You have Guest access.
Log In
Volume 1 / 1988 - Volume 25 / 2012
1-19
A Decomposition Theorem for Lévy Processes on Local Fields
Sergio Albeverio and Xuelei Zhao
21-37
Exact Estimates for Moments of Random Bilinear Forms
R. Ibragimov, Sh. Sharakhmetov and A. Cecen
39-59
Contraction Principles for Vector Valued Martingales with Respect to Random Variables Having Exponential Tail with Exponent 2<α<∞
Stefan Geiss
61-76
Operator-Valued Stochastic Differential Equations Arising from Unitary Group Representations
David Applebaum
77-96
Asymptotic Properties of Ranked Heights in Brownian Excursions
Endre Csáki and Yueyun Hu
97-114
Threshold Results for U-Statistics of Dependent Binary Variables
Niels G. Becker and Sergey Utev
115-124
Walsh's Brownian Motion-Type of Extensions
Juha Vuolle-Apiala
125-164
Weak Solutions for SPDEs and Backward Doubly Stochastic Differential Equations
V. Bally and A. Matoussi
165-187
A Martingale Approach in the Study of Percolation Clusters on the Zd Lattice
Yu Zhang
189-197
Asymptotics of the Moment Generating Function for the Range of Random Walks
Yuji Hamana
199-212
Rates of Decay and h-Processes for One Dimensional Diffusions Conditioned on Non-Absorption
Servet Martínez and Jaime San Martín
213-239
Small Deviations for Some Multi-Parameter Gaussian Processes
David M. Mason and Zhan Shi
241-260
Dynamic ℤd-Random Walks in a Random Scenery: A Strong Law of Large Numbers
N. Guillotin-Plantard
261-266
Brownian Continuity Modulus Via Series Expansions
Mark A. Pinsky
267-298
Identification of the Parameters of a Multivariate Normal Vector by the Distribution of the Maximum
Ming Dai and Arunava Mukherjea
Frequently asked questions General info on journals and books Send us your feedback Impressum Contact us
© Springer, Part of Springer Science+Business Media Privacy, Disclaimer, Terms & Conditions, and Copyright Info