| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A bound on the Wasserstein-2 distance between linear combinations of independent random variables
|
Arras, Benjamin
|
|
2019
|
|
7 |
p. 2341-2375
|
artikel
|
| 2 |
A condition for distinguishing sceneries on non-abelian groups
|
Hildebrand, Martin
|
|
2017
|
|
7 |
p. 2339-2345
7 p.
|
artikel
|
| 3 |
A contrast estimator for completely or partially observed hypoelliptic diffusion
|
Samson, Adeline
|
|
2012
|
|
7 |
p. 2521-2552
32 p.
|
artikel
|
| 4 |
Affine realizations with affine state processes for stochastic partial differential equations
|
Tappe, Stefan
|
|
2016
|
|
7 |
p. 2062-2091
30 p.
|
artikel
|
| 5 |
A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
|
Azaïs, Jean-Marc
|
|
2008
|
|
7 |
p. 1190-1218
29 p.
|
artikel
|
| 6 |
A large deviation principle for 2D stochastic Navier–Stokes equation
|
Gourcy, Mathieu
|
|
2007
|
|
7 |
p. 904-927
24 p.
|
artikel
|
| 7 |
A large sample property in approximating the superposition of i.i.d. finite point processes
|
Cong, Tianshu
|
|
|
|
7 |
p. 4493-4511
|
artikel
|
| 8 |
A Lévy input model with additional state-dependent services
|
Palmowski, Zbigniew
|
|
2011
|
|
7 |
p. 1546-1564
19 p.
|
artikel
|
| 9 |
A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations
|
Dereich, Steffen
|
|
2011
|
|
7 |
p. 1565-1587
23 p.
|
artikel
|
| 10 |
An approximation scheme for reflected stochastic differential equations
|
Evans, Lawrence Christopher
|
|
2011
|
|
7 |
p. 1464-1491
28 p.
|
artikel
|
| 11 |
An infinite dimensional convolution theorem with applications to the efficient estimation of the integrated volatility
|
Clément, Emmanuelle
|
|
2013
|
|
7 |
p. 2500-2521
22 p.
|
artikel
|
| 12 |
An integral functional driven by fractional Brownian motion
|
Sun, Xichao
|
|
2019
|
|
7 |
p. 2249-2285
|
artikel
|
| 13 |
A note on quadratic forms of stationary functional time series under mild conditions
|
van Delft, Anne
|
|
|
|
7 |
p. 4206-4251
|
artikel
|
| 14 |
A phase transition for q -TASEP with a few slower particles
|
Barraquand, Guillaume
|
|
2015
|
|
7 |
p. 2674-2699
26 p.
|
artikel
|
| 15 |
A polynomial birth–death point process approximation to the Bernoulli process
|
Xia, Aihua
|
|
2008
|
|
7 |
p. 1254-1263
10 p.
|
artikel
|
| 16 |
Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire
|
Mostovyi, Oleksii
|
|
|
|
7 |
p. 4444-4469
|
artikel
|
| 17 |
Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders
|
Clausel, M.
|
|
2014
|
|
7 |
p. 2517-2541
25 p.
|
artikel
|
| 18 |
Asymptotic behaviour of high Gaussian minima
|
Chakrabarty, Arijit
|
|
2018
|
|
7 |
p. 2297-2324
|
artikel
|
| 19 |
Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model
|
Masuda, H.
|
|
2005
|
|
7 |
p. 1167-1186
20 p.
|
artikel
|
| 20 |
Asymptotic properties of jump-diffusion processes with state-dependent switching
|
Xi, Fubao
|
|
2009
|
|
7 |
p. 2198-2221
24 p.
|
artikel
|
| 21 |
Asymptotic results for the two-parameter Poisson–Dirichlet distribution
|
Feng, Shui
|
|
2010
|
|
7 |
p. 1159-1177
19 p.
|
artikel
|
| 22 |
Asymptotic results for time-changed Lévy processes sampled at hitting times
|
Rosenbaum, Mathieu
|
|
2011
|
|
7 |
p. 1607-1632
26 p.
