Table Of Content

Stochastic Processes and their Applications 44 (1993) 361-362 North-Holland Author Index Volume 44 (1993)* Aldous, D.J. and H. Thorisson, Shift-coupling Aldous, D.J. and M. Brown, Inequalities for rare events in time- reversible Markov chains II Brown, M., see D.J. Aldous Brunaud, M., Finite Kullback information diffusion laws with fixed marginals and associated large deviations functionals Coquet, F., When does convergence of as equence of stopped processes with independent increments imply convergence of the non-stopped processes 265-289 Graham, C. and S. Méléard, Propagation of chaos fora fully connected loss network with alternate routing 159-180 Greenwood, P.E. and W. Wefelmeyer, Asymptotic minimax results for stochastic process families with critical points 107-116 Harlow, D.G. and J.E. Yukich, Empirical process methods for classical fiber bundles 141-158 Horvath, L., Change in autoregressive processes 221-242 Jacod, J., Random sampling in estimation problems for continuous Gaussian processes with independent increments 181-204 Jakubowski, A., Minimal conditions in p-stable limit theorems 291-327 Jiang Tiefeng, M.B. Rao, Wang Xiangchen and Li Deli, Law of large numbers and moderate deviations for stochastic processes with stationary and independent increments 205-219 Kobila, T.@., An application of reflected diffusions to the problem of choosing between hydro and thermal power generation 117-139 Li Deli, see Jiang Tiefeng 205-219 Méléard, S., see C. Graham 159-180 Menzel, P., A limit theorem for one-dimensional Gibbs measures 347-359 under conditions on the empirical field N’Zi, M. and R. Theodorescu, On an extension of Lévy’s stochastic area process to higher dimensions (2) 243-264 Rao, M. B., see Jiang Tiefeng (2) 205-219 Rouault, A., Precise estimates of presence probabilities in the branch- ing random walk (1) 27- 39 Theodorescu, R., see M. N’Zi (2) 243-264 Thorisson, H., see D.J. Aldous (1) l- 14 * The issue number is given in front of page numbers. 0304-4149/93/$06.00 © 1993—Elsevier Science Publishers B.V. All rights reserved 362 Author Index Volny, D., Approximating martingales and the central limit theorem for strictly stationary processes (1) 41- 74 Wang Xiangchen, see Jiang Tiefeng (2) 205-219 Wefelmeyer, W., see P.E. Greenwood (1) 107-116 Witte, H.-J., On the optimality of multivariate Poisson approximation (1) 75- 88 Yukich, J.E., see D.G. Harlow (1) 141-158 Zhou, Xun Yu, A class of semilinear stochastic partial differential equations and their controls: Existence results (1) 89-106