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Results: 31 to 60 of 123 found      Go to page: 1 2 3 4 5

[31] J. Ben Hough, Manjunath Krishnapur, Yuval Peres and Bálint Virág. Joint intensities. University Lecture Series 51 (2009) 35-46.
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[32] 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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[33] J. Ben Hough, Manjunath Krishnapur, Yuval Peres and Bálint Virág. Introduction. University Lecture Series 51 (2009) 1-12.
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[34] J. Ben Hough, Manjunath Krishnapur, Yuval Peres and Bálint Virág. Gaussian analytic functions. University Lecture Series 51 (2009) 13-33.
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[35] J. Ben Hough, Manjunath Krishnapur, Yuval Peres and Bálint Virág. The hyperbolic GAF. University Lecture Series 51 (2009) 83-98.
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[36] J. Ben Hough, Manjunath Krishnapur, Yuval Peres and Bálint Virág. Determinantal point processes. University Lecture Series 51 (2009) 47-81.
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[37] J. Ben Hough, Manjunath Krishnapur, Yuval Peres and Bálint Virág. A determinantal zoo. University Lecture Series 51 (2009) 99-117.
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[38] 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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[39] 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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[40] 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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[41] 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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[42] 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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[43] 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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[44] 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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[45] 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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[46] 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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[47] 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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[48] 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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[49] 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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[50] Sarah Day, William D. Kalies, Konstantin Mischaikow and Thomas Wanner. Probabilistic and numerical validation of homology computations for nodal domains. Electron. Res. Announc. Amer. Math. Soc. 13 (2007) 60-73. MR 2320683.
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[51] Davar Khoshnevisan and Yimin Xiao. Images of the Brownian sheet. Trans. Amer. Math. Soc. 359 (2007) 3125-3151. MR 2299449.
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[52] T. O. Androshchuk. Approximation of a stochastic integral with respect to fractional Brownian motion by integrals with respect to absolutely continuous processes. Theor. Probability and Math. Statist. 73 (2006) 19-29. MR 2213333.
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[53] O. I. Ponomarenko and Yu. D. Perun. Multidimensional weakly stationary random functions on semigroups. Theor. Probability and Math. Statist. 73 (2006) 151-162. MR 2213849.
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[54] Yu. S. Mishura and S. V. Posashkov. Optimal filtration in systems with noise modeled by a polynomial of fractional Brownian motion. Theor. Probability and Math. Statist. 73 (2006) 117-124.
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[55] Fuchang Gao and Wenbo V. Li. Small ball probabilities for the Slepian Gaussian fields. Trans. Amer. Math. Soc. 359 (2007) 1339-1350. MR 2262853.
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[56] Gregory F. Lawler and José A. Trujillo Ferreras. Random walk loop soup. Trans. Amer. Math. Soc. 359 (2007) 767-787. MR 2255196.
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[57] S. V. Posashkov. Optimal filtration for systems with fractional Brownian noises. Theor. Probability and Math. Statist. 72 (2006) 135-144. MR 2168143.
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[58] Yulia Mishura. An estimate of ruin probabilities for long range dependence models. Theor. Probability and Math. Statist. 72 (2006) 103-111.
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[59] T. Androshchuk. The local asymptotic normality of a family of measures generated by solutions of stochastic differential equations with a small fractional Brownian motion. Theor. Probability and Math. Statist. 71 (2005) 1-15. MR 2144316.
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[60] B. L. S. Prakasa Rao. Minimum $L_1$-norm estimation for fractional Ornstein--Uhlenbeck type process. Theor. Probability and Math. Statist. 71 (2005) 181-189. MR 2144330.
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Results: 31 to 60 of 123 found      Go to page: 1 2 3 4 5