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Content
December 2006, Volume 116, Issue 12
November 2006, Volume 116, Issue 11
- 1511-1529 Annealed asymptotics for the parabolic Anderson model with a moving catalyst
by Gärtner, Jürgen & Heydenreich, Markus
- 1530-1562 Verification theorems for stochastic optimal control problems via a time dependent Fukushima-Dirichlet decomposition
by Gozzi, Fausto & Russo, Francesco
- 1563-1583 Weak Dirichlet processes with a stochastic control perspective
by Gozzi, Fausto & Russo, Francesco
- 1584-1599 Reconstruction of periodic sceneries seen along a random walk
by Matzinger, Heinrich & Lember, Jüri
- 1600-1621 Polymer pinning at an interface
by Pétrélis, Nicolas
- 1622-1635 Asymptotic bounds for infinitely divisible sequences
by Kwapien, Stanislaw & Rosinski, Jan
- 1636-1659 Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise
by Sritharan, S.S. & Sundar, P.
- 1660-1675 Simulation of conditioned diffusion and application to parameter estimation
by Delyon, Bernard & Hu, Ying
October 2006, Volume 116, Issue 10
- 1341-1357 Transformation formulas for fractional Brownian motion
by Jost, Céline
- 1358-1376 Backward stochastic differential equations with jumps and related non-linear expectations
by Royer, Manuela
- 1377-1408 On the concentration of Sinai's walk
by Andreoletti, Pierre
- 1409-1432 Delay differential equations driven by Lévy processes: Stationarity and Feller properties
by Reiß, M. & Riedle, M. & van Gaans, O.
- 1433-1446 Cut-off for n-tuples of exponentially converging processes
by Barrera, Javiera & Lachaud, Béatrice & Ycart, Bernard
- 1447-1467 Computable infinite-dimensional filters with applications to discretized diffusion processes
by Chaleyat-Maurel, Mireille & Genon-Catalot, Valentine
- 1468-1495 Martingale problem for superprocesses with non-classical branching functional
by Leduc, Guillaume
- 1496-1510 On the renewal risk process with stochastic interest
by Yuen, Kam C. & Wang, Guojing & Wu, Rong
September 2006, Volume 116, Issue 9
- 1215-1235 Stochastic model for ultraslow diffusion
by Meerschaert, Mark M. & Scheffler, Hans-Peter
- 1236-1253 Self-intersection local times of additive processes: Large deviation and law of the iterated logarithm
by Chen, Xia
- 1254-1268 Fluctuations of the free energy in the diluted SK-model
by Kösters, Holger
- 1269-1293 Large deviations of infinite intersections of events in Gaussian processes
by Mandjes, Michel & Mannersalo, Petteri & Norros, Ilkka & van Uitert, Miranda
- 1294-1318 The self-intersections of a Gaussian random field
by Zhang, Rongmao & Lin, Zhengyan
- 1319-1339 Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations
by N'Zi, Modeste & Ouknine, Youssef & Sulem, Agnès
August 2006, Volume 116, Issue 8
July 2006, Volume 116, Issue 7
June 2006, Volume 116, Issue 6
May 2006, Volume 116, Issue 5
- 701-723 Portfolio selection under incomplete information
by Brendle, Simon
- 724-756 Worst-case large-deviation asymptotics with application to queueing and information theory
by Pandit, Charuhas & Meyn, Sean
- 757-778 Local time-space stochastic calculus for Lévy processes
by Eisenbaum, Nathalie
- 779-795 Backward stochastic Volterra integral equations and some related problems
by Yong, Jiongmin
- 796-806 Limit theorems for multipower variation in the presence of jumps
by Barndorff-Nielsen, Ole E. & Shephard, Neil & Winkel, Matthias
- 807-829 Markers for error-corrupted observations
by Hart, Andrew & Matzinger, Heinrich
- 830-856 On bifractional Brownian motion
by Russo, Francesco & Tudor, Ciprian A.
- 857-872 The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups
by Chybiryakov, Oleksandr
April 2006, Volume 116, Issue 4
- 539-567 A conditional limit theorem for tree-indexed random walk
by Le Gall, Jean-François
- 568-584 Filtering of a reflected Brownian motion with respect to its local time
by Nappo, Giovanna & Torti, Barbara
- 585-610 Continuous time random walks and queues: Explicit forms and approximations of the conditional law with respect to local times
by Nappo, Giovanna & Torti, Barbara
- 611-642 First exit times of SDEs driven by stable Lévy processes
by Imkeller, P. & Pavlyukevich, I.
