Mori, Toshio; Sato, Yumiko Construction and asymptotic behavior of a class of self-similar stable processes. (English) Zbl 0880.60041 Jap. J. Math., New Ser. 22, No. 2, 275-283 (1996). Reviewer: S.Takenaka (Okayama) MSC: 60G18 60G17 PDFBibTeX XMLCite \textit{T. Mori} and \textit{Y. Sato}, Jpn. J. Math., New Ser. 22, No. 2, 275--283 (1996; Zbl 0880.60041)
Choi, Yong Kab; Kang, Shin Min; Cho, Yeol Je On inferior limits for the increments of Gaussian processes. (English) Zbl 0871.60025 J. Korean Math. Soc. 33, No. 4, 813-822 (1996). Reviewer: J.Steinebach (Marburg) MSC: 60F15 60G15 60G17 PDFBibTeX XMLCite \textit{Y. K. Choi} et al., J. Korean Math. Soc. 33, No. 4, 813--822 (1996; Zbl 0871.60025)
Xie, Shengrong Notes on mean number of upcrossings for stationary Gaussian process. (Chinese. English summary) Zbl 0870.60036 J. Math. Res. Expo. 16, No. 2, 251-255 (1996). MSC: 60G15 60G17 PDFBibTeX XMLCite \textit{S. Xie}, J. Math. Res. Expo. 16, No. 2, 251--255 (1996; Zbl 0870.60036)
Hattori, Kumiko Fractal geometry of self-avoiding processes. (English) Zbl 0872.60009 J. Math. Sci., Tokyo 3, No. 2, 379-397 (1996). Reviewer: V.Oganyan (Erevan) MSC: 60D05 60G17 60G18 PDFBibTeX XMLCite \textit{K. Hattori}, J. Math. Sci., Tokyo 3, No. 2, 379--397 (1996; Zbl 0872.60009)
Vitale, Richard A. The Wills functional and Gaussian processes. (English) Zbl 0879.60036 Ann. Probab. 24, No. 4, 2172-2178 (1996). MSC: 60G15 52A20 60G17 PDFBibTeX XMLCite \textit{R. A. Vitale}, Ann. Probab. 24, No. 4, 2172--2178 (1996; Zbl 0879.60036) Full Text: DOI
Golec, Janusz Sample path approximation for a class of stochastic systems. (English) Zbl 0879.60060 Dyn. Syst. Appl. 5, No. 4, 569-581 (1996). MSC: 60H10 65C99 60G17 PDFBibTeX XMLCite \textit{J. Golec}, Dyn. Syst. Appl. 5, No. 4, 569--581 (1996; Zbl 0879.60060)
Lachal, Aimé Martingales associated with integrals of Ornstein-Uhlenbeck processes. Application to first hitting times. (Quelques martingales associées à l’intégrale du processus d’Ornstein-Uhlenbeck. Application à l’étude des premiers instants d’atteinte.) (French) Zbl 0866.60069 Stochastics Stochastics Rep. 58, No. 3-4, 285-302 (1996). MSC: 60J65 60G40 60G17 60G15 PDFBibTeX XMLCite \textit{A. Lachal}, Stochastics Stochastics Rep. 58, No. 3--4, 285--302 (1996; Zbl 0866.60069) Full Text: DOI
Zhang, Lixin Some liminf results for Brownian motion in terms of the \((r,p)\)-capacity. (Chinese. English summary) Zbl 0867.60052 Acta Math. Sin. 39, No. 4, 543-555 (1996). MSC: 60J65 60F17 60G17 PDFBibTeX XMLCite \textit{L. Zhang}, Acta Math. Sin. 39, No. 4, 543--555 (1996; Zbl 0867.60052)
Verzani, John On the convex hull of planar Brownian snake. (English) Zbl 0862.60028 Ann. Probab. 24, No. 3, 1280-1299 (1996). MSC: 60G17 60J80 60J65 PDFBibTeX XMLCite \textit{J. Verzani}, Ann. Probab. 24, No. 3, 1280--1299 (1996; Zbl 0862.60028) Full Text: DOI
Diebolt, Jean; Posse, Christian On the density of the maximum of smooth Gaussian processes. (English) Zbl 0863.60037 Ann. Probab. 24, No. 3, 1104-1129 (1996). MSC: 60G15 60G70 60G17 PDFBibTeX XMLCite \textit{J. Diebolt} and \textit{C. Posse}, Ann. Probab. 24, No. 3, 1104--1129 (1996; Zbl 0863.60037) Full Text: DOI
Nielsen, Carsten Krabbe On some topological properties of stable measures. (English) Zbl 0869.90010 Econ. Theory 8, No. 3, 531-553 (1996). Reviewer: C.K.Nielsen (Stanford / U.S.A.) MSC: 91B62 60G17 60F15 PDFBibTeX XMLCite \textit{C. K. Nielsen}, Econ. Theory 8, No. 3, 531--553 (1996; Zbl 0869.90010) Full Text: DOI
Doney, R. A. Increase of Lévy processes. (English) Zbl 0862.60027 Ann. Probab. 24, No. 2, 961-970 (1996). MSC: 60G17 60J99 PDFBibTeX XMLCite \textit{R. A. Doney}, Ann. Probab. 24, No. 2, 961--970 (1996; Zbl 0862.60027) Full Text: DOI
Khoshnevisan, Davar; Lewis, Thomas M.; Shi, Zhan On a problem of Erdös and Taylor. (English) Zbl 0862.60068 Ann. Probab. 24, No. 2, 761-787 (1996). MSC: 60J65 60G17 60G50 60F05 PDFBibTeX XMLCite \textit{D. Khoshnevisan} et al., Ann. Probab. 24, No. 2, 761--787 (1996; Zbl 0862.60068) Full Text: DOI
