Special Invited Paper
Characterisations of Set-Indexed Brownian Motion and Associated Conditions for Finite-Dimensional Convergence
Variance of Set-Indexed Sums of Mixing Random Variables and Weak Convergence of Set-Indexed Processes
On the Rate at Which a Homogeneous Diffusion Approaches a Limit, an Application of Large Deviation Theory to Certain Stochastic Integrals
Correction: Correction to "Weak and $L^p$-Invariance Principles for Sums of $B$-Valued Random Variables"