stochastic processes and their applications
Volume 83, Number 1 , 1 September 1999
CONTENTS
B. Basrak, R.A. Davis and T. Mikosch, The sample ACF of a simple bilinear process 1 S. Cerrai, Differentiability of Markov semigroups for stochas-
tic reaction-diffusion equations and applications to control 1 5 S. Albeverio, W. Karwowski and X. Zhao, Asymptotics and
spectral results for random walks on p-adics 39 R. Hopfner and E. Locherbach, On local asymptotic normal-
ity for birth and death on a flow 61 M. Lavielle, Detection of multiple changes in a sequence
of dependent variables 79 T.G. KurtzandJ. Xiong, Particle representations for a class
of nonlinear SPDEs _ 103 X. Bressaud, Ft. Femandez and A. Galves, Speed of el-
convergence for Markov approximations of chains with complete connections. A coupling approach 127 Q.-M. Shao and C. Su, The law of the iterated logarithm
for negatively associated random variables 139 P.L. Anderson, M.M. Meerschaert and A.V. Vecchia, In-
novations algorithm for periodically stationary time series 149 D.W. McBeth and A.P.N. Weerasinghe, Optimal singular
control strategies for controlling a process to a goal 171 F. Hirsch and S. Song, Two-parameter Bessel processes 187 X. Chen , Some dichotomy results for functionals of Harris
recurrent Markov chains 2 1 1 S. Cohen and S. Rossignol, Sharp asymptotics for the
multidimensional KPP equation 237
stochastic processes and their applications
Volume 83, Number 2, 1 October 1999
CONTENTS
J. Husler and V. Piterbarg, Extremes of a certain class of Gaussian processes 257 K. McGivney and J.E. Yukich, Asymptotics for Voronoi
tessellations on random samples 273 T. Caraballo and K. Liu, On exponential stability criteria of
stochastic partial differential equations 289 Z Hang, Existence and pathwise uniqueness of solutions
for stochastic differential equations with respect to martingales in the plane „ 303 H. Nyrhinen, On the ruin probabilities in a general economic
environment 319 B. Btaszczyszyn and K. Sigman, Risk and duality in
multidimensions 331 J.D. Biggins, H. CohnandO. Nerman, Multi-type branching
in varying environment 357 Author Index to Volume 83 401
