Heyde, C. C.; Leonenko, N. N. Student processes. (English) Zbl 1081.60035 Adv. Appl. Probab. 37, No. 2, 342-365 (2005). Reviewer: Ilya Pavlyukevitch (Berlin) MSC: 60G99 60E07 60E10 60G18 60G10 60G35 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Wong, Bernard; Heyde, C. C. On the martingale property of stochastic exponentials. (English) Zbl 1066.60064 J. Appl. Probab. 41, No. 3, 654-664 (2004). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H30 91B28 × Cite Format Result Cite Review PDF Full Text: DOI Link
Heyde, C. C.; Kou, S. G. On the controversy over tailweight of distributions. (English) Zbl 1075.62039 Oper. Res. Lett. 32, No. 5, 399-408 (2004). MSC: 62G32 62E10 60E05 × Cite Format Result Cite Review PDF Full Text: DOI