VOL. 5 | 2008
 
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Articles
Mathew D. Penrose
Probab. Surveys 5, 1-36, (2008) DOI: 10.1214/07-PS112
KEYWORDS: Interacting particle system, functional central limit theorem, point process, 60K35, 60F17
R.W.R. Darling, J.R. Norris
Probab. Surveys 5, 37-79, (2008) DOI: 10.1214/07-PS121
KEYWORDS: 05C65, 60J75, 05C80
Tim Austin
Probab. Surveys 5, 80-145, (2008) DOI: 10.1214/08-PS124
Paul Doukhan, Michael H. Neumann
Probab. Surveys 5, 146-168, (2008) DOI: 10.1214/06-PS086
KEYWORDS: autoregressive processes, autoregressive bootstrap, Mixing, Weak dependence, 60E15, 62E99
Maury Bramson
Probab. Surveys 5, 169-345, (2008) DOI: 10.1214/08-PS137
No abstract available
Lancelot F. James, Bernard Roynette, Marc Yor
Probab. Surveys 5, 346-415, (2008) DOI: 10.1214/07-PS118
KEYWORDS: Laplace transform, Generalized Gamma Convolutions (GGC), Wiener Gamma representation, Stieltjes transform, Dirichlet processes, 60E07, 60E10, 60G51, 60G52, 60G57
Jostein Paulsen
Probab. Surveys 5, 416-434, (2008) DOI: 10.1214/08-PS134
KEYWORDS: ruin probability, Risk theory, Compounding assets, 60G99, 60G40, 60G44, 60J25, 60J75
Nicolas Privault
Probab. Surveys 5, 435-483, (2008) DOI: 10.1214/08-PS139
KEYWORDS: Malliavin calculus, Bernoulli processes, discrete time, chaotic calculus, functional inequalities, option hedging, 60G42, 60G42, 60G50, 60G51, 60H30, 60H07, 60G42
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