nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
An Itô formula for a family of stochastic integrals and related Wong–Zakai theorems
|
Da Pelo, Paolo |
|
2013 |
123 |
8 |
p. 3183-3200 18 p. |
artikel |
2 |
A simple constructive approach to quadratic BSDEs with or without delay
|
Briand, Philippe |
|
2013 |
123 |
8 |
p. 2921-2939 19 p. |
artikel |
3 |
BSDEs with jumps, optimization and applications to dynamic risk measures
|
Quenez, Marie-Claire |
|
2013 |
123 |
8 |
p. 3328-3357 30 p. |
artikel |
4 |
Constructing sublinear expectations on path space
|
Nutz, Marcel |
|
2013 |
123 |
8 |
p. 3100-3121 22 p. |
artikel |
5 |
Diffusion approximation for signaling stochastic networks
|
Leite, Saul C. |
|
2013 |
123 |
8 |
p. 2957-2982 26 p. |
artikel |
6 |
Editorial Board
|
|
|
2013 |
123 |
8 |
p. IFC- 1 p. |
artikel |
7 |
Exact asymptotics and limit theorems for supremum of stationary χ -processes over a random interval
|
Tan, Zhongquan |
|
2013 |
123 |
8 |
p. 2983-2998 16 p. |
artikel |
8 |
Exit times for multivariate autoregressive processes
|
Jung, Brita |
|
2013 |
123 |
8 |
p. 3052-3063 12 p. |
artikel |
9 |
Large deviation principles for the stochastic quasi-geostrophic equations
|
Liu, Wei |
|
2013 |
123 |
8 |
p. 3299-3327 29 p. |
artikel |
10 |
Linear-fractional branching processes with countably many types
|
Sagitov, Serik |
|
2013 |
123 |
8 |
p. 2940-2956 17 p. |
artikel |
11 |
On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains
|
Krylov, N.V. |
|
2013 |
123 |
8 |
p. 3273-3298 26 p. |
artikel |
12 |
Optimal stopping for partially observed piecewise-deterministic Markov processes
|
Brandejsky, Adrien |
|
2013 |
123 |
8 |
p. 3201-3238 38 p. |
artikel |
13 |
Potential analysis for positive recurrent Markov chains with asymptotically zero drift: Power-type asymptotics
|
Denisov, Denis |
|
2013 |
123 |
8 |
p. 3027-3051 25 p. |
artikel |
14 |
Stochastic Burgers PDEs with random coefficients and a generalization of the Cole–Hopf transformation
|
Englezos, Nikolaos |
|
2013 |
123 |
8 |
p. 3239-3272 34 p. |
artikel |
15 |
The law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges
|
Miyabe, Kenshi |
|
2013 |
123 |
8 |
p. 3132-3152 21 p. |
artikel |
16 |
The quasiderivative method for derivative estimates of solutions to degenerate elliptic equations
|
Zhou, Wei |
|
2013 |
123 |
8 |
p. 3064-3099 36 p. |
artikel |
17 |
Two Brownian particles with rank-based characteristics and skew-elastic collisions
|
Fernholz, E. Robert |
|
2013 |
123 |
8 |
p. 2999-3026 28 p. |
artikel |
18 |
Waiting times for particles in a branching Brownian motion to reach the rightmost position
|
Chen, Xinxin |
|
2013 |
123 |
8 |
p. 3153-3182 30 p. |
artikel |
19 |
Weak convergence of subordinators to extremal processes
|
Kella, Offer |
|
2013 |
123 |
8 |
p. 3122-3131 10 p. |
artikel |