Donnelly, Peter; Kurtz, Thomas G. A countable representation of the Fleming-Viot measure-valued diffusion. (English) Zbl 0869.60074 Ann. Probab. 24, No. 2, 698-742 (1996). Reviewer: A.Schied (Berlin) MSC: 60J70 60J25 60K35 60J80 92D10 60G57 PDFBibTeX XMLCite \textit{P. Donnelly} and \textit{T. G. Kurtz}, Ann. Probab. 24, No. 2, 698--742 (1996; Zbl 0869.60074) Full Text: DOI
Brown, Leon; Schreiber, Bertram M. Stochastic continuity and approximation. (English) Zbl 0865.60032 Stud. Math. 121, No. 1, 15-33 (1996). MSC: 60G17 47B07 30E10 PDFBibTeX XMLCite \textit{L. Brown} and \textit{B. M. Schreiber}, Stud. Math. 121, No. 1, 15--33 (1996; Zbl 0865.60032) Full Text: EuDML
Esquível, Manuel L. On the local behavior of the Brownian sheet. (English) Zbl 0862.60030 Fouque, Jean-Pierre (ed.) et al., Stochastic analysis: random fields and measure-valued processes. Papers of the binational France-Israel symposium on the Brownian sheet, September 1993, and the conference on measure-valued branching and superprocesses, May 1995, Ramat Gan, Israel. Ramat-Gan: Bar-Ilan University, Isr. Math. Conf. Proc. 10, 81-89 (1996). MSC: 60G17 42C15 PDFBibTeX XMLCite \textit{M. L. Esquível}, Isr. Math. Conf. Proc. 10, 81--89 (1996; Zbl 0862.60030)
Dawson, Donald A.; Hochberg, Kenneth J.; Vinogradov, Vladimir On weak convergence of branching particle systems undergoing spatial motion. (English) Zbl 0866.60026 Fouque, Jean-Pierre (ed.) et al., Stochastic analysis: random fields and measure-valued processes. Papers of the binational France-Israel symposium on the Brownian sheet, September 1993, and the conference on measure-valued branching and superprocesses, May 1995, Ramat Gan, Israel. Ramat-Gan: Bar-Ilan University, Isr. Math. Conf. Proc. 10, 65-79 (1996). Reviewer: A.V.Bulinskij (Moskva) MSC: 60F15 60G17 60J60 60J80 PDFBibTeX XMLCite \textit{D. A. Dawson} et al., Isr. Math. Conf. Proc. 10, 65--79 (1996; Zbl 0866.60026)
Benassi, Albert; Jaffard, Stéphane; Roux, Daniel Gaussian elliptic processes. (English) Zbl 0868.60039 Fouque, Jean-Pierre (ed.) et al., Stochastic analysis: random fields and measure-valued processes. Papers of the binational France-Israel symposium on the Brownian sheet, September 1993, and the conference on measure-valued branching and superprocesses, May 1995, Ramat Gan, Israel. Ramat-Gan: Bar-Ilan University, Isr. Math. Conf. Proc. 10, 35-48 (1996). Reviewer: T.I.Jeon (Taejon) MSC: 60G15 60G17 60G18 PDFBibTeX XMLCite \textit{A. Benassi} et al., Isr. Math. Conf. Proc. 10, 35--48 (1996; Zbl 0868.60039)
Zhou, Jianwei; Li, Caixia Some properties of sample functions of Markov processes. (Chinese. English summary) Zbl 0866.60060 Appl. Math., Ser. A (Chin. Ed.) 11, No. 3, 361-367 (1996). MSC: 60J25 60G17 PDFBibTeX XMLCite \textit{J. Zhou} and \textit{C. Li}, Appl. Math., Ser. A (Chin. Ed.) 11, No. 3, 361--367 (1996; Zbl 0866.60060)
Azaïs, Jean-Marc; Wschebor, Mario Almost sure oscillation of certain random processes. (English) Zbl 0885.60018 Bernoulli 2, No. 3, 257-270 (1996). Reviewer: W.Szczotka (Wrocław) MSC: 60F05 60G17 60G99 PDFBibTeX XMLCite \textit{J.-M. Azaïs} and \textit{M. Wschebor}, Bernoulli 2, No. 3, 257--270 (1996; Zbl 0885.60018) Full Text: DOI Euclid
Picard, Philippe; Lefèvre, Claude First crossing of basic counting processes with lower nonlinear boundaries: A unified approach through pseudopolynomials. I. (English) Zbl 0857.60085 Adv. Appl. Probab. 28, No. 3, 853-876 (1996). MSC: 60J75 60G17 60G40 PDFBibTeX XMLCite \textit{P. Picard} and \textit{C. Lefèvre}, Adv. Appl. Probab. 28, No. 3, 853--876 (1996; Zbl 0857.60085) Full Text: DOI
Albeverio, Sergio; Zhou, Xian Yin Intersections of random walks and Wiener sausages in four dimensions. (English) Zbl 0858.60043 Acta Appl. Math. 45, No. 2, 195-237 (1996). MSC: 60G17 60G50 60J65 PDFBibTeX XMLCite \textit{S. Albeverio} and \textit{X. Y. Zhou}, Acta Appl. Math. 45, No. 2, 195--237 (1996; Zbl 0858.60043) Full Text: DOI
