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                             8 results found
no title author magazine year volume issue page(s) type
1 Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps Eyraud-Loisel, Anne
 2005
 115 11 p. 1745-1763
19 p.
 article
2 Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes Soltani, A.R.
 2005
 115 11 p. 1838-1859
22 p.
 article
3 Distance estimates for dependent superpositions of point processes Schuhmacher, Dominic
 2005
 115 11 p. 1819-1837
19 p.
 article
4 Editorial Board 2005
 115 11 p. CO2-
1 p.
 article
5 On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension Debbi, Latifa
 2005
 115 11 p. 1764-1781
18 p.
 article
6 Simulated annealing and object point processes: Tools for analysis of spatial patterns Stoica, R.S.
 2005
 115 11 p. 1860-1882
23 p.
 article
7 Strong solutions of SDES with singular drift and Sobolev diffusion coefficients Zhang, Xicheng
 2005
 115 11 p. 1805-1818
14 p.
 article
8 Super-Brownian motion conditioned on the total mass Serlet, Laurent
 2005
 115 11 p. 1782-1804
23 p.
 article
                             8 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands