutions for stochastic equations indexed by negative integers and taking values in compact groups
by Hirayama, Takao & Yano, Kouji
- 1424-1443 Analysis of continuous strict local martingales via h-transforms
by Pal, Soumik & Protter, Philip
- 1444-1472 A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering
by Unterberger, Jérémie
- 1473-1491 Central limit theorems for multicolor urns with dominated colors
by Berti, Patrizia & Crimaldi, Irene & Pratelli, Luca & Rigo, Pietro
- 1492-1517 A discussion on mean excess plots
by Ghosh, Souvik & Resnick, Sidney
- 1518-1534 On the long time behavior of the TCP window size process
by Chafaï, Djalil & Malrieu, Florent & Paroux, Katy
- 1535-1562 Equilibrium fluctuations for exclusion processes with conductances in random environments
by Farfan, Jonathan & Simas, Alexandre B. & Valentim, Fábio J.
- 1563-1588 Ergodic theory for a superprocess over a stochastic flow
by Li, Zenghu & Xiong, Jie & Zhang, Mei
- 1589-1605 Periodic homogenization with an interface: The one-dimensional case
by Hairer, Martin & Manson, Charles
July 2010, Volume 120, Issue 7
- 1011-1032 What happens after a default: The conditional density approach
by El Karoui, Nicole & Jeanblanc, Monique & Jiao, Ying
- 1033-1059 [pi] options
by Guo, Xin & Zervos, Mihail
- 1060-1073 Supermartingale decomposition with a general index set
by Cassese, Gianluca
- 1074-1104 On the characteristics of a class of Gaussian processes within the white noise space setting
by Alpay, Daniel & Attia, Haim & Levanony, David
- 1105-1132 -time regularity of BSDEs with irregular terminal functions
by Gobet, Emmanuel & Makhlouf, Azmi
- 1133-1158 On the Monte Carlo simulation of BSDEs: An improvement on the Malliavin weights
by Crisan, D. & Manolarakis, K. & Touzi, N.
- 1159-1177 Asymptotic results for the two-parameter Poisson-Dirichlet distribution
by Feng, Shui & Gao, Fuqing
- 1178-1193 On the probability that integrated random walks stay positive
by Vysotsky, Vladislav
- 1194-1214 Metastability for nonlinear random perturbations of dynamical systems
by Freidlin, M. & Koralov, L.
- 1215-1246 Non-uniqueness of stationary measures for self-stabilizing processes
by Herrmann, S. & Tugaut, J.
- 1247-1266 Invariant measures and the Kolmogorov equation for the stochastic fast diffusion equation
by Barbu, Viorel & Da Prato, Giuseppe
- 1267-1316 Continuous LERW started from interior points
by Zhan, Dapeng
- 1317-1341 On the concentration and the convergence rate with a moment condition in first passage percolation
by Zhang, Yu
- 1342-1363 The evolution of a spatial stochastic network
by Robert, Philippe
- 1364-1392 Evolution in predator-prey systems
by Durrett, Rick & Mayberry, John
June 2010, Volume 120, Issue 6
- 767-776 Finite-time blowup and existence of global positive solutions of a semi-linear SPDE
by Dozzi, Marco & López-Mimbela, José Alfredo
- 777-800 A stochastic approach to a multivalued Dirichlet-Neumann problem
by Maticiuc, Lucian & Rascanu, Aurel
- 801-828 An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes
by Barbe, Ph. & McCormick, W.P.
- 829-852 Realized volatility with stochastic sampling
by Fukasawa, Masaaki
- 853-872 The Föllmer-Schweizer decomposition: Comparison and description
by Choulli, Tahir & Vandaele, Nele & Vanmaele, Michèle
- 873-900 Law of large numbers for the maximal flow through tilted cylinders in two-dimensional first passage percolation
by Rossignol, Raphaël & Théret, Marie
- 901-925 Asymptotics of a Brownian ratchet for protein translocation
by Depperschmidt, Andrej & Pfaffelhuber, Peter
- 926-948 Stability of a growth process generated by monomer filling with nearest-neighbour cooperative effects
by Shcherbakov, Vadim & Volkov, Stanislav
- 949-958 Spectral gap for zero-range processes with jump rate g(x)=x[gamma]
by Nagahata, Yukio
- 959-982 Realizable monotonicity for continuous-time Markov processes
by Dai Pra, Paolo & Louis, Pierre-Yves & Minelli, Ida Germana
- 983-1009 Moment bounds for non-linear functionals of the periodogram
by Faÿ, Gilles
May 2010, Volume 120, Issue 5
- 590-604 From one dimensional diffusions to symmetric Markov processes
by Fukushima, Masatoshi
- 605-621 The Itô-Nisio theorem, quadratic Wiener functionals, and 1-solitons
by Ikeda, Nobuyuki & Taniguchi, Setsuo
- 622-652 Itô's stochastic calculus: Its surprising power for applications
by Kunita, Hiroshi
- 653-677 Itô's theory of excursion point processes and its developments
by Watanabe, Shinzo
- 678-697 A limit theorem for trees of alleles in branching processes with rare neutral mutations
by Bertoin, Jean
- 698-720 Itô's stochastic calculus and Heisenberg commutation relations
by Biane, Philippe
- 721-749 Itô's excursion theory and random trees
by Le Gall, Jean-François
- 750-766 Poisson point processes, excursions and stable processes in two-dimensional structures
by Werner, Wendelin
April 2010, Volume 120, Issue 4
- 381-402 Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve
by Trutnau, Gerald
- 403-426 Switching problem and related system of reflected backward SDEs
by Hamadène, Said & Zhang, Jianfeng
- 427-441 Optimal dividend payments in the stochastic Ramsey model
by Morimoto, Hiroaki
- 442-466 A general theory of finite state Backward Stochastic Difference Equations
by Cohen, Samuel N. & Elliott, Robert J.
- 467-493 Directed polymers on hierarchical lattices with site disorder
by Lacoin, Hubert & Moreno, Gregorio
- 494-521 Hydrodynamic limit for two-species exclusion processes
by Sasada, Makiko
- 522-540 Path and semimartingale properties of chaos processes
by Basse-O'Connor, Andreas & Graversen, Svend-Erik
- 541-573 On suprema of Lévy processes with light tails
by Braverman, Michael
March 2010, Volume 120, Issue 3
February 2010, Volume 120, Issue 2
- 105-129 On boundary crossing probabilities for diffusion processes
by Borovkov, K. & Downes, A.N.
- 130-162 Stopped diffusion processes: Boundary corrections and overshoot
by Gobet, Emmanuel & Menozzi, Stéphane
- 163-181 Exponentially affine martingales, affine measure changes and exponential moments of affine processes
by Kallsen, Jan & Muhle-Karbe, Johannes
- 182-194 Heat-kernel estimates for random walk among random conductances with heavy tail
by Boukhadra, Omar
- 195-222 Asymptotic expansions for functions of the increments of certain Gaussian processes
by Marcus, Michael B. & Rosen, Jay
- 223-254 Discretizing the fractional Lévy area
by Neuenkirch, A. & Tindel, S. & Unterberger, J.
- 255-280 Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds
by Bankovsky, Damien
January 2010, Volume 120, Issue 1
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