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The Stochastic Dirichlet Problem Driven by the Ornstein―Uhlenbeck Operator: Approach by the Fredholm Alternative for Chaos ExpansionsLEVAJKOVIC, Tijana; PILIPOVIC, Stevan; SELESI, Dora et al.Stochastic analysis and applications. 2011, Vol 29, Num 2, pp 317-331, issn 0736-2994, 15 p.Article

NONDIFFERENTIABLE FUNCTIONS OF ONE-DIMENSIONAL SEMIMARTINGALESLOWTHER, George.Annals of probability. 2010, Vol 38, Num 1, pp 76-101, issn 0091-1798, 26 p.Article

The Two-Dimensional Asymmetric Gambler's Ruin Problem with n Players and SimulationsHASHEMIPARAST, S. M; SABZEVARI, M.Communications in statistics. Simulation and computation. 2012, Vol 41, Num 8-10, pp 1895-1911, issn 0361-0918, 17 p.Article

Occupation times of subcritical branching immigration systems with Markov motionsMILOS, Piotr.Stochastic processes and their applications. 2009, Vol 119, Num 10, pp 3211-3237, issn 0304-4149, 27 p.Article

Quasi-martingales with a linearly ordered index setCASSESE, Gianluca.Statistics & probability letters. 2010, Vol 80, Num 5-6, pp 421-426, issn 0167-7152, 6 p.Article

Decomposition of supermartingales indexed by a linearly ordered setCASSESE, Gianluca.Statistics & probability letters. 2007, Vol 77, Num 8, pp 795-802, issn 0167-7152, 8 p.Article

What happens after a default: The conditional density approachEL KAROUI, Nicole; JEANBLANC, Monique; YING JIAO et al.Stochastic processes and their applications. 2010, Vol 120, Num 7, pp 1011-1032, issn 0304-4149, 22 p.Article

Nonsemimartingales : Stochastic differential equations and weak dirichlet processesCOVIELLO, Rosanna; RUSSO, Francesco.Annals of probability. 2007, Vol 35, Num 1, pp 255-308, issn 0091-1798, 54 p.Article

A Short-Cut Derivation for the Solution of Autoregressive Models from Sharp Algebraic ArgumentsGRAZIA ZOIA, Maria; BARBIERI, Laura.Communications in statistics. Theory and methods. 2012, Vol 41, Num 19-21, pp 3704-3721, issn 0361-0926, 18 p.Article

On the expected discounted penalty function for the continuous-time compound binomial risk modelGUOXIN LIU; YING WANG.Statistics & probability letters. 2008, Vol 78, Num 15, pp 2446-2455, issn 0167-7152, 10 p.Article

Algebra of Generalized Stochastic Processes and the Stochastic Dirichlet ProblemSELESI, Dora.Stochastic analysis and applications. 2008, Vol 26, Num 5, pp 978-999, issn 0736-2994, 22 p.Article

Efficient estimation of first passage time density function for jump-diffusion processesATIYA, Amir F; METWALLY, Steve A. K.SIAM journal on scientific computing (Print). 2005, Vol 26, Num 5, pp 1760-1775, issn 1064-8275, 16 p.Article

MOMENTS OF RANDOM ALLOCATION PROCESSES REACHING A BOUNDARYTSITSIASHVILI, G. S.Journal of applied probability. 2007, Vol 44, Num 4, pp 990-995, issn 0021-9002, 6 p.Article

Supermartingale decomposition with a general index setCASSESE, Gianluca.Stochastic processes and their applications. 2010, Vol 120, Num 7, pp 1060-1073, issn 0304-4149, 14 p.Article

ON A CLASS OF QUADRATIC GROWTH RBSDE WITH JUMPS AND ITS APPLICATIONBIAO LI; BO ZHANG.Stochastic models. 2009, Vol 25, Num 3, pp 483-507, issn 1532-6349, 25 p.Article

Shapes of stationary autocovariancesLUND, Robert; YING ZHAO; KIESSLER, Peter C et al.Journal of applied probability. 2006, Vol 43, Num 4, pp 1186-1193, issn 0021-9002, 8 p.Article

Occupation time limits of inhomogeneous Poisson systems of independent particlesBOJDECKI, T; GOROSTIZA, L. G; TALARCZYK, A et al.Stochastic processes and their applications. 2008, Vol 118, Num 1, pp 28-52, issn 0304-4149, 25 p.Article

Limit theorems for occupation time fluctuations of branching systems I : Long-range dependenceBOJDECKI, T; GOROSTIZA, L. G; TALARCZYK, A et al.Stochastic processes and their applications. 2006, Vol 116, Num 1, pp 1-18, issn 0304-4149, 18 p.Article

State space models on special manifoldsCHIKUSE, Yasuko.Journal of multivariate analysis. 2006, Vol 97, Num 6, pp 1284-1294, issn 0047-259X, 11 p.Article

Two-Dimensional Warranty Cost Analysis for Second-Hand ProductsSHAFIEE, Mahmood; CHUKOVA, Stefanka; SAIDI-MEHRABAD, Mohammad et al.Communications in statistics. Theory and methods. 2011, Vol 40, Num 4-6, pp 684-701, issn 0361-0926, 18 p.Article

Limit theorems for occupation time fluctuations of branching systems II : Critical and large dimensionsBOJDECKI, T; GOROSTIZA, L. G; TALARCZYK, A et al.Stochastic processes and their applications. 2006, Vol 116, Num 1, pp 19-35, issn 0304-4149, 17 p.Article

First hitting time and place for pseudo-processes driven by the equation ∂ ∂t = ±∂N ∂xN subject to a linear driftLACHAL, Aimé.Stochastic processes and their applications. 2008, Vol 118, Num 1, pp 1-27, issn 0304-4149, 27 p.Article

Fluctuation limit theorems of immigration superprocesses with small branchingZENGHU LI; MEI ZHANG.Statistics & probability letters. 2006, Vol 76, Num 4, pp 401-411, issn 0167-7152, 11 p.Article

Combining asymptotically normal tests : case studies in comparison of two groupsSONG YANG; HSU, Li; LUEPING ZHAO et al.Journal of statistical planning and inference. 2005, Vol 133, Num 1, pp 139-158, issn 0378-3758, 20 p.Article

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