| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Absolute continuity of the invariant measure in piecewise deterministic Markov Processes having degenerate jumps
|
Löcherbach, E.
|
|
2018
|
|
6 |
p. 1797-1829
|
artikel
|
| 2 |
A central limit theorem for the Euler integral of a Gaussian random field
|
Naitzat, Gregory
|
|
2017
|
|
6 |
p. 2036-2067
32 p.
|
artikel
|
| 3 |
A class of non-ergodic probabilistic cellular automata with unique invariant measure and quasi-periodic orbit
|
Jahnel, Benedikt
|
|
2015
|
|
6 |
p. 2427-2450
24 p.
|
artikel
|
| 4 |
A class of remarkable submartingales
|
Nikeghbali, Ashkan
|
|
2006
|
|
6 |
p. 917-938
22 p.
|
artikel
|
| 5 |
A cubature based algorithm to solve decoupled McKean–Vlasov forward–backward stochastic differential equations
|
Chaudru de Raynal, P.E.
|
|
2015
|
|
6 |
p. 2206-2255
50 p.
|
artikel
|
| 6 |
A Darling–Erdös type result for stationary ellipsoids
|
Jirak, Moritz
|
|
2013
|
|
6 |
p. 1922-1946
25 p.
|
artikel
|
| 7 |
A large deviation approach to super-critical bootstrap percolation on the random graph G n , p
|
Torrisi, Giovanni Luca
|
|
2019
|
|
6 |
p. 1873-1902
|
artikel
|
| 8 |
A limit theorem for quadratic fluctuations in symmetric simple exclusion
|
Assing, Sigurd
|
|
2007
|
|
6 |
p. 766-790
25 p.
|
artikel
|
| 9 |
Analysis of a micro–macro acceleration method with minimum relative entropy moment matching
|
Lelièvre, Tony
|
|
|
|
6 |
p. 3753-3801
|
artikel
|
| 10 |
An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory
|
Bibinger, Markus
|
|
2012
|
|
6 |
p. 2411-2453
43 p.
|
artikel
|
| 11 |
An extension of a logarithmic form of Cramér’s ruin theorem to some FARIMA and related processes
|
Barbe, Ph.
|
|
2010
|
|
6 |
p. 801-828
28 p.
|
artikel
|
| 12 |
An implicit numerical scheme for a class of backward doubly stochastic differential equations
|
Hu, Yaozhong
|
|
|
|
6 |
p. 3295-3324
|
artikel
|
| 13 |
An invariance principle under the total variation distance
|
Nourdin, Ivan
|
|
2015
|
|
6 |
p. 2190-2205
16 p.
|
artikel
|
| 14 |
A note on Herglotz’s theorem for time series on function spaces
|
van Delft, Anne
|
|
|
|
6 |
p. 3687-3710
|
artikel
|
| 15 |
A note on the central limit theorem for bipower variation of general functions
|
Kinnebrock, Silja
|
|
2008
|
|
6 |
p. 1056-1070
15 p.
|
artikel
|
| 16 |
A probabilistic method for gradient estimates of some geometric flows
|
Chen, Xin
|
|
2015
|
|
6 |
p. 2295-2315
21 p.
|
artikel
|
| 17 |
Arbitrage of the first kind and filtration enlargements in semimartingale financial models
|
Acciaio, Beatrice
|
|
2016
|
|
6 |
p. 1761-1784
24 p.
|
artikel
|
| 18 |
A sharp bound on the expected number of upcrossings of an L 2 -bounded Martingale
|
Gilat, David
|
|
2018
|
|
6 |
p. 1849-1856
|
artikel
|
| 19 |
A stochastic approach to a multivalued Dirichlet–Neumann problem
|
Maticiuc, Lucian
|
|
2010
|
|
6 |
p. 777-800
24 p.
|
artikel
|
| 20 |
Asymptotic analysis of hedging errors in models with jumps
|
Tankov, Peter
|
|
2009
|
|
6 |
p. 2004-2027
24 p.
|
artikel
|
| 21 |
Asymptotic expansion and central limit theorem for multiscale piecewise-deterministic Markov processes
|
Pakdaman, Khashayar
|
|
2012
|
|
6 |
p. 2292-2318
27 p.
|
artikel
|
| 22 |
Asymptotics for the normalized error of the Ninomiya–Victoir scheme
|
Al Gerbi, A.
