Table Of Content

Available at : stochastic www.ElsevierMathematics.com processes and their POWERED BY SCIENCE ( DIRECT? applications ELSEVIER Stochastic Processes and their Applications 108 (2003) 345 www.elsevier.com/locate/spa Author Index Volume 108 Andersson, S., Ryden, T., Johansson, R., Linear optimal prediction and innovations representations of hidden Markov models (2003) Briand, Ph., Delyon, B., Hu, Y., Pardoux, E., Stoica, L., L’ solutions of backward stochastic differential equations (2003) Chen, Z.-Q., Kumagai, T., Heat kernel estimates for stable-like processes on d-sets (2003) Dedecker, J., Merlevéde, F., The conditional central limit theorem in Hilbert spaces (2003) 22 Delyon, B., see Briand, Ph. (2003) Fuhrman, M., A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes Hambly, B.M., Kersting, G., Kyprianou, A.E., Law of the iterated logarithm for oscillating random walks conditioned to stay non-negative Hu, Y., see Briand, Ph. Johansson, R., see Andersson, S. Kersting, G., see Hambly, B.M. Kim, P., Fatou’s Theorem for censored stable processes (2003) Kumagai, T., see Chen, Z.-Q. (2003) Kuwada, K., Sample path large deviations for a class of random currents (2003)2 Kyprianou, A.E., see Hambly, B.M. (2003): Merlevede, F., see Dedecker, J. (2003) 22 Pardoux, E., see Briand, Ph. (2003) Protter, P., A new prize in honor of Kiyosi It (2003) Rubenthaler, S., Wiktorsson, M., Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes (2003) Rudnicki, R., Long-time behaviour of a stochastic prey—predator model (2003) Rydén, T., see Andersson, S. (2003) Schroder, M., Skiadas, C., Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences (2003) Skiadas, C., see Schroder, M. (2003) Stoica, L., see Briand, Ph. (2003) Tang, Q., Tsitsiashvili, G., Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks (2003) Tsitsiashvili, G., see Tang, Q. 08 (2003) 2 Wiktorsson, M., see Rubenthaler, S. (2003) Elsevier B.V. doi:10.1016/S0304-4149(03)00140-6 Vol. 108