Zhou, Xianyin The Hausdorff measure for the sample path of the Westwater process. (English) Zbl 0861.60048 Chin. Ann. Math., Ser. B 17, No. 3, 375-388 (1996). Reviewer: G.Oprişan (Bucureşti) MSC: 60G17 60K99 PDFBibTeX XMLCite \textit{X. Zhou}, Chin. Ann. Math., Ser. B 17, No. 3, 375--388 (1996; Zbl 0861.60048)
Lefevre, Claude; Picard, Philippe On the first-crossing of a Poisson process in a lower boundary. (English) Zbl 0858.60041 Heyde, C. C. (ed.) et al., Athens conference on applied probability and time series analysis, Athens, Greece, March 22–26, 1995. Vol. I: Applied probability. In honor of J. M. Gani. Berlin: Springer. Lect. Notes Stat., Springer-Verlag. 114, 159-175 (1996). MSC: 60G17 60G40 60J75 60E99 PDFBibTeX XMLCite \textit{C. Lefevre} and \textit{P. Picard}, in: Athens conference on applied probability and time series analysis, Athens, Greece, March 22--26, 1995. Vol. I: Applied probability. In honor of J. M. Gani. Berlin: Springer. 159--175 (1996; Zbl 0858.60041)
Picard, Philippe; Lefevre, Claude Abel expansions and generalized Abel polynomials in stochastic models. (English) Zbl 0858.60040 Heyde, C. C. (ed.) et al., Athens conference on applied probability and time series analysis, Athens, Greece, March 22–26, 1995. Vol. I: Applied probability. In honor of J. M. Gani. Berlin: Springer. Lect. Notes Stat., Springer-Verlag. 114, 55-69 (1996). MSC: 60G17 60J75 60G40 PDFBibTeX XMLCite \textit{P. Picard} and \textit{C. Lefevre}, in: Athens conference on applied probability and time series analysis, Athens, Greece, March 22--26, 1995. Vol. I: Applied probability. In honor of J. M. Gani. Berlin: Springer. 55--69 (1996; Zbl 0858.60040)
Braverman, Michael; Samorodnitsky, Gennady \(L^ 1\) norm of Lévy processes with exponential tails. (English) Zbl 0865.60031 Math. Scand. 78, No. 2, 213-232 (1996). Reviewer: M.Braverman (Beer-Sheva) MSC: 60G17 PDFBibTeX XML Full Text: DOI EuDML
Kwon, Joong Sung The existence of product Brownian processes. (English) Zbl 0857.60015 J. Korean Math. Soc. 33, No. 2, 319-332 (1996). Reviewer: J.S.Kwon (Asansi) MSC: 60E15 60G17 PDFBibTeX XMLCite \textit{J. S. Kwon}, J. Korean Math. Soc. 33, No. 2, 319--332 (1996; Zbl 0857.60015)
Xiao, Yimin Packing measure of the sample paths of fractional Brownian motion. (English) Zbl 0858.60039 Trans. Am. Math. Soc. 348, No. 8, 3193-3213 (1996). MSC: 60G15 60G17 PDFBibTeX XMLCite \textit{Y. Xiao}, Trans. Am. Math. Soc. 348, No. 8, 3193--3213 (1996; Zbl 0858.60039) Full Text: DOI
Chen, Zhen-Qing Reflecting Brownian motions and a deletion result for Sobolev spaces of order \((1,2)\). (English) Zbl 0859.46021 Potential Anal. 5, No. 4, 383-401 (1996). MSC: 46E35 60J65 31C25 60G17 60J55 60J60 PDFBibTeX XMLCite \textit{Z.-Q. Chen}, Potential Anal. 5, No. 4, 383--401 (1996; Zbl 0859.46021)
Lacey, Michael Bourgain’s entropy criteria. (English) Zbl 0866.47007 Bergelson, V. (ed.) et al., Convergence in ergodic theory and probability. Papers from the conference, Ohio State University, Columbus, OH, USA, June 23–26, 1993. Berlin: de Gruyter. Ohio State Univ. Math. Res. Inst. Publ. 5, 249-261 (1996). Reviewer: J.-C.Massé (Quebec) MSC: 47A35 60G15 60G17 PDFBibTeX XMLCite \textit{M. Lacey}, Ohio State Univ. Math. Res. Inst. Publ. 5, 249--261 (1996; Zbl 0866.47007)
Janicki, Aleksander; Weron, Aleksander Simulation and chaotic behavior of \(\alpha\)-stable stochastic processes. (English) Zbl 0946.60028 Pure and Applied Mathematics, Marcel Dekker. 178. New York, NY: Marcel Dekker. vii, 355 p. (1996). Reviewer: J.S.Joel (Kelly) MSC: 60G17 60E07 60-02 60H05 65C50 PDFBibTeX XMLCite \textit{A. Janicki} and \textit{A. Weron}, Simulation and chaotic behavior of \(\alpha\)-stable stochastic processes. New York, NY: Marcel Dekker (1996; Zbl 0946.60028)
Bertoin, Jean On the first exit time of a completely asymmetric stable process from a finite interval. (English) Zbl 0863.60068 Bull. Lond. Math. Soc. 28, No. 5, 514-520 (1996). Reviewer: N.S.Bratijchuk (Kiev) MSC: 60J99 60G17 PDFBibTeX XMLCite \textit{J. Bertoin}, Bull. Lond. Math. Soc. 28, No. 5, 514--520 (1996; Zbl 0863.60068) Full Text: DOI
