Stochastic Processes and their Applications 87 (2000) 339}340
Author Index Volume 87
Albin, J.M.P., Extremes and upcrossing intensities forP-di!
eren-tiable stationary processes 87 (2000) 199
Brown, T.C., Weinberg, G.V., Xia, A., Removing logarithms from
Poisson process error bounds 87 (2000) 149
Caputo, P., Velenik, Y., A note on wetting transition for gradient
"elds 87 (2000) 107
Chen, M.-F., Equivalence of exponential ergodicity and
¸2-exponential convergence for Markov chains 87 (2000) 281 Eichelsbacher, P., Moderate deviations for degenerate ;
-processes 87 (2000) 255
Fournier, N., Malliavin calculus for parabolic SPDEs with
jumps 87 (2000) 115
Fuh, C.-D., Zhang, C.-H., Poisson equation, moment inequalities
and quick convergence for Markov random walks 87 (2000) 53 Gobet, E., Weak approximation of killed di!usion using Euler
schemes 87 (2000) 167
Hu, Y., Yong, J., Forward}backward stochastic di!erential
equations with nonsmooth coe$cients 87 (2000) 93
Jagers, P., Klebaner, F.C., Population-size-dependent and
age-dependent branching processes 87 (2000) 235
Klebaner, F.C.,seeJagers, P. 87 (2000) 235
Newton, N.J., Observation sampling and quantisation for
continuous-time estimators 87 (2000) 311
Picard, J., Savona, C., Smoothness of harmonic functions for
processes with jumps 87 (2000) 69
Pruss, A.R., Szynal, D., On the central limit theorem for nega-tively correlated random variables with neganega-tively correlated
squares 87 (2000) 299
Salisbury, T.S., Verzani, J., Non-degenerate conditionings of the
exit measures of super Brownian motion 87 (2000) 25
Savona, C.,seePicard, J. 87 (2000) 69
Szynal, D.,seePruss, A.R. 87 (2000) 299
Velenik, Y.,seeCaputo, P. 87 (2000) 107
Verzani, J.,seeSalisbury, T.S. 87 (2000) 25
Weinberg, G.V.,seeBrown, T.C. 87 (2000) 149
Xia, A.,seeBrown, T.C. 87 (2000) 149
Yong, J.,seeHu, Y. 87 (2000) 93
Yuen, W.K., Applications of geometric bounds to the
conver-gence rate of Markov chains on Rn 87 (2000) 1
Zhang, C.-H.,seeFuh, C.-D. 87 (2000) 53
