Geodesic

Volume 15 (2009) no. 2

Sommaire

Exponential rate of $L_p$-convergence of intrinsic martingales in supercritical branching random walks
p. 1-18
A min-type stochastic fixed-point equation related to the smoothing transformation
p. 19-41
Weak convergence theorem for the ergodic distribution of the renewal-reward process with a gamma distributed interference of chance
p. 42-53
On optimal stopping for time-dependent gain function
p. 54-61
$M$-estimation for discretely sampled diffusions
p. 62-83
On asymptotic behavior of cross-correlogram estimators of response functions in linear Volterra systems
p. 84-98
Weak convergence of first-rare-event times for semi-Markov processes II
p. 99-118
Another view on the local time of self-intersections for a function of the Wiener process
p. 119-125
The problem of pasting together two diffusion processes and classical potentials
p. 126-139
Large deviation principle for stochastic equations with local time
p. 140-155
Lower bounds to the accuracy of sample maximum estimation
p. 156-161