Blower, G. Stationary processes for translation operators. (English) Zbl 0862.60029 Proc. Lond. Math. Soc., III. Ser. 72, No. 3, 697-720 (1996). Reviewer: G.Blower (Lancaster) MSC: 60G17 60G15 43A62 PDFBibTeX XMLCite \textit{G. Blower}, Proc. Lond. Math. Soc. (3) 72, No. 3, 697--720 (1996; Zbl 0862.60029) Full Text: DOI
Rosiński, Jan; Samorodnitsky, Gennady Symmetrization and concentration inequalities for multilinear forms with applications to zero-one laws for Lévy chaos. (English) Zbl 0854.60017 Ann. Probab. 24, No. 1, 422-437 (1996). MSC: 60E07 60F20 60G17 PDFBibTeX XMLCite \textit{J. Rosiński} and \textit{G. Samorodnitsky}, Ann. Probab. 24, No. 1, 422--437 (1996; Zbl 0854.60017) Full Text: DOI
Bertoin, Jean Lévy processes. (English) Zbl 0861.60003 Cambridge Tracts in Mathematics. 121. Cambridge: Cambridge Univ. Press. x, 265 p. (1996). Reviewer: M.Iosifescu (Bucureşti) MSC: 60-02 60J99 60G10 60G17 60J55 PDFBibTeX XMLCite \textit{J. Bertoin}, Lévy processes. Cambridge: Cambridge Univ. Press (1996; Zbl 0861.60003)
Shields, Paul C. The ergodic theory of discrete sample paths. (English) Zbl 0879.28031 Graduate Studies in Mathematics. 13. Providence, RI: American Mathematical Society (AMS). xi, 249 p. (1996). Reviewer: U.Krengel (Göttingen) MSC: 28D20 28-01 94A24 94-01 28D05 94A17 60G17 60G10 PDFBibTeX XMLCite \textit{P. C. Shields}, The ergodic theory of discrete sample paths. Providence, RI: AMS, American Mathematical Society (1996; Zbl 0879.28031)
Lu, Chuanrong On local continuity moduli for Gaussian processes. (English) Zbl 0863.60039 Acta Math. Appl. Sin., Engl. Ser. 12, No. 1, 93-101 (1996). MSC: 60G15 60G17 PDFBibTeX XMLCite \textit{C. Lu}, Acta Math. Appl. Sin., Engl. Ser. 12, No. 1, 93--101 (1996; Zbl 0863.60039) Full Text: DOI
Bénassi, Albert Regularity of elliptic Gaussian processes and the hierarchical model. (Régularité des processus gaussiens elliptiques et le modèle hiérarchique.) (French) Zbl 0867.60019 Ann. Math. Blaise Pascal 3, No. 1, 33-49 (1996). Reviewer: M.Iosifescu (Bucureşti) MSC: 60G15 60G17 PDFBibTeX XMLCite \textit{A. Bénassi}, Ann. Math. Blaise Pascal 3, No. 1, 33--49 (1996; Zbl 0867.60019) Full Text: DOI Numdam EuDML
Bass, Richard F.; Burdzy, Krzysztof A critical case for Brownian slow points. (English) Zbl 0854.60039 Probab. Theory Relat. Fields 105, No. 1, 85-108 (1996). MSC: 60G17 60J65 PDFBibTeX XMLCite \textit{R. F. Bass} and \textit{K. Burdzy}, Probab. Theory Relat. Fields 105, No. 1, 85--108 (1996; Zbl 0854.60039) Full Text: DOI
Khoshnevisan, Davar; Lewis, Thomas M. Chung’s law of the iterated logarithm for iterated Brownian motion. (English) Zbl 0859.60025 Ann. Inst. Henri Poincaré, Probab. Stat. 32, No. 3, 349-359 (1996). Reviewer: R.J.Tomkins (Regina) MSC: 60F15 60J65 60G17 60G18 PDFBibTeX XMLCite \textit{D. Khoshnevisan} and \textit{T. M. Lewis}, Ann. Inst. Henri Poincaré, Probab. Stat. 32, No. 3, 349--359 (1996; Zbl 0859.60025) Full Text: Numdam EuDML
Bertoin, Jean Iterated Brownian motion and stable \((1/4)\) subordinator. (English) Zbl 0854.60082 Stat. Probab. Lett. 27, No. 2, 111-114 (1996). Reviewer: N.M.Zinchenko (Kiev) MSC: 60J65 60J99 60G17 PDFBibTeX XMLCite \textit{J. Bertoin}, Stat. Probab. Lett. 27, No. 2, 111--114 (1996; Zbl 0854.60082) Full Text: DOI
Arnold, Ludwig; Imkeller, Peter Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory. (English) Zbl 0847.60037 Stochastic Processes Appl. 62, No. 1, 19-54 (1996). MSC: 60H10 34F05 37A99 60G17 PDFBibTeX XMLCite \textit{L. Arnold} and \textit{P. Imkeller}, Stochastic Processes Appl. 62, No. 1, 19--54 (1996; Zbl 0847.60037) Full Text: DOI
Lorang, Gérard Besov regularity of trajectories of Skorokhod integral processes. (Régularité Besov des trajectoires du processus intégral de Skorokhod.) (French) Zbl 0858.60042 Stud. Math. 117, No. 3, 205-223 (1996). Reviewer: J.Memin (Rennes) MSC: 60G17 60H05 PDFBibTeX XMLCite \textit{G. Lorang}, Stud. Math. 117, No. 3, 205--223 (1996; Zbl 0858.60042) Full Text: DOI EuDML
