VOL. 9 · NO. 6 | December 2003
Front Matter
Bernoulli 9 (6), (December 2003) Open Access
Bernoulli 9 (6), (December 2003) Open Access
Gérard Ben Arous, Michel Sortais
Bernoulli 9 (6), 921-954, (December 2003) DOI: 10.3150/bj/1072215196 Open Access
KEYWORDS: Disordered systems, interacting diffusion processes, large deviations, statistical mechanics
Christian Bender
Bernoulli 9 (6), 955-983, (December 2003) DOI: 10.3150/bj/1072215197 Open Access
KEYWORDS: Change of measure, fractional Brownian motion, fractional Girsanov theorem, fractional Itô integral, $S$-transform
Hartmut Lanzinger, Ulrich Stadtmüller
Bernoulli 9 (6), 985-1002, (December 2003) DOI: 10.3150/bj/1072215198 Open Access
KEYWORDS: Baum-Katz laws, tail probabilities, ‎Weighted mean
Vlad Bally, Gilles Pagès
Bernoulli 9 (6), 1003-1049, (December 2003) DOI: 10.3150/bj/1072215199 Open Access
KEYWORDS: American option pricing, Markov chains, numerical probability, quantization of random variables, reflected backward stochastic differential equation, Snell envelope
Michael Sørensen, Masayuki Uchida
Bernoulli 9 (6), 1051-1069, (December 2003) DOI: 10.3150/bj/1072215200 Open Access
KEYWORDS: diffusion process with small noise, discrete-time observation, minimum-contrast estimation, Parametric inference
Marta Fiocco, Willem R. Van Zwet
Bernoulli 9 (6), 1071-1092, (December 2003) DOI: 10.3150/bj/1072215201 Open Access
KEYWORDS: contact process, Parameter estimation, random mask, shrinking, supercritical
Adrian Dobra
Bernoulli 9 (6), 1093-1108, (December 2003) DOI: 10.3150/bj/1072215202 Open Access
KEYWORDS: Contingency tables, decomposable graphs, Disclosure Limitation, Gröbner bases, Markov bases, Markov chain Monte Carlo
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