A Decomposition Theorem for Lévy Processes on Local Fields Sergio AlbeverioXuelei Zhao OriginalPaper Pages: 1 - 19
Exact Estimates for Moments of Random Bilinear Forms R. IbragimovSh. SharakhmetovA. Cecen OriginalPaper Pages: 21 - 37
Contraction Principles for Vector Valued Martingales with Respect to Random Variables Having Exponential Tail with Exponent 2<α<∞ Stefan Geiss OriginalPaper Pages: 39 - 59
Operator-Valued Stochastic Differential Equations Arising from Unitary Group Representations David Applebaum OriginalPaper Pages: 61 - 76
Asymptotic Properties of Ranked Heights in Brownian Excursions Endre CsákiYueyun Hu OriginalPaper Pages: 77 - 96
Threshold Results for U-Statistics of Dependent Binary Variables Niels G. BeckerSergey Utev OriginalPaper Pages: 97 - 114
Weak Solutions for SPDEs and Backward Doubly Stochastic Differential Equations V. BallyA. Matoussi OriginalPaper Pages: 125 - 164
A Martingale Approach in the Study of Percolation Clusters on the Z d Lattice Yu Zhang OriginalPaper Pages: 165 - 187
Asymptotics of the Moment Generating Function for the Range of Random Walks Yuji Hamana OriginalPaper Pages: 189 - 197
Rates of Decay and h-Processes for One Dimensional Diffusions Conditioned on Non-Absorption Servet MartínezJaime San Martín OriginalPaper Pages: 199 - 212
Small Deviations for Some Multi-Parameter Gaussian Processes David M. MasonZhan Shi OriginalPaper Pages: 213 - 239
Dynamic ℤ d -Random Walks in a Random Scenery: A Strong Law of Large Numbers N. Guillotin-Plantard OriginalPaper Pages: 241 - 260
Identification of the Parameters of a Multivariate Normal Vector by the Distribution of the Maximum Ming DaiArunava Mukherjea OriginalPaper Pages: 267 - 298