- 643-661 Existence of densities for jumping stochastic differential equations
by Fournier, Nicolas & Giet, Jean-Sébastien
- 662-674 A probabilistic model for the 5x+1 problem and related maps
by Volkov, Stanislav
- 675-689 Singular time changes of diffusions on Sierpinski carpets
by Osada, Hirofumi
- 690-698 A reflection principle for correlated defaults
by Patras, Frédéric
March 2006, Volume 116, Issue 3
- 345-369 Different aspects of a random fragmentation model
by Bertoin, Jean
- 370-380 Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations
by Peng, Shige & Zhu, Xuehong
- 381-406 Infinite dimensional stochastic differential equations of Ornstein-Uhlenbeck type
by Athreya, Siva R. & Bass, Richard F. & Gordina, Maria & Perkins, Edwin A.
- 407-422 On an approximation problem for stochastic integrals where random time nets do not help
by Geiss, Christel & Geiss, Stefan
- 423-446 Regularizing mappings of Lévy measures
by Barndorff-Nielsen, Ole E. & Thorbjørnsen, Steen
- 447-462 A Poisson bridge between fractional Brownian motion and stable Lévy motion
by Gaigalas, Raimundas
- 463-479 Multiple fractional integral with Hurst parameter less than
by Bardina, Xavier & Jolis, Maria
- 480-492 Deviations of a random walk in a random scenery with stretched exponential tails
by Gantert, Nina & van der Hofstad, Remco & König, Wolfgang
- 493-538 On quadratic functionals of the Brownian sheet and related processes
by Deheuvels, Paul & Peccati, Giovanni & Yor, Marc
February 2006, Volume 116, Issue 2
- 131-155 Activity rates with very heavy tails
by Mikosch, Thomas & Resnick, Sidney
- 156-177 Tail asymptotics for exponential functionals of Lévy processes
by Maulik, Krishanu & Zwart, Bert
- 178-199 Monotonicity properties of multi-dimensional reflected diffusions in random environment and applications
by Rabehasaina, Landy
- 200-221 How rich is the class of multifractional Brownian motions?
by Stoev, Stilian A. & Taqqu, Murad S.
- 222-243 Leroux's method for general hidden Markov models
by Genon-Catalot, Valentine & Laredo, Catherine
- 244-266 On the joint distribution of surplus before and after ruin under a Markovian regime switching model
by Ng, Andrew C.Y. & Yang, Hailiang
- 267-278 Ruin probability in the presence of risky investments
by Pergamenshchikov, Serguei & Zeitouny, Omar
- 279-292 Another approach to Brownian motion
by Peligrad, Magda & Utev, Sergey
- 293-309 Brownian sheet and reflectionless potentials
by Taniguchi, Setsuo
- 310-336 Functional quantization of a class of Brownian diffusions: A constructive approach
by Luschgy, Harald & Pagès, Gilles
- 337-344 Asymptotic behaviour of the empirical process for exchangeable data
by Berti, Patrizia & Pratelli, Luca & Rigo, Pietro
January 2006, Volume 116, Issue 1
- 1-18 Limit theorems for occupation time fluctuations of branching systems I: Long-range dependence
by Bojdecki, T. & Gorostiza, L.G. & Talarczyk, A.
- 19-35 Limit theorems for occupation time fluctuations of branching systems II: Critical and large dimensions
by Bojdecki, T. & Gorostiza, L.G. & Talarczyk, A.
- 36-69 The exit distribution for iterated Brownian motion in cones
by Bañuelos, Rodrigo & DeBlassie, Dante
- 70-100 The heat equation with time-independent multiplicative stable Lévy noise
by Mueller, Carl & Mytnik, Leonid & Stan, Aurel
- 101-129 Malliavin Monte Carlo Greeks for jump diffusions
by Davis, Mark H.A. & Johansson, Martin P.
December 2005, Volume 115, Issue 12
- 1883-1903 Representation theorems for generators of backward stochastic differential equations and their applications
by Jiang, Long
- 1904-1927 Uniform large deviations for the nonlinear Schrodinger equation with multiplicative noise
by Gautier, Eric
- 1928-1953 Representations of fractional Brownian motion using vibrating strings
by Dzhaparidze, Kacha & van Zanten, Harry & Zareba, Pawel
- 1954-1978 Tail of the stationary solution of the stochastic equation Yn+1=anYn+bn with Markovian coefficients
by de Saporta, BenoI^te
- 1979-2005 The noisy voter-exclusion process
by Jung, Paul
- 2006-2022 Super-replication and utility maximization in large financial markets
by De Donno, M. & Guasoni, P. & Pratelli, M.
