Gåsemyr, Jørund The spectrum of the independent Metropolis-Hastings algorithm. (English) Zbl 1106.60060 J. Theor. Probab. 19, No. 1, 152-165 (2006). MSC: 60J22 × Cite Format Result Cite Review PDF Full Text: DOI
Hujo, Mika Is the approximation rate for European pay-offs in the Black-Scholes model always \(1/\sqrt n\)? (English) Zbl 1105.60048 J. Theor. Probab. 19, No. 1, 190-203 (2006). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H30 91G20 60H05 60H35 × Cite Format Result Cite Review PDF Full Text: DOI
Dippon, Jürgen; Walk, Harro The averaged Robbins-Monro method for linear problems in a Banach space. (English) Zbl 1106.65047 J. Theor. Probab. 19, No. 1, 166-189 (2006). Reviewer: Gilbert Crombez (Ghent) MSC: 65J10 47A50 × Cite Format Result Cite Review PDF Full Text: DOI
Jolis, Maria On a multiple Stratonovich-type integral for some Gaussian processes. (English) Zbl 1103.60055 J. Theor. Probab. 19, No. 1, 121-133 (2006). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H05 60G15 × Cite Format Result Cite Review PDF Full Text: DOI
Siegrist, Kyle Decomposition of exponential distributions on positive semigroups. (English) Zbl 1109.60012 J. Theor. Probab. 19, No. 1, 204-220 (2006). Reviewer: Carlo Sempi (Lecce) MSC: 60E05 60B99 × Cite Format Result Cite Review PDF Full Text: DOI
Kaneko, Hiroshi; Zhao, Xuelei Transition semi-groups on a local field induced by Galois group and their representation. (English) Zbl 1152.60337 J. Theor. Probab. 19, No. 1, 221-234 (2006). MSC: 60J25 11S85 × Cite Format Result Cite Review PDF Full Text: DOI
Bogdan, K.; Żak, T. On Kelvin transformation. (English) Zbl 1105.60057 J. Theor. Probab. 19, No. 1, 89-120 (2006). Reviewer: Zoran Vondraček (Urbana) MSC: 60J45 31C05 60J65 60J75 × Cite Format Result Cite Review PDF Full Text: DOI
Maciuca, Romeo; Zhu, Song-Chun First hitting time analysis of the independence Metropolis sampler. (English) Zbl 1104.60043 J. Theor. Probab. 19, No. 1, 235-261 (2006). MSC: 60J22 × Cite Format Result Cite Review PDF Full Text: DOI
Tanré, Etienne; Vallois, Pierre Range of Brownian motion with drift. (English) Zbl 1101.60063 J. Theor. Probab. 19, No. 1, 45-69 (2006). MSC: 60J65 60E10 60F05 60G17 60G40 60G44 60J60 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Liang, Han-Ying; Steinebach, Josef G. Self-normalized LIL for Hanson-Russo type increments. (English) Zbl 1103.60031 J. Theor. Probab. 19, No. 1, 70-88 (2006). Reviewer: Elisaveta Pancheva (Sofia) MSC: 60F15 60G50 × Cite Format Result Cite Review PDF Full Text: DOI
Carmona, Philippe; Guerra, Francesco; Hu, Yueyun; Mejane, Olivier Strong disorder for a certain class of directed polymers in a random environment. (English) Zbl 1123.60072 J. Theor. Probab. 19, No. 1, 134-151 (2006). Reviewer: Daniel Boivin (Brest) MSC: 60K37 60E07 60F10 82B44 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Grama, I. G.; Häusler, Erich An asymptotic expansion for probabilities of moderate deviations for multivariate martingales. (English) Zbl 1194.60029 J. Theor. Probab. 19, No. 1, 1-44 (2006). MSC: 60G42 60F10 × Cite Format Result Cite Review PDF Full Text: DOI