| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Approximation models for the continuous additive functionals of multidimensional brownian motion
|
Bally, Vlad
|
|
1989
|
32 |
2 |
p. 331-345
15 p.
|
artikel
|
| 2 |
A remark on the multiparameter law of the iterated logarithm
|
Lacey, Michael T.
|
|
1989
|
32 |
2 |
p. 355-367
13 p.
|
artikel
|
| 3 |
Author index
|
|
|
1989
|
32 |
2 |
p. 369-370
2 p.
|
artikel
|
| 4 |
Embedding a stochastic difference equation into a continuous-time process
|
de Haan, L.
|
|
1989
|
32 |
2 |
p. 225-235
11 p.
|
artikel
|
| 5 |
Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes
|
de Haan, Laurens
|
|
1989
|
32 |
2 |
p. 213-224
12 p.
|
artikel
|
| 6 |
General branching processes as Markov fields
|
Jagers, Peter
|
|
1989
|
32 |
2 |
p. 183-212
30 p.
|
artikel
|
| 7 |
Markov stopping sets and stochastic integrals. Application in sequential estimation for a random diffusion field
|
Różański, Roman
|
|
1989
|
32 |
2 |
p. 237-251
15 p.
|
artikel
|
| 8 |
Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process
|
Lefebvre, Mario
|
|
1989
|
32 |
2 |
p. 281-287
7 p.
|
artikel
|
| 9 |
Nonlinear renewal theory under growth conditions
|
Walk, H.
|
|
1989
|
32 |
2 |
p. 289-303
15 p.
|
artikel
|
| 10 |
Optimally stopping the sample mean of a wiener process with an unknown drift
|
Simons, Gordon
|
|
1989
|
32 |
2 |
p. 347-354
8 p.
|
artikel
|
| 11 |
Pathwise stochastic integration and applications to the theory of continuous trading
|
Willinger, Walter
|
|
1989
|
32 |
2 |
p. 253-280
28 p.
|
artikel
|
| 12 |
Two classes of self-similar stable processes with stationary increments
|
Cambanis, Stamatis
|
|
1989
|
32 |
2 |
p. 305-329
25 p.
|
artikel
|
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