|
artikel
|
| 23 |
Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes
|
Masuda, Hiroki
|
|
2013
|
|
7 |
p. 2752-2778
27 p.
|
artikel
|
| 24 |
Asymptotic theory for Brownian semi-stationary processes with application to turbulence
|
Corcuera, José Manuel
|
|
2013
|
|
7 |
p. 2552-2574
23 p.
|
artikel
|
| 25 |
Asymptotic theory for curve-crossing analysis
|
Zhao, Zhibiao
|
|
2007
|
|
7 |
p. 862-877
16 p.
|
artikel
|
| 26 |
Asymptotic theory for maximum deviations of sample covariance matrix estimates
|
Xiao, Han
|
|
2013
|
|
7 |
p. 2899-2920
22 p.
|
artikel
|
| 27 |
Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
|
Bahlali, Khaled
|
|
2005
|
|
7 |
p. 1107-1129
23 p.
|
artikel
|
| 28 |
Backward uniqueness of stochastic parabolic like equations driven by Gaussian multiplicative noise
|
Barbu, Viorel
|
|
2016
|
|
7 |
p. 2163-2179
17 p.
|
artikel
|
| 29 |
Bad configurations for random walk in random scenery and related subshifts
|
den Hollander, Frank
|
|
2005
|
|
7 |
p. 1209-1232
24 p.
|
artikel
|
| 30 |
Behavior of the Hermite sheet with respect to theHurst index
|
Araya, Héctor
|
|
2019
|
|
7 |
p. 2582-2605
|
artikel
|
| 31 |
Branching random walk with trapping zones
|
Biard, Romain
|
|
2018
|
|
7 |
p. 2341-2366
|
artikel
|
| 32 |
CLT for L p moduli of continuity of Gaussian processes
|
Marcus, Michael B.
|
|
2008
|
|
7 |
p. 1107-1135
29 p.
|
artikel
|
| 33 |
Continuous LERW started from interior points
|
Zhan, Dapeng
|
|
2010
|
|
7 |
p. 1267-1316
50 p.
|
artikel
|
| 34 |
Convergence of the increments of a stochastic integral associated to the stochastic wave equation
|
Colina, Mairene
|
|
2009
|
|
7 |
p. 2121-2136
16 p.
|
artikel
|
| 35 |
Convergence of the quantile admission process with veto power
|
Feldheim, Naomi Dvora
|
|
|
|
7 |
p. 4294-4325
|
artikel
|
| 36 |
Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory
|
Nyrhinen, Harri
|
|
2007
|
|
7 |
p. 947-959
13 p.
|
artikel
|
| 37 |
Corrigendum to “On uniform closeness of local times of Markov chains and i.i.d. sequences” [Stochastic Process. Appl. 128 (10) 3221–3252]
|
de Bernardini, Diego F.
|
|
2019
|
|
7 |
p. 2606-2609
|
artikel
|
| 38 |
Cramér–Karhunen–Loève representation and harmonic principal component analysis of functional time series
|
Panaretos, Victor M.
|
|
2013
|
|
7 |
p. 2779-2807
29 p.
|
artikel
|
| 39 |
Diffusion approximation for equilibrium Kawasaki dynamics in continuum
|
Kondratiev, Yuri G.
|
|
2008
|
|
7 |
p. 1278-1299
22 p.
|
artikel
|
| 40 |
Discretisation and duality of optimal Skorokhod embedding problems
|
Cox, Alexander M.G.
|
|
2019
|
|
7 |
p. 2376-2405
|
artikel
|
| 41 |
Doob–Martin compactification of a Markov chain for growing random words sequentially
|
Choi, Hye Soo
|
|
2017
|
|
7 |
p. 2428-2445
18 p.
|
artikel
|
| 42 |
Editorial Board
|
|
|
2014
|
|
7 |
p. IFC-
1 p.
|
artikel
|
| 43 |
Editorial Board
|
|
|
2016
|
|
7 |
p. IFC-
1 p.
|
artikel
|
| 44 |
Editorial Board
|
|
|
2008
|
|
7 |
p. IFC-
1 p.
