nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Acknowledgement to the Referees
|
|
|
2002 |
100 |
1-2 |
p. 401-402 2 p. |
artikel |
2 |
Almost sure exponential behaviour for a parabolic SPDE on a manifold
|
Tindel, Samy |
|
2002 |
100 |
1-2 |
p. 53-74 22 p. |
artikel |
3 |
ARCH-type bilinear models with double long memory
|
Giraitis, Liudas |
|
2002 |
100 |
1-2 |
p. 275-300 26 p. |
artikel |
4 |
A stochastic maximum principle for processes driven by fractional Brownian motion
|
Biagini, Francesca |
|
2002 |
100 |
1-2 |
p. 233-253 21 p. |
artikel |
5 |
Author index
|
|
|
2002 |
100 |
1-2 |
p. 313- 1 p. |
artikel |
6 |
Conditioned stochastic differential equations: theory, examples and application to finance
|
Baudoin, Fabrice |
|
2002 |
100 |
1-2 |
p. 109-145 37 p. |
artikel |
7 |
Editorial
|
|
|
2002 |
100 |
1-2 |
p. 1-2 2 p. |
artikel |
8 |
Liouville theorem and coupling on negatively curved Riemannian manifolds
|
Wang, Feng-Yu |
|
2002 |
100 |
1-2 |
p. 27-39 13 p. |
artikel |
9 |
Master Index Volumes 1-100
|
|
|
2002 |
100 |
1-2 |
p. 315-400 86 p. |
artikel |
10 |
On AR(1) models with periodic and almost periodic coefficients
|
Hurd, H. |
|
2002 |
100 |
1-2 |
p. 167-185 19 p. |
artikel |
11 |
On mixtures of distributions of Markov chains
|
Fortini, Sandra |
|
2002 |
100 |
1-2 |
p. 147-165 19 p. |
artikel |
12 |
On sequential estimation for branching processes with immigration
|
Qi, Yongcheng |
|
2002 |
100 |
1-2 |
p. 41-51 11 p. |
artikel |
13 |
On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts
|
Avram, Florin |
|
2002 |
100 |
1-2 |
p. 75-107 33 p. |
artikel |
14 |
Scaling exponents of random walks in random sceneries
|
Piau, Didier |
|
2002 |
100 |
1-2 |
p. 3-25 23 p. |
artikel |
15 |
Self-similar processes with independent increments associated with Lévy and Bessel processes
|
Jeanblanc, M. |
|
2002 |
100 |
1-2 |
p. 223-231 9 p. |
artikel |
16 |
Solution of a roulette-type ruin problem—a correction to: a rule of thumb (not only) for gamblers
|
Kozek, Andrzej S. |
|
2002 |
100 |
1-2 |
p. 301-311 11 p. |
artikel |
17 |
Stable limits of empirical processes of moving averages with infinite variance
|
Surgailis, Donatas |
|
2002 |
100 |
1-2 |
p. 255-274 20 p. |
artikel |
18 |
Whittle estimation in a heavy-tailed GARCH(1,1) model
|
Mikosch, Thomas |
|
2002 |
100 |
1-2 |
p. 187-222 36 p. |
artikel |