Foundations of Modern Probability
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Publication:4357240
DOI10.1007/b98838zbMath0892.60001OpenAlexW4302047381MaRDI QIDQ4357240
Publication date: 7 October 1997
Published in: Probability and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/b98838
Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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with applications, The Blessings of Multiple Causes, Comment on “Blessings of Multiple Causes”, Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks, On the minimizing point of the incorrectly centered empirical process and its limit distribution in nonregular experiments, EXISTENCE CRITERIA FOR SOLUTIONS OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH SKEW-SYMMETRIC DIFFERENTIAL OPERATOR AND ADDITIVE FRACTIONAL BROWNIAN NOISE, The second-order parabolic PDEs with singular coefficients and applications, Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment, Warped Riemannian Metrics for Location-Scale Models, THE POINT PROCESSES OF THE GRW THEORY OF WAVE FUNCTION COLLAPSE, Limit theorems for a stable sausage, On Standardness and I-cosiness, On Empirical Processes for Ergodic Diffusions and Rates of Convergence of M‐estimators, On the weak solutions to a stochastic two-phase flow model, Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions, Two-agent Pareto optimal cooperative investment in general semimartingale model, Unnamed Item, A Law of Large Numbers for the Power Variation of Fractional Lévy Processes, The principle of not feeling the boundary for the SABR model, Non-demolition measurements of observables with general spectra, Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach, Convergence Properties in Certain Occupancy Problems Including the Karlin-Rouault Law, Asymptotics of geometrical navigation on a random set of points in the plane, The Euler Scheme for Feller Processes, The First Attempt on the Stochastic Calculus on Time Scale, Mean topological dimension for random bundle transformations, Discrete-time quantum Bernoulli noises, A Linear Programming Approach to Sequential Hypothesis Testing, Necessity of weak subordination for some strongly subordinated Lévy processes, Limit theorems for prices of options written on semi-Markov processes, On the locations of maxima and minima in a sequence of exchangeable random variables, Martingale solutions to a stochastic smectic-A liquid crystal model with multiplicative noise of jump type, On the predictable representation property of martingales associated with Lévy processes, Well-Posed Bayesian Inverse Problems: Priors with Exponential Tails, On the Range of Exponential Functionals of Lévy Processes, A Compensator Characterization of Planar Point Processes
