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Approximation of SDEs by Population-Size-Dependent Galton-Watson Processes

Stochastic analysis and applications, 2010-02, Vol.28 (2), p.377-388

Zaehle, H

2010

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On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Bounded Random Variables

Stochastic analysis and applications, 2010-01, Vol.28 (1), p.86-102

2010

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Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model

Stochastic analysis and applications, 2009-04, Vol.27 (3), p.555-573

2009

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Conditional Ages and Residual Service Times in the M/G/1 Queue

Stochastic models, 2009-02, Vol.25 (1), p.110-128

2009

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On Bernoulli decompositions for random variables, concentration bounds, and spectral localization

Probability theory and related fields, 2009-01, Vol.143 (1-2), p.219-238

2009

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Discontinuous superprocesses with dependent spatial motion

Stochastic processes and their applications, 2009, Vol.119 (1), p.130-166

He, Hui

2009

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Capital Process and Optimality Properties of a Bayesian Skeptic in Coin-Tossing Games

Stochastic analysis and applications, 2008-11, Vol.26 (6), p.1161-1180

2008

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A Supplement to the Einmahl-Li Results on Two-Sided Iterated Logarithm Type Behavior for I.I.D. Random Variables

Stochastic analysis and applications, 2008-09, Vol.26 (5), p.1095-1110

2008

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An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications

Probability theory and related fields, 2008-09, Vol.142 (1-2), p.219-247

2008

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Derivation of Stochastic Partial Differential Equations

Stochastic analysis and applications, 2008-03, Vol.26 (2), p.357-378

Allen, Edward J.

2008

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Dependence in Lag for Markov Chains on Partially Ordered State Spaces with Applications to Degradable Networks

Stochastic models, 2007-11, Vol.23 (4), p.683-696

2007

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Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem

Stochastic analysis and applications, 2007-09, Vol.25 (5), p.1043-1056

2007

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Asymptotic Behaviors of the Loss Probability for a Finite Buffer Queue with QBD Structure

Stochastic models, 2007-02, Vol.23 (1), p.79-95

2007

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Finite Time Blow Up and Stability of a Semilinear Equation with a Time Dependent Lévy Generator

Stochastic models, 2006-12, Vol.22 (4), p.735-752

2006

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On the shape of the ground state eigenvalue density of a random Hill's equation

Communications on pure and applied mathematics, 2006-07, Vol.59 (7), p.935-976

2006

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A study of a class of stochastic differential equations with non-Lipschitzian coefficients

Probability theory and related fields, 2005-07, Vol.132 (3), p.356-390

2005

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Pinning class of the Wiener measure by a functional: Related martingales and invariance properties

Probability theory and related fields, 2003-09, Vol.127 (1), p.1-36

2003

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Probabilistic approach to the strong Feller property

Probability theory and related fields, 2000-10, Vol.118 (2), p.187-210

2000

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On driftless one-dimensional sdes with time-dependent diffusion coefficients

Stochastics and stochastics reports, 1999-09, Vol.67 (3-4), p.207-230

Raupach, Peter

1999

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Smoothing properties of transition semigroups relative to SDes with values in Banach spaces

Probability theory and related fields, 1999-02, Vol.113 (1), p.85-114

CERRAI, S

1999

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Exact capacity results for stable processes

Probability theory and related fields, 1998-09, Vol.112 (1), p.1-11

HAWKES, J

1998

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On the length of the homotopic Brownian word in the thrice punctured sphere

Probability theory and related fields, 1998-08, Vol.111 (4), p.489-516

GRUET, J.-C

1998

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Stability problem for stochastic inclusion

Stochastic analysis and applications, 1998-01, Vol.16 (5), p.933-944

Motyl, J.

1998

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Stabilization by Noise Revisited

Zeitschrift für angewandte Mathematik und Mechanik, 1990, Vol.70 (7), p.235-246

Arnold, L.

1990

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Malliavin calculus for two-parameter Wiener functionals

Zeitschrift f r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1985-12, Vol.70 (4), p.573-590

1985

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Approximation of SDEs by Population-Size-Dependent Galton-Watson Processes

On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Bounded Random Variables

Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model

Conditional Ages and Residual Service Times in the M/G/1 Queue

On Bernoulli decompositions for random variables, concentration bounds, and spectral localization

Discontinuous superprocesses with dependent spatial motion

Capital Process and Optimality Properties of a Bayesian Skeptic in Coin-Tossing Games

A Supplement to the Einmahl-Li Results on Two-Sided Iterated Logarithm Type Behavior for I.I.D. Random Variables

An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications

Derivation of Stochastic Partial Differential Equations

Dependence in Lag for Markov Chains on Partially Ordered State Spaces with Applications to Degradable Networks

Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem

Asymptotic Behaviors of the Loss Probability for a Finite Buffer Queue with QBD Structure

Finite Time Blow Up and Stability of a Semilinear Equation with a Time Dependent Lévy Generator

On the shape of the ground state eigenvalue density of a random Hill's equation

A study of a class of stochastic differential equations with non-Lipschitzian coefficients

Pinning class of the Wiener measure by a functional: Related martingales and invariance properties

Probabilistic approach to the strong Feller property

On driftless one-dimensional sdes with time-dependent diffusion coefficients

Smoothing properties of transition semigroups relative to SDes with values in Banach spaces

Exact capacity results for stable processes

On the length of the homotopic Brownian word in the thrice punctured sphere

Stability problem for stochastic inclusion

Stabilization by Noise Revisited

Malliavin calculus for two-parameter Wiener functionals

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