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Content
January 2010, Volume 120, Issue 1
December 2009, Volume 119, Issue 12
- 3981-4003 Superprocesses with spatial interactions in a random medium
by Gill, Hardeep S.
- 4004-4033 Scaling limits for symmetric Itô-Lévy processes in random medium
by Rhodes, Rémi & Vargas, Vincent
- 4034-4060 Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus
by Cruzeiro, Ana Bela & Shamarova, Evelina
- 4061-4087 A simulation approach to optimal stopping under partial information
by Ludkovski, Michael
- 4088-4123 Nonparametric estimation for pure jump Lévy processes based on high frequency data
by Comte, F. & Genon-Catalot, V.
- 4124-4148 Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence
by Chan, Ngai Hang & Zhang, Rong-Mao
- 4149-4175 Modified Gaussian likelihood estimators for ARMA models on
by Dimitriou-Fakalou, Chrysoula
- 4176-4193 State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains
by Connor, S.B. & Fort, G.
- 4194-4209 Empirical distributions in marked point processes
by Pawlas, Zbynek
- 4210-4227 Theory and applications of multivariate self-normalized processes
by de la Peña, Victor H. & Klass, Michael J. & Lai, Tze Leung
November 2009, Volume 119, Issue 11
- 3835-3861 Uniform time average consistency of Monte Carlo particle filters
by van Handel, Ramon
- 3862-3889 Small-time expansions for the transition distributions of Lévy processes
by Figueroa-López, José E. & Houdré, Christian
- 3890-3913 Nonlinear filtering of semi-Dirichlet processes
by Hu, Ze-Chun & Ma, Zhi-Ming & Sun, Wei
- 3914-3938 Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
by Nualart, David & Quer-Sardanyons, Lluís
- 3939-3954 Bootstrap of the offspring mean in the critical process with a non-stationary immigration
by Rahimov, I.
- 3955-3961 On tails of fixed points of the smoothing transform in the boundary case
by Buraczewski, Dariusz
- 3962-3980 Extremes of space-time Gaussian processes
by Kabluchko, Zakhar
October 2009, Volume 119, Issue 10
- 3081-3100 Some rigorous results on semiflexible polymers, I: Free and confined polymers
by Hryniv, O. & Velenik, Y.
- 3101-3132 Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in a random environment
by Liu, Quansheng & Watbled, Frédérique
- 3133-3154 Mean-field backward stochastic differential equations and related partial differential equations
by Buckdahn, Rainer & Li, Juan & Peng, Shige
- 3155-3172 Local independence of fractional Brownian motion
by Norros, Ilkka & Saksman, Eero
- 3173-3210 Maximum likelihood drift estimation for multiscale diffusions
by Papavasiliou, A. & Pavliotis, G.A. & Stuart, A.M.
- 3211-3237 Occupation times of subcritical branching immigration systems with Markov motions
by Milos, Piotr
- 3238-3252 Stochastic representation of subdiffusion processes with time-dependent drift
by Magdziarz, Marcin
- 3253-3284 Optimal stopping with irregular reward functions
by Lamberton, Damien
- 3285-3299 Discrete-time random motion in a continuous random medium
by Boldrighini, C. & Minlos, R.A. & Pellegrinotti, A.
- 3300-3318 A strictly stationary, N-tuplewise independent counterexample to the Central Limit Theorem
by Bradley, Richard C. & Pruss, Alexander R.
- 3319-3355 On Hölder solutions of the integro-differential Zakai equation
by Mikulevicius, R. & Pragarauskas, H.
- 3356-3382 Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion
by Gao, Fuqing
- 3383-3394 Fluctuations in the Ising model on a sparse random graph
by De Sanctis, Luca
- 3395-3415 Biased random walk in a one-dimensional percolation model
by Axelson-Fisk, Marina & Häggström, Olle
- 3416-3434 Correlation cascades, ergodic properties and long memory of infinitely divisible processes
by Magdziarz, Marcin
- 3435-3452 A strong uniform approximation of fractional Brownian motion by means of transport processes
by Garzón, J. & Gorostiza, L.G. & León, J.A.