November 2005, Volume 115, Issue 11
- 1745-1763 Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps
by Eyraud-Loisel, Anne
- 1764-1781 On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension
by Debbi, Latifa & Dozzi, Marco
- 1782-1804 Super-Brownian motion conditioned on the total mass
by Serlet, Laurent
- 1805-1818 Strong solutions of SDES with singular drift and Sobolev diffusion coefficients
by Zhang, Xicheng
- 1819-1837 Distance estimates for dependent superpositions of point processes
by Schuhmacher, Dominic
- 1838-1859 Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes
by Soltani, A.R. & Parvardeh, A.
- 1860-1882 Simulated annealing and object point processes: Tools for analysis of spatial patterns
by Stoica, R.S. & Gregori, P. & Mateu, J.
October 2005, Volume 115, Issue 10
- 1603-1627 Comparison of insiders' optimal strategies depending on the type of side-information
by Hillairet, Caroline
- 1628-1657 A coalescent model for the effect of advantageous mutations on the genealogy of a population
by Durrett, Rick & Schweinsberg, Jason
- 1658-1676 Functional limit theorems for strongly subcritical branching processes in random environment
by Afanasyev, V.I. & Geiger, J. & Kersting, G. & Vatutin, V.A.
- 1677-1700 Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts
by Roelly, Sylvie & Thieullen, Michèle
- 1701-1722 Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes
by Lindner, Alexander & Maller, Ross
- 1723-1743 Regularity of digits and significant digits of random variables
by Hill, Theodore P. & Schürger, Klaus
September 2005, Volume 115, Issue 9
- 1437-1450 The standard Poisson disorder problem revisited
by Bayraktar, Erhan & Dayanik, Savas & Karatzas, Ioannis
- 1451-1474 Regularity of diffusion coefficient for nearest neighbor asymmetric simple exclusion on
by Beltrán, Johel
- 1475-1486 Gradient estimates and the first Neumann eigenvalue on manifolds with boundary
by Wang, Feng-Yu
- 1487-1502 Reconstructing the drift of a diffusion from partially observed transition probabilities
by Albeverio, S. & Marinelli, C.
- 1503-1517 Frequently visited sets for random walks
by Csáki, Endre & Földes, Antónia & Révész, Pál & Rosen, Jay & Shi, Zhan
- 1518-1529 Martingale approximations for continuous-time and discrete-time stationary Markov processes
by Holzmann, Hajo
- 1530-1556 Hitting probabilities and hitting times for stochastic fluid flows
by Bean, Nigel G. & O'Reilly, Malgorzata M. & Taylor, Peter G.
- 1557-1582 The L2-structures of standard and switching-regime GARCH models
by Francq, Christian & ZakoI¨an, Jean-Michel
- 1583-1601 Stochastic currents
by Flandoli, Franco & Gubinelli, Massimiliano & Giaquinta, Mariano & Tortorelli, Vincenzo M.
August 2005, Volume 115, Issue 8
- 1257-1278 Random Oxford graphs
by Blasiak, Jonah & Durrett, Rick
- 1279-1301 Einstein relation for random walks in random environments
by Komorowski, T. & Olla, S.
- 1302-1322 Gravitational clustering and additive coalescence
by Giraud, Christophe
- 1323-1331 Pinning by a sparse potential
by Janvresse, É. & de la Rue, T. & Velenik, Y.
- 1332-1356 Large deviations for functionals of spatial point processes with applications to random packing and spatial graphs
by Schreiber, T. & Yukich, J.E.
- 1357-1383 Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
by Duncan, T.E. & Maslowski, B. & Pasik-Duncan, B.
- 1384-1407 Coupling for some partial differential equations driven by white noise
by Da Prato, Giuseppe & Debussche, Arnaud & Tubaro, Luciano
- 1408-1436 Exponential forgetting and geometric ergodicity for optimal filtering in general state-space models
by Tadic, Vladislav B. & Doucet, Arnaud
July 2005, Volume 115, Issue 7
- 1073-1106 On implicit and explicit discretization schemes for parabolic SPDEs in any dimension
by Millet, Annie & Morien, Pierre-Luc
- 1107-1129 Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
by Bahlali, Khaled & Hamadène, SaI¨d & Mezerdi, Brahim
- 1131-1165 Uniform stability of autonomous linear stochastic functional differential equations in infinite dimensions
by Liu, Kai
- 1167-1186 Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model
by Masuda, H. & Yoshida, N.
- 1187-1207 MDP for integral functionals of fast and slow processes with averaging
by Guillin, A. & Liptser, R.
