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stochastic processes and their applications

Volume 82, Number 1 , 1 July 1999

CONTENTS

A.E. Kyprianou, A note on branching Levy processes 1 Y. Kasahara, N. Kono and T. Ogawa, On tail probability of

local times of Gaussian processes 1 5 M.I. Freidlin and R.B. Sowers, A comparison of homogeniz-

ation and large deviations, with applications to wavefront propagation 23 H. Le, Singular-values of matrix-valued Ornstein-

Uhlenbeck processes 53 0. Liu, Asymptotic properties of supercritical age-depen-

dent branching processes and homogeneous branching random walks 61 A.D. Barbour and S. Utev, Compound Poisson approxima-

tion in total variation 89 S. Asmussen and M. Bladt, Point processes with finite-

dimensional conditional probabilities 127 R. Pemantle and J.S. Rosenthal, Moment conditions for

a sequence with negative drift to be uniformly bounded in U 143

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stochastic processes and their applications

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Volume 82, Number 2, 1 August 1999

CONTENTS

M. Drmota andB. Gittenberger, Strata of random mappings - A combinatorial approach 157 E. Masry and J. Mielniczuk, Local linear regression estima-

tion for time series with long-range dependence 173 0. Ka/lenberg, Asymptotically invariant sampling and aver-

aging from stationary-like processes 195 V. Cekanavi6ius and M. Mikalauskas, Signed Poisson ap-

proximations for Markov chains 205 Z. Lin and Y.-K. Choi, Some limit theorems for fractional

Levy Brownian fields 229 A. BudhirajaandD. Ocone, Exponential stability in discrete-

time filtering for non-ergodic signals 245 S. Assing, Comparison of systems of stochastic partial dif-

ferential equations 259 E. Csaki, W. Konig and Z. Shi, An embedding for the

Kesten-Spitzer random walk in random scenery 283 0. Perrin, Quadratic variation for Gaussian processes and

application to time deformation 293 D.B.H. Cline and H.-m.H. Pu, Stability of nonlinear AR(1)

time series with delay 307 F. Coquet, V. Mackevi6ius and J. Memin, Corrigendum to

"Stability in D of martingales and backward equations under discretization of filtration" [Stochastic Processes and their Applications 75 (1998) 235-248] 335 Author Index to Volume 82 339

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