1. Exit times from cones in ℝ ⁿ of Brownian motion

   • R. Dante DeBlassie

   OriginalPaper Pages: 1 - 29

2. Eigenfunction expansions for infinite dimensional Ornstein-Uhlenbeck processes

   • Anestis Antoniadis
   • Rene Carmona

   OriginalPaper Pages: 31 - 54

3. Estimation of Palm measures of stationary point processes

   • Alan F. Karr

   OriginalPaper Pages: 55 - 69

4. Some limit theorems for the empirical process indexed by functions

   • J. E. Yukich

   OriginalPaper Pages: 71 - 90

   

5. Stationary policies and Markov policies in Borel dynamic programming

   • Manfred Schäl
   • William Sudderth

   OriginalPaper Pages: 91 - 111

6. Extreme sojourns of a Gaussian process with a point of maximum variance

   • Simeon M. Berman

   OriginalPaper Pages: 113 - 124

7. Asymptotics for the wiener sausage with drift

   • T. Eisele
   • R. Lang

   OriginalPaper Pages: 125 - 140

8. An infinite dimensional stochastic differential equation with state spaceC(ℝ)

   • Koichiro Iwata

   OriginalPaper Pages: 141 - 159