Stochastic Processes and Their Applications 1995: Vol 59 Index

3 Pages·1995·0.4 MB·English

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ELSEVIER Stochastic Processes and their Applications 59 (1995) 355—356
Author Index Volume 59
Cho, N., Weak convergence of stochastic integrals driven by
martingale measure 59 (1995) 55
Csaki, E., M. Cs6rg6, A. Foldes and P. Réveész, Global Strassen-
59 (19953)2 1
type theorems for iterated Brownian motions
59 (19953)2 1
Csorg6, M., see E. Csaki
Csorg6, S. and J. Mielniczuk, Distant long-range dependent sums
59 (19951)4 3
and regression estimation
Embrechts, P. and G. Samorodnitsky, Sample quantiles of heavy
59 (1995) 217
tailed stochastic processes
59 (19953)2 1
Foldes, A., see E. Csaki
59 (19951)8 5
Goldie, C.M. and S.I. Resnick, Many multivariate records
Haggstrom, O., Random-cluster measures and uniform spanning
59 (19952)6 7
trees
Horvath, L. and D. Khoshnevisan, Weight functions and path-
59 (19951)0 5
wise local central! limit theorems
Jiang, T.. M.B. Rao and X. Wang, Large deviations for moving
average processes 59 (1995) 309
Kaj, I. and P. Salminen, On the ultimate value of local time of
one-dimensional super-Brownian motion 59 (1995) 21
Khoshnevisan, D., see L. Horvath 59 (1995) 105
Le Gall, J.-F., E.A. Perkins and S.J. Taylor, The packing measure
59 (1995) 1
of the support of super-Brownian motion
Marcus, M.B. and J. Rosen, Logarithmic averages for the local
59 (19951)7 5
times of recurrent random walks and Levy processes
59 (19951)4 3
Mielniczuk, J., see S. Cs6rg6
Mikosch, T., Correction — Functional limit theorems for random
quadratic forms 59 (1995) 353
Mountford, T.S., Exponential convergence for attractive revers-
59 (19952)3 5
ible subcritical nearest particle systems
59 (1995) 1
Perkins, E.A., see J.-F. Le Gall
Pettersson, R., Approximations for stochastic differential equa-
59 (19952)9 5
tions with reflecting convex boundaries
59 (19953)0 9
Rao, M.B., see T. Jiang
59 (19953)2 1
Revesz, P., see E. Csaki
59 (19951)8 5
Resnick, S.I., see C.M. Goldie
59 (19951)7 5
Rosen, J., see M.B. Marcus
1995 Elsevier Science B.V.
356 Author Index Volume 59 (1995) 355-356
Russo, F. and P. Vallois, The generalized covariation process and
Ito formula 59 (1995) 81
Salminen, P., see I. Kaj 59 (1995) 21
Samorodnitsky, G., see P. Embrechts 59 (1995) 217
Shao, Q.-M., A Chung type law of the iterated logarithm for
subsequences of a Wiener process 59 (1995) 125
Sheu, Y.-C., On positive solutions of some nonlinear differential
equations — A probabilistic approach 59 (1995) 43
Taylor, S.J., see J.-F. Le Gall 59 (1995) 1
Vallois, P., see F. Russo 59 (1995) 81
Wang, X., see T. Jiang 59 (1995) 309
Xie, Y., Limit theorems of Hilbert valued semimartingales and
59 (19952)7 7
Hilbert valued martingale measures
Yokoyama, R., On the central limit theorem and law of the
iterated logarithm for stationary processes with applications to
linear processes 59 (1995) 343
Zeifman, A.I., Upper and lower bounds on the rate of convergence
for nonhomogeneous birth and death processes 59 (1995) 157
Zhang, Y., Supercritical behaviors in first-passage percolation 59 (1995) 251