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2016, Volume 21(37), Issue 2  


A Direct Proof of the Reflection Principle for Brownian Motion
S. J. Dilworth, Duncan Wright
1
A note on weak convergence of the $n$-point motions of Harris flows
V. V. Fomichov
4
Renewal shot noise processes in the case of slowly varying tails
Zakhar Kabluchko, Alexander Marynych
14
Remarks on mass transportation minimizing expectation of a minimum of affine functions
Alexander V. Kolesnikov, Nikolay Lysenko
22
Markov processes and group actions
M. Liao
29
Convoluted Brownian motion: a semimartingale approach
Sylvie Rœlly, Pierre Vallois
58
A representation for the Kantorovich–Rubinstein distance defined by the Cameron–Martin norm of a Gaussian measure on a Banach space
G. V. Riabov
84
Transfer theorems and right-continuous processes
Pietro Rigo, Hermann Thorisson
91
Asymptotic normality of element-wise weighted total least squares estimator in a multivariate errors-in-variables model
Ya. V. Tsaregorodtsev
96
Theory of Stochastic Processes
 
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