| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A general problem of an optimal equivalent change of measure and contingent claim pricing in an incomplete market
|
Mania, M.
|
|
2000
|
90 |
1 |
p. 19-42
24 p.
|
article
|
| 2 |
An infinite system of Brownian balls with infinite range interaction
|
Fradon, Myriam
|
|
2000
|
90 |
1 |
p. 43-66
24 p.
|
article
|
| 3 |
Boundary crossings and the distribution function of the maximum of Brownian sheet
|
Csáki, Endre
|
|
2000
|
90 |
1 |
p. 1-18
18 p.
|
article
|
| 4 |
Chaotic and predictable representations for Lévy processes
|
Nualart, David
|
|
2000
|
90 |
1 |
p. 109-122
14 p.
|
article
|
| 5 |
Convergence of weighted sums of random variables with long-range dependence
|
Pipiras, Vladas
|
|
2000
|
90 |
1 |
p. 157-174
18 p.
|
article
|
| 6 |
Convergence to the maximal invariant measure for a zero-range process with random rates
|
Andjel, E.D.
|
|
2000
|
90 |
1 |
p. 67-81
15 p.
|
article
|
| 7 |
Multiplicative ergodicity and large deviations for an irreducible Markov chain
|
Balaji, S.
|
|
2000
|
90 |
1 |
p. 123-144
22 p.
|
article
|
| 8 |
On L p -solutions of semilinear stochastic partial differential equations
|
Gyöngy, István
|
|
2000
|
90 |
1 |
p. 83-108
26 p.
|
article
|
| 9 |
Suprema of compound Poisson processes with light tails
|
Braverman, Michael
|
|
2000
|
90 |
1 |
p. 145-156
12 p.
|
article
|
| 10 |
The expected wet period of finite dam with exponential inputs
|
Lee, Eui Yong
|
|
2000
|
90 |
1 |
p. 175-180
6 p.
|
article
|
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