Miscellaneous Frontmatter

i-vi

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Preface

vii-viii

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Rabi Bhattacharya: bibliography

ix-xiv

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Iteration of IID random maps on $\bold R\sp +$

K. B. Athreya; 1-14

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Adaptive estimation of directional trend

Rudolf Beran; 15-34

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Simulating constrained animal motion using stochastic differential equations

David R. Brillinger; 35-48

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$\theta$-expansions and the generalized Gauss map

Santanu Chakraborty, and B. V. Rao; 49-64

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On Itô's complex measure condition

Larry Chen, Scott Dobson, Ronald Guenther, Chris Orum, Mina Ossiander, Enrique Thomann, and Edward Waymire; 65-80

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Variational formulas and explicit bounds of Poincaré-type inequalities for one-dimensional processes

Mu-Fa Chen; 81-95

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Brownian motion and the classical groups

Anthony D'Aristotile, Persi Diaconis, and Charles M. Newman; 97-116

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Transition density of a reflected symmetric stable Lévy process in an orthant

Amites Dasgupta, and S. Ramasubramanian; 117-131

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On conditional central limit theorems for stationary processes

Manfred Denker, and Mikhail Gordin; 133-151

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Polynomially harmonizable processes and finitely polynomially determined Lévy processes

A. Goswami, and A. Sengupta; 153-167

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Effects of smoothing on distribution approximations

Peter Hall, and Xiao-Hua Zhou; 169-185

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Survival under uncertainty in an exchange economy

Nigar Hashimzade, and Mukul Majumdar; 187-207

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Singular stochastic control in optimal investment and hedging in the presence of transaction costs

Tze Leung Lai, and Tiong Wee Lim; 209-227

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Parametric empirical Bayes model selection---some theory, methods and simulation

Nitai Mukhopadhyay, and Jayanta Ghosh; 229-245

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A theorem of large deviations for the equilibrium prices in random exchange economies

Esa Nummelin; 247-256

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Asymptotic estimation theory of change-point problems for time series regression models and its applications

Takayuki Shiohama, Masanobu Taniguchi, and Madan L. Puri; 257-284

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Fractional Brownian motion as a differentiable generalized Gaussian process

Victoria Zinde-Walsh, and Peter C. B. Phillips; 285-292

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