Digitale Bibliotheek
Sluiten Bladeren door artikelen uit een tijdschrift
     Tijdschrift beschrijving
       Alle jaargangen van het bijbehorende tijdschrift
         Alle afleveringen van het bijbehorende jaargang
                                       Alle artikelen van de bijbehorende aflevering
 
                             209 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A Bismut–Elworthy formula for quadratic BSDEs Masiero, Federica
2015
5 p. 1945-1979
35 p.
artikel
2 Absolute continuity of the law for the two dimensional stochastic Navier–Stokes equations Ferrario, Benedetta
2019
5 p. 1568-1604
artikel
3 Acknowledgement to referees Protter, P.
2007
5 p. 673-675
3 p.
artikel
4 A CLT for multi-dimensional martingale differences in a lexicographic order Cohen, Guy
2016
5 p. 1503-1510
8 p.
artikel
5 A limit theorem for trees of alleles in branching processes with rare neutral mutations Bertoin, Jean
2010
5 p. 678-697
20 p.
artikel
6 An approximation scheme for quasi-stationary distributions of killed diffusions Wang, Andi Q.

5 p. 3193-3219
artikel
7 An eco-evolutionary approach of adaptation and recombination in a large population of varying size Smadi, Charline
2015
5 p. 2054-2095
42 p.
artikel
8 An inequality connecting entropy distance, Fisher Information and large deviations Hilder, Bastian

5 p. 2596-2638
artikel
9 Approximations of non-smooth integral type functionals of one dimensional diffusion processes Kohatsu-Higa, A.
2014
5 p. 1881-1909
29 p.
artikel
10 A random cell splitting scheme on the sphere Deuss, Christian
2017
5 p. 1544-1564
21 p.
artikel
11 A scaling analysis of a star network with logarithmic weights Robert, Philippe
2019
5 p. 1749-1781
artikel
12 A sharp estimate for cover times on binary trees Ding, Jian
2012
5 p. 2117-2133
17 p.
artikel
13 Asymptotic and spectral properties of exponentially ϕ -ergodic Markov processes Kulik, Alexey M.
2011
5 p. 1044-1075
32 p.
artikel
14 Asymptotic formula for the tail of the maximum of smooth stationary Gaussian fields on non locally convex sets Azaïs, Jean-Marc
2016
5 p. 1385-1411
27 p.
artikel
15 Asymptotic normality of the principal components of functional time series Kokoszka, Piotr
2013
5 p. 1546-1562
17 p.
artikel
16 Asymptotics for stochastic reaction–diffusion equation driven by subordinate Brownian motion Wang, Ran
2018
5 p. 1772-1796
artikel
17 A two-species competition model on Z d Kordzakhia, George
2005
5 p. 781-796
16 p.
artikel
18 Backward stochastic Volterra integral equations and some related problems Yong, Jiongmin
2006
5 p. 779-795
17 p.
artikel
19 Backward uniqueness and the existence of the spectral limit for linear parabolic SPDEs Brzeźniak, Zdzisław
2013
5 p. 1851-1870
20 p.
artikel
20 Ballistic behavior for biased self-avoiding walks Chayes, L.
2009
5 p. 1470-1478
9 p.
artikel
21 Bibliography of Kiyosi Itô 2010
5 p. 580-584
5 p.
artikel
22 Boundary Harnack principle for subordinate Brownian motions Kim, Panki
2009
5 p. 1601-1631
31 p.
artikel
23 Bounded solutions, L p ( p > 1 ) solutions and L 1 solutions for one dimensional BSDEs under general assumptions Fan, ShengJun
2016
5 p. 1511-1552
42 p.
artikel
24 Branching processes for the fragmentation equation Beznea, Lucian
2015
5 p. 1861-1885
25 p.
artikel
25 Brownian motion with general drift Kinzebulatov, D.

5 p. 2737-2750
artikel
26 BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces Briand, Philippe
2008
5 p. 818-838
21 p.
artikel
27 Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization Acciaio, B.

5 p. 2918-2953
artikel
28 Central limit theorem for Markov processes with spectral gap in the Wasserstein metric Komorowski, Tomasz
2012
5 p. 2155-2184
30 p.
artikel
29 Change of measure up to a random time: Details Kreher, Dörte
2017
5 p. 1565-1598
34 p.
artikel
30 Characterization of infinite divisibility by duality formulas. Application to Lévy processes and random measures Murr, Rüdiger
2013
5 p. 1729-1749
21 p.
artikel
31 Comparison theorems for some backward stochastic Volterra integral equations Wang, Tianxiao
2015
5 p. 1756-1798
43 p.
artikel
32 Concentration for Poisson functionals: Component counts in random geometric graphs Bachmann, Sascha
2016
5 p. 1306-1330
25 p.
artikel
33 Concentration of dynamic risk measures in a Brownian filtration Tangpi, Ludovic
2019
5 p. 1477-1491
artikel
34 Conditional convergence to infinitely divisible distributions with finite variance Dedecker, Jérôme
2005
5 p. 737-768
32 p.
artikel
35 Conditional distribution of heavy tailed random variables on large deviations of their sum Armendáriz, Inés
2011
5 p. 1138-1147
10 p.
artikel
36 Conditional large deviations for a sequence of words Birkner, Matthias
2008
5 p. 703-729
27 p.
artikel
37 Conditional limit theorems for queues with Gaussian input, a weak convergence approach Dieker, A.B.
2005
5 p. 849-873
25 p.
artikel
38 Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes Bandini, Elena
2017
5 p. 1441-1474
34 p.
artikel
39 Constrained nonsmooth utility maximization without quadratic inf convolution Westray, Nicholas
2009
5 p. 1561-1579
19 p.
artikel
40 Convergence and convergence rate of stochastic gradient search in the case of multiple and non-isolated extrema Tadić, Vladislav B.
2015
5 p. 1715-1755
41 p.
artikel
41 Convergence of a stochastic particle approximation for fractional scalar conservation laws Jourdain, Benjamin
2011
5 p. 957-988
32 p.
artikel
42 Convergence of BS Δ Es driven by random walks to BSDEs: The case of (in)finite activity jumps with general driver Madan, Dilip
2016
5 p. 1553-1584
32 p.
artikel
43 Convergence of long-memory discrete k th order Volterra processes Bai, Shuyang
2015
5 p. 2026-2053
28 p.
artikel
44 Convex integral functionals of regular processes Pennanen, Teemu
2018
5 p. 1652-1677
artikel
45 Corrigendum to “On suprema of Lévy processes with light tails” [Stochastic Process. Appl. 120 (2010) 541–573] Braverman, Michael
2011
5 p. 1173-1175
3 p.
artikel
46 Coupling and strong Feller for jump processes on Banach spaces Wang, Feng-Yu
2013
5 p. 1588-1615
28 p.
artikel
47 Covariance of stochastic integrals with respect to fractional Brownian motion Maayan, Yohaï
2018
5 p. 1635-1651
artikel
48 Decomposable stationary distribution of a multidimensional SRBM Dai, J.G.
2015
5 p. 1799-1820
22 p.
artikel
49 Diffusive search with spatially dependent resetting Pinsky, Ross G.

5 p. 2954-2973
artikel
50 Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity Confortola, Fulvia
2007
5 p. 613-628
16 p.
artikel
51 Distributions of a particle’s position and their asymptotics in the q -deformed totally asymmetric zero range process with site dependent jumping rates Lee, Eunghyun
2019
5 p. 1795-1828
artikel
52 Editorial Mikosch, Thomas
2010
5 p. 575-576
2 p.
artikel
53 Editorial Board 2015
5 p. IFC-
1 p.
artikel
54 Editorial Board 2014
5 p. IFC-
1 p.
artikel
55 Editorial Board 2017
5 p. IFC-
1 p.
artikel
56 Editorial Board 2008
5 p. IFC-
1 p.
artikel
57 Editorial Board 2006
5 p. CO2-
1 p.
artikel
58 Editorial Board 2007
5 p. IFC-
1 p.
artikel
59 Editorial Board 2010
5 p. IFC-
1 p.
artikel
60 Editorial Board 2009
5 p. IFC-
1 p.
artikel
61 Editorial Board 2005
5 p. CO2-
1 p.
artikel
62 Editorial Board 2018
5 p. ii
artikel
63 Editorial Board 2016
5 p. IFC-
1 p.
artikel
64 Editorial Board 2013
5 p. IFC-
1 p.
artikel
65 Editorial Board 2011
5 p. IFC-
1 p.
artikel
66 Editorial Board 2012
5 p. IFC-
1 p.
artikel
67 Editorial Board 2019
5 p. ii
artikel
68 Editorial Board
5 p. ii
artikel
69 Empirical processes of multidimensional systems with multiple mixing properties Dehling, Herold
2011
5 p. 1076-1096
21 p.
artikel
70 Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions Madec, P.Y.
2015
5 p. 1821-1860
40 p.
artikel
71 Ergodic properties of some piecewise-deterministic Markov process with application to gene expression modelling Czapla, Dawid

5 p. 2851-2885
artikel
72 Erratum to “Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients” [Stochastic Process. Appl. 115 (2005) 435–448] Zhang, Xicheng
2006
5 p. 873-875
3 p.
artikel
73 Estimates for the density of functionals of SDEs with irregular drift Kohatsu-Higa, Arturo
2013
5 p. 1716-1728
13 p.
artikel
74 Estimation of quadratic variation for two-parameter diffusions Réveillac, Anthony
2009
5 p. 1652-1672
21 p.
artikel
75 Exit asymptotics for small diffusion about an unstable equilibrium Bakhtin, Yuri
2008
5 p. 839-851
13 p.
artikel
76 Exit time and invariant measure asymptotics for small noise constrained diffusions Biswas, Anup
2011
5 p. 899-924
26 p.
artikel
77 Explicit characterization of the super-replication strategy in financial markets with partial transaction costs Bentahar, Imen
2007
5 p. 655-672
18 p.
artikel
78 Favorite sites of randomly biased walks on a supercritical Galton–Watson tree Chen, Dayue
2018
5 p. 1525-1557
artikel
79 Finite dimensional Fokker–Planck equations for continuous time random walk limits Busani, Ofer
2017
5 p. 1496-1516
21 p.
artikel
80 First passage times for subordinate Brownian motions Kwaśnicki, Mateusz
2013
5 p. 1820-1850
31 p.
artikel
81 Forward–backward systems for expected utility maximization Horst, Ulrich
2014
5 p. 1813-1848
36 p.
artikel
82 Frequently visited sites of the inner boundary of simple random walk range Okada, Izumi
2016
5 p. 1412-1432
21 p.
artikel
83 From one dimensional diffusions to symmetric Markov processes Fukushima, Masatoshi
2010
5 p. 590-604
15 p.
artikel
84 Functional limit theorems for the Bouchaud trap model with slowly varying traps Croydon, David
2015
5 p. 1980-2009
30 p.
artikel
85 Gaussian approximation of the empirical process under random entropy conditions Settati, Adel
2009
5 p. 1541-1560
20 p.
artikel
86 Generalized fractional smoothness and L p -variation of BSDEs with non-Lipschitz terminal condition Geiss, Christel
2012
5 p. 2078-2116
39 p.
artikel
87 Generalized refracted Lévy process and its application to exit problem Noba, Kei
2019
5 p. 1697-1725
artikel
88 Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling Liang, Mingjie

5 p. 3053-3094
artikel
89 Green function estimates for relativistic stable processes in half-space-like open sets Chen, Zhen-Qing
2011
5 p. 1148-1172
25 p.
artikel
90 Growth rates of the population in a branching Brownian motion with an inhomogeneous breeding potential Berestycki, Julien
2015
5 p. 2096-2145
50 p.
artikel
91 Harmonic deformation of Delaunay triangulations Ferrari, Pablo A.
2012
5 p. 2185-2210
26 p.
artikel
92 Hitting-time limits for some exceptional rare events of ergodic maps Zweimüller, Roland
2019
5 p. 1556-1567
artikel
93 Homogenization of random parabolic operators. Diffusion approximation Kleptsyna, M.
2015
5 p. 1926-1944
19 p.
artikel
94 Impulse control problem on finite horizon with execution delay Bruder, Benjamin
2009
5 p. 1436-1469
34 p.
artikel
95 Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions Arapostathis, Ari
2018
5 p. 1485-1524
artikel
96 Intersection local times for interlacements Rosen, Jay
2014
5 p. 1849-1880
32 p.
artikel
97 Intrinsic volumes of the maximal polytope process in higher dimensional STIT tessellations Schreiber, Tomasz
2011
5 p. 989-1012
24 p.
artikel
98 Introducing the volume Yor, Marc
2010
5 p. 585-589
5 p.
artikel
99 Itô’s calculus under sublinear expectations via regularity of PDEs and rough paths Guo, Xin
2018
5 p. 1711-1749
artikel
100 Itô’s excursion theory and random trees Le Gall, Jean-François
2010
5 p. 721-749
29 p.
artikel
101 Itô’s stochastic calculus and Heisenberg commutation relations Biane, Philippe
2010
5 p. 698-720
23 p.
artikel
102 Itô’s stochastic calculus: Its surprising power for applications Kunita, Hiroshi
2010
5 p. 622-652
31 p.
artikel
103 Itô’s theory of excursion point processes and its developments Watanabe, Shinzo
2010
5 p. 653-677
25 p.
artikel
104 Large deviations and phase transition for random walks in random nonnegative potentials Flury, Markus
2007
5 p. 596-612
17 p.
artikel
105 Large deviations for Bernstein bridges Privault, Nicolas
2016
5 p. 1285-1305
21 p.
artikel
106 Large deviations for power-law thinned Lévy processes Aïdékon, Elie
2016
5 p. 1353-1384
32 p.
artikel
107 Latent voter model on locally tree-like random graphs Huo, Ran
2018
5 p. 1590-1614
artikel
108 Lattice model for fast diffusion equation Hernández, F.

5 p. 2808-2837
artikel
109 Laws relating runs and steps in gambler’s ruin Morrow, Gregory J.
2015
5 p. 2010-2025
16 p.
artikel
110 Least squares estimators for stochastic differential equations driven by small Lévy noises Long, Hongwei
2017
5 p. 1475-1495
21 p.
artikel
111 Lebesgue approximation of ( 2 , β ) -superprocesses He, Xin
2013
5 p. 1802-1819
18 p.
artikel
112 Limit theorems for Hilbert space-valued linear processes under long range dependence Düker, Marie-Christine
2018
5 p. 1439-1465
artikel
113 Limit theorems for multipower variation in the presence of jumps Barndorff-Nielsen, Ole E.
2006
5 p. 796-806
11 p.
artikel
114 Limit theorems for power variations of ambit fields driven by white noise Pakkanen, Mikko S.
2014
5 p. 1942-1973
32 p.
artikel
115 Limit theorems for random walks that avoid bounded sets, with applications to the largest gap problem Vysotsky, Vladislav
2015
5 p. 1886-1910
25 p.
artikel
116 Limit theorems in the Fourier transform method for the estimation of multivariate volatility Clément, Emmanuelle
2011
5 p. 1097-1124
28 p.
artikel
117 Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise Röckner, Michael
2014
5 p. 1974-2002
29 p.
artikel
118 Localization for branching random walks in random environment Hu, Yueyun
2009
5 p. 1632-1651
20 p.
artikel
119 Local time–space stochastic calculus for Lévy processes Eisenbaum, Nathalie
2006
5 p. 757-778
22 p.
artikel
120 Long time behavior of a mean-field model of interacting neurons Cormier, Quentin

5 p. 2553-2595
artikel
121 Lower bounds for moments of global scores of pairwise Markov chains Lember, Jüri
2018
5 p. 1678-1710
artikel
122 L p and almost sure convergence of a Milstein scheme for stochastic partial differential equations Barth, Andrea
2013
5 p. 1563-1587
25 p.
artikel
123 Lyapunov criteria for the Feller–Dynkin property of martingale problems Criens, David

5 p. 2693-2736
artikel
124 Markers for error-corrupted observations Hart, Andrew
2006
5 p. 807-829
23 p.
artikel
125 Markov processes conditioned on their location at large exponential times Evans, Steven N.
2019
5 p. 1622-1658
artikel
126 Martingale solutions and Markov selections for stochastic partial differential equations Goldys, Benjamin
2009
5 p. 1725-1764
40 p.
artikel
127 Median, concentration and fluctuations for Lévy processes Houdré, Christian
2008
5 p. 852-863
12 p.
artikel
128 Metastability for small random perturbations of a PDE with blow-up Groisman, Pablo
2018
5 p. 1558-1589
artikel
129 Metastability for the contact process with two types of particles and priorities Pentón Machado, Mariela

5 p. 2751-2777
artikel
130 Multidimensional Lévy white noise in weighted Besov spaces Fageot, Julien
2017
5 p. 1599-1621
23 p.
artikel
131 Multilevel sequential Monte Carlo samplers Beskos, Alexandros
2017
5 p. 1417-1440
24 p.
artikel
132 New deviation inequalities for martingales with bounded increments Rio, Emmanuel
2017
5 p. 1637-1648
12 p.
artikel
133 New large deviation results for some super-Brownian processes Serlet, Laurent
2009
5 p. 1696-1724
29 p.
artikel
134 Nonparametric estimation of the division rate of an age dependent branching process Hoffmann, Marc
2016
5 p. 1433-1471
39 p.
artikel
135 Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals Zheng, Guangqu
2017
5 p. 1622-1636
15 p.
artikel
136 Normal approximation by Stein’s method under sublinear expectations Song, Yongsheng

5 p. 2838-2850
artikel
137 On a stochastic version of Prouse model in fluid dynamics Ferrario, B.
2008
5 p. 762-789
28 p.
artikel
138 On Bernstein processes generated by hierarchies of linear parabolic systems in R d Vuillermot, Pierre-A.

5 p. 2974-3004
artikel
139 On Bernstein type inequalities for stochastic integrals of multivariate point processes Wang, Hanchao
2019
5 p. 1605-1621
artikel
140 On bifractional Brownian motion Russo, Francesco
2006
5 p. 830-856
27 p.
artikel
141 On differentiability of ruin functions under Markov-modulated models Zhu, Jinxia
2009
5 p. 1673-1695
23 p.
artikel
142 On dual processes of non-symmetric diffusions with measure-valued drifts Kim, Panki
2008
5 p. 790-817
28 p.
artikel
143 On non-stationary solutions to MSDDEs: Representations and the cointegration space Nielsen, Mikkel Slot

5 p. 3154-3173
artikel
144 On permanental processes Eisenbaum, Nathalie
2009
5 p. 1401-1415
15 p.
artikel
145 On R d -valued multi-self-similar Markov processes Chaumont, Loïc

5 p. 3174-3192
artikel
146 On the 3-D stochastic magnetohydrodynamic- α model Deugoué, Gabriel
2012
5 p. 2211-2248
38 p.
artikel
147 On the existence of some ARCH ( ∞ ) processes Douc, Randal
2008
5 p. 755-761
7 p.
artikel
148 On the length of an external branch in the Beta-coalescent Dhersin, Jean-Stéphane
2013
5 p. 1691-1715
25 p.
artikel
149 On the limiting law of the length of the longest common and increasing subsequences in random words Breton, Jean-Christophe
2017
5 p. 1676-1720
45 p.
artikel
150 On the multi-dimensional skew Brownian motion Atar, Rami
2015
5 p. 1911-1925
15 p.
artikel
151 On the support of solutions to stochastic differential equations with path-dependent coefficients Cont, Rama

5 p. 2639-2674
artikel
152 On time-inconsistent stopping problems and mixed strategy stopping times Christensen, Sören