|
artikel
|
| 45 |
Editorial Board
|
|
|
2013
|
|
7 |
p. IFC-
1 p.
|
artikel
|
| 46 |
Editorial Board
|
|
|
2006
|
|
7 |
p. CO2-
1 p.
|
artikel
|
| 47 |
Editorial Board
|
|
|
2007
|
|
7 |
p. IFC-
1 p.
|
artikel
|
| 48 |
Editorial Board
|
|
|
2009
|
|
7 |
p. IFC-
1 p.
|
artikel
|
| 49 |
Editorial Board
|
|
|
2010
|
|
7 |
p. IFC-
1 p.
|
artikel
|
| 50 |
Editorial Board
|
|
|
2005
|
|
7 |
p. CO2-
1 p.
|
artikel
|
| 51 |
Editorial Board
|
|
|
2018
|
|
7 |
p. ii
|
artikel
|
| 52 |
Editorial Board
|
|
|
2017
|
|
7 |
p. IFC-
1 p.
|
artikel
|
| 53 |
Editorial Board
|
|
|
2015
|
|
7 |
p. IFC-
1 p.
|
artikel
|
| 54 |
Editorial Board
|
|
|
2011
|
|
7 |
p. IFC-
1 p.
|
artikel
|
| 55 |
Editorial Board
|
|
|
2012
|
|
7 |
p. IFC-
1 p.
|
artikel
|
| 56 |
Editorial Board
|
|
|
2019
|
|
7 |
p. ii
|
artikel
|
| 57 |
Editorial Board
|
|
|
|
|
7 |
p. ii
|
artikel
|
| 58 |
Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: The iid case
|
Heiny, Johannes
|
|
2017
|
|
7 |
p. 2179-2207
29 p.
|
artikel
|
| 59 |
Enlargement of filtrations with random times for processes with jumps
|
Kohatsu-Higa, Arturo
|
|
2008
|
|
7 |
p. 1136-1158
23 p.
|
artikel
|
| 60 |
Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
|
Douc, R.
|
|
2013
|
|
7 |
p. 2620-2647
28 p.
|
artikel
|
| 61 |
Error expansion for the discretization of backward stochastic differential equations
|
Gobet, Emmanuel
|
|
2007
|
|
7 |
p. 803-829
27 p.
|
artikel
|
| 62 |
Estimates on the tail probabilities of subordinators and applications to general time fractional equations
|
Cho, Soobin
|
|
|
|
7 |
p. 4392-4443
|
artikel
|
| 63 |
Estimating the efficient price from the order flow: A Brownian Cox process approach
|
Delattre, Sylvain
|
|
2013
|
|
7 |
p. 2603-2619
17 p.
|
artikel
|
| 64 |
Estimation in the presence of many nuisance parameters: Composite likelihood and plug-in likelihood
|
Wu, Billy
|
|
2013
|
|
7 |
p. 2877-2898
22 p.
|
artikel
|
| 65 |
Estimation of the offspring mean in a controlled branching process with a random control function
|
Sriram, T.N.
|
|
2007
|
|
7 |
p. 928-946
19 p.
|
artikel
|
| 66 |
Evolution in predator–prey systems
|
Durrett, Rick
|
|
2010
|
|
7 |
p. 1364-1392
29 p.
|
artikel
|
| 67 |
Exclusion processes with multiple interactions
|
Kovchegov, Yevgeniy
|
|
2005
|
|
7 |
p. 1233-1256
24 p.
|
artikel
|
| 68 |
Existence of a density of the 2-dimensional Stochastic Navier Stokes Equation driven by Lévy processes or fractional Brownian motion
|
Hausenblas, E.
|
|
|
|
7 |
p. 4174-4205
|
artikel
|
| 69 |
Explosion, implosion, and moments of passage times for continuous-time Markov chains: A semimartingale approach
|
Menshikov, Mikhail
|
|
2014
|
|
7 |
p. 2388-2414
27 p.
|
artikel
|
| 70 |
Exponential extinction time of the contact process on finite graphs
|
Mountford, Thomas
|
|
2016
|
|
7 |
p. 1974-2013
40 p.
