Volume 10, Number 2 (2016)
Article
Optimal density bounds for marginals of Itô processes
David Baños and Paul Krühner
Representation and Gaussian bounds for the density of Brownian motion with random drift
Azmi Makhlouf
The product of distributions and white noise distribution-valued stochastic differential equations
Hui-Hsiung Kuo, Kimiaki Saitô, and Yusuke Shibata
Continuity of random fields on Riemannian manifolds
Annika Lang, Jürgen Potthoff, Martin Schlather, and Dimitri Schwab
Clark formula for local time for one class of Gaussian processes
A A Dorogovtsev, O L Izyumtseva, G V Riabov, and Naoufel Salhi
Estimation of change point via Kalman-Bucy filter for linear systems driven by fractional Brownian motions
M N Mishra and B L S Prakasa Rao
The continuity of the solution of the natural equation in the one-dimensional case
Fatima Benziadi and Abdeldjabbar Kandouci