- 3453-3470 White noise driven SPDEs with reflection: Existence, uniqueness and large deviation principles
by Xu, Tiange & Zhang, Tusheng
- 3471-3493 The swapping algorithm for the Hopfield model with two patterns
by Löwe, Matthias & Vermet, Franck
- 3494-3515 An empirical Central Limit Theorem in for stationary sequences
by Dede, Sophie
- 3516-3548 Stochastic Cahn-Hilliard equation with singular nonlinearity and reflection
by Goudenège, Ludovic
- 3549-3582 Averaging of stochastic flows: Twist maps and escape from resonance
by Sowers, Richard B.
- 3583-3607 A connection between extreme value theory and long time approximation of SDEs
by Panloup, Fabien
- 3608-3632 Optimal static-dynamic hedges for exotic options under convex risk measures
by Ilhan, Aytaç & Jonsson, Mattias & Sircar, Ronnie
- 3633-3652 Rescaled weighted random ball models and stable self-similar random fields
by Breton, Jean-Christophe & Dombry, Clément
- 3653-3670 Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds
by Arnaudon, Marc & Thalmaier, Anton & Wang, Feng-Yu
- 3671-3698 Stein's lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent
by Viens, Frederi G.
- 3699-3718 New techniques for empirical processes of dependent data
by Dehling, Herold & Durieu, Olivier & Volny, Dalibor
- 3719-3748 Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions
by Seydel, Roland C.
- 3749-3766 On the dependence structure of wavelet coefficients for spherical random fields
by Lan, Xiaohong & Marinucci, Domenico
- 3767-3784 A Central Limit Theorem for isotropic flows
by Cranston, M. & Le Jan, Yves
- 3785-3797 Symmetric martingales and symmetric smiles
by Tehranchi, Michael R.
- 3798-3815 Tree structured independence for exponential Brownian functionals
by Matsumoto, Hiroyuki & Wesolowski, Jacek & Witkowski, Piotr
- 3816-3833 Reflection principle and Ocone martingales
by Chaumont, L. & Vostrikova, L.
September 2009, Volume 119, Issue 9
- 2725-2743 Conformal covariance of the Abelian sandpile height one field
by Dürre, Maximilian
- 2744-2772 On measure solutions of backward stochastic differential equations
by Ankirchner, Stefan & Imkeller, Peter & Popier, Alexandre
- 2773-2802 Anticipating stochastic differential systems with memory
by Mohammed, Salah & Zhang, Tusheng
- 2803-2831 Bipower-type estimation in a noisy diffusion setting
by Podolskij, Mark & Vetter, Mathias
- 2832-2858 Exceptional times for the dynamical discrete web
by Fontes, L.R.G. & Newman, C.M. & Ravishankar, K. & Schertzer, E.
- 2859-2880 On exponential local martingales associated with strong Markov continuous local martingales
by Blei, Stefan & Engelbert, Hans-Jürgen
- 2881-2912 BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game
by Hamadène, S. & Wang, H.
- 2913-2944 Heterogeneous credit portfolios and the dynamics of the aggregate losses
by Dai Pra, Paolo & Tolotti, Marco
- 2945-2969 Ergodic BSDEs and related PDEs with Neumann boundary conditions
by Richou, Adrien
- 2970-2991 Lévy driven moving averages and semimartingales
by Basse, Andreas & Pedersen, Jan
- 2992-3005 On the purity of the free boundary condition Potts measure on random trees
by Formentin, Marco & Külske, Christof
- 3006-3041 Central limit theorems for arrays of decimated linear processes
by Roueff, F. & Taqqu, M.S.
