Controlled diffusion processes

JOURNAL ARTICLE published 1 January 2005 in Probability Surveys

Authors: Vivek S. Borkar

On universal algorithms for classifying and predicting stationary processes

JOURNAL ARTICLE published 1 January 2021 in Probability Surveys

Authors: Gusztáv Morvai | Benjamin Weiss

The BRS-inequality and its applications

JOURNAL ARTICLE published 1 January 2021 in Probability Surveys

Authors: F. Thomas Bruss

An essay on the general theory of stochastic processes

JOURNAL ARTICLE published 1 January 2006 in Probability Surveys

Authors: Ashkan Nikeghbali

The infinite extendibility problem for exchangeable real-valued random vectors

JOURNAL ARTICLE published 1 January 2020 in Probability Surveys

Authors: Jan-Frederik Mai

Stability of queueing networks

JOURNAL ARTICLE published 1 January 2008 in Probability Surveys

Authors: Maury Bramson

Equivalences and counterexamples between several definitions of the uniform large deviations principle

JOURNAL ARTICLE published 1 January 2019 in Probability Surveys

Authors: Michael Salins

Poisson approximation

JOURNAL ARTICLE published 1 January 2019 in Probability Surveys

Authors: S. Y. Novak

On the constructions of the skew Brownian motion

JOURNAL ARTICLE published 1 January 2006 in Probability Surveys

Authors: Antoine Lejay

Determinantal Processes and Independence

JOURNAL ARTICLE published 1 January 2006 in Probability Surveys

Authors: J. Ben Hough | Manjunath Krishnapur | Yuval Peres | Bálint Virág