Geodesic

Tome 48 (2003) no. 1

Sommaire

Transient phenomena in a random walk
p. 3-21
Parabolic It\^o equations with nonsmooth nonlinearity and duality approach
p. 22-42
Random mappings and a generalized additive functionals of a Wiener process
p. 43-61
Asymptotic and structural theorems for the Markov renewal equation
p. 62-77
Superlarge deviations of a sum of independent random variables having a common absolutely continuous distribution under the Cram\'er condition
p. 78-103
Limit theorems for increments of sums of independent random variables
p. 104-121
The large deviation principle for stochastic processes.~II
p. 122-150
Berry--Esseen inequalities for $U$-statistics
p. 151-155
Limit theorem for one-dimensional stochastic equations
p. 156-161
Almost sure limit theorems for the Pearson statistic
p. 162-169
A note on the pricing of American options
p. 169-177
$\sigma$-localization and $\sigma$-martingales
p. 177-188
Ruin probabilities for L\'evy processes with mixed-exponential negative jumps
p. 188-194
H\"older equality for conditional expectations with application to linear monotone operators
p. 194-198
Representation of a class of semimartingales as stable integrals. Part~2
p. 198-204
New books