Advances in Applied Probability: Volume 12 - Issue 2

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Advances in Applied Probability
ISSN: 0001-8678

EISSN: 1475-6064

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Volume 12 - Issue 2 - June 1980

Contents

Page 2 of 6

II. Contributed Papers

Ninth Conference on Stochastic Processes and their Applications, Evanston, Illinois, 6–10 August 1979

Random walks and number-theoretic densities
N. H. Bingham
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01 July 2016, pp. 280-281
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Solutions to the Cauchy problem for the family of stable probability laws
John Brode
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01 July 2016, p. 281
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A counterpart of the Borel–Cantelli lemma
F. Thomas Bruss
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01 July 2016, pp. 281-282
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On a probablistic analogue of the Fibonacci sequence
C. C. Heyde
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01 July 2016, p. 282
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Comparisons of supremum and stop rule expectations
Theodore P. Hill, Robert P. Kertz
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01 July 2016, p. 282
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On the degenerate variational inequality associated to the stopping time problem
J. L. Menaldi
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01 July 2016, p. 283
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On a characterization of probability distributions in some stochastic processes
I. I. Kotlarski
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01 July 2016, p. 283
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Energy of a martingale in the limit
R. Syski
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01 July 2016, pp. 283-284
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Central limit theorem for stochastic processes and its application in the theory of dams
M. S. Ali Khan
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01 July 2016, pp. 284-285
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An approximation of partial sums of i.i.d. random variables by infinite variance
Joop Mijnheer
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01 July 2016, p. 285
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Geometric sums of non-negative random varibles
Michael Rubinovitch
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01 July 2016, pp. 285-286
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On a continuous analogue of the stochastic difference equation Xn = ρXn–1 + Bn
Stephen James Wolfe
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01 July 2016, p. 286
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Scaling transformations for {0, 1}-valued sequences
G. L. O'Brien
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01 July 2016, p. 286
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Stable lattice distributions and continuous-time branching processes
F. W. Steutel
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01 July 2016, pp. 286-287
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Recent developments involving self-similar processes
Mura S. Taqqu
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01 July 2016, p. 287
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Families of distribution functions with a scale-invariance property
Y. Vardi, L. A. Shepp, B. F. Logan
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01 July 2016, p. 288
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Stochastic control on Hilbert space for linear evolution equations with random operator-valued coefficients
N. U. Ahmed
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01 July 2016, p. 288
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Optimal stationary linear control of the Wiener process
Václav E. Beneš, Ioannis Karatzas
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01 July 2016, pp. 288-289
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Stochastic derivatives and integral equations
Marc A. Berger
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01 July 2016, p. 289
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Stochastic differential equations with jump reflection at the boundary
Philip Protter
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01 July 2016, pp. 289-290
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Page 2 of 6

Advances in Applied Probability

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Volume 12 - Issue 2 - June 1980

II. Contributed Papers

Ninth Conference on Stochastic Processes and their Applications, Evanston, Illinois, 6–10 August 1979

Random walks and number-theoretic densities

Solutions to the Cauchy problem for the family of stable probability laws

A counterpart of the Borel–Cantelli lemma

On a probablistic analogue of the Fibonacci sequence

Comparisons of supremum and stop rule expectations

On the degenerate variational inequality associated to the stopping time problem

On a characterization of probability distributions in some stochastic processes

Energy of a martingale in the limit

Central limit theorem for stochastic processes and its application in the theory of dams

An approximation of partial sums of i.i.d. random variables by infinite variance

Geometric sums of non-negative random varibles

On a continuous analogue of the stochastic difference equation Xn = ρXn–1 + Bn

Scaling transformations for {0, 1}-valued sequences

Stable lattice distributions and continuous-time branching processes

Recent developments involving self-similar processes

Families of distribution functions with a scale-invariance property

Stochastic control on Hilbert space for linear evolution equations with random operator-valued coefficients

Optimal stationary linear control of the Wiener process

Stochastic derivatives and integral equations

Stochastic differential equations with jump reflection at the boundary

Advances in Applied Probability

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Volume 12 - Issue 2 - June 1980

II. Contributed Papers

Ninth Conference on Stochastic Processes and their Applications, Evanston, Illinois, 6–10 August 1979