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                             17 results found
no title author magazine year volume issue page(s) type
1 Asymptotic normality of the principal components of functional time series Kokoszka, Piotr
2013
123 5 p. 1546-1562
17 p.
article
2 Backward uniqueness and the existence of the spectral limit for linear parabolic SPDEs Brzeźniak, Zdzisław
2013
123 5 p. 1851-1870
20 p.
article
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.
article
4 Coupling and strong Feller for jump processes on Banach spaces Wang, Feng-Yu
2013
123 5 p. 1588-1615
28 p.
article
5 Editorial Board 2013
123 5 p. IFC-
1 p.
article
6 Estimates for the density of functionals of SDEs with irregular drift Kohatsu-Higa, Arturo
2013
123 5 p. 1716-1728
13 p.
article
7 First passage times for subordinate Brownian motions Kwaśnicki, Mateusz
2013
123 5 p. 1820-1850
31 p.
article
8 Lebesgue approximation of ( 2 , β ) -superprocesses He, Xin
2013
123 5 p. 1802-1819
18 p.
article
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.
article
10 On the length of an external branch in the Beta-coalescent Dhersin, Jean-Stéphane
2013
123 5 p. 1691-1715
25 p.
article
11 Random walks in random environments without ellipticity Lenci, Marco
2013
123 5 p. 1750-1764
15 p.
article
12 Second order backward stochastic differential equations under a monotonicity condition Possamaï, Dylan
2013
123 5 p. 1521-1545
25 p.
article
13 Self-dual continuous processes Rheinländer, Thorsten
2013
123 5 p. 1765-1779
15 p.
article
14 Self-stabilizing processes in multi-wells landscape in R d -convergence Tugaut, Julian
2013
123 5 p. 1780-1801
22 p.
article
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.
article
16 Stability of exponential utility maximization with respect to market perturbations Bayraktar, Erhan
2013
123 5 p. 1671-1690
20 p.
article
17 The set-indexed Lévy process: Stationarity, Markov and sample paths properties Herbin, Erick
2013
123 5 p. 1638-1670
33 p.
article
                             17 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands