| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Adaptive nonparametric estimation for Lévy processes observed at low frequency
|
Kappus, Johanna
|
|
2014
|
124 |
1 |
p. 730-758
29 p.
|
artikel
|
| 2 |
A functional limit theorem for stochastic integrals driven by a time-changed symmetric α -stable Lévy process
|
Scalas, Enrico
|
|
2014
|
124 |
1 |
p. 385-410
26 p.
|
artikel
|
| 3 |
Almost sure explosion of solutions to stochastic differential equations
|
Chow, Pao-Liu
|
|
2014
|
124 |
1 |
p. 639-645
7 p.
|
artikel
|
| 4 |
A martingale decomposition for quadratic forms of Markov chains (with applications)
|
Atchadé, Yves F.
|
|
2014
|
124 |
1 |
p. 646-677
32 p.
|
artikel
|
| 5 |
A mixed-step algorithm for the approximation of the stationary regime of a diffusion
|
Pagès, Gilles
|
|
2014
|
124 |
1 |
p. 522-565
44 p.
|
artikel
|
| 6 |
Approximating Markov chains and V -geometric ergodicity via weak perturbation theory
|
Hervé, Loïc
|
|
2014
|
124 |
1 |
p. 613-638
26 p.
|
artikel
|
| 7 |
A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on C 1 -domains
|
Kim, Kyeong-Hun
|
|
2014
|
124 |
1 |
p. 440-474
35 p.
|
artikel
|
| 8 |
A strong law of large numbers for super-stable processes
|
Kouritzin, Michael A.
|
|
2014
|
124 |
1 |
p. 505-521
17 p.
|
artikel
|
| 9 |
Asymptotic behavior of central order statistics from stationary processes
|
Dembińska, Anna
|
|
2014
|
124 |
1 |
p. 348-372
25 p.
|
artikel
|
| 10 |
Backward stochastic differential equations associated to jump Markov processes and applications
|
Confortola, Fulvia
|
|
2014
|
124 |
1 |
p. 289-316
28 p.
|
artikel
|
| 11 |
Backward stochastic differential equations driven by G -Brownian motion
|
Hu, Mingshang
|
|
2014
|
124 |
1 |
p. 759-784
26 p.
|
artikel
|
| 12 |
Editorial Board
|
|
|
2014
|
124 |
1 |
p. IFC-
1 p.
|
artikel
|
| 13 |
Functional inequalities for nonlocal Dirichlet forms with finite range jumps or large jumps
|
Chen, Xin
|
|
2014
|
124 |
1 |
p. 123-153
31 p.
|
artikel
|
| 14 |
Global uniform boundary Harnack principle with explicit decay rate and its application
|
Kim, Panki
|
|
2014
|
124 |
1 |
p. 235-267
33 p.
|
artikel
|
| 15 |
Harnack inequality on configuration spaces: The coupling approach and a unified treatment
|
Deng, Chang-Song
|
|
2014
|
124 |
1 |
p. 220-234
15 p.
|
artikel
|
| 16 |
Infinitesimal generators of q -Meixner processes
|
Bryc, Wlodzimierz
|
|
2014
|
124 |
1 |
p. 915-926
12 p.
|
artikel
|
| 17 |
Integral representation of martingales motivated by the problem of endogenous completeness in financial economics
|
Kramkov, Dmitry
|
|
2014
|
124 |
1 |
p. 81-100
20 p.
|
artikel
|
| 18 |
Invariance principles for generalized domains of semistable attraction
|
Wang, Wensheng
|
|
2014
|
124 |
1 |
p. 1-17
17 p.
|
artikel
|
| 19 |
Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails
|
Davis, Richard A.
|
|
2014
|
124 |
1 |
p. 18-50
33 p.
|
artikel
|
| 20 |
Loop-erased random walk on the Sierpinski gasket
|
Hattori, Kumiko
|
|
2014
|
124 |
1 |
p. 566-585
20 p.
|
artikel
|
| 21 |
Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment
|
Comets, Francis
|
|
2014
|
124 |
1 |
p. 268-288
21 p.
|
artikel
|
| 22 |
Moment boundedness of linear stochastic delay differential equations with distributed delay
|
Wang, Zhen
|
|
2014
|
124 |
1 |
p. 586-612
27 p.
|
artikel
|
| 23 |
Multi-dimensional smoothing transformations: Existence, regularity and stability of fixed points
|
Bassetti, Federico
|
|
2014
|
124 |
1 |
p. 154-198
45 p.
|
artikel
|
| 24 |
Non-parametric adaptive estimation of the drift for a jump diffusion process
|
Schmisser, Émeline
|
|
2014
|
124 |
1 |
p. 883-914
32 p.
|
artikel
|
| 25 |
On a stochastic Leray- α model of Euler equations
|
Barbato, David
|
|
2014
|
124 |
1 |
p. 199-219
21 p.
|
artikel
|
| 26 |
On signed measure valued solutions of stochastic evolution equations
|
Rémillard, Bruno
|
|
2014
|
124 |
1 |
p. 101-122
22 p.
|
artikel
|
| 27 |
On stochastic integration for volatility modulated Lévy-driven Volterra processes
|
Barndorff-Nielsen, Ole E.
|
|
2014
|
124 |
1 |
p. 812-847
36 p.
|
artikel
|
| 28 |
On the characterisation of honest times that avoid all stopping times
|
Kardaras, Constantinos
|
|
2014
|
124 |
1 |
p. 373-384
12 p.
|
artikel
|
| 29 |
On the solution of general impulse control problems using superharmonic functions
|
Christensen, Sören
|
|
2014
|
124 |
1 |
p. 709-729
21 p.
|
artikel
|
| 30 |
Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient
|
Guy, Romain
|
|
2014
|
124 |
1 |
p. 51-80
30 p.
|
artikel
|
| 31 |
Spectral computations for birth and death chains
|
Chen, Guan-Yu
|
|
2014
|
124 |
1 |
p. 848-882
35 p.
|
artikel
|
| 32 |
Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions
|
Lebovits, Joachim
|
|
2014
|
124 |
1 |
p. 678-708
31 p.
|
artikel
|
| 33 |
Stochastic variational inequalities with jumps
|
Zălinescu, Adrian
|
|
2014
|
124 |
1 |
p. 785-811
27 p.
|
artikel
|
| 34 |
The characteristic polynomial of a random permutation matrix at different points
|
Dang, K.
|
|
2014
|
124 |
1 |
p. 411-439
29 p.
|
artikel
|
| 35 |
Upper escape rate of Markov chains on weighted graphs
|
Huang, Xueping
|
|
2014
|
124 |
1 |
p. 317-347
31 p.
|
artikel
|
| 36 |
Weak approximation of averaged diffusion processes
|
Gobet, Emmanuel
|
|
2014
|
124 |
1 |
p. 475-504
30 p.
|
artikel
|
| 37 |
Weak solutions of backward stochastic differential equations with continuous generator
|
Bouchemella, Nadira
|
|
2014
|
124 |
1 |
p. 927-960
34 p.
|
artikel
|
| 38 |
Zero-sum risk-sensitive stochastic games on a countable state space
|
Basu, Arnab
|
|
2014
|
124 |
1 |
p. 961-983
23 p.
|
artikel
|
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