- 1209-1232 Bad configurations for random walk in random scenery and related subshifts
by den Hollander, Frank & Steif, Jeffrey E. & van der Wal, Peter
- 1233-1256 Exclusion processes with multiple interactions
by Kovchegov, Yevgeniy
June 2005, Volume 115, Issue 6
- 875-889 Spectral gap and rate of convergence to equilibrium for a class of conditioned Brownian motions
by Pinsky, Ross G.
- 891-906 Spatial coupling of neutral measure-valued population models
by Athreya, Siva & Winter, Anita
- 907-925 Bismut-Elworthy's formula and random walk representation for SDEs with reflection
by Deuschel, Jean-Dominique & Zambotti, Lorenzo
- 927-937 Random walks on unimodular p-adic groups
by Mustapha, Sami
- 939-958 On linear processes with dependent innovations
by Biao Wu, Wei & Min, Wanli
- 959-981 Joint estimators for the specific intrinsic volumes of stationary random sets
by Schmidt, Volker & Spodarev, Evgueni
- 983-1016 Statistical and renewal results for the random sequential adsorption model applied to a unidirectional multicracking problem
by Calka, Pierre & Mézin, André & Vallois, Pierre
- 1017-1040 The distribution of the local time for "pseudoprocesses" and its connection with fractional diffusion equations
by Beghin, L. & Orsingher, E.
- 1041-1059 Low regularity solutions to a gently stochastic nonlinear wave equation in nonequilibrium statistical mechanics
by Rey-Bellet, Luc & Thomas, Lawrence E.
May 2005, Volume 115, Issue 5
- 705-736 Optimal partially reversible investment with entry decision and general production function
by Guo, Xin & Pham, Huyên
- 737-768 Conditional convergence to infinitely divisible distributions with finite variance
by Dedecker, Jérôme & Louhichi, Sana
- 769-779 Sample path optimality for a Markov optimization problem
by Hunt, F.Y.
- 781-796 A two-species competition model on
by Kordzakhia, George & Lalley, Steven P.
- 797-826 Super optimal rates for nonparametric density estimation via projection estimators
by Comte, F. & Merlevède, F.
- 827-848 Two-dimensional Gibbsian point processes with continuous spin symmetries
by Richthammer, Thomas
- 849-873 Conditional limit theorems for queues with Gaussian input, a weak convergence approach
by Dieker, A.B.
April 2005, Volume 115, Issue 4
- 539-569 Representations and regularities for solutions to BSDEs with reflections
by Ma, Jin & Zhang, Jianfeng
- 571-577 Convergence results for multivariate martingales
by Crimaldi, Irene & Pratelli, Luca
- 579-591 The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails
by Hansen, Niels Richard & Jensen, Anders Tolver
- 593-607 On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance
by Patie, Pierre
- 609-638 Finite expiry Russian options
by Duistermaat, J.J. & Kyprianou, A.E. & van Schaik, K.
- 639-659 Time-inhomogeneous affine processes
by Filipovic, Damir
- 661-677 Partially exchangeable processes indexed by the vertices of a k-tree constructed via reinforcement
by Muliere, Pietro & Secchi, Piercesare & Walker, Stephen
- 679-700 Upper-lower class tests and frequency results along subsequences
by Berkes, István & Weber, Michel
March 2005, Volume 115, Issue 3
- 359-380 Level crossings of a two-parameter random walk
by Khoshnevisan, Davar & Révész, Pál & Shi, Zhan
- 381-400 A filtered no arbitrage model for term structures from noisy data
by Gombani, Andrea & Jaschke, Stefan R. & Runggaldier, Wolfgang J.
- 401-415 On the ergodic decomposition for a class of Markov chains
by Costa, O.L.V. & Dufour, F.
- 417-434 Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations
by Scotto, M.
- 435-448 Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
by Zhang, Xicheng
- 449-479 Particle picture approach to the self-intersection local time of density processes in
by Bojdecki, Tomasz & Talarczyk, Anna
- 481-492 An extension of the divergence operator for Gaussian processes
by León, Jorge A. & Nualart, David
- 493-537 Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes
by Berthet, Philippe
February 2005, Volume 115, Issue 2
- 179-206 Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals
by Ben-Ari, Iddo & Pinsky, Ross G.
- 207-248 Extremes of Gaussian processes over an infinite horizon
by Dieker, A.B.