5 p. 2886-2917
artikel
153 Operators associated with a stochastic differential equation driven by fractional Brownian motions Baudoin, Fabrice
2007
5 p. 550-574
25 p.
artikel
154 Optimal detection of a hidden target: The median rule Peskir, Goran
2012
5 p. 2249-2263
15 p.
artikel
155 Optimal partially reversible investment with entry decision and general production function Guo, Xin
2005
5 p. 705-736
32 p.
artikel
156 Optimal strong convergence rate of a backward Euler type scheme for the Cox–Ingersoll–Ross model driven by fractional Brownian motion Hong, Jialin

5 p. 2675-2692
artikel
157 Optimal switching problems with an infinite set of modes: An approach by randomization and constrained backward SDEs Fuhrman, Marco

5 p. 3120-3153
artikel
158 Parametric estimation for partially hidden diffusion processes sampled at discrete times Iacus, Stefano Maria
2009
5 p. 1580-1600
21 p.
artikel
159 Particle picture interpretation of some Gaussian processes related to fractional Brownian motion Bojdecki, Tomasz
2012
5 p. 2134-2154
21 p.
artikel
160 Penalization of Galton–Watson processes Abraham, Romain

5 p. 3095-3119
artikel
161 Persistence probabilities for stationary increment processes Aurzada, Frank
2018
5 p. 1750-1771
artikel
162 Poisson point processes, excursions and stable processes in two-dimensional structures Werner, Wendelin
2010
5 p. 750-766
17 p.
artikel
163 Polynomial processes in stochastic portfolio theory Cuchiero, Christa
2019
5 p. 1829-1872
artikel
164 Portfolio selection under incomplete information Brendle, Simon
2006
5 p. 701-723
23 p.
artikel
165 Products of random variables and the first digit phenomenon Chenavier, Nicolas
2018
5 p. 1615-1634
artikel
166 Quasistationary distributions for one-dimensional diffusions with singular boundary points Hening, Alexandru
2019
5 p. 1659-1696
artikel
167 Random times and multiplicative systems Li, Libo
2012
5 p. 2053-2077
25 p.
artikel
168 Random walks in random environments without ellipticity Lenci, Marco
2013
5 p. 1750-1764
15 p.
artikel
169 Rates of convergence in the central limit theorem for linear statistics of martingale differences Dedecker, Jérôme
2011
5 p. 1013-1043
31 p.
artikel
170 Reflected Brownian motion in generic triangles and wedges Kager, Wouter
2007
5 p. 539-549
11 p.
artikel
171 Relation between the rate of convergence of strong law of large numbers and the rate of concentration of Bayesian prior in game-theoretic probability Sato, Ryosuke
2018
5 p. 1466-1484
artikel
172 Representation of Gaussian isotropic spin random fields Baldi, Paolo
2014
5 p. 1910-1941
32 p.
artikel
173 Rough differential equations with power type nonlinearities Chakraborty, Prakash
2019
5 p. 1533-1555
artikel
174 Ruin probability in the Cramér–Lundberg model with risky investments Xiong, Sheng
2011
5 p. 1125-1137
13 p.
artikel
175 Sample path optimality for a Markov optimization problem Hunt, F.Y.
2005
5 p. 769-779
11 p.
artikel
176 Sample paths of a Lévy process leading to first passage over high levels in finite time Griffin, Philip S.
2016
5 p. 1331-1352
22 p.
artikel
177 Scaling limit of wetting models in 1+1 dimensions pinned to a shrinking strip Deuschel, Jean-Dominique

