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                             9 results found
no title author magazine year volume issue page(s) type
1 Backward stochastic differential equations with jumps and related non-linear expectations Royer, Manuela
 2006
 116 10 p. 1358-1376
19 p.
 article
2 Computable infinite-dimensional filters with applications to discretized diffusion processes Chaleyat-Maurel, Mireille
 2006
 116 10 p. 1447-1467
21 p.
 article
3 Cut-off for n -tuples of exponentially converging processes Barrera, Javiera
 2006
 116 10 p. 1433-1446
14 p.
 article
4 Delay differential equations driven by Lévy processes: Stationarity and Feller properties Reiß, M.
 2006
 116 10 p. 1409-1432
24 p.
 article
5 Editorial Board 2006
 116 10 p. CO2-
1 p.
 article
6 Martingale problem for superprocesses with non-classical branching functional Leduc, Guillaume
 2006
 116 10 p. 1468-1495
28 p.
 article
7 On the concentration of Sinai’s walk Andreoletti, Pierre
 2006
 116 10 p. 1377-1408
32 p.
 article
8 On the renewal risk process with stochastic interest Yuen, Kam C.
 2006
 116 10 p. 1496-1510
15 p.
 article
9 Transformation formulas for fractional Brownian motion Jost, Céline
 2006
 116 10 p. 1341-1357
17 p.
 article
                             9 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands