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| 4870 | COUPLED CONTINUOUS-TIME RANDOM WALK APPROACH TO THE RACHEV-RUSCHENDORF MODEL FOR FINANCIAL DATA | 2009 | 0 | 0 | (3) |
| 4869 | EXTREMAL LIMIT THEOREMS FOR OBSERVATIONS SEPARATED BY RANDOM POWER LAW WAITING TIMES | 2009 | 0 | 0 | (1) |
| 4867 | Q-GAUSSIAN APPROXIMANTS MIMIC NON-EXTENSIVE STATISTICAL-MECHANICAL EXPECTATION FOR MANY-BODY PROBABILISTIC MODEL WITH LONG-RANGE CORRELATIONS | 2009 | 0 | 0 | (1) |
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| 4861 | NONLINEARLY PERTURBED STOCHASTIC PROCESSES AND SYSTEMS | 2010 | 0 | 0 | (1) |
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| 4856 | FRACTIONAL NON-LINEAR, LINEAR AND SUBLINEAR DEATH PROCESSES | 2010 | 0 | 0 | (1) |
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| 4854 | AN OPTIMAL INVESTMENT STRATEGY FOR A STREAM OF LIABILITIES GENERATED BY A STEP PROCESS IN A FINANCIAL MARKET DRIVEN BY A LEVY PROCESS | 2010 | 0 | 0 | (1) |
| 4852 | POWER LOSS FOR INHOMOGENEOUS POISSON PROCESSES | 2011 | 0 | 0 | (1) |
| 4851 | RAIL TRANSIT SAFETY A REAL DIFFERENCE BETWEEN CITIES? | 2011 | 0 | 0 | (1) |
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| 4847 | ON STRONG ERGODICITY FOR NONHOMOGENEOUS CONTINUOUS-TIME MARKOV-CHAINS | 1994 | 20 | 20 | (1) |
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| 4834 | LARGE DEVIATIONS FOR WEIGHTED RANDOM SUMS | 2013 | 0 | 0 | (2) |
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