5 p. 2778-2807
artikel
178 Second order backward stochastic differential equations under a monotonicity condition Possamaï, Dylan
2013
5 p. 1521-1545
25 p.
artikel
179 Self-dual continuous processes Rheinländer, Thorsten
2013
5 p. 1765-1779
15 p.
artikel
180 Self-similarity and spectral asymptotics for the continuum random tree Croydon, David
2008
5 p. 730-754
25 p.
artikel
181 Self-stabilizing processes in multi-wells landscape in R d -convergence Tugaut, Julian
2013
5 p. 1780-1801
22 p.
artikel
182 Semi-linear degenerate backward stochastic partial differential equations and associated forward–backward stochastic differential equations Du, Kai
2013
5 p. 1616-1637
22 p.
artikel
183 Smooth densities for solutions to stochastic differential equations with jumps Cass, Thomas
2009
5 p. 1416-1435
20 p.
artikel
184 Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions Fujii, Masaaki
2019
5 p. 1492-1532
artikel
185 Some aspects of K. Itô’s works Yor, M.
2010
5 p. 577-579
3 p.
artikel
186 Stability of exponential utility maximization with respect to market perturbations Bayraktar, Erhan
2013
5 p. 1671-1690
20 p.
artikel
187 Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps Luo, Jiaowan
2008
5 p. 864-895
32 p.
artikel
188 Stochastic evolution equations with singular drift and gradient noise via curvature and commutation conditions Tölle, Jonas M.

5 p. 3220-3248
artikel
189 Stochastic invariance of closed sets with non-Lipschitz coefficients Abi Jaber, Eduardo
2019
5 p. 1726-1748
artikel
190 Super optimal rates for nonparametric density estimation via projection estimators Comte, F.
2005
5 p. 797-826
30 p.
artikel
191 Tail generating functions for extendable branching processes Sagitov, Serik
2017
5 p. 1649-1675
27 p.
artikel
192 The dynamic of entropic repulsion Deuschel, Jean-Dominique
2007
5 p. 575-595
21 p.
artikel
193 The first hitting time of the integers by symmetric Lévy processes Isozaki, Yasuki
2019
5 p. 1782-1794
artikel
194 The fractional stochastic heat equation on the circle: Time regularity and potential theory Nualart, Eulalia
2009
5 p. 1505-1540
36 p.
artikel
195 The α -hypergeometric stochastic volatility model Da Fonseca, José
2016
5 p. 1472-1502
31 p.
artikel
196 The influence of a power law drift on the exit time of Brownian motion from a half-line DeBlassie, Dante
2007
5 p. 629-654
26 p.
artikel
197 The Itô–Nisio theorem, quadratic Wiener functionals, and 1-solitons Ikeda, Nobuyuki
2010
5 p. 605-621
17 p.
artikel
198 The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups Chybiryakov, Oleksandr
2006
5 p. 857-872
16 p.
artikel
199 The quenched critical point of a diluted disordered polymer model Bolthausen, Erwin
2009
5 p. 1479-1504
26 p.
artikel
200 The set-indexed Lévy process: Stationarity, Markov and sample paths properties Herbin, Erick
2013
5 p. 1638-1670
33 p.
artikel
201 The small world effect on the coalescing time of random walks Bertacchi, Daniela
2011
5 p. 925-956
32 p.
artikel
202 The stochastic fluid–fluid model: A stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself Bean, Nigel G.
2014
5 p. 1741-1772
32 p.
artikel
203 Time discretization and quantization methods for optimal multiple switching problem Gassiat, Paul
2012
5 p. 2019-2052
34 p.
artikel
204 Two-dimensional Gibbsian point processes with continuous spin symmetries Richthammer, Thomas
2005
5 p. 827-848
22 p.
artikel
205 Two-parameter process limits for an infinite-server queue with arrival dependent service times Pang, Guodong
2017
5 p. 1375-1416
42 p.
artikel
206 Two population models with constrained migrations Normand, Raoul
2014
5 p. 1773-1812
40 p.
artikel
207 Volatility estimation for stochastic PDEs using high-frequency observations Bibinger, Markus

5 p. 3005-3052
artikel
208 Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itō semimartingale Hoffmann, Michael
2017
5 p. 1517-1543
27 p.
artikel
209 Worst-case large-deviation asymptotics with application to queueing and information theory Pandit, Charuhas
2006
5 p. 724-756
33 p.
artikel
                             209 gevonden resultaten
 
 Koninklijke Bibliotheek - Nationale Bibliotheek van Nederland