|
artikel
|
| 71 |
Extensions of Black–Scholes processes and Benford’s law
|
Schürger, Klaus
|
|
2008
|
|
7 |
p. 1219-1243
25 p.
|
artikel
|
| 72 |
Extremes of subexponential Lévy driven moving average processes
|
Fasen, Vicky
|
|
2006
|
|
7 |
p. 1066-1087
22 p.
|
artikel
|
| 73 |
Factor models in high-dimensional time series—A time-domain approach
|
Hallin, Marc
|
|
2013
|
|
7 |
p. 2678-2695
18 p.
|
artikel
|
| 74 |
Flows, currents, and cycles for Markov chains: Large deviation asymptotics
|
Bertini, Lorenzo
|
|
2015
|
|
7 |
p. 2786-2819
34 p.
|
artikel
|
| 75 |
Fluctuation analysis for the loss from default
|
Spiliopoulos, Konstantinos
|
|
2014
|
|
7 |
p. 2322-2362
41 p.
|
artikel
|
| 76 |
Forward–backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs
|
Shamarova, Evelina
|
|
|
|
7 |
p. 3865-3894
|
artikel
|
| 77 |
Forward–backward stochastic differential systems associated to Navier–Stokes equations in the whole space
|
Delbaen, Freddy
|
|
2015
|
|
7 |
p. 2516-2561
46 p.
|
artikel
|
| 78 |
Fractional diffusion-type equations with exponential and logarithmic differential operators
|
Beghin, Luisa
|
|
2018
|
|
7 |
p. 2427-2447
|
artikel
|
| 79 |
Full well-posedness of point vortex dynamics corresponding to stochastic 2D Euler equations
|
Flandoli, F.
|
|
2011
|
|
7 |
p. 1445-1463
19 p.
|
artikel
|
| 80 |
Generalised particle filters with Gaussian mixtures
|
Crisan, D.
|
|
2015
|
|
7 |
p. 2643-2673
31 p.
|
artikel
|
| 81 |
Geometric ergodicity of affine processes on cones
|
Mayerhofer, Eberhard
|
|
|
|
7 |
p. 4141-4173
|
artikel
|
| 82 |
Heat kernel estimates for Δ + Δ α / 2 under gradient perturbation
|
Chen, Zhen-Qing
|
|
2015
|
|
7 |
p. 2603-2642
40 p.
|
artikel
|
| 83 |
Hölder regularity for operator scaling stable random fields
|
Biermé, Hermine
|
|
2009
|
|
7 |
p. 2222-2248
27 p.
|
artikel
|
| 84 |
Homogenization of dissipative, noisy, Hamiltonian dynamics
|
Birrell, Jeremiah
|
|
2018
|
|
7 |
p. 2367-2403
|
artikel
|
| 85 |
Importance sampling and statistical Romberg method for Lévy processes
|
Alaya, Mohamed Ben
|
|
2016
|
|
7 |
p. 1901-1931
31 p.
|
artikel
|
| 86 |
Intermittency for the Hyperbolic Anderson Model with rough noise in space
|
Balan, Raluca M.
|
|
2017
|
|
7 |
p. 2316-2338
23 p.
|
artikel
|
| 87 |
Invariance for rough differential equations
|
Coutin, Laure
|
|
2017
|
|
7 |
p. 2373-2395
23 p.
|
artikel
|
| 88 |
Invariance principles for random walks in cones
|
Duraj, Jetlir
|
|
|
|
7 |
p. 3920-3942
|
artikel
|
| 89 |
Invariant measures and the Kolmogorov equation for the stochastic fast diffusion equation
|
Barbu, Viorel
|
|
2010
|
|
7 |
p. 1247-1266
20 p.
|
artikel
|
| 90 |
Isotropic Ornstein–Uhlenbeck flows
|
van Bargen, H.
|
|
2009
|
|
7 |
p. 2166-2197
32 p.
