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                             20 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution Hu, Yaozhong
2013
123 3 p. 1083-1103
21 p.
artikel
2 Asymptotic analysis for a downside risk minimization problem under partial information Watanabe, Yûsuke
2013
123 3 p. 1046-1082
37 p.
artikel
3 Central Limit Theorems for approximate quadratic variations of pure jump Itô semimartingales Diop, Assane
2013
123 3 p. 839-886
48 p.
artikel
4 Corrigendum to “Convergence of invariant measures for singular stochastic diffusion equations” [Stochastic Process. Appl. 122 (2012) 1998–2017] Ciotir, Ioana
2013
123 3 p. 1178-1181
4 p.
artikel
5 Corrigendum to “Large deviations of realized volatility” [Stochastic Process. Appl. 122 (2012) 546–581] Kanaya, Shin
2013
123 3 p. 1176-1177
2 p.
artikel
6 Editorial Board 2013
123 3 p. IFC-
1 p.
artikel
7 Existence and convergence results for infinite dimensional nonlinear stochastic equations with multiplicative noise Barbu, Viorel
2013
123 3 p. 934-951
18 p.
artikel
8 Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials II: Airy random point field Osada, Hirofumi
2013
123 3 p. 813-838
26 p.
artikel
9 Martingale expansion in mixed normal limit Yoshida, Nakahiro
2013
123 3 p. 887-933
47 p.
artikel
10 Maximum principle for quasilinear SPDE’s on a bounded domain without regularity assumptions Denis, Laurent
2013
123 3 p. 1104-1137
34 p.
artikel
11 Nonparametric estimation of the local Hurst function of multifractional Gaussian processes Bardet, Jean-Marc
2013
123 3 p. 1004-1045
42 p.
artikel
12 On a stochastic differential equation arising in a price impact model Bank, Peter
2013
123 3 p. 1160-1175
16 p.
artikel
13 On the density of the supremum of a stable process Kuznetsov, A.
2013
123 3 p. 986-1003
18 p.
artikel
14 Optimal stopping of strong Markov processes Christensen, Sören
2013
123 3 p. 1138-1159
22 p.
artikel
15 Potential theory of subordinate Brownian motions with Gaussian components Kim, Panki
2013
123 3 p. 764-795
32 p.
artikel
16 Scaling limits of coupled continuous time random walks and residual order statistics through marked point processes Barczyk, A.
2013
123 3 p. 796-812
17 p.
artikel
17 Time homogeneous diffusions with a given marginal at a deterministic time Noble, John M.
2013
123 3 p. 675-718
44 p.
artikel
18 Time regularity of solutions to linear equations with Lévy noise in infinite dimensions Peszat, S.
2013
123 3 p. 719-751
33 p.
artikel
19 Unified asymptotic theory for nearly unstable AR( p ) processes Buchmann, Boris
2013
123 3 p. 952-985
34 p.
artikel
20 Weak and strong approximations of reflected diffusions via penalization methods Słomiński, Leszek
2013
123 3 p. 752-763
12 p.
artikel
                             20 gevonden resultaten
 
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