|
|
2018
|
|
6 |
p. 1889-1928
|
artikel
|
| 23 |
Asymptotics of a Brownian ratchet for protein translocation
|
Depperschmidt, Andrej
|
|
2010
|
|
6 |
p. 901-925
25 p.
|
artikel
|
| 24 |
Asymptotic theory for the multidimensional random on-line nearest-neighbour graph
|
Wade, Andrew R.
|
|
2009
|
|
6 |
p. 1889-1911
23 p.
|
artikel
|
| 25 |
Backward stochastic differential equations with reflection and weak assumptions on the coefficients
|
Xu, Mingyu
|
|
2008
|
|
6 |
p. 968-980
13 p.
|
artikel
|
| 26 |
Bismut–Elworthy's formula and random walk representation for SDEs with reflection
|
Deuschel, Jean-Dominique
|
|
2005
|
|
6 |
p. 907-925
19 p.
|
artikel
|
| 27 |
Block sampling under strong dependence
|
Zhang, Ting
|
|
2013
|
|
6 |
p. 2323-2339
17 p.
|
artikel
|
| 28 |
Bootstrap random walks
|
Collevecchio, Andrea
|
|
2016
|
|
6 |
p. 1744-1760
17 p.
|
artikel
|
| 29 |
Branching within branching: A model for host–parasite co-evolution
|
Alsmeyer, Gerold
|
|
2016
|
|
6 |
p. 1839-1883
45 p.
|
artikel
|
| 30 |
Brownian motion with drift on spaces with varying dimension
|
Lou, Shuwen
|
|
2019
|
|
6 |
p. 2086-2129
|
artikel
|
| 31 |
BSDEs in utility maximization with BMO market price of risk
|
Frei, Christoph
|
|
2012
|
|
6 |
p. 2486-2519
34 p.
|
artikel
|
| 32 |
Change of measure in the lookdown particle system
|
Hénard, Olivier
|
|
2013
|
|
6 |
p. 2054-2083
30 p.
|
artikel
|
| 33 |
Characterization of the finite variation property for a class of stationary increment infinitely divisible processes
|
Basse-O’Connor, Andreas
|
|
2013
|
|
6 |
p. 1871-1890
20 p.
|
artikel
|
| 34 |
Coexistence in host–pathogen systems
|
Durrett, R.
|
|
2008
|
|
6 |
p. 1004-1021
18 p.
|
artikel
|
| 35 |
Conditions for the existence of quasi-stationary distributions for birth–death processes with killing
|
van Doorn, Erik A.
|
|
2012
|
|
6 |
p. 2400-2410
11 p.
|
artikel
|
| 36 |
Consecutive minors for Dyson’s Brownian motions
|
Adler, Mark
|
|
2014
|
|
6 |
p. 2023-2051
29 p.
|
artikel
|
| 37 |
Constructions of coupling processes for Lévy processes
|
Böttcher, Björn
|
|
2011
|
|
6 |
p. 1201-1216
16 p.
|
artikel
|
| 38 |
Continuity in the Hurst index of the local times of anisotropic Gaussian random fields
|
Wu, Dongsheng
|
|
2009
|
|
6 |
p. 1823-1844
22 p.
|
artikel
|
| 39 |
Continuous time trading of a small investor in a limit order market
|
Kühn, Christoph
|
|
2013
|
|
6 |
p. 2011-2053
43 p.
|
artikel
|
| 40 |
Convergence of metric two-level measure spaces
|
Meizis, Roland
|
|
|
|
6 |
p. 3499-3539
|
artikel
|
| 41 |
Critical first-passage percolation starting on the boundary
|
Jiang, Jianping
|
|
2019
|
|
6 |
p. 2049-2065
|
artikel
|
| 42 |
Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle
|
Ge, Hao
|
|
2017
|
|
6 |
p. 1897-1925
29 p.
|
artikel
|
| 43 |
Dynamics for the Brownian web and the erosion flow
|
Howitt, Chris
|
|
2009
|
|
6 |
p. 2028-2051
24 p.
|
artikel
|
| 44 |
Editorial Board
|
|
|
2015
|
|
6 |
p. IFC-
1 p.
|
artikel
|
| 45 |
Editorial Board
|
|
|
2014
|
|
6 |
p. IFC-
1 p.
