stochastic processes and their applications
Volume 110, Number 2, April 2004
CONTENTS
S. Janson, Functional limit theorems for multitype branching processes and generalized Polya urns 177 N. Eisenbaum, Isomorphism theorems for Markov
chains 247 K.C. Yuen, G. Wang and K.W. Ng, Ruin probabilities for
a risk process with stochastic return on investments 259 M.A. Kouritzin, H. Long and W. Sun, Markov chain
approximations to filtering equations for reflecting diffusion processes 275 S.Y. Hwang and T.Y. Kim, Power transformation and
threshold modeling for ARCH innovations with applications to tests for ARCH structure 295 P. Barbe and W.P. McCormick, Second-order expan-
sion for the maximum of some stationary Gaussian sequences 315 Author Index Volume 110 343