Swift, Randall J. Almost periodic harmonizable processes. (English) Zbl 0854.60036 Georgian Math. J. 3, No. 3, 275-292 (1996). Reviewer: M.M.Rao (Riverside) MSC: 60G12 60G10 PDFBibTeX XMLCite \textit{R. J. Swift}, Georgian Math. J. 3, No. 3, 275--292 (1996; Zbl 0854.60036) Full Text: EuDML EMIS
Louani, Djamal Oscillation modulus of the conditional empirical process. (Module des oscillations du processus empirique conditionnel.) (French. Abridged English version) Zbl 0848.60046 C. R. Acad. Sci., Paris, Sér. I 322, No. 6, 587-592 (1996). MSC: 60G35 60G17 62M09 PDFBibTeX XMLCite \textit{D. Louani}, C. R. Acad. Sci., Paris, Sér. I 322, No. 6, 587--592 (1996; Zbl 0848.60046)
Shao, Qi-Man \(p\)-variation of Gaussian processes with stationary increments. (English) Zbl 0865.60030 Stud. Sci. Math. Hung. 31, No. 1-3, 237-247 (1996). Reviewer: T.Inglot (Wrocław) MSC: 60G15 60G17 60F15 PDFBibTeX XMLCite \textit{Q.-M. Shao}, Stud. Sci. Math. Hung. 31, No. 1--3, 237--247 (1996; Zbl 0865.60030)
Eberlein, E.; Römersperger, M. Strong approximation of semimartingales and statistical processes. (English) Zbl 0840.62021 Probab. Theory Relat. Fields 104, No. 4, 539-567 (1996). MSC: 62E20 60F15 60F17 60G15 60G17 PDFBibTeX XMLCite \textit{E. Eberlein} and \textit{M. Römersperger}, Probab. Theory Relat. Fields 104, No. 4, 539--567 (1996; Zbl 0840.62021) Full Text: DOI
Watanabe, Toshiro Sample function behavior of increasing processes of class \(L\). (English) Zbl 0849.60036 Probab. Theory Relat. Fields 104, No. 3, 349-374 (1996). Reviewer: B.L.S.Prakasa Rao (New Delhi) MSC: 60G18 60J99 60G17 60E07 PDFBibTeX XMLCite \textit{T. Watanabe}, Probab. Theory Relat. Fields 104, No. 3, 349--374 (1996; Zbl 0849.60036) Full Text: DOI
Werner, Wendelin Beurling’s projection theorem via one-dimensional Brownian motion. (English) Zbl 0854.60083 Math. Proc. Camb. Philos. Soc. 119, No. 4, 729-738 (1996). Reviewer: N.M.Zinchenko (Kiev) MSC: 60J65 60G17 31A15 30C85 PDFBibTeX XMLCite \textit{W. Werner}, Math. Proc. Camb. Philos. Soc. 119, No. 4, 729--738 (1996; Zbl 0854.60083) Full Text: DOI
Shi, Z. A problem of Földes and Puri on the Wiener process. (English) Zbl 0851.60081 Trans. Am. Math. Soc. 348, No. 1, 219-228 (1996). Reviewer: A.Földes (Staten Island) MSC: 60J65 60G17 PDFBibTeX XMLCite \textit{Z. Shi}, Trans. Am. Math. Soc. 348, No. 1, 219--228 (1996; Zbl 0851.60081) Full Text: DOI
Piterbarg, V. I. Asymptotic methods in the theory of Gaussian processes and fields. Transl. from the Russian by V. V. Piterbarg. Transl. ed. by Simeon Ivanov. (English) Zbl 0841.60024 Translations of Mathematical Monographs. 148. Providence, RI: AMS. xii, 206 p. (1996). Reviewer: N.Leonenko (Kiev) MSC: 60G15 60-02 60G60 60G17 PDFBibTeX XMLCite \textit{V. I. Piterbarg}, Asymptotic methods in the theory of Gaussian processes and fields. Transl. from the Russian by V. V. Piterbarg. Transl. ed. by Simeon Ivanov. Providence, RI: AMS (1996; Zbl 0841.60024)
Itô, Kiyosi; McKean, Henry P. jun. Diffusion processes and their sample paths. Repr. of the 1974 ed. (English) Zbl 0837.60001 Classics in Mathematics. Berlin: Springer-Verlag. xviii, 326 p. (1996). Reviewer: M.Scheutzow (Berlin) MSC: 60-02 60G17 60J60 60J65 01A75 60J70 PDFBibTeX XMLCite \textit{K. Itô} and \textit{H. P. McKean jun.}, Diffusion processes and their sample paths. Repr. of the 1974 ed. Berlin: Springer-Verlag (1996; Zbl 0837.60001)
Lefebvre, Mario First-passage distributions of bidimensional processes. (English) Zbl 1095.60502 Probab. Eng. Inf. Sci. 10, No. 3, 325-339 (1996). MSC: 60G17 PDFBibTeX XMLCite \textit{M. Lefebvre}, Probab. Eng. Inf. Sci. 10, No. 3, 325--339 (1996; Zbl 1095.60502) Full Text: DOI
Xu, Xiwen; Chen, Zhenlong The Hausdorff dimension and packing dimension of the set of multiple points of a \(d\)-dimensional stationary Gaussian process. (Chinese. English summary) Zbl 0963.60503 J. Math., Wuhan Univ. 16, No. 2, 227-230 (1996). MSC: 60G15 60G17 PDFBibTeX XMLCite \textit{X. Xu} and \textit{Z. Chen}, J. Math., Wuhan Univ. 16, No. 2, 227--230 (1996; Zbl 0963.60503)