|
artikel
|
| 46 |
Editorial Board
|
|
|
2017
|
|
6 |
p. IFC-
1 p.
|
artikel
|
| 47 |
Editorial Board
|
|
|
2008
|
|
6 |
p. IFC-
1 p.
|
artikel
|
| 48 |
Editorial Board
|
|
|
2006
|
|
6 |
p. CO2-
1 p.
|
artikel
|
| 49 |
Editorial Board
|
|
|
2007
|
|
6 |
p. IFC-
1 p.
|
artikel
|
| 50 |
Editorial Board
|
|
|
2009
|
|
6 |
p. IFC-
1 p.
|
artikel
|
| 51 |
Editorial Board
|
|
|
2010
|
|
6 |
p. IFC-
1 p.
|
artikel
|
| 52 |
Editorial Board
|
|
|
2005
|
|
6 |
p. CO2-
1 p.
|
artikel
|
| 53 |
Editorial Board
|
|
|
2018
|
|
6 |
p. ii
|
artikel
|
| 54 |
Editorial Board
|
|
|
2016
|
|
6 |
p. IFC-
1 p.
|
artikel
|
| 55 |
Editorial Board
|
|
|
2013
|
|
6 |
p. IFC-
1 p.
|
artikel
|
| 56 |
Editorial Board
|
|
|
2011
|
|
6 |
p. IFC-
1 p.
|
artikel
|
| 57 |
Editorial Board
|
|
|
2012
|
|
6 |
p. IFC-
1 p.
|
artikel
|
| 58 |
Editorial Board
|
|
|
2019
|
|
6 |
p. ii
|
artikel
|
| 59 |
Editorial Board
|
|
|
|
|
6 |
p. ii
|
artikel
|
| 60 |
Ergodic decompositions of stationary max-stable processes in terms of their spectral functions
|
Dombry, Clément
|
|
2017
|
|
6 |
p. 1763-1784
22 p.
|
artikel
|
| 61 |
Erratum to “An empirical central limit theorem for dependent sequences” [Stochastic Proc. Appl. 117 (2007) 121–142]
|
Dedecker, Jérôme
|
|
2009
|
|
6 |
p. 2118-2119
2 p.
|
artikel
|
| 62 |
Erratum to “An invariance principle for stationary random fields under Hannan’s condition” [Stochastic Process. Appl. 124 (12) (2014) 4012–4029]
|
Volný, Dalibor
|
|
2017
|
|
6 |
p. 2088-2091
4 p.
|
artikel
|
| 63 |
Erratum to “Nonparametric estimation of the stationary density and the transition density of a Markov chain” [Stoch. Process. Appl. 118 (2008) 232–260]
|
Lacour, Claire
|
|
2012
|
|
6 |
p. 2480-2485
6 p.
|
artikel
|
| 64 |
Erratum to “Two-sided estimates for the transition densities of symmetric Markov processes dominated by stable-like processes in C 1 , η open sets” [Stochastic Process. Appl. 124(9) (2014) 3055–3083]
|
Kim, Kyung-Youn
|
|
2019
|
|
6 |
p. 2228-2230
|
artikel
|
| 65 |
Estimating spot volatility in the presence of infinite variation jumps
|
Liu, Qiang
|
|
2018
|
|
6 |
p. 1958-1987
|
artikel
|
| 66 |
Estimation error for occupation time functionals of stationary Markov processes
|
Altmeyer, Randolf
|
|
2018
|
|
6 |
p. 1830-1848
|
artikel
|
| 67 |
Euler scheme and tempered distributions
|
Guyon, Julien
|
|
2006
|
|
6 |
p. 877-904
28 p.
|
artikel
|
| 68 |
Exact asymptotics in eigenproblems for fractional Brownian covariance operators
|
Chigansky, Pavel
|
|
2018
|
|
6 |
p. 2007-2059
|
artikel
|
| 69 |
Excursions and path functionals for stochastic processes with asymptotically zero drifts
|
Hryniv, Ostap
|
|
2013
|
|
6 |
p. 1891-1921
31 p.
|
artikel
|
| 70 |
Extension to infinite dimensions of a stochastic second-order model associated with shape splines
|
Vialard, François-Xavier
|
|
2013
|
|
6 |
p. 2110-2157
48 p.
|
artikel
|
| 71 |
Fast simulated annealing in R d with an application to maximum likelihood estimation in state-space models
|
Rubenthaler, Sylvain
|
|
2009
|
|
6 |
p. 1912-1931
20 p.
