nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Asymptotic normality of the principal components of functional time series
|
Kokoszka, Piotr |
|
2013 |
123 |
5 |
p. 1546-1562 17 p. |
artikel |
2 |
Backward uniqueness and the existence of the spectral limit for linear parabolic SPDEs
|
Brzeźniak, Zdzisław |
|
2013 |
123 |
5 |
p. 1851-1870 20 p. |
artikel |
3 |
Characterization of infinite divisibility by duality formulas. Application to Lévy processes and random measures
|
Murr, Rüdiger |
|
2013 |
123 |
5 |
p. 1729-1749 21 p. |
artikel |
4 |
Coupling and strong Feller for jump processes on Banach spaces
|
Wang, Feng-Yu |
|
2013 |
123 |
5 |
p. 1588-1615 28 p. |
artikel |
5 |
Editorial Board
|
|
|
2013 |
123 |
5 |
p. IFC- 1 p. |
artikel |
6 |
Estimates for the density of functionals of SDEs with irregular drift
|
Kohatsu-Higa, Arturo |
|
2013 |
123 |
5 |
p. 1716-1728 13 p. |
artikel |
7 |
First passage times for subordinate Brownian motions
|
Kwaśnicki, Mateusz |
|
2013 |
123 |
5 |
p. 1820-1850 31 p. |
artikel |
8 |
Lebesgue approximation of ( 2 , β ) -superprocesses
|
He, Xin |
|
2013 |
123 |
5 |
p. 1802-1819 18 p. |
artikel |
9 |
L p and almost sure convergence of a Milstein scheme for stochastic partial differential equations
|
Barth, Andrea |
|
2013 |
123 |
5 |
p. 1563-1587 25 p. |
artikel |
10 |
On the length of an external branch in the Beta-coalescent
|
Dhersin, Jean-Stéphane |
|
2013 |
123 |
5 |
p. 1691-1715 25 p. |
artikel |
11 |
Random walks in random environments without ellipticity
|
Lenci, Marco |
|
2013 |
123 |
5 |
p. 1750-1764 15 p. |
artikel |
12 |
Second order backward stochastic differential equations under a monotonicity condition
|
Possamaï, Dylan |
|
2013 |
123 |
5 |
p. 1521-1545 25 p. |
artikel |
13 |
Self-dual continuous processes
|
Rheinländer, Thorsten |
|
2013 |
123 |
5 |
p. 1765-1779 15 p. |
artikel |
14 |
Self-stabilizing processes in multi-wells landscape in R d -convergence
|
Tugaut, Julian |
|
2013 |
123 |
5 |
p. 1780-1801 22 p. |
artikel |
15 |
Semi-linear degenerate backward stochastic partial differential equations and associated forward–backward stochastic differential equations
|
Du, Kai |
|
2013 |
123 |
5 |
p. 1616-1637 22 p. |
artikel |
16 |
Stability of exponential utility maximization with respect to market perturbations
|
Bayraktar, Erhan |
|
2013 |
123 |
5 |
p. 1671-1690 20 p. |
artikel |
17 |
The set-indexed Lévy process: Stationarity, Markov and sample paths properties
|
Herbin, Erick |
|
2013 |
123 |
5 |
p. 1638-1670 33 p. |
artikel |