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 Theory Stoch. Process.: Year: Volume: Issue: Page: Find

 A Direct Proof of the Reflection Principle for Brownian MotionS. J. Dilworth, Duncan Wright 1 A note on weak convergence of the $n$-point motions of Harris flowsV. V. Fomichov 4 Renewal shot noise processes in the case of slowly varying tailsZakhar Kabluchko, Alexander Marynych 14 Remarks on mass transportation minimizing expectation of a minimum of affine functionsAlexander V. Kolesnikov, Nikolay Lysenko 22 Markov processes and group actionsM. Liao 29 Convoluted Brownian motion: a semimartingale approachSylvie Rœlly, Pierre Vallois 58 A representation for the Kantorovich–Rubinstein distance defined by the Cameron–Martin norm of a Gaussian measure on a Banach spaceG. V. Riabov 84 Transfer theorems and right-continuous processesPietro Rigo, Hermann Thorisson 91 Asymptotic normality of element-wise weighted total least squares estimator in a multivariate errors-in-variables modelYa. V. Tsaregorodtsev 96