- 3042-3080 Coagulation, diffusion and the continuous Smoluchowski equation
by Yaghouti, Mohammad Reza & Rezakhanlou, Fraydoun & Hammond, Alan
August 2009, Volume 119, Issue 8
- 2401-2435 Limit theorems for individual-based models in economics and finance
by Remenik, Daniel
- 2436-2464 Surviving particles for subcritical branching processes in random environment
by Bansaye, Vincent
- 2465-2480 Least squares estimator for Ornstein-Uhlenbeck processes driven by [alpha]-stable motions
by Hu, Yaozhong & Long, Hongwei
- 2481-2500 Representations of the optimal filter in the context of nonlinear filtering of random fields with fractional noise
by Linn, Matthew & Amirdjanova, Anna
- 2501-2522 On the equivalence of the static and dynamic points of view for diffusions in a random environment
by Schmitz, Tom
- 2523-2543 Progressive enlargement of filtrations with initial times
by Jeanblanc, Monique & Le Cam, Yann
- 2544-2562 Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process
by Bankovsky, Damien & Sly, Allan
- 2563-2578 Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups
by Pospisil, Libor & Vecer, Jan & Hadjiliadis, Olympia
- 2579-2597 Weighted branching and a pathwise renewal equation
by Meiners, Matthias
- 2598-2624 Quenched convergence of a sequence of superprocesses in among Poissonian obstacles
by Véber, Amandine
- 2625-2644 Decomposition and convergence for tree martingales
by He, Tong-jun & Shen, Yi
- 2645-2659 Breaking the chain
by Allman, Michael & Betz, Volker
- 2660-2681 Existence and uniqueness of stationary Lévy-driven CARMA processes
by Brockwell, Peter J. & Lindner, Alexander
- 2682-2710 A random walk on with drift driven by its occupation time at zero
by Ben-Ari, Iddo & Merle, Mathieu & Roitershtein, Alexander
- 2711-2723 Remarks on non-interacting conservative spin systems: The case of gamma distributions
by Barthe, F. & Wolff, P.
July 2009, Volume 119, Issue 7
- 2121-2136 Convergence of the increments of a stochastic integral associated to the stochastic wave equation
by Colina, Mairene & Berzin, Corinne
- 2137-2157 On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps
by Hubalek, Friedrich & Sgarra, Carlo
- 2158-2165 On the exactness of the Wu-Woodroofe approximation
by Klicnarová, Jana & Volný, Dalibor
- 2166-2197 Isotropic Ornstein-Uhlenbeck flows
by van Bargen, H. & Dimitroff, G.
- 2198-2221 Asymptotic properties of jump-diffusion processes with state-dependent switching
by Xi, Fubao
- 2222-2248 Hölder regularity for operator scaling stable random fields
by Biermé, Hermine & Lacaux, Céline
- 2249-2276 Microstructure noise in the continuous case: The pre-averaging approach
by Jacod, Jean & Li, Yingying & Mykland, Per A. & Podolskij, Mark & Vetter, Mathias
- 2277-2311 Stochastic 2-microlocal analysis
by Herbin, Erick & Lévy-Véhel, Jacques
- 2312-2335 The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
by Löcherbach, Eva & Loukianova, Dasha
- 2336-2356 The maximum of a Lévy process reflected at a general barrier
by Hansen, Niels Richard
June 2009, Volume 119, Issue 6
- 1765-1791 The alternating marked point process of h-slopes of drifted Brownian motion
by Faggionato, Alessandra
- 1792-1822 Sequential tracking of a hidden Markov chain using point process observations
by Bayraktar, Erhan & Ludkovski, Michael
- 1823-1844 Continuity in the Hurst index of the local times of anisotropic Gaussian random fields
by Wu, Dongsheng & Xiao, Yimin
- 1845-1865 Power variation for Gaussian processes with stationary increments
by Barndorff-Nielsen, Ole E. & Corcuera, José Manuel & Podolskij, Mark
- 1866-1888 Gibbsianness versus non-Gibbsianness of time-evolved planar rotor models
by van Enter, A.C.D. & Ruszel, W.M.
- 1889-1911 Asymptotic theory for the multidimensional random on-line nearest-neighbour graph
by Wade, Andrew R.
