| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory
|
Bibinger, Markus
|
|
2012
|
122 |
6 |
p. 2411-2453
43 p.
|
article
|
| 2 |
Asymptotic expansion and central limit theorem for multiscale piecewise-deterministic Markov processes
|
Pakdaman, Khashayar
|
|
2012
|
122 |
6 |
p. 2292-2318
27 p.
|
article
|
| 3 |
BSDEs in utility maximization with BMO market price of risk
|
Frei, Christoph
|
|
2012
|
122 |
6 |
p. 2486-2519
34 p.
|
article
|
| 4 |
Conditions for the existence of quasi-stationary distributions for birth–death processes with killing
|
van Doorn, Erik A.
|
|
2012
|
122 |
6 |
p. 2400-2410
11 p.
|
article
|
| 5 |
Editorial Board
|
|
|
2012
|
122 |
6 |
p. IFC-
1 p.
|
article
|
| 6 |
Erratum to “Nonparametric estimation of the stationary density and the transition density of a Markov chain” [Stoch. Process. Appl. 118 (2008) 232–260]
|
Lacour, Claire
|
|
2012
|
122 |
6 |
p. 2480-2485
6 p.
|
article
|
| 7 |
Functions of bounded variation on the classical Wiener space and an extended Ocone–Karatzas formula
|
Pratelli, M.
|
|
2012
|
122 |
6 |
p. 2383-2399
17 p.
|
article
|
| 8 |
Hunt’s hypothesis (H) and Getoor’s conjecture for Lévy processes
|
Hu, Ze-Chun
|
|
2012
|
122 |
6 |
p. 2319-2328
10 p.
|
article
|
| 9 |
2-microlocal analysis of martingales and stochastic integrals
|
Balança, Paul
|
|
2012
|
122 |
6 |
p. 2346-2382
37 p.
|
article
|
| 10 |
On backward stochastic differential equations and strict local martingales
|
Xing, Hao
|
|
2012
|
122 |
6 |
p. 2265-2291
27 p.
|
article
|
| 11 |
On the limit distributions of continuous-state branching processes with immigration
|
Keller-Ressel, Martin
|
|
2012
|
122 |
6 |
p. 2329-2345
17 p.
|
article
|
| 12 |
Some properties of the Itô–Wiener expansion of the solution of a stochastic differential equation and local times
|
Rudenko, Alexey
|
|
2012
|
122 |
6 |
p. 2454-2479
26 p.
|
article
|
Journal description