Wang, Yongjin On the dimensions of the ranges for a class of Ornstein-Uhlenbeck type Markov processes. (English) Zbl 0953.60534 Chin. J. Appl. Probab. Stat. 12, No. 1, 1-9 (1996). MSC: 60J25 60G15 60G17 PDFBibTeX XMLCite \textit{Y. Wang}, Chin. J. Appl. Probab. Stat. 12, No. 1, 1--9 (1996; Zbl 0953.60534)
Kopanov, P. Rate of convergence for approximate integration of the Wiener process. (English) Zbl 1034.60042 Math. Balk., New Ser. 10, No. 1, 83-88 (1996). MSC: 60G17 28C20 65D30 PDFBibTeX XMLCite \textit{P. Kopanov}, Math. Balk., New Ser. 10, No. 1, 83--88 (1996; Zbl 1034.60042)
Shieh, Narn-Rueih Sample functions of Lévy-Chentsov random fields. (English) Zbl 0967.60044 Watanabe, S. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the seventh Japan-Russia symposium, Tokyo, Japan, July 26-30, 1995. Singapore: World Scientific. 450-459 (1996). Reviewer: S.Takenaka (Okayama) MSC: 60G17 60J55 60G52 PDFBibTeX XMLCite \textit{N.-R. Shieh}, in: Probability theory and mathematical statistics. Proceedings of the seventh Japan-Russia symposium, Tokyo, Japan, July 26--30, 1995. Singapore: World Scientific. 450--459 (1996; Zbl 0967.60044)
Sato, Ken-Iti Criteria of weak and strong transience for Lévy processes. (English) Zbl 0963.60043 Watanabe, S. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the seventh Japan-Russia symposium, Tokyo, Japan, July 26-30, 1995. Singapore: World Scientific. 438-449 (1996). Reviewer: René L.Schilling (Brighton) MSC: 60G51 60G17 60J35 PDFBibTeX XMLCite \textit{K.-I. Sato}, in: Probability theory and mathematical statistics. Proceedings of the seventh Japan-Russia symposium, Tokyo, Japan, July 26--30, 1995. Singapore: World Scientific. 438--449 (1996; Zbl 0963.60043)
Luo, Shun Long; Zhang, Zheng Min Fractal properties of the sample paths of a class of semimartingales. (Chinese) Zbl 1039.60500 Math. Model. Comput. Exp. 9, No. 1, 42-45 (1996). MSC: 60G17 60G44 PDFBibTeX XMLCite \textit{S. L. Luo} and \textit{Z. M. Zhang}, Math. Model. Comput. Exp. 9, No. 1, 42--45 (1996; Zbl 1039.60500)
Luo, Shunlong; Zheng, Zhengmin Fractal properties of the sample path of a class of semimartingales. (Chinese. English summary) Zbl 0948.60024 Math. Appl. 9, No. 1, 42-45 (1996). MSC: 60G17 60G44 PDFBibTeX XMLCite \textit{S. Luo} and \textit{Z. Zheng}, Math. Appl. 9, No. 1, 42--45 (1996; Zbl 0948.60024)
Dorogovtsev, A. A.; Denis’evskij, N. A. Path-wise behavior of stationary sequences. (English) Zbl 0943.60033 Theory Stoch. Process. 2(18), No. 3-4, 17-26 (1996). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 60G10 60G17 PDFBibTeX XMLCite \textit{A. A. Dorogovtsev} and \textit{N. A. Denis'evskij}, Theory Stoch. Process. 2(18), No. 3--4, 17--26 (1996; Zbl 0943.60033)
Mikhajlov, A. E. Asymptotic behavior of trajectories of stationary Banach-valued Gaussian fields. II. (English. Russian original) Zbl 0944.60041 J. Math. Sci., New York 93, No. 3, 392-398 (1999); translation from Zap. Nauchn. Semin. POMI 228, 220-228 (1996). MSC: 60G15 60G17 60B12 PDFBibTeX XMLCite \textit{A. E. Mikhajlov}, J. Math. Sci., New York 93, No. 3, 1 (1996; Zbl 0944.60041); translation from Zap. Nauchn. Semin. POMI 228, 220--228 (1996) Full Text: DOI
Dorofeev, E. A. Upper and lower functions of plane Brownian angles. (English. Russian original) Zbl 0931.60023 J. Math. Sci., New York 93, No. 3, 321-335 (1999); translation from Zap. Nauchn. Semin. POMI 228, 111-134 (1996). Reviewer: Valeriy Koval’ (Shytomyr) MSC: 60G15 60G17 60J55 60J65 PDFBibTeX XMLCite \textit{E. A. Dorofeev}, J. Math. Sci., New York 93, No. 3, 1 (1996; Zbl 0931.60023); translation from Zap. Nauchn. Semin. POMI 228, 111--134 (1996) Full Text: DOI
