Digital Library
Close Browse articles from a journal
     Journal description
       All volumes of the corresponding journal
         All issues of the corresponding volume
                                       All articles of the corresponding issues
 
                             23 results found
no title author magazine year volume issue page(s) type
1 A central limit theorem for functions of stationary max-stable random fields on R d Koch, Erwan
2019
129 9 p. 3406-3430
article
2 Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos Tudor, Ciprian A.
2019
129 9 p. 3499-3526
article
3 Editorial Board 2019
129 9 p. ii
article
4 Estimating functions for jump–diffusions Jakobsen, Nina Munkholt
2019
129 9 p. 3282-3318
article
5 Estimation of the stochastic leverage effect using the Fourier transform method Curato, Imma Valentina
2019
129 9 p. 3207-3238
article
6 Exponentially concave functions and high dimensional stochastic portfolio theory Pal, Soumik
2019
129 9 p. 3116-3128
article
7 Heat kernel estimates for FIN processes associated with resistance forms Croydon, D.A.
2019
129 9 p. 2991-3017
article
8 Large deviations of Markov chains with multiple time-scales Popovic, Lea
2019
129 9 p. 3319-3359
article
9 Laws of large numbers for supercritical branching Gaussian processes Kouritzin, Michael A.
2019
129 9 p. 3463-3498
article
10 Local picture and level-set percolation of the Gaussian free field on a large discrete torus Abächