Volume 92; Issue 1

Main
Stochastic Processes and their Applications
Volume 92; Issue 1

Stochastic Processes and their Applications

Volume 92; Issue 1

1

Non-linear functionals of the Brownian bridge and some applications

Corinne Berzin-Joseph, José R. León, Joaquı́n Ortega

Journal:

Stochastic Processes and their Applications

Year:

2001

Language:

english

File:

PDF, 174 KB

english, 2001

2

Generalizations of bold play in red and black

Marcus Pendergrass, Kyle Siegrist

Journal:

Stochastic Processes and their Applications

Year:

2001

Language:

english

File:

PDF, 144 KB

english, 2001

3

Fluctuation of the transition density for Brownian motion on random recursive Sierpinski gaskets

B.M. Hambly, Takashi Kumagai

Journal:

Stochastic Processes and their Applications

Year:

2001

Language:

english

File:

PDF, 205 KB

english, 2001

4

Strong approximation of fractional Brownian motion by moving averages of simple random walks

Tamás Szabados

Journal:

Stochastic Processes and their Applications

Year:

2001

Language:

english

File:

PDF, 237 KB

english, 2001

5

Limit distributions of some integral functionals for null-recurrent diffusions

Journal:

Stochastic Processes and their Applications

Year:

2001

Language:

english

File:

PDF, 99 KB

english, 2001

6

Large deviations for the Fleming–Viot process with neutral mutation and selection, II

Donald A. Dawson, Shui Feng

Journal:

Stochastic Processes and their Applications

Year:

2001

Language:

english

File:

PDF, 239 KB

english, 2001

7

Free lunch and arbitrage possibilities in a financial market model with an insider

Peter Imkeller, Monique Pontier, Ferenc Weisz

Journal:

Stochastic Processes and their Applications

Year:

2001

Language:

english

File:

PDF, 205 KB

english, 2001

8

Small ball probabilities for Gaussian Markov processes under the Lp-norm

Journal:

Stochastic Processes and their Applications

Year:

2001

Language:

english

File:

PDF, 134 KB

english, 2001