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                             12 results found
no title author magazine year volume issue page(s) type
1 Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices Heiny, Johannes
2018
128 8 p. 2779-2815
article
2 A one-dimensional version of the random interlacements Camargo, Darcy
2018
128 8 p. 2750-2778
article
3 Asymptotical properties of distributions of isotropic Lévy processes Kim, Panki
2018
128 8 p. 2688-2709
article
4 Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage Steland, Ansgar
2018
128 8 p. 2816-2855
article
5 Discretizing Malliavin calculus Bender, Christian
2018
128 8 p. 2489-2537
article
6 Editorial Board 2018
128 8 p. ii
article
7 Equivalent martingale measures for Lévy-driven moving averages and related processes Basse-O’Connor, Andreas
2018
128 8 p. 2538-2556
article
8 Large deviations for the empirical measure of a diffusion via weak convergence methods Dupuis, Paul
2018
128 8 p. 2581-2604
article
9 Optimal control for two-dimensional stochastic second grade fluids Chemetov, Nikolai
2018
128 8 p. 2710-2749
article
10 Random-field solutions to linear hyperbolic stochastic partial differential equations with variable coefficients Ascanelli, Alessia
2018
128 8 p. 2605-2641
article
11 Time inhomogeneous Stochastic Differential Equations involving the local time of the unknown process, and associated parabolic operators Étoré, Pierre
2018
128 8 p. 2642-2687
article
12 Weak order in averaging principle for stochastic wave equation with a fast oscillation Fu, Hongbo
2018
128 8 p. 2557-2580
article
                             12 results found
 
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