nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Asymptotic analysis of hedging errors in models with jumps
|
Tankov, Peter |
|
2009 |
119 |
6 |
p. 2004-2027 24 p. |
artikel |
2 |
Asymptotic theory for the multidimensional random on-line nearest-neighbour graph
|
Wade, Andrew R. |
|
2009 |
119 |
6 |
p. 1889-1911 23 p. |
artikel |
3 |
Continuity in the Hurst index of the local times of anisotropic Gaussian random fields
|
Wu, Dongsheng |
|
2009 |
119 |
6 |
p. 1823-1844 22 p. |
artikel |
4 |
Dynamics for the Brownian web and the erosion flow
|
Howitt, Chris |
|
2009 |
119 |
6 |
p. 2028-2051 24 p. |
artikel |
5 |
Editorial Board
|
|
|
2009 |
119 |
6 |
p. IFC- 1 p. |
artikel |
6 |
Erratum to “An empirical central limit theorem for dependent sequences” [Stochastic Proc. Appl. 117 (2007) 121–142]
|
Dedecker, Jérôme |
|
2009 |
119 |
6 |
p. 2118-2119 2 p. |
artikel |
7 |
Fast simulated annealing in R d with an application to maximum likelihood estimation in state-space models
|
Rubenthaler, Sylvain |
|
2009 |
119 |
6 |
p. 1912-1931 20 p. |
artikel |
8 |
First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes
|
Stelzer, Robert |
|
2009 |
119 |
6 |
p. 1932-1951 20 p. |
artikel |
9 |
Gibbsianness versus non-Gibbsianness of time-evolved planar rotor models
|
van Enter, A.C.D. |
|
2009 |
119 |
6 |
p. 1866-1888 23 p. |
artikel |
10 |
Iterated elastic Brownian motions and fractional diffusion equations
|
Beghin, Luisa |
|
2009 |
119 |
6 |
p. 1975-2003 29 p. |
artikel |
11 |
ITO PRIZE 2009
|
|
|
2009 |
119 |
6 |
p. I- 1 p. |
artikel |
12 |
Large deviations for the Boussinesq equations under random influences
|
Duan, Jinqiao |
|
2009 |
119 |
6 |
p. 2052-2081 30 p. |
artikel |
13 |
On divergence form SPDEs with VMO coefficients in a half space
|
Krylov, N.V. |
|
2009 |
119 |
6 |
p. 2095-2117 23 p. |
artikel |
14 |
Poisson–Dirichlet distribution with small mutation rate
|
Feng, Shui |
|
2009 |
119 |
6 |
p. 2082-2094 13 p. |
artikel |
15 |
Power variation for Gaussian processes with stationary increments
|
Barndorff-Nielsen, Ole E. |
|
2009 |
119 |
6 |
p. 1845-1865 21 p. |
artikel |
16 |
Sequential tracking of a hidden Markov chain using point process observations
|
Bayraktar, Erhan |
|
2009 |
119 |
6 |
p. 1792-1822 31 p. |
artikel |
17 |
Stochastic integration for Lévy processes with values in Banach spaces
|
Riedle, Markus |
|
2009 |
119 |
6 |
p. 1952-1974 23 p. |
artikel |
18 |
The alternating marked point process of h-slopes of drifted Brownian motion
|
Faggionato, Alessandra |
|
2009 |
119 |
6 |
p. 1765-1791 27 p. |
artikel |