ISSN 0902-9893

1999

• Number 412 (December 1999)
  Bounding the Maximal Height of a Diffusion by the Time Elapsed
  by G. Peskir
  J. Theoret. Probab. Vol. 14, No. 3 (2001), 845-855
• Number 411 (November 1999)
  Levý-Khintchine Inequalities, Multiple Reflection, and Brownian Motion
  by G. Peskir
  Proc. Funct. Anal. VI, Dubrovnik (1999), Various Publ. Ser. Vol. 45 (2001), 27-44
• Number 410 (November 1999)
  A stochastic geometry model for fMRI data
  by Niels Væver Hartvig
• Number 409 (September 1999)
  Maximal Inequalities for Reflected Brownian Motion with Drift
  by G. Peskir and A.N. Shiryaev
  To appear in Theory Probab. Math. Statist
• Number 408 (October 1999)
  Apparent Scaling
  by Ole E. Barndorff-Nielsen and Karsten Prause
  To appear in Finance and Stochastics
• Number 407 (September 1999)
  Perturbed Risk Processes: a Review
  by Hanspeter and Schmidli
  Theory of Stochastic Processes 5 (1999), 145-165
• Number 406 (July 1999)
  The Azéma-Yor Solution to Embedding in Non-Singular Diffusions
  by Jesper Lund Pedersen
• Number 405 (June 1999)
  Stopping Brownian Motion without Anticipation as Close as Possible to its Ultimate Maximum
  by S.E. Graversen, G. Peskir and A.N. Shiryaev
  Theory Probab. Appl. 45, No. 1 (2000), 125-136, Russian
• Number 404 (June 1999)
  Likelihood Methods in Semiparametric Models
  by Lars Korsholm
• Number 403 (March 1999)
  Optimal proportional reinsurance policies in a dynamic setting
  by Hanspeter Schmidli