Stochastic Processes and Their Applications 1991: Vol 39 Index

2 Pages·1991·0.36 MB·English

Stochastic Processes and their Applications 39 (1991) 361-362
North-Holland
Author Index Volume 39 (1991)*
Amir, M., Sticky Brownian motion as the strong limit of a sequence
(2)221-237
of random walks
Berman, S.M., Spectral conditions for sojourn and extreme value limit
(2)201-220
theorems for Gaussian processes
Bondesson, L., A characterization of first passage time distributions
(1) 81- 88
for random walks
Branson, D., Inhomogeneous birth-death and birth-death-immigra-
(1)131-137
tion processes and the logarithmic series distribution
Chauvin, B., A. Rouault and A. Wakolbinger, Growing conditioned
(1)117-130
trees
Csaki, E., M. Csorg6, Z.Y. Lin and P. Révész, On infinite series of
(1) 25- 44
independent Ornstein-Uhlenbeck processes
Csenki, A., The joint distribution of sojourn times in finite semi-
(2)287-299
Markov processes
(1) 25- 44
Csorg6, M., see E. Csaki
(2)345-358
Ellis, S.P., Density estimation for point processes
Ferrari, P.A., E. Presutti, E. Scacciatelli and M.E. Vares, The symmetric
(1) 89-105
simple exclusion process, I: Probability estimates
Ferrari, P.A., E. Presutti, E. Scacciatelli and M.E. Vares, The symmetric
(1)107-115
simple exclusion process, II: Applications
Florens-Zmirou, D., Statistics on crossings of discretized diffusions
(1)139-151
and local time
Horvath, L., Rate of convergence in limit theorems for Brownian
excursions (1) 55- 64
Horvath, L., Short distances on the line (1) 65- 80
Kalpazidou, S., Continuous parameter circuit processes with finite
(2)301-323
state space
(1) 25- 44
Lin, Z.Y., see E. Csaki
Murphy, S.A. and P.K. Sen, Time-dependent coefficients in a Cox-type
(1)153-180
regression model
Nualart, D. and E. Pardoux, Second order stochastic differential
(4) i- 20
equations with Dirichlet boundary conditions
(1) 1- 24
Pardoux, E., see D. Nualart
(1) 89-105
Presutti, E., see P.A. Ferrari
(1)107-115
Presutti, E., see P.A. Ferrari
* The issue number is given in front of page numbers.
0304-4149/91/$03.50 © 1991—Elsevier Science Publishers B.V. (North-Holland)
362 Author Index
Razafimanantena, E.A., Construction of a general class of Dirichlet
forms in terms of white noise analysis (2)263-276
Révész, P., see E. Csaki (1) 25- 44
Rouault, A., see B. Chauvin (1)117-130
Russek, A., On an extension of the stochastic integral (1) 45- 53
Samorodnitsky, G. and M. S. Taqqu, Conditional moments and linear
regression for stable random variables (2)183-199
Scacciatelli, E., see P.A. Ferrari (1) 89-105
Scacciatelli, E., see P.A. Ferrari (1)107-115
Sen, P.K., see S.A. Murphy (1)153-180
Solé, J.LI. and F. Utzet, Skorohod and Stratonovich line integrals in
the plane (2)239-262
Stam, A.J., Some theorems on harmonic renewal measures (2)277-285
Taqqu, M.S., see G. Samorodnitsky (2)183-199
Utzet, F., see J.LI. Solé (2)239-262
Vares, M.E., see P.A. Ferrari (1) 89-105
Vares, M.E., see P.A. Ferrari (1)107-115
Wakolbinger, A., see B. Chauvin (1)117-130
Wilson, J.G., Optimal choice and assignment of the best m of n
randomly arriving items (2)325-343