A Theorem for Lévy Processes on Local Fields
Exact Estimates for Moments of Random Bilinear Forms
Contraction Principles for Vector Valued Martingales with Respect to Random Variables Having Exponential Tail with Exponent 2<α<∞
Operator-Valued Stochastic Differential Equations Arising from Unitary Group Representations
Asymptotic Properties of Ranked Heights in Brownian Excursions
Threshold Results for U-Statistics of Dependent Binary Variables
Walsh's Brownian Motion-Type of Extensions
Weak Solutions for SPDEs and Backward Doubly Stochastic Differential Equations
A Martingale Approach in the Study of Percolation Clusters on the Z d Lattice
Asymptotics of the Moment Generating Function for the Range of Random Walks1
Rates of Decay and h-Processes for One Dimensional Diffusions Conditioned on Non-Absorption
Small Deviations for Some Multi-Parameter Gaussian Processes
Dynamic Zd-Random Walks in a Random Scenery
Brownian Continuity Modulus Via Series Expansions
Identification of the Parameters of a Multivariate Normal Vector by the Distribution of the Maximum