- 1912-1931 Fast simulated annealing in with an application to maximum likelihood estimation in state-space models
by Rubenthaler, Sylvain & Rydén, Tobias & Wiktorsson, Magnus
- 1932-1951 First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes
by Stelzer, Robert
- 1952-1974 Stochastic integration for Lévy processes with values in Banach spaces
by Riedle, Markus & van Gaans, Onno
- 1975-2003 Iterated elastic Brownian motions and fractional diffusion equations
by Beghin, Luisa & Orsingher, Enzo
- 2004-2027 Asymptotic analysis of hedging errors in models with jumps
by Tankov, Peter & Voltchkova, Ekaterina
- 2028-2051 Dynamics for the Brownian web and the erosion flow
by Howitt, Chris & Warren, Jon
- 2052-2081 Large deviations for the Boussinesq equations under random influences
by Duan, Jinqiao & Millet, Annie
- 2082-2094 Poisson-Dirichlet distribution with small mutation rate
by Feng, Shui
- 2095-2117 On divergence form SPDEs with VMO coefficients in a half space
by Krylov, N.V.
May 2009, Volume 119, Issue 5
- 1401-1415 On permanental processes
by Eisenbaum, Nathalie & Kaspi, Haya
- 1416-1435 Smooth densities for solutions to stochastic differential equations with jumps
by Cass, Thomas
- 1436-1469 Impulse control problem on finite horizon with execution delay
by Bruder, Benjamin & Pham, Huyên
- 1470-1478 Ballistic behavior for biased self-avoiding walks
by Chayes, L.
- 1479-1504 The quenched critical point of a diluted disordered polymer model
by Bolthausen, Erwin & Caravenna, Francesco & de Tilière, Béatrice
- 1505-1540 The fractional stochastic heat equation on the circle: Time regularity and potential theory
by Nualart, Eulalia & Viens, Frederi
- 1541-1560 Gaussian approximation of the empirical process under random entropy conditions
by Settati, Adel
- 1561-1579 Constrained nonsmooth utility maximization without quadratic inf convolution
by Westray, Nicholas & Zheng, Harry
- 1580-1600 Parametric estimation for partially hidden diffusion processes sampled at discrete times
by Iacus, Stefano Maria & Uchida, Masayuki & Yoshida, Nakahiro
- 1601-1631 Boundary Harnack principle for subordinate Brownian motions
by Kim, Panki & Song, Renming & Vondracek, Zoran
- 1632-1651 Localization for branching random walks in random environment
by Hu, Yueyun & Yoshida, Nobuo
- 1652-1672 Estimation of quadratic variation for two-parameter diffusions
by Réveillac, Anthony
- 1673-1695 On differentiability of ruin functions under Markov-modulated models
by Zhu, Jinxia & Yang, Hailiang
- 1696-1724 New large deviation results for some super-Brownian processes
by Serlet, Laurent
- 1725-1764 Martingale solutions and Markov selections for stochastic partial differential equations
by Goldys, Benjamin & Röckner, Michael & Zhang, Xicheng
April 2009, Volume 119, Issue 4
- 1039-1054 A canonical setting and separating times for continuous local martingales
by Engelbert, H.-J. & Urusov, M.A. & Walther, M.
- 1055-1080 Regularly varying multivariate time series
by Basrak, Bojan & Segers, Johan
- 1081-1123 A PDE approach to large deviations in Hilbert spaces
by Swie[combining cedilla]ch, Andrzej
- 1124-1143 Williams' decomposition of the Lévy continuum random tree and simultaneous extinction probability for populations with neutral mutations
by Abraham, Romain & Delmas, Jean-François
- 1144-1167 The martingale problem for a class of stable-like processes
by Bass, Richard F. & Tang, Huili
- 1168-1197 Linear fractional stable sheets: Wavelet expansion and sample path properties
by Ayache, Antoine & Roueff, François & Xiao, Yimin
- 1198-1215 A quenched limit theorem for the local time of random walks on
by Gärtner, Jürgen & Sun, Rongfeng
- 1216-1234 Existence and uniqueness of solutions to the backward 2D stochastic Navier-Stokes equations
by Sundar, P. & Yin, Hong
- 1235-1256 Forgetting the initial distribution for Hidden Markov Models
by Douc, R. & Fort, G. & Moulines, E. & Priouret, P.
- 1257-1269 Killed Brownian motion and inequalities among solutions of the Schrodinger equation
by Le, H.
