| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A BSDE approach to stochastic differential games with incomplete information
|
Grün, Christine
|
|
2012
|
122 |
4 |
p. 1917-1946
30 p.
|
artikel
|
| 2 |
A monotonicity property for random walk in a partially random environment
|
Holmes, Mark
|
|
2012
|
122 |
4 |
p. 1369-1396
28 p.
|
artikel
|
| 3 |
An optimal stopping problem for fragmentation processes
|
Kyprianou, Andreas E.
|
|
2012
|
122 |
4 |
p. 1210-1225
16 p.
|
artikel
|
| 4 |
A one-dimensional coagulation–fragmentation process with a dynamical phase transition
|
Bernardin, Cédric
|
|
2012
|
122 |
4 |
p. 1672-1708
37 p.
|
artikel
|
| 5 |
A short proof of the Doob–Meyer theorem
|
Beiglböck, Mathias
|
|
2012
|
122 |
4 |
p. 1204-1209
6 p.
|
artikel
|
| 6 |
Convergence of invariant measures for singular stochastic diffusion equations
|
Ciotir, Ioana
|
|
2012
|
122 |
4 |
p. 1998-2017
20 p.
|
artikel
|
| 7 |
Editorial Board
|
|
|
2012
|
122 |
4 |
p. IFC-
1 p.
|
artikel
|
| 8 |
Existence, minimality and approximation of solutions to BSDEs with convex drivers
|
Cheridito, Patrick
|
|
2012
|
122 |
4 |
p. 1540-1565
26 p.
|
artikel
|
| 9 |
Fluctuations of interacting Markov chain Monte Carlo methods
|
Bercu, Bernard
|
|
2012
|
122 |
4 |
p. 1304-1331
28 p.
|
artikel
|
| 10 |
Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution
|
Barbe, Ph.
|
|
2012
|
122 |
4 |
p. 1276-1303
28 p.
|
artikel
|
| 11 |
Large deviations for multiscale diffusion via weak convergence methods
|
Dupuis, Paul
|
|
2012
|
122 |
4 |
p. 1947-1987
41 p.
|
artikel
|
| 12 |
Large systems of diffusions interacting through their ranks
|
Shkolnikov, Mykhaylo
|
|
2012
|
122 |
4 |
p. 1730-1747
18 p.
|
artikel
|
| 13 |
Large time asymptotic problems for optimal stochastic control with superlinear cost
|
Ichihara, Naoyuki
|
|
2012
|
122 |
4 |
p. 1248-1275
28 p.
|
artikel
|
| 14 |
Linear variance bounds for particle approximations of time-homogeneous Feynman–Kac formulae
|
Whiteley, Nick
|
|
2012
|
122 |
4 |
p. 1840-1865
26 p.
|
artikel
|
| 15 |
Markov modulation of a two-sided reflected Brownian motion with application to fluid queues
|
D’Auria, Bernardo
|
|
2012
|
122 |
4 |
p. 1566-1581
16 p.
|
artikel
|
| 16 |
Multivariate generalized Ornstein–Uhlenbeck processes
|
Behme, Anita
|
|
2012
|
122 |
4 |
p. 1487-1518
32 p.
|
artikel
|
| 17 |
On Lundh’s percolation diffusion
|
Carroll, Tom
|
|
2012
|
122 |
4 |
p. 1988-1997
10 p.
|
artikel
|
| 18 |
On nodal domains and higher-order Cheeger inequalities of finite reversible Markov processes
|
Daneshgar, Amir
|
|
2012
|
122 |
4 |
p. 1748-1776
29 p.
|
artikel
|
| 19 |
On some universal σ -finite measures related to a remarkable class of submartingales
|
Najnudel, Joseph
|
|
2012
|
122 |
4 |
p. 1582-1600
19 p.
|
artikel
|
| 20 |
Particle filters with random resampling times
|
Crisan, D.
|
|
2012
|
122 |
4 |
p. 1332-1368
37 p.
|
artikel
|
| 21 |
Percolation of even sites for random sequential adsorption
|
Penrose, Mathew D.
|
|
2012
|
122 |
4 |
p. 1866-1886
21 p.
|
artikel
|
| 22 |
Permanental vectors
|
Kogan, Hana
|
|
2012
|
122 |
4 |
p. 1226-1247
22 p.
|
artikel
|
| 23 |
Positivity and explosion in mean L p -norm of stochastic functional parabolic equations of retarded type
|
Chow, Pao-Liu
|
|
2012
|
122 |
4 |
p. 1709-1729
21 p.
|
artikel
|
| 24 |
Quadratic reflected BSDEs with unbounded obstacles
|
Bayraktar, Erhan
|
|
2012
|
122 |
4 |
p. 1155-1203
49 p.
|
artikel
|
| 25 |
Random walks on Galton–Watson trees with random conductances
|
Gantert, Nina
|
|
2012
|
122 |
4 |
p. 1652-1671
20 p.
|
artikel
|
| 26 |
Representing filtration consistent nonlinear expectations as g -expectations in general probability spaces
|
Cohen, Samuel N.
|
|
2012
|
122 |
4 |
p. 1601-1626
26 p.
|
artikel
|
| 27 |
Scalar conservation laws with fractional stochastic forcing: Existence, uniqueness and invariant measure
|
Saussereau, Bruno
|
|
2012
|
122 |
4 |
p. 1456-1486
31 p.
|
artikel
|
| 28 |
Sharp critical behavior for pinning models in a random correlated environment
|
Berger, Quentin
|
|
2012
|
122 |
4 |
p. 1397-1436
40 p.
|
artikel
|
| 29 |
Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps
|
Figueroa-López, José E.
|
|
2012
|
122 |
4 |
p. 1808-1839
32 p.
|
artikel
|
| 30 |
Stein’s method for invariant measures of diffusions via Malliavin calculus
|
Kusuoka, Seiichiro
|
|
2012
|
122 |
4 |
p. 1627-1651
25 p.
|
artikel
|
| 31 |
Stochastic algorithms for computing means of probability measures
|
Arnaudon, Marc
|
|
2012
|
122 |
4 |
p. 1437-1455
19 p.
|
artikel
|
| 32 |
Tail behavior of solutions of linear recursions on trees
|
Olvera-Cravioto, Mariana
|
|
2012
|
122 |
4 |
p. 1777-1807
31 p.
|
artikel
|
| 33 |
The Burgers equation with affine linear noise: Dynamics and stability
|
Mohammed, Salah
|
|
2012
|
122 |
4 |
p. 1887-1916
30 p.
|
artikel
|
| 34 |
The transition from ergodic to explosive behavior in a family of stochastic differential equations
|
Birrell, Jeremiah
|
|
2012
|
122 |
4 |
p. 1519-1539
21 p.
|
artikel
|
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