Volume 119; Issue 2

Stochastic Processes and their Applications

Volume 119; Issue 2
3

Importance sampling for a Markov modulated queuing network

Ali Devin Sezer
Journal:
Stochastic Processes and their Applications
Year:
2009
Language:
english
File:
PDF, 1.13 MB
english, 2009
5

Time consistent dynamic risk processes

Jocelyne Bion-Nadal
Journal:
Stochastic Processes and their Applications
Year:
2009
Language:
english
File:
PDF, 906 KB
english, 2009
6

Homogenization of random transport along periodic two-dimensional flows

Brice Franke
Journal:
Stochastic Processes and their Applications
Year:
2009
Language:
english
File:
PDF, 746 KB
english, 2009
8

Large deviations for statistics of the Jacobi process

N. Demni, M. Zani
Journal:
Stochastic Processes and their Applications
Year:
2009
Language:
english
File:
PDF, 647 KB
english, 2009
10

The Skorokhod problem in a time-dependent interval

Krzysztof Burdzy, Weining Kang, Kavita Ramanan
Journal:
Stochastic Processes and their Applications
Year:
2009
Language:
english
File:
PDF, 1.13 MB
english, 2009
13

Exponential ergodicity of the solutions to SDE’s with a jump noise

Alexey M. Kulik
Journal:
Stochastic Processes and their Applications
Year:
2009
Language:
english
File:
PDF, 1.24 MB
english, 2009
14

An asymptotic theory for sample covariances of Bernoulli shifts

Wei Biao Wu
Journal:
Stochastic Processes and their Applications
Year:
2009
Language:
english
File:
PDF, 692 KB
english, 2009
17

Dispersion of volume under the action of isotropic Brownian flows

G. Dimitroff, M. Scheutzow
Journal:
Stochastic Processes and their Applications
Year:
2009
Language:
english
File:
PDF, 588 KB
english, 2009
18

Editorial Board

Journal:
Stochastic Processes and their Applications
Year:
2009
Language:
english
File:
PDF, 54 KB
english, 2009
19

Weak convergence of the tail empirical process for dependent sequences

Holger Rootzén
Journal:
Stochastic Processes and their Applications
Year:
2009
Language:
english
File:
PDF, 905 KB
english, 2009