nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A fractional Brownian field indexed by L 2 and a varying Hurst parameter
|
Richard, Alexandre |
|
2015 |
125 |
4 |
p. 1394-1425 32 p. |
artikel |
2 |
A Rademacher–Menchov approach for random coefficient bifurcating autoregressive processes
|
Bercu, Bernard |
|
2015 |
125 |
4 |
p. 1218-1243 26 p. |
artikel |
3 |
Editorial Board
|
|
|
2015 |
125 |
4 |
p. IFC- 1 p. |
artikel |
4 |
Fractional time stochastic partial differential equations
|
Chen, Zhen-Qing |
|
2015 |
125 |
4 |
p. 1470-1499 30 p. |
artikel |
5 |
High-frequency asymptotics for path-dependent functionals of Itô semimartingales
|
Duembgen, Moritz |
|
2015 |
125 |
4 |
p. 1195-1217 23 p. |
artikel |
6 |
Integrated density of states for Poisson–Schrödinger perturbations of subordinate Brownian motions on the Sierpiński gasket
|
Kaleta, Kamil |
|
2015 |
125 |
4 |
p. 1244-1281 38 p. |
artikel |
7 |
Intensity process for a pure jump Lévy structural model with incomplete information
|
Dong, Xin |
|
2015 |
125 |
4 |
p. 1307-1322 16 p. |
artikel |
8 |
Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities
|
Avram, Florin |
|
2015 |
125 |
4 |
p. 1629-1652 24 p. |
artikel |
9 |
Moment bounds and asymptotics for the stochastic wave equation
|
Chen, Le |
|
2015 |
125 |
4 |
p. 1605-1628 24 p. |
artikel |
10 |
MRL order, log-concavity and an application to peacocks
|
Bogso, Antoine Marie |
|
2015 |
125 |
4 |
p. 1282-1306 25 p. |
artikel |
11 |
One-point reflection
|
Chen, Zhen-Qing |
|
2015 |
125 |
4 |
p. 1368-1393 26 p. |
artikel |
12 |
Pruning of CRT-sub-trees
|
Abraham, Romain |
|
2015 |
125 |
4 |
p. 1569-1604 36 p. |
artikel |
13 |
Speed of convergence for laws of rare events and escape rates
|
Freitas, Ana Cristina Moreira |
|
2015 |
125 |
4 |
p. 1653-1687 35 p. |
artikel |
14 |
Strict local martingales with jumps
|
Protter, Philip |
|
2015 |
125 |
4 |
p. 1352-1367 16 p. |
artikel |
15 |
Superposition of COGARCH processes
|
Behme, Anita |
|
2015 |
125 |
4 |
p. 1426-1469 44 p. |
artikel |
16 |
The Hausdorff spectrum of a class of multifractal processes
|
Decrouez, Geoffrey |
|
2015 |
125 |
4 |
p. 1541-1568 28 p. |
artikel |
17 |
The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims
|
Goutte, Stéphane |
|
2015 |
125 |
4 |
p. 1323-1351 29 p. |
artikel |
18 |
Time homogeneous diffusion with drift and killing to meet a given marginal
|
Noble, John M. |
|
2015 |
125 |
4 |
p. 1500-1540 41 p. |
artikel |
19 |
Two-sided bounds for L p -norms of combinations of products of independent random variables
|
Damek, Ewa |
|
2015 |
125 |
4 |
p. 1688-1713 26 p. |
artikel |