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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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On solutions of one-dimensional stochastic differential equations without drift

Zeitschrift f r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1985-01, Vol.68 (3), p.287-314

1985

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On the asymptotic behaviour of solutions of stochastic differential equations

Zeitschrift f r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1984, Vol.68 (2), p.163-189

1984

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Approximating ito integrals of differential forms and geodesic deviation

Zeitschrift f r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1984-01, Vol.65 (4), p.563-572

DARLING, R. W. R

1984

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Hypoellipticity theorems and conditional laws

Zeitschrift f r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1984-01, Vol.65 (4), p.573-597

1984

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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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On the multiple stable integral

Zeitschrift f r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1985-01, Vol.70 (4), p.621-632

SURGAILIS, D

1985

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On the distribution of a double stochastic integral

Zeitschrift f r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1983-01, Vol.65 (1), p.49-60

NUALART, D

1983

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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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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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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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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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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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On a robust version of the integral representation formula of nonlinear filtering

Probability theory and related fields, 2005-09, Vol.133 (1), p.43-56

2005

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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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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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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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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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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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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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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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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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Approximation for the Normal Inverse Gaussian Process Using Random Sums

Stochastic analysis and applications, 2009-10, Vol.27 (6), p.1191-1200

Pacheco-González, Carlos G.

2009

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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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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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Discontinuous superprocesses with dependent spatial motion

On solutions of one-dimensional stochastic differential equations without drift

On the asymptotic behaviour of solutions of stochastic differential equations

Approximating ito integrals of differential forms and geodesic deviation

Hypoellipticity theorems and conditional laws

Malliavin calculus for two-parameter Wiener functionals

On the multiple stable integral

On the distribution of a double stochastic integral

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

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

Exact capacity results for stable processes

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

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

On a robust version of the integral representation formula of nonlinear filtering

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

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

Derivation of Stochastic Partial Differential Equations

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

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

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

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

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

Approximation for the Normal Inverse Gaussian Process Using Random Sums

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

Probabilistic approach to the strong Feller property

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