- 1270-1297 Renewal theorems and stability for the reflected process
by Doney, Ron & Maller, Ross & Savov, Mladen
- 1298-1324 Asymptotic results for the empirical process of stationary sequences
by Berkes, István & Hörmann, Siegfried & Schauer, Johannes
- 1325-1356 Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure
by Lim, S.C. & Teo, L.P.
- 1357-1367 Markov processes invariant under a Lie group action
by Liao, Ming
- 1368-1385 Comparing the minimal Hellinger martingale measure of order q to the q-optimal martingale measure
by Choulli, Tahir & Stricker, Christophe
- 1386-1399 Further results on some singular linear stochastic differential equations
by Alili, Larbi & Wu, Ching-Tang
March 2009, Volume 119, Issue 3
- 679-699 Estimation for stochastic differential equations with a small diffusion coefficient
by Gloter, Arnaud & Sørensen, Michael
- 700-736 Translation invariance of two-dimensional Gibbsian systems of particles with internal degrees of freedom
by Richthammer, Thomas
- 737-774 Ideal gas approximation for a two-dimensional rarefied gas under Kawasaki dynamics
by Gaudillière, A. & den Hollander, F. & Nardi, F.R. & Olivieri, E. & Scoppola, E.
- 775-810 Collision probability for random trajectories in two dimensions
by Gaudillière, A.
- 811-834 Nonparametric adaptive estimation for integrated diffusions
by Comte, F. & Genon-Catalot, V. & Rozenholc, Y.
- 835-863 Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
by Albeverio, S. & Mandrekar, V. & Rüdiger, B.
- 864-881 Ergodic behavior of diffusions with random jumps from the boundary
by Ben-Ari, Iddo & Pinsky, Ross G.
- 882-896 Large scale properties of the IIIC for 2D percolation
by Chayes, L. & Nolin, P.
- 897-923 Subgeometric rates of convergence of f-ergodic strong Markov processes
by Douc, Randal & Fort, Gersende & Guillin, Arnaud
- 924-936 Special examples of diffusions in random environment
by del Tenno, Ivan
- 937-965 Sharp phase transition and critical behaviour in 2D divide and colour models
by Bálint, András & Camia, Federico & Meester, Ronald
- 966-979 Existence of an infinite particle limit of stochastic ranking process
by Hattori, Kumiko & Hattori, Tetsuya
- 980-1000 Some explicit identities associated with positive self-similar Markov processes
by Chaumont, L. & Kyprianou, A.E. & Pardo, J.C.
- 1001-1014 Smoothness of Gaussian local times beyond the local nondeterminism
by Boufoussi, Brahim & Guerbaz, Raby
- 1015-1034 Optimal reinsurance strategy under fixed cost and delay
by Egami, Masahiko & Young, Virginia R.
February 2009, Volume 119, Issue 2
- 307-326 A stochastic heat equation with the distributions of Lévy processes as its invariant measures
by Funaki, Tadahisa & Xie, Bin
- 327-346 Homogenization of random transport along periodic two-dimensional flows
by Franke, Brice
- 347-372 Occupation time theorems for one-dimensional random walks and diffusion processes in random environments
by Kasahara, Yuji & Watanabe, Shinzo
- 373-390 Learning to signal: Analysis of a micro-level reinforcement model
by Argiento, Raffaele & Pemantle, Robin & Skyrms, Brian & Volkov, Stanislav
- 391-409 Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion
by Nualart, David & Saussereau, Bruno
- 410-427 Invariant measures for stochastic evolution equations of pure jump type
by Dong, Zhao & Xu, Tiange & Zhang, Tusheng
- 428-452 The Skorokhod problem in a time-dependent interval
by Burdzy, Krzysztof & Kang, Weining & Ramanan, Kavita
- 453-467 An asymptotic theory for sample covariances of Bernoulli shifts
by Wu, Wei Biao
- 468-490 Weak convergence of the tail empirical process for dependent sequences
by Rootzén, Holger
- 491-517 Importance sampling for a Markov modulated queuing network
by Sezer, Ali Devin
- 518-533 Large deviations for statistics of the Jacobi process
by Demni, N. & Zani, M.
