| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A general study of extremes of stationary tessellations with examples
|
Chenavier, Nicolas
|
|
2014
|
124 |
9 |
p. 2917-2953
37 p.
|
artikel
|
| 2 |
An excursion approach to maxima of the Brownian bridge
|
Perman, Mihael
|
|
2014
|
124 |
9 |
p. 3106-3120
15 p.
|
artikel
|
| 3 |
Backward SDEs driven by Gaussian processes
|
Bender, Christian
|
|
2014
|
124 |
9 |
p. 2892-2916
25 p.
|
artikel
|
| 4 |
Editorial Board
|
|
|
2014
|
124 |
9 |
p. IFC-
1 p.
|
artikel
|
| 5 |
Ergodicity for time-changed symmetric stable processes
|
Chen, Zhen-Qing
|
|
2014
|
124 |
9 |
p. 2799-2823
25 p.
|
artikel
|
| 6 |
Generalized Gaussian bridges
|
Sottinen, Tommi
|
|
2014
|
124 |
9 |
p. 3084-3105
22 p.
|
artikel
|
| 7 |
Hedging of defaultable claims in a structural model using a locally risk-minimizing approach
|
Okhrati, Ramin
|
|
2014
|
124 |
9 |
p. 2868-2891
24 p.
|
artikel
|
| 8 |
Information, no-arbitrage and completeness for asset price models with a change point
|
Fontana, Claudio
|
|
2014
|
124 |
9 |
p. 3009-3030
22 p.
|
artikel
|
| 9 |
Limiting distribution for the maximal standardized increment of a random walk
|
Kabluchko, Zakhar
|
|
2014
|
124 |
9 |
p. 2824-2867
44 p.
|
artikel
|
| 10 |
Quasi-likelihood analysis for nonsynchronously observed diffusion processes
|
Ogihara, Teppei
|
|
2014
|
124 |
9 |
p. 2954-3008
55 p.
|
artikel
|
| 11 |
Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps
|
Quenez, Marie-Claire
|
|
2014
|
124 |
9 |
p. 3031-3054
24 p.
|
artikel
|
| 12 |
The multifractal nature of Volterra–Lévy processes
|
Neuman, Eyal
|
|
2014
|
124 |
9 |
p. 3121-3145
25 p.
|
artikel
|
| 13 |
Two-sided estimates for the transition densities of symmetric Markov processes dominated by stable-like processes in C 1 , η open sets
|
Kim, Kyung-Youn
|
|
2014
|
124 |
9 |
p. 3055-3083
29 p.
|
artikel
|
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