Stochastic ordering for continuous-time processes

JOURNAL ARTICLE published June 2003 in Journal of Applied Probability

Authors: A. Irle

Stochastic Integrals and Differential Measures

JOURNAL ARTICLE published January 1988 in Theory of Probability & Its Applications

Authors: N. V. Norin

Distribution of the Size of the First Jump over a Level for a Class of Stochastic Processes

JOURNAL ARTICLE published March 1977 in Theory of Probability & Its Applications

Authors: A. I. Fokht

Additive Functionals of a Wiener Process Determined by Stochastic Integrals

JOURNAL ARTICLE published January 1960 in Theory of Probability & Its Applications

Authors: E. B. Dynkin

Extreme value theory for a class of discrete distributions with applications to some stochastic processes

JOURNAL ARTICLE published April 1970 in Journal of Applied Probability

Authors: C. W. Anderson

Extension of Measures and Stochastic Equations

JOURNAL ARTICLE published June 1975 in Theory of Probability & Its Applications

Authors: M. P. Ershov

Fourier Series Expansion of Stochastic Measures

JOURNAL ARTICLE published January 2018 in Theory of Probability & Its Applications

Authors: V. M. Radchenko

Boundary Conditions for Certain Markov Processes

JOURNAL ARTICLE published January 1964 in Theory of Probability & Its Applications

Authors: A. V. Skorokhod

Noncentral Limit Theorem for the Cubic Variation of a Class of Self-Similar Stochastic Processes

JOURNAL ARTICLE published January 2011 in Theory of Probability & Its Applications

Authors: K. Es-Sebaiy | C. A. Tudor

Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes

JOURNAL ARTICLE published March 2012 in Journal of Applied Probability

Authors: Andreas E. Kyprianou | Ronnie Loeffen | José-Luis Pérez

Maximal Exponential Inequalities for Certain Diffusion Processes

JOURNAL ARTICLE published January 2017 in Theory of Probability & Its Applications

Authors: C. Makasu

On a Measure of Stochastic Dependence

JOURNAL ARTICLE published January 1962 in Theory of Probability & Its Applications

Authors: S. P. Lloyd

Certain Chi-Square Type Tests for Continuous Distributions

JOURNAL ARTICLE published January 1971 in Theory of Probability & Its Applications

Authors: D. M. Chibisov

Certain Properties of Piecewise-Linear Markov Processes

JOURNAL ARTICLE published June 1976 in Theory of Probability & Its Applications

Authors: V. V. Kalasnikov

Absolutely continuous invariant measures and random perturbations for certain one-dimensional maps

JOURNAL ARTICLE published March 1992 in Ergodic Theory and Dynamical Systems

Authors: Michael Benedicks | Lai-Sang Young

Certain General Questions of the Theory of Probability Measures in Linear Spaces

JOURNAL ARTICLE published December 1973 in Theory of Probability & Its Applications

Authors: D. Kh. Mushtari

Continuity Conditions for Stochastic Processes

JOURNAL ARTICLE published January 1961 in Theory of Probability & Its Applications

Authors: L. V. Seregin

Limit Theorems for Stochastic Processes

JOURNAL ARTICLE published January 1956 in Theory of Probability & Its Applications

Authors: A. V. Skorokhod

Continuous Disintegrations of Gaussian Processes

JOURNAL ARTICLE published January 2013 in Theory of Probability & Its Applications

Authors: T. LaGatta

Inference in Stochastic Processes. I

JOURNAL ARTICLE published January 1963 in Theory of Probability & Its Applications

Authors: M. M. Rao