|
artikel
|
| 72 |
Finite-time blowup and existence of global positive solutions of a semi-linear SPDE
|
Dozzi, Marco
|
|
2010
|
|
6 |
p. 767-776
10 p.
|
artikel
|
| 73 |
First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes
|
Stelzer, Robert
|
|
2009
|
|
6 |
p. 1932-1951
20 p.
|
artikel
|
| 74 |
Fractional Erlang queues
|
Ascione, Giacomo
|
|
|
|
6 |
p. 3249-3276
|
artikel
|
| 75 |
From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in 1 + 1 dimensions
|
Rang, Guanglin
|
|
|
|
6 |
p. 3408-3444
|
artikel
|
| 76 |
Functional limit theorems for renewal shot noise processes with increasing response functions
|
Iksanov, Alexander
|
|
2013
|
|
6 |
p. 1987-2010
24 p.
|
artikel
|
| 77 |
Functions of bounded variation on the classical Wiener space and an extended Ocone–Karatzas formula
|
Pratelli, M.
|
|
2012
|
|
6 |
p. 2383-2399
17 p.
|
artikel
|
| 78 |
Gaussian stochastic volatility models: Scaling regimes, large deviations, and moment explosions
|
Gulisashvili, Archil
|
|
|
|
6 |
p. 3648-3686
|
artikel
|
| 79 |
General erased-word processes: Product-type filtrations, ergodic laws and Martin boundaries
|
Gerstenberg, Julian
|
|
|
|
6 |
p. 3540-3573
|
artikel
|
| 80 |
Gibbsianness versus non-Gibbsianness of time-evolved planar rotor models
|
van Enter, A.C.D.
|
|
2009
|
|
6 |
p. 1866-1888
23 p.
|
artikel
|
| 81 |
Global fluctuations in general β Dyson’s Brownian motion
|
Bender, Martin
|
|
2008
|
|
6 |
p. 1022-1042
21 p.
|
artikel
|
| 82 |
Harmonic functions on Walsh’s Brownian motion
|
Fitzsimmons, Patrick J.
|
|
2014
|
|
6 |
p. 2228-2248
21 p.
|
artikel
|
| 83 |
Harness processes and harmonic crystals
|
Ferrari, Pablo A.
|
|
2006
|
|
6 |
p. 939-956
18 p.
|
artikel
|
| 84 |
Heat kernel for non-local operators with variable order
|
Chen, Xin
|
|
|
|
6 |
p. 3574-3647
|
artikel
|
| 85 |
Heat kernels of non-symmetric jump processes with exponentially decaying jumping kernel
|
Kim, Panki
|
|
2019
|
|
6 |
p. 2130-2173
|
artikel
|
| 86 |
Heavy tailed solutions of multivariate smoothing transforms
|
Buraczewski, Dariusz
|
|
2013
|
|
6 |
p. 1947-1986
40 p.
|
artikel
|
| 87 |
Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients
|
Baños, David
|
|
2017
|
|
6 |
p. 1785-1799
15 p.
|
artikel
|
| 88 |
Hunt’s hypothesis (H) and Getoor’s conjecture for Lévy processes
|
Hu, Ze-Chun
|
|
2012
|
|
6 |
p. 2319-2328
10 p.
|
artikel
|
| 89 |
Inviscid limit for 2D stochastic Navier–Stokes equations
|
Cipriano, Fernanda
|
|
2015
|
|
6 |
p. 2405-2426
22 p.
|
artikel
|
| 90 |
Iterated Brownian motion in bounded domains in R n
|
Nane, Erkan
|
|
2006
|
|
6 |
p. 905-916
12 p.
|
artikel
|
| 91 |
Iterated elastic Brownian motions and fractional diffusion equations
|
Beghin, Luisa
|
|
2009
|
|
6 |
p. 1975-2003
29 p.
|
artikel
|
| 92 |
ITO PRIZE 2009
|
|
|
2009
|
|
6 |
p. I-
1 p.
|
artikel
|
| 93 |
Itô prize 2011
|
Griniari, Elena
|
|
2011
|
|
6 |
p. 1177-
1 p.
|
artikel
|
| 94 |
Joint estimators for the specific intrinsic volumes of stationary random sets
|
Schmidt, Volker
|
|
2005
|
|
6 |
p. 959-981
23 p.