- 249-274 Extremal behavior of regularly varying stochastic processes
by Hult, Henrik & Lindskog, Filip
- 275-298 Large deviations of kernel density estimator in L1(Rd) for uniformly ergodic Markov processes
by Lei, Liangzhen & Wu, Liming
- 299-327 Minimal entropy preserves the Lévy property: how and why
by Esche, Felix & Schweizer, Martin
- 329-338 Harnesses, Lévy bridges and Monsieur Jourdain
by Mansuy, Roger & Yor, Marc
- 339-358 Uniform CLT for empirical process
by Ben Hariz, Samir
January 2005, Volume 115, Issue 1
- 1-30 Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income
by Schroder, Mark & Skiadas, Costis
- 31-40 Equivalence of floating and fixed strike Asian and lookback options
by Eberlein, Ernst & Papapantoleon, Antonis
- 41-54 A comonotonic theorem for BSDEs
by Chen, Zengjing & Kulperger, Reg & Wei, Gang
- 55-75 Dimension results for sample paths of operator stable Lévy processes
by Meerschaert, Mark M. & Xiao, Yimin
- 77-90 A construction of catalytic super-Brownian motion via collision local time
by Mörters, Peter & Vogt, Pascal
- 91-115 The 1/H-variation of the divergence integral with respect to the fractional Brownian motion for H>1/2 and fractional Bessel processes
by Guerra, João M.E. & Nualart, David
- 117-153 Designing a contact process: the piecewise-homogeneous process on a finite set with applications
by Wagner, Aaron B. & Anantharam, Venkat
- 155-177 Nonparametric regression estimation for dependent functional data: asymptotic normality
by Masry, Elias
December 2004, Volume 114, Issue 2
- 191-209 Point processes associated with stationary stable processes
by Resnick, Sidney & Samorodnitsky, Gennady
- 211-229 Diffusion local time storage
by Kozlova, M. & Salminen, P.
- 231-250 Limit theorem for maximum of the storage process with fractional Brownian motion as input
by Hüsler, Jürg & Piterbarg, Vladimir
- 251-263 A model of the term structure of interest rates based on Lévy fields
by Albeverio, Sergio & Lytvynov, Eugene & Mahnig, Andrea
- 265-278 Properties of American option prices
by Ekström, Erik
- 279-286 On the infinite differentiability of the right edge in the supercritical oriented percolation
by Zhang, Yu
- 287-311 A central limit theorem for the optimal selection process for monotone subsequences of maximum expected length
by Bruss, F. Thomas & Delbaen, Freddy
- 313-330 Lq(Lp) theory and Hölder estimates for parabolic SPDEs
by Kim, Kyeong-Hun
- 331-350 An approximation result for a nonlinear Neumann boundary value problem via BSDEs
by Boufoussi, B. & van Casteren, J.
November 2004, Volume 114, Issue 1
- 1-26 Metastability under stochastic dynamics
by den Hollander, F.
- 27-50 Elementary fixed points of the BRW smoothing transforms with infinite number of summands
by Iksanov, Aleksander M.
- 51-79 Modified logarithmic Sobolev inequalities for some models of random walk
by Goel, Sharad
- 81-107 Recurrent lines in two-parameter isotropic stable Lévy sheets
by Dalang, Robert C. & Khoshnevisan, Davar
- 109-125 Explicit solutions of some utility maximization problems in incomplete markets
by Tehranchi, Michael
- 127-160 Compact interface property for symbiotic branching
by Etheridge, Alison M. & Fleischmann, Klaus
- 161-174 Asymptotic theory of noncentered mixing stochastic differential equations
by Kim, Jeong-Hoon
- 175-190 The serial harness interacting with a wall
by Ferrari, Pablo A. & Fontes, Luiz R. G. & Niederhauser, Beat M. & Vachkovskaia, Marina
October 2004, Volume 113, Issue 2
- 173-197 Approximating the Reed-Frost epidemic process
by Barbour, A. D. & Utev, Sergey
- 199-216 Interpolation for partly hidden diffusion processes
by Choi, Changsun & Nam, Dougu
- 217-233 Law of large numbers for the simple exclusion process
by Andjel, E. & Ferrari, P. A. & Siqueira, A.
- 235-272 Stochastic averaging and asymptotic behavior of the stochastic Duffing-van der Pol equation
by Baxendale, Peter H.
- 273-287 Evaluating the small deviation probabilities for subordinated Lévy processes
by Linde, Werner & Shi, Zhan
- 289-313 Robustness of time reversal for waves in time-dependent random media
by Alfaro Vigo, Daniel G. & Fouque, Jean-Pierre & Garnier, Josselin & Nachbin, André
- 315-332 On the ruin probability for physical fractional Brownian motion
by Hüsler, J. & Piterbarg, V.
- 333-351 Fractional Brownian motion as a weak limit of Poisson shot noise processes--with applications to finance
by Klüppelberg, Claudia & Kühn, Christoph
September 2004, Volume 113, Issue 1
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