stochastic processes and their applications
Volume 111, Number 1, May 2004
CONTENTS
R.F. Bass, K. Burdzy and Z.-Q. Chen, Stochastic differential equations driven by stable processes for which pathwise uniqueness fails 1 A.M.G. Cox and D.G. Hobson, An optimal Skorokhod
embedding for diffusions 17 S. Herrmann and M. Scheutzow, Rate of convergence of
some self-attracting diffusions 41 Z Qian and W. Zheng, A representation formula for
transition probability densities of diffusions and applications 57 T.J. Jiang, J.M. Dickey and K.-L. Kuo, A new multi-
variate transform and the distribution of a random functional of a Ferguson-Dirichlet process 77 E. Csaki, P. Revesz and Z. Shi, Large void zones and
occupation times for coalescing random walks 97 A. Ayache and J. Levy Vehel, On the identification of the
pointwise Holder exponent of the generalized multi- fractional Brownian motion 119 B. Bercu, On the convergence of moments in the almost
sure central limit theorem for martingales with statistical applications 157
