| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Affine realizations with affine state processes for stochastic partial differential equations
|
Tappe, Stefan
|
|
2016
|
126 |
7 |
p. 2062-2091
30 p.
|
article
|
| 2 |
Backward uniqueness of stochastic parabolic like equations driven by Gaussian multiplicative noise
|
Barbu, Viorel
|
|
2016
|
126 |
7 |
p. 2163-2179
17 p.
|
article
|
| 3 |
Editorial Board
|
|
|
2016
|
126 |
7 |
p. IFC-
1 p.
|
article
|
| 4 |
Exponential extinction time of the contact process on finite graphs
|
Mountford, Thomas
|
|
2016
|
126 |
7 |
p. 1974-2013
40 p.
|
article
|
| 5 |
Importance sampling and statistical Romberg method for Lévy processes
|
Alaya, Mohamed Ben
|
|
2016
|
126 |
7 |
p. 1901-1931
31 p.
|
article
|
| 6 |
Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach
|
Cosso, Andrea
|
|
2016
|
126 |
7 |
p. 1932-1973
42 p.
|
article
|
| 7 |
On the functional CLT for stationary Markov chains started at a point
|
Barrera, David
|
|
2016
|
126 |
7 |
p. 1885-1900
16 p.
|
article
|
| 8 |
Perpetual American options in diffusion-type models with running maxima and drawdowns
|
Gapeev, Pavel V.
|
|
2016
|
126 |
7 |
p. 2038-2061
24 p.
|
article
|
| 9 |
Risk-consistent conditional systemic risk measures
|
Hoffmann, Hannes
|
|
2016
|
126 |
7 |
p. 2014-2037
24 p.
|
article
|
| 10 |
Simulation of BSDEs with jumps by Wiener Chaos expansion
|
Geiss, Christel
|
|
2016
|
126 |
7 |
p. 2123-2162
40 p.
|
article
|
| 11 |
Statistical inference for time-changed Lévy processes via Mellin transform approach
|
Belomestny, Denis
|
|
2016
|
126 |
7 |
p. 2092-2122
31 p.
|
article
|
Journal description