Xiao, Yimin; Liu, Luqin Packing dimension results for certain Lévy processes and self-similar Markov processes. (Chinese) Zbl 0924.60063 Chin. Ann. Math., Ser. A 17, No. 4, 389-396 (1996). Reviewer: Lin Zhengyan (Ottawa) MSC: 60J99 60G17 PDFBibTeX XMLCite \textit{Y. Xiao} and \textit{L. Liu}, Chin. Ann. Math., Ser. A 17, No. 4, 389--396 (1996; Zbl 0924.60063)
Athreya, Krishna B. Branching stochastic processes. (English) Zbl 0921.60026 Borthakur, A. C. (ed.) et al., Probability models and statistics. A J. Medhi Festschrift on the occasion of his 70th birthday. New Delhi: New Age International Publishers Limited. 49-56 (1996). Reviewer: V.Topchij (Omsk) MSC: 60F10 60J80 60G17 60J27 PDFBibTeX XMLCite \textit{K. B. Athreya}, in: Probability models and statistics. A J. Medhi Festschrift on the occasion of his 70th birthday. New Delhi: New Age International Publishers Limited. 49--56 (1996; Zbl 0921.60026)
Rychlik, I. Extremes, rainflow cycles and damage functionals in continuous random processes. (English) Zbl 0908.60025 Stochastic Processes Appl. 63, No. 1, 97-116 (1996). MSC: 60G17 PDFBibTeX XMLCite \textit{I. Rychlik}, Stochastic Processes Appl. 63, No. 1, 97--116 (1996; Zbl 0908.60025) Full Text: DOI
Sköld, Martin Kernel intensity estimation for marks and crossing of differentiable stochastic processes. (English) Zbl 0898.60045 Theory Stoch. Process. 2(18), No. 1-2, 273-284 (1996). Reviewer: Yu.S.Mishura (Kyïv) MSC: 60G10 60G17 60G70 PDFBibTeX XMLCite \textit{M. Sköld}, Theory Stoch. Process. 2(18), No. 1--2, 273--284 (1996; Zbl 0898.60045)
Motsa, Andrei I.; Silvestrov, Dmitrii S. Asymptotics of extremal statistics and functionals of additive type for Markov chains. (English) Zbl 0893.60042 Theory Stoch. Process. 2(18), No. 1-2, 217-224 (1996). Reviewer: Yu.S.Mishura (Kyïv) MSC: 60J10 60F05 60G70 60G17 PDFBibTeX XMLCite \textit{A. I. Motsa} and \textit{D. S. Silvestrov}, Theory Stoch. Process. 2(18), No. 1--2, 217--224 (1996; Zbl 0893.60042)
Esquível, Manuel Leote Applications of Fourier methods to the analysis of some stochastic processes. (English, Portuguese) Zbl 0898.60047 Lisboa: Univ. Nova de Lisboa, Faculdade de Ciências e Tecnologia, xv, 101 p. (1996). MSC: 60G20 60G17 42B10 46F25 PDFBibTeX XMLCite \textit{M. L. Esquível}, Applications of Fourier methods to the analysis of some stochastic processes (Portuguese). Lisboa: Univ. Nova de Lisboa, Faculdade de Ciências e Tecnologia (1996; Zbl 0898.60047)
Khoshnevisan, D. Deviation inequalities for continuous martingales. (English) Zbl 0889.60043 Stochastic Processes Appl. 65, No. 1, 17-30 (1996). Reviewer: Ivan Saxl (Praha) MSC: 60G17 60G44 60J65 PDFBibTeX XMLCite \textit{D. Khoshnevisan}, Stochastic Processes Appl. 65, No. 1, 17--30 (1996; Zbl 0889.60043) Full Text: DOI
Tsigroshvili, Z. P. On moduli of continuity of innovation evolvents of empirical fields. (English. Russian original) Zbl 0887.60057 Theory Probab. Appl. 41, No. 3, 601-605 (1996); translation from Teor. Veroyatn. Primen. 41, No. 3, 689-693 (1996). MSC: 60G60 60G17 PDFBibTeX XMLCite \textit{Z. P. Tsigroshvili}, Theory Probab. Appl. 41, No. 3, 601--605 (1996; Zbl 0887.60057); translation from Teor. Veroyatn. Primen. 41, No. 3, 689--693 (1996)
Manthey, Ralph; Mittman, Katrin A growth estimate for continuous random fields. (English) Zbl 0879.60039 Math. Bohem. 121, No. 4, 397-413 (1996). Reviewer: J.Seidler (Praha) MSC: 60G17 60G15 60H15 PDFBibTeX XMLCite \textit{R. Manthey} and \textit{K. Mittman}, Math. Bohem. 121, No. 4, 397--413 (1996; Zbl 0879.60039) Full Text: EuDML
Deblassie, R. Dante; Hobson, David; Housworth, Elizabeth Ann; Toby, Ellen H. Escape rates for transient reflected Brownian motion in wedges and cones. (English) Zbl 0891.60038 Stochastics Stochastics Rep. 57, No. 3-4, 199-211 (1996). Reviewer: N.Kalinauskaitė (Vilnius) MSC: 60F15 60J65 60G15 60G17 PDFBibTeX XMLCite \textit{R. D. Deblassie} et al., Stochastics Stochastics Rep. 57, No. 3--4, 199--211 (1996; Zbl 0891.60038) Full Text: DOI
