| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion
|
Calzolari, Antonella
|
|
1988
|
29 |
2 |
p. 209-222
14 p.
|
artikel
|
| 2 |
Almost subadditive multiparameter ergodic theorems
|
Schürger, Klaus
|
|
1988
|
29 |
2 |
p. 171-193
23 p.
|
artikel
|
| 3 |
Applications of white noise calculus to the computation of Feynman integrals
|
de Falco, Diego
|
|
1988
|
29 |
2 |
p. 257-266
10 p.
|
artikel
|
| 4 |
Asymptotic crossing rates for stationary Gaussian vector processes
|
Breitung, Karl
|
|
1988
|
29 |
2 |
p. 195-207
13 p.
|
artikel
|
| 5 |
Author index
|
|
|
1988
|
29 |
2 |
p. 335-336
2 p.
|
artikel
|
| 6 |
Doob's inequalities revisited: A maximal H1-embedding
|
Jacka, S.D.
|
|
1988
|
29 |
2 |
p. 281-290
10 p.
|
artikel
|
| 7 |
Homogeneous random measures for Markov processes in weak duality: Study via an entrance boundary
|
Kaspi, H.
|
|
1988
|
29 |
2 |
p. 291-308
18 p.
|
artikel
|
| 8 |
Limit laws for the modulus of continuity of the partial sum process and for the shepp statistic
|
Deheuvels, Paul
|
|
1988
|
29 |
2 |
p. 223-245
23 p.
|
artikel
|
| 9 |
Mixing properties of ARMA processes
|
Mokkadem, Abdelkader
|
|
1988
|
29 |
2 |
p. 309-315
7 p.
|
artikel
|
| 10 |
Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model
|
Anh, V.V.
|
|
1988
|
29 |
2 |
p. 317-333
17 p.
|
artikel
|
| 11 |
Poisson approximations for time-changed point processes
|
Brown, Timothy C.
|
|
1988
|
29 |
2 |
p. 247-256
10 p.
|
artikel
|
| 12 |
The continuity of the quadratic variation of two-parameter martingales
|
Frangos, Nikos E.
|
|
1988
|
29 |
2 |
p. 267-279
13 p.
|
artikel
|
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