- 534-561 The effect of memory on functional large deviations of infinite moving average processes
by Ghosh, Souvik & Samorodnitsky, Gennady
- 562-587 Splitting for rare event simulation: A large deviation approach to design and analysis
by Dean, Thomas & Dupuis, Paul
- 588-601 Dispersion of volume under the action of isotropic Brownian flows
by Dimitroff, G. & Scheutzow, M.
- 602-632 Exponential ergodicity of the solutions to SDE's with a jump noise
by Kulik, Alexey M.
- 633-654 Time consistent dynamic risk processes
by Bion-Nadal, Jocelyne
- 655-675 Approximation of the tail probability of randomly weighted sums and applications
by Zhang, Yi & Shen, Xinmei & Weng, Chengguo
January 2009, Volume 119, Issue 1
- 1-15 Distributional limits for the symmetric exclusion process
by Liggett, Thomas M.
- 16-44 Sobolev space theory of SPDEs with continuous or measurable leading coefficients
by Kim, Kyeong-Hun
- 45-73 Stochastic coalescence with homogeneous-like interaction rates
by Fournier, Nicolas & Löcherbach, Eva
- 74-98 COGARCH as a continuous-time limit of GARCH(1,1)
by Kallsen, Jan & Vesenmayer, Bernhard
- 99-129 Continuum random trees and branching processes with immigration
by Duquesne, Thomas
- 130-166 Discontinuous superprocesses with dependent spatial motion
by He, Hui
- 167-189 Marcus-Lushnikov processes, Smoluchowski's and Flory's models
by Fournier, Nicolas & Laurençot, Philippe
- 190-207 Poisson type approximations for the Markov binomial distribution
by Cekanavicius, Vydas & Roos, Bero
- 208-231 Laplace approximation of transition densities posed as Brownian expectations
by Markussen, Bo
- 232-248 Martingale characterization of G-Brownian motion
by Xu, Jing & Zhang, Bo
- 249-280 Strong approximation for a class of stationary processes
by Liu, Weidong & Lin, Zhengyan
- 281-304 On the asymptotic behaviour of Lévy processes, Part I: Subexponential and exponential processes
by Albin, J.M.P. & Sundén, Mattias
December 2008, Volume 118, Issue 12
- 2143-2180 An optimal control variance reduction method for density estimation
by Kebaier, Ahmed & Kohatsu-Higa, Arturo
- 2181-2197 Transportation-cost inequality on path spaces with uniform distance
by Fang, Shizan & Wang, Feng-Yu & Wu, Bo
- 2198-2222 Optimal acceptance rates for Metropolis algorithms: Moving beyond 0.234
by Bédard, Mylène
- 2223-2253 Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
by Peng, Shige
- 2254-2268 Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps
by Qiao, Huijie & Zhang, Xicheng
- 2269-2293 Discrete-time approximation for continuously and discretely reflected BSDEs
by Bouchard, Bruno & Chassagneux, Jean-François
- 2294-2333 Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion
by Neuenkirch, Andreas
- 2334-2343 Semigroups of Upsilon transformations
by Barndorff-Nielsen, Ole E. & Maejima, Makoto
- 2344-2368 Small deviation probability via chaining
by Aurzada, Frank & Lifshits, Mikhail
November 2008, Volume 118, Issue 11
- 1929-1972 A coarse graining for the Fortuin-Kasteleyn measure in random media
by Wouts, Marc
- 1973-1981 Continuous interfaces with disorder: Even strong pinning is too weak in two dimensions
by Külske, Christof & Orlandi, Enza
- 1982-1996 A zero-one law of almost sure local extinction for (1+[beta])-super-Brownian motion
by Zhou, Xiaowen
- 1997-2013 Weakly dependent chains with infinite memory
by Doukhan, Paul & Wintenberger, Olivier
- 2014-2021 A limit theorem for the time of ruin in a Gaussian ruin problem
by Hüsler, Jürg & Piterbarg, Vladimir
- 2022-2037 Asymptotics of supremum distribution of [alpha](t)-locally stationary Gaussian processes
by De[combining cedilla]bicki, Krzysztof & Kisowski, Pawel
- 2038-2057 Quasi-invariance properties of a class of subordinators
by von Renesse, Max-K. & Yor, Marc & Zambotti, Lorenzo
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