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 |