|
artikel
|
| 91 |
Joseph Leo Doob, 1910–2004
|
Burkholder, Donald
|
|
2005
|
|
7 |
p. 1061-1072
12 p.
|
artikel
|
| 92 |
Kinematic formula for heterogeneous Gaussian related fields
|
Panigrahi, Snigdha
|
|
2019
|
|
7 |
p. 2437-2465
|
artikel
|
| 93 |
Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
|
Ganguly, Arnab
|
|
2018
|
|
7 |
p. 2179-2227
|
artikel
|
| 94 |
Large deviations in total variation of occupation measures of one-dimensional diffusions
|
Lei, Liangzhen
|
|
2009
|
|
7 |
p. 2387-2399
13 p.
|
artikel
|
| 95 |
Large scale localization of a spatial version of Neveu’s branching process
|
Fleischmann, Klaus
|
|
2006
|
|
7 |
p. 983-1011
29 p.
|
artikel
|
| 96 |
Law of large numbers for random walks on attractive spin-flip dynamics
|
Bethuelsen, Stein Andreas
|
|
2017
|
|
7 |
p. 2346-2372
27 p.
|
artikel
|
| 97 |
Law of large numbers for the many-server earliest-deadline-first queue
|
Atar, Rami
|
|
2018
|
|
7 |
p. 2270-2296
|
artikel
|
| 98 |
Law of two-sided exit by a spectrally positive strictly stable process
|
Chi, Zhiyi
|
|
|
|
7 |
p. 3967-3989
|
artikel
|
| 99 |
Limit theorems for a class of critical superprocesses with stable branching
|
Ren, Yan-Xia
|
|
|
|
7 |
p. 4358-4391
|
artikel
|
| 100 |
Linear inverse problems for Markov processes and their regularisation
|
Çetin, Umut
|
|
|
|
7 |
p. 4062-4080
|
artikel
|
| 101 |
Localization of favorite points for diffusion in a random environment
|
Cheliotis, Dimitris
|
|
2008
|
|
7 |
p. 1159-1189
31 p.
|
artikel
|
| 102 |
Local times of ranked continuous semimartingales
|
Banner, Adrian D.
|
|
2008
|
|
7 |
p. 1244-1253
10 p.
|
artikel
|
| 103 |
Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach
|
Cosso, Andrea
|
|
2016
|
|
7 |
p. 1932-1973
42 p.
|
artikel
|
| 104 |
L 2 -time regularity of BSDEs with irregular terminal functions
|
Gobet, Emmanuel
|
|
2010
|
|
7 |
p. 1105-1132
28 p.
|
artikel
|
| 105 |
Lévy area with a drift as a renormalization limit of Markov chains on periodic graphs
|
Lopusanschi, Olga
|
|
2018
|
|
7 |
p. 2404-2426
|
artikel
|
| 106 |
Martingale representation for Poisson processes with applications to minimal variance hedging
|
Last, Günter
|
|
2011
|
|
7 |
p. 1588-1606
19 p.
|
artikel
|
| 107 |
MDP for integral functionals of fast and slow processes with averaging
|
Guillin, A.
|
|
2005
|
|
7 |
p. 1187-1207
21 p.
|
artikel
|
| 108 |
Mean field games via controlled martingale problems: Existence of Markovian equilibria
|
Lacker, Daniel
|
|
2015
|
|
7 |
p. 2856-2894
39 p.
|
artikel
|
| 109 |
Measures of serial extremal dependence and their estimation
|
Davis, Richard A.
|
|
2013
|
|
7 |
p. 2575-2602
28 p.
|
artikel
|
| 110 |
Measuring the relevance of the microstructure noise in financial data
|
Mancini, Cecilia
|
|
2013
|
|
7 |
p. 2728-2751
24 p.
|
artikel
|
| 111 |
Metastability for nonlinear random perturbations of dynamical systems
|
Freidlin, M.
|
|
2010
|
|
7 |
p. 1194-1214
21 p.
|
artikel
|
| 112 |
Microstructure noise in the continuous case: The pre-averaging approach
|
Jacod, Jean
|
|
2009
|
|
7 |
p. 2249-2276
28 p.
