| AMS eContent Search Results |
[1] D. S. Silvestrov and R. Lundgren.
Convergence of option rewards for multivariate price processes.
Theor. Probability and Math. Statist.
85
(2012)
115-131.
Abstract, references, and article information
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[2] Mark Pollicott and Richard Sharp.
Ergodic theorems for actions of hyperbolic groups.
Proc. Amer. Math. Soc.
141
(2013)
1749-1757.
Abstract, references, and article information
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[3] M. S. Pupashenko.
Convergence of reward functionals in a reselling model for a European option.
Theor. Probability and Math. Statist.
83
(2011)
135-148.
Abstract, references, and article information
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[4] V. V. Golomozyĭ.
A subgeometric estimate of the stability for time-homogeneous Markov chains.
Theor. Probability and Math. Statist.
81
(2010)
35-50.
MR 2667308.
Abstract, references, and article information
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[5] K.-H. Indlekofer, O. I. Klesov and J. G. Steinebach.
An inequality for the Lévy distance between two distribution functions and its applications.
Theor. Probability and Math. Statist.
81
(2010)
59-70.
MR 2667310.
Abstract, references, and article information
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[6] D. S. Silvestrov, H. Jönsson and F. Stenberg.
Convergence of option rewards for Markov type price processes modulated by stochastic indices. II.
Theor. Probability and Math. Statist.
80
(2010)
153-172.
MR 2541960.
Abstract, references, and article information
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[7] Motoya Machida and Alexander Shibakov.
Monotone bivariate Markov kernels with specified marginals.
Proc. Amer. Math. Soc.
138
(2010)
2187-2194.
MR 2596058.
Abstract, references, and article information
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[8] D. S. Silvestrov, H. Jönsson and F. Stenberg.
Convergence of option rewards for Markov type price processes modulated by stochastic indices. I.
Theor. Probability and Math. Statist.
79
(2009)
153-170.
MR 2494545.
Abstract, references, and article information
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[9] I. I. Ezhov and V. F. Kadankov.
Boundary functionals for the superposition of a random walk and a sequence of independent random variables.
Theor. Probability and Math. Statist.
75
(2007)
9-22.
MR 2321177.
Abstract, references, and article information
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[10] T. Kadankova.
Exit, passage, and crossing times and overshoots for a Poisson compound process with an exponential component.
Theor. Probability and Math. Statist.
75
(2007)
23-39.
MR 2321178.
Abstract, references, and article information
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[11] Richard F. Bass and David A. Levin.
Transition Probabilities for Symmetric Jump Processes.
Trans. Amer. Math. Soc.
354
(2002)
2933-2953.
MR 1895210.
Abstract, references, and article information
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[12] Örjan Stenflo.
Markov chains in random environments and random iterated function systems.
Trans. Amer. Math. Soc.
353
(2001)
3547-3562.
MR 1837247.
Abstract, references, and article information
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[13] Divakar Viswanath.
Random Fibonacci sequences and the number $1.13198824\dots$ .
Math. Comp.
69
(2000)
1131-1155.
MR 1654010.
Abstract, references, and article information
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[14] Yuri Kifer.
Limit theorems for random transformations and processes in random environments.
Trans. Amer. Math. Soc.
350
(1998)
1481-1518.
MR 1451607.
Abstract, references, and article information
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[15] Karl Petersen and Klaus Schmidt.
Symmetric Gibbs measures.
Trans. Amer. Math. Soc.
349
(1997)
2775-2811.
MR 1422906.
Abstract, references, and article information
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[16] Biao Zhang.
On the variances of occupation times of conditioned Brownian motion.
Trans. Amer. Math. Soc.
348
(1996)
173-185.
MR 1321591.
Abstract, references, and article information
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[17] Mark A. Pinsky.
Mean exit time from a bumpy sphere
.
Proc. Amer. Math. Soc.
122
(1994)
881-883.
MR 1203991.
Abstract, references, and article information
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[18] Burgess Davis and Biao Zhang.
Moments of the lifetime of conditioned Brownian
motion in cones
.
Proc. Amer. Math. Soc.
121
(1994)
925-929.
MR 1195717.
Abstract, references, and article information
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[19] Gregory F. Lawler and Alan D. Sokal.
Bounds on the $L\sp 2$ spectrum for Markov chains
and Markov processes: a generalization of Cheeger's
inequality
.
Trans. Amer. Math. Soc.
309
(1988)
557-580.
MR 930082.
Abstract, references, and article information
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[20] Philip Feinsilver.
$q$-probability distributions via an extension of
the Bernoulli process
.
Proc. Amer. Math. Soc.
87
(1983)
508-515.
MR 684648.
Abstract, references, and article information
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[21] S. Ramakrishnan.
Finitely additive Markov chains
.
Trans. Amer. Math. Soc.
265
(1981)
247-272.
MR 607119.
Abstract, references, and article information
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[22] J. R. Baxter.
Harmonic functions and mass cancellation
.
Trans. Amer. Math. Soc.
245
(1978)
375-384.
MR 511416.
Abstract, references, and article information
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[23] Lewis Pakula and Robert Sine.
On a theorem of Furstenberg and the structure of
topologically ergodic measures
.
Proc. Amer. Math. Soc.
65
(1977)
52-56.
MR 0507575.
Abstract, references, and article information
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[24] Robert Sine.
A note on the ergodic properties of
homeomorphisms
.
Proc. Amer. Math. Soc.
57
(1976)
169-172.
MR 0402706.
Abstract, references, and article information
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[25] Robert Sine.
Convex combinations of uniformly mean stable Markov
operators
.
Proc. Amer. Math. Soc.
51
(1975)
123-126.
MR 0374943.
Abstract, references, and article information
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[26] Mark Blondeau Hedrick.
The permanent at a minimum on certain classes of doubly stochastic matrices.
Bull. Amer. Math. Soc.
80
(1974)
836-838.
MR 0360636.
Abstract, references, and article information
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[27] Michael L. Sturgeon.
The ergodic decomposition of conservative Baire
measures
.
Proc. Amer. Math. Soc.
44
(1974)
141-146.
MR 0331517.
Abstract, references, and article information
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