Adelman, Omer; Shi, Zhan The measure of the overlap of past and future under a transient Bessel process. (English) Zbl 0886.60078 Stochastics Stochastics Rep. 57, No. 3-4, 169-183 (1996). Reviewer: M.Iosifescu (Bucureşti) MSC: 60J65 60G17 PDFBibTeX XMLCite \textit{O. Adelman} and \textit{Z. Shi}, Stochastics Stochastics Rep. 57, No. 3--4, 169--183 (1996; Zbl 0886.60078) Full Text: DOI
Knudsen, Thomas Skov Mean square differentiability with respect to the coefficients of solutions of stochastic differential equations. (English) Zbl 0897.60063 Stochastics Stochastics Rep. 58, No. 1-2, 93-113 (1996). MSC: 60H10 60G17 PDFBibTeX XMLCite \textit{T. S. Knudsen}, Stochastics Stochastics Rep. 58, No. 1--2, 93--113 (1996; Zbl 0897.60063) Full Text: DOI
Schilling, René L. Comparable processes and the Hausdorff dimension of their sample paths. (English) Zbl 0888.60035 Stochastics Stochastics Rep. 57, No. 1-2, 89-110 (1996). Reviewer: F.Papangelou (Manchester) MSC: 60G17 60J25 60J75 60J99 PDFBibTeX XMLCite \textit{R. L. Schilling}, Stochastics Stochastics Rep. 57, No. 1--2, 89--110 (1996; Zbl 0888.60035) Full Text: DOI
Brzeźniak, Zdzisław On Sobolev and Besov spaces regularity of Brownian paths. (English) Zbl 0890.60077 Stochastics Stochastics Rep. 56, No. 1-2, 1-15 (1996). Reviewer: K.Liubinskas (Vilnius) MSC: 60J65 60G17 PDFBibTeX XMLCite \textit{Z. Brzeźniak}, Stochastics Stochastics Rep. 56, No. 1--2, 1--15 (1996; Zbl 0890.60077) Full Text: DOI
Jacobsen, Martin Weak convergence of autoregressive processes. (English) Zbl 0888.60023 Shiryaev, A. N. (ed.) et al., Frontiers in pure and applied probability II. Proceedings of the fourth Russian-Finnish symposium on probability theory and mathematical statistics. Moscow (Russia), October 3-8, 1993. Moskva: TVP. Front. Pure Appl. Probab. 8, 79-102 (1996). MSC: 60F05 60G12 60G17 PDFBibTeX XMLCite \textit{M. Jacobsen}, Front. Pure Appl. Probab. 8, 79--102 (1996; Zbl 0888.60023)
Shieh, Narn-Rueih Limit theorems for local times of fractional Brownian motions and some other self-similar processes. (English) Zbl 0882.60037 J. Math. Kyoto Univ. 36, No. 4, 641-652 (1996). MSC: 60G18 60G17 PDFBibTeX XMLCite \textit{N.-R. Shieh}, J. Math. Kyoto Univ. 36, No. 4, 641--652 (1996; Zbl 0882.60037) Full Text: DOI
Berkes, István; Horváth, Lajos Between local and global logarithmic averages. (English) Zbl 0877.60024 Stat. Probab. Lett. 30, No. 4, 369-378 (1996). Reviewer: M.Iosifescu (Bucureşti) MSC: 60F17 60G17 60G15 PDFBibTeX XMLCite \textit{I. Berkes} and \textit{L. Horváth}, Stat. Probab. Lett. 30, No. 4, 369--378 (1996; Zbl 0877.60024) Full Text: DOI
Clément, Philippe; Da Prato, Giuseppe Some results on stochastic convolutions arising in Volterra equations perturbed by noise. (English) Zbl 0876.60045 Atti Accad. Naz. Lincei, Cl. Sci. Fis. Mat. Nat., IX. Ser., Rend. Lincei, Mat. Appl. 7, No. 3, 147-153 (1996). Reviewer: I.Dôku (Urawa) MSC: 60H20 60G15 60G17 PDFBibTeX XMLCite \textit{P. Clément} and \textit{G. Da Prato}, Atti Accad. Naz. Lincei, Cl. Sci. Fis. Mat. Nat., IX. Ser., Rend. Lincei, Mat. Appl. 7, No. 3, 147--153 (1996; Zbl 0876.60045) Full Text: EuDML
Xiao, Yimin Hausdorff measure of the sample paths of Gaussian random fields. (English) Zbl 0872.60030 Osaka J. Math. 33, No. 4, 895-913 (1996). Reviewer: Y.Xiao (Salt Lake City) MSC: 60G17 PDFBibTeX XMLCite \textit{Y. Xiao}, Osaka J. Math. 33, No. 4, 895--913 (1996; Zbl 0872.60030)
Heinrich, P. Continuity of trajectories of Gaussian chaoses of finite degree. (Continuité des trajectoires des chaos gaussiens de degré fini.) (French) Zbl 0868.60040 Probab. Math. Stat. 16, No. 2, 201-209 (1996). MSC: 60G17 PDFBibTeX XMLCite \textit{P. Heinrich}, Probab. Math. Stat. 16, No. 2, 201--209 (1996; Zbl 0868.60040)
Dawson, D. A.; Hochberg, K. J.; Vinogradov, V. High-density limits of hierarchically structured branching-diffusing populations. (English) Zbl 0863.60031 Stochastic Processes Appl. 62, No. 2, 191-222 (1996). Reviewer: B.Maslowski (Praha) MSC: 60F15 60G17 60J80 PDFBibTeX XMLCite \textit{D. A. Dawson} et al., Stochastic Processes Appl. 62, No. 2, 191--222 (1996; Zbl 0863.60031) Full Text: DOI