Limit of Solutions of a SDE with a Large Drift Driven by a Poisson Random Measure1
An Invariance Principle for Triangular Arrays
A Comparison Theorem on Moment Inequalities Between Negatively Associated and Independent Random Variables
Estimates for the Small Ball Probabilities of the Fractional Brownian Sheet1
Compound Poisson Processes and Lévy Processes in Groups and Symmetric Spaces
Random Walks Associated with Non-Divergence Form Elliptic Equations
Large Deviations of the Finite Cluster Shape for Two-Dimensional Percolation in the Hausdorff and L 1 Metric
A Berry–Esseen Bound for U-Statistics in the Non-I.I.D. Case
Singularity of Some Random Continued Fractions
The Weighted Bootstrap Mean for Heavy-Tailed Distributions
Zero–One Law for some Brownian Functionals
Boundary Modified Contact Processes
Random Logistic Maps. I