Stochastic Analysis and Applications

by Yeol Je Cho

On the Large and Small Increments of Fractional Lvy Brownian Fields (Yong Kab Choi, Kyo Shin Hwang and Hee Jin Moon); On Oblique Reflecting Switched Diffusion Processes (Jai Heui Kim and Jung Hoon Song); On the Weak Law of Large Numbers for Weighted Sums of Pairwise Negative Quadrant Dependent Random Variables (Tae-Sung Kim and Hyun Chull Kim); The Moduli of Continuity and Large Increments of a Class of Gaussian Processes (Zhengyan Lin); Random Walk Tests and Pseudorandom Number Generators (Keizo Takashima); Increments Theory on Gaussian Processes (Zhengyan Lin); The Law of Large Numbers for Fuzzy Numbers with Unbounded Supports (Dug Hun Hong); On Moduli of Continuity for a Two-Parameter Fractional Lvy Brownian Motion on Rectangles (Kyo Shin Hwang); Total Occupation Times for Symmetric Stable Processes and Gaugeability (Dae Hong Kim); A Note on Limit Theorems for the Two-parameter Wiener Process (Hee Jin Moon and Kyo Shin Hwang)

125 pages, Hardcover

First published January 1, 2003