Geodesic

Tome 14 (2008) no. 3

Sommaire

Approximation of fractional brownian motion with associated hurst index separated from 1 by stochastic integrals of linear power functions
p. 1-16
Limit behavior of non-autonomous
p. 17-26
The generalization of the quantile
p. 27-38
Exact non-ruin probabilities in
p. 39-52
Approximation of random processes by
p. 53-66
Storage processes in poisson
p. 67-76
Positivity of solution of nonhomogeneous stochastic differential equation with non-lipschitz diffusion
p. 77-88