|
artikel
|
| 113 |
Mixed boundary value problems of semilinear elliptic PDEs and BSDEs with singular coefficients
|
Yang, Xue
|
|
2014
|
|
7 |
p. 2442-2478
37 p.
|
artikel
|
| 114 |
Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing
|
Buchmann, Boris
|
|
2017
|
|
7 |
p. 2208-2242
35 p.
|
artikel
|
| 115 |
Necessary conditions for stochastic optimal control problems in infinite dimensions
|
Frankowska, Hélène
|
|
|
|
7 |
p. 4081-4103
|
artikel
|
| 116 |
Non-equilibrium and stationary fluctuations for the SSEP with slow boundary
|
Gonçalves, P.
|
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On the characteristics of a class of Gaussian processes within the white noise space setting
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On the concentration and the convergence rate with a moment condition in first passage percolation
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On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps
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On the interpretation of the Master Equation
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On the multi-step MLE-process for ergodic diffusion
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On the number of empty boxes in the Bernoulli sieve II
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On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs
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Optimality of doubly reflected Lévy processes in singular control
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Optimal liquidity provision
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Optimally thresholded realized power variations for Lévy jump diffusion models
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Figueroa-López, José E.
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30 p.
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π options
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Parameter estimation and asymptotic stability in stochastic filtering
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Path-space moderate deviations for a class of Curie–Weiss models with dissipation
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Pathwise Taylor expansions for random fields on multiple dimensional paths
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Peacocks nearby: Approximating sequences of measures
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Perpetual American options in diffusion-type models with running maxima and drawdowns
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Power variation from second order differences for pure jump semimartingales
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Probability and moment inequalities for sums of weakly dependent random variables, with applications
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Propagation of singularities in the semi-fractional Brownian sheet
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Quasi likelihood analysis of volatility and nondegeneracy of statistical random field
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Random self-similar trees and a hierarchical branching process
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Random walks in a strongly sparse random environment
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Buraczewski, Dariusz
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Real harmonizable multifractional stable process and its local properties
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Regenerative compositions in the case of slow variation
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Regular variation of fixed points of the smoothing transform
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Regular variation of order 1 nonlinear AR-ARCH models
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Sampling per mode for rare event simulation in switching diffusions
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SDEs with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions
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Brigo, Damiano
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Second-order BSDEs with general reflection and game options under uncertainty
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Sharp adaptive drift estimation for ergodic diffusions: The multivariate case
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Simulation of BSDEs with jumps by Wiener Chaos expansion
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SIR epidemics with stochastic infectious periods
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Small jumps asymptotic of the moving optimum Poissonian SDE
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Some limit theorems for Hawkes processes and application to financial statistics
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Some results on regularity and monotonicity of the speed for excited random walks in low dimensions
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Spread of a catalytic branching random walk on a multidimensional lattice
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Bulinskaya, Ekaterina Vl.
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Statistical inference for time-changed Lévy processes via Mellin transform approach
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Stochastic acceleration in a random time-dependent potential
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Stochastic differential equation for Brox diffusion
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Stochastic integration for tempered fractional Brownian motion
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Stochastic maximum principle for SPDEs with delay
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Stochastic 2-microlocal analysis
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Stochastic PDEs with heavy-tailed noise
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Stochastic variational inequalities with oblique subgradients
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Stopping times and related Itô’s calculus with G -Brownian motion
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Strong and weak orders in averaging for SPDEs
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Supermartingale decomposition with a general index set
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ℓ 1 -symmetric vector random fields
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Wang, Fangfang
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The discrete Gaussian free field on a compact manifold
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The enhanced Sanov theorem and propagation of chaos
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The evolution of a spatial stochastic network
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The jamming constant of uniform random graphs
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The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
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Total variation bounds for Gaussian functionals
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Transient behavior of the Halfin–Whitt diffusion
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Transportation distances and noise sensitivity of multiplicative Lévy SDE with applications
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Uniform stability of autonomous linear stochastic functional differential equations in infinite dimensions
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What happens after a default: The conditional density approach
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