no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
1 |
Approximation of Markov semigroups in total variation distance under an irregular setting: An application to the CIR process
|
Rey, Clément |
|
2019 |
129 |
2 |
p. 539-571 |
article |
2 |
Density symmetries for a class of 2-D diffusions with applications to finance
|
Dareiotis, Konstantinos |
|
2019 |
129 |
2 |
p. 452-472 |
article |
3 |
Editorial Board
|
|
|
2019 |
129 |
2 |
p. ii |
article |
4 |
Exponential functionals of Lévy processes and variable annuity guaranteed benefits
|
Feng, Runhuan |
|
2019 |
129 |
2 |
p. 604-625 |
article |
5 |
Linear–quadratic stochastic two-person nonzero-sum differential games: Open-loop and closed-loop Nash equilibria
|
Sun, Jingrui |
|
2019 |
129 |
2 |
p. 381-418 |
article |
6 |
Linear Volterra backward stochastic integral equations
|
Hu, Yaozhong |
|
2019 |
129 |
2 |
p. 626-633 |
article |
7 |
MEXIT: Maximal un-coupling times for stochastic processes
|
Ernst, Philip A. |
|
2019 |
129 |
2 |
p. 355-380 |
article |
8 |
Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale
|
Todorov, Viktor |
|
2019 |
129 |
2 |
p. 419-451 |
article |
9 |
On weak uniqueness and distributional properties of a solution to an SDE with α -stable noise
|
Kulik, Alexei M. |
|
2019 |
129 |
2 |
p. 473-506 |
article |
10 |
Process convergence for the complexity of Radix Selection on Markov sources
|
Leckey, Kevin |
|
2019 |
129 |
2 |
p. 507-538 |
article |
11 |
Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem
|
Bandini, Elena |
|
2019 |
129 |
2 |
p. 674-711 |
article |
12 |
Representation of asymptotic values for nonexpansive stochastic control systems
|
Li, Juan |
|
2019 |
129 |
2 |
p. 634-673 |
article |
13 |
Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift
|
Kamphorst, Bart |
|
2019 |
129 |
2 |
p. 572-603 |
article |