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Journal description
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8 results found
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title
author
magazine
year
volume
issue
page(s)
type
1
Fluctuation of the transition density for Brownian motion on random recursive Sierpinski gaskets
Hambly, B.M.
2001
92
1
p. 61-85
25 p.
article
2
Free lunch and arbitrage possibilities in a financial market model with an insider
Imkeller, Peter
2001
92
1
p. 103-130
28 p.
article
3
Generalizations of bold play in red and black
Pendergrass, Marcus
2001
92
1
p. 163-180
18 p.
article
4
Large deviations for the Fleming–Viot process with neutral mutation and selection, II
A. Dawson, Donald
2001
92
1
p. 131-162
32 p.
article
5
Limit distributions of some integral functionals for null-recurrent diffusions
Khasminskii, R.
2001
92
1
p. 1-9
9 p.
article
6
Non-linear functionals of the Brownian bridge and some applications
Berzin-Joseph, Corinne
2001
92
1
p. 11-30
20 p.
article
7
Small ball probabilities for Gaussian Markov processes under the L p -norm
V. Li, Wenbo
2001
92
1
p. 87-102
16 p.
article
8
Strong approximation of fractional Brownian motion by moving averages of simple random walks
Szabados, Tamás
2001
92
1
p. 31-60
30 p.
article
8 results found
Koninklijke Bibliotheek -
National Library of the Netherlands