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Results: 31 to 60 of 134 found      Go to page: 1 2 3 4 5

[31] M. K. Runovska. Convergence of series of Gaussian Markov sequences. Theor. Probability and Math. Statist. 83 (2011) 149-162. MR 2768855.
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[32] K. V. Ral’chenko. Approximation of multifractional Brownian motion by absolutely continuous processes. Theor. Probability and Math. Statist. 82 (2011) 115-127. MR 2790487.
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[33] N. V. Kruglova. Asymptotic behavior of the distribution of the maximum of a Chentsov field on polygonal lines. Theor. Probability and Math. Statist. 81 (2010) 101-115. MR 2667313.
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[34] O. M. Kulik, Yu. S. Mishura and O. M. Soloveĭko. Convergence with respect to the parameter of a series and the differentiability of barrier option prices with respect to the barrier. Theor. Probability and Math. Statist. 81 (2010) 117-130. MR 2667314.
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[35] K. V. Ral’chenko and G. M. Shevchenko. Path properties of multifractal Brownian motion. Theor. Probability and Math. Statist. 80 (2010) 119-130. MR 2541957.
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[36] Peter Friz and Harald Oberhauser. A generalized Fernique theorem and applications. Proc. Amer. Math. Soc. 138 (2010) 3679-3688. MR 2661566.
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[37] Fuchang Gao, Wenbo V. Li and Jon A. Wellner. How many Laplace transforms of probability measures are there?. Proc. Amer. Math. Soc. 138 (2010) 4331-4344. MR 2680059.
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[38] Richard J. Gardner and Artem Zvavitch. Gaussian Brunn-Minkowski inequalities. Trans. Amer. Math. Soc. 362 (2010) 5333-5353. MR 2657682.
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[39] Dario Cordero-Erausquin and Michel Ledoux. The geometry of Euclidean convolution inequalities and entropy. Proc. Amer. Math. Soc. 138 (2010) 2755-2769. MR 2644890.
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[40] Yu. S. Mishura and O. L. Banna. Approximation of fractional Brownian motion by Wiener integrals. Theor. Probability and Math. Statist. 79 (2009) 107-116. MR 2494540.
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[41] J. Ben Hough, Manjunath Krishnapur, Yuval Peres and Bálint Virág. Large deviations for zeros. University Lecture Series 51 (2009) 119-133.
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[42] J. Ben Hough, Manjunath Krishnapur, Yuval Peres and Bálint Virág. Joint intensities. University Lecture Series 51 (2009) 35-46.
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[43] J. Ben Hough, Manjunath Krishnapur, Yuval Peres and Bálint Virág. Zeros of Gaussian Analytic Functions and Determinantal Point Processes. University Lecture Series 51 (2009) MR MR2552864.
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[44] J. Ben Hough, Manjunath Krishnapur, Yuval Peres and Bálint Virág. Introduction. University Lecture Series 51 (2009) 1-12.
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[45] J. Ben Hough, Manjunath Krishnapur, Yuval Peres and Bálint Virág. Gaussian analytic functions. University Lecture Series 51 (2009) 13-33.
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[46] J. Ben Hough, Manjunath Krishnapur, Yuval Peres and Bálint Virág. The hyperbolic GAF. University Lecture Series 51 (2009) 83-98.
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[47] J. Ben Hough, Manjunath Krishnapur, Yuval Peres and Bálint Virág. Determinantal point processes. University Lecture Series 51 (2009) 47-81.
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[48] J. Ben Hough, Manjunath Krishnapur, Yuval Peres and Bálint Virág. A determinantal zoo. University Lecture Series 51 (2009) 99-117.
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[49] J. Ben Hough, Manjunath Krishnapur, Yuval Peres and Bálint Virág. Advanced topics: Dynamics and allocation to random zeros. University Lecture Series 51 (2009) 135-147.
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[50] Thomas Cass, Peter Friz and Nicolas Victoir. Non-degeneracy of Wiener functionals arising from rough differential equations. Trans. Amer. Math. Soc. 361 (2009) 3359-3371. MR 2485431.
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[51] Wenbo V. Li and Ang Wei. On the expected number of zeros of a random harmonic polynomial. Proc. Amer. Math. Soc. 137 (2009) 195-204. MR 2439441.
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[52] Yu. S. Mishura and S. V. Posashkov. Existence and uniqueness of the solution of a stochastic differential equation, driven by fractional Brownian motion with a stabilizing term. Theor. Probability and Math. Statist. 76 (2008) 131-139. MR 2368745.
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[53] Yu. V. Kozachenko and Yu. S. Mishura. Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations with respect to fractional Brownian motion with Hurst index $H<1/2$. II. Theor. Probability and Math. Statist. 76 (2008) 59-76.
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[54] M. O. Androshchuk. An estimate for the ruin probability in a model with variable premiums and with investments in a bond and several stocks. Theor. Probability and Math. Statist. 76 (2008) 1-13. MR 2368734.
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[55] Antoine Ayache and Nikolay Tzvetkov. $L^p$ properties for Gaussian random series. Trans. Amer. Math. Soc. 360 (2008) 4425-4439. MR 2395179.
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[56] K. V. Ral'chenko. Two-parameter Garsia--Rodemich--Rumsey inequality and its application to fractional Brownian fields. Theor. Probability and Math. Statist. 75 (2007) 167-178. MR 2321190.
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[57] Yu. S. Mishura and S. A. Il'chenko. Stochastic integrals and stochastic differential equations with respect to the fractional Brownian field. Theor. Probability and Math. Statist. 75 (2007) 93-108. MR 2321184.
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[58] Yu. V. Kozachenko and Yu. S. Mishura. Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations with respect to fractional Brownian motion with Hurst index $H<1/2$. I. Theor. Probability and Math. Statist. 75 (2007) 51-64. MR 2321180.
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[59] Andrei Karol', Alexander Nazarov and Yakov Nikitin. Small ball probabilities for Gaussian random fields and tensor products of compact operators. Trans. Amer. Math. Soc. 360 (2008) 1443-1474. MR 2357702.
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[60] Ron Blei, Fuchang Gao and Wenbo V. Li. Metric entropy of high dimensional distributions. Proc. Amer. Math. Soc. 135 (2007) 4009-4018. MR 2341952.
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Results: 31 to 60 of 134 found      Go to page: 1 2 3 4 5


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