Geodesic

Tome 17 (2011) no. 1

Sommaire

On asymptotic behaviour of conditional probability of crossing the nonlinear boundary by a perturbed random walk
p. 5-11
Sufficiency and Rao-Blackwellization of Vasicek Model
p. 12-15
Correlogram estimation of response functions of linear systems in scheme of some independent samples
p. 16-27
On regularization of the formal Fourier--Wiener transform of the self-intersection local time of a planar Gaussian process
p. 28-38
Discrete analogue of the Krylov--Veretennikov expansion
p. 39-49
The martingale problem for a measure-valued process with heavy diffusing particles
p. 50-60
One-dimensional model of the diffusion process with a membrane that is described by the Feller--Wentzel conjugation condition
p. 61-69
Discrete time approximation of coalescing stochastic flows on the real line
p. 70-78
On properties of Brownian reflecting flow in a wedge
p. 79-89
The distribution of random evolution in Erlang semi-Markov media
p. 90-99
Finite absolute continuity on an abstract Wiener space
p. 100-108
Zeta function regularized Laplacian on the smooth Wasserstein space above the unit circle
p. 109-118
Inhomogeneous diffusion processes on a half-line with jumps on its boundary
p. 119-129