|
artikel
|
| 95 |
Large deviations and related problems for absorbing Markov chains
|
Chen, Jinwen
|
|
2013
|
|
6 |
p. 2398-2418
21 p.
|
artikel
|
| 96 |
Large deviations for affine diffusion processes on R + m × R n
|
Kang, Wanmo
|
|
2014
|
|
6 |
p. 2188-2227
40 p.
|
artikel
|
| 97 |
Large deviations for Markov-modulated diffusion processes with rapid switching
|
Huang, Gang
|
|
2016
|
|
6 |
p. 1785-1818
34 p.
|
artikel
|
| 98 |
Large deviations for optimal filtering with fractional Brownian motion
|
Maroulas, Vasileios
|
|
2013
|
|
6 |
p. 2340-2352
13 p.
|
artikel
|
| 99 |
Large deviations for the Boussinesq equations under random influences
|
Duan, Jinqiao
|
|
2009
|
|
6 |
p. 2052-2081
30 p.
|
artikel
|
| 100 |
Law of large numbers for the maximal flow through tilted cylinders in two-dimensional first passage percolation
|
Rossignol, Raphaël
|
|
2010
|
|
6 |
p. 873-900
28 p.
|
artikel
|
| 101 |
Lie symmetry methods for local volatility models
|
Craddock, Mark
|
|
|
|
6 |
p. 3802-3841
|
artikel
|
| 102 |
Limit theorems for renewal shot noise processes with eventually decreasing response functions
|
Iksanov, Alexander
|
|
2014
|
|
6 |
p. 2132-2170
39 p.
|
artikel
|
| 103 |
Limit theorems for weighted Bernoulli random fields under Hannan’s condition
|
Klicnarová, Jana
|
|
2016
|
|
6 |
p. 1819-1838
20 p.
|
artikel
|
| 104 |
Limit theory for the empirical extremogram of random fields
|
Buhl, Sven
|
|
2018
|
|
6 |
p. 2060-2082
|
artikel
|
| 105 |
Local Asymptotic Mixed Normality property for discretely observed stochastic differential equations driven by stable Lévy processes
|
Clément, Emmanuelle
|
|
2015
|
|
6 |
p. 2316-2352
37 p.
|
artikel
|
| 106 |
Locally stationary Hawkes processes
|
Roueff, François
|
|
2016
|
|
6 |
p. 1710-1743
34 p.
|
artikel
|
| 107 |
Log-concavity and the maximum entropy property of the Poisson distribution
|
Johnson, Oliver
|
|
2007
|
|
6 |
p. 791-802
12 p.
|
artikel
|
| 108 |
Long-time behaviour and propagation of chaos for mean field kinetic particles
|
Monmarché, Pierre
|
|
2017
|
|
6 |
p. 1721-1737
17 p.
|
artikel
|
| 109 |
Low regularity solutions to a gently stochastic nonlinear wave equation in nonequilibrium statistical mechanics
|
Rey-Bellet, Luc
|
|
2005
|
|
6 |
p. 1041-1059
19 p.
|
artikel
|
| 110 |
Marc Yor: A beautiful mind has disappeared
|
Geman, Helyette
|
|
2014
|
|
6 |
p. v-vii
nvt p.
|
artikel
|
| 111 |
Matrix normalized convergence of a Lévy process to normality at zero
|
Maller, Ross A.
|
|
2015
|
|
6 |
p. 2353-2382
30 p.
|
artikel
|
| 112 |
Metastable states, quasi-stationary distributions and soft measures
|
Bianchi, Alessandra
|
|
2016
|
|
6 |
p. 1622-1680
59 p.
|
artikel
|
| 113 |
Metrization of the Gromov–Hausdorff (-Prokhorov) topology for boundedly-compact metric spaces
|
Khezeli, Ali
|
|
|
|
6 |
p. 3842-3864
|
artikel
|
| 114 |
2-microlocal analysis of martingales and stochastic integrals
|
Balança, Paul
|
|
2012
|
|
6 |
p. 2346-2382
37 p.
|
artikel
|
| 115 |
Moment bounds for non-linear functionals of the periodogram
|
Faÿ, Gilles
|
|
2010
|
|
6 |
p. 983-1009
27 p.
|
artikel
|
| 116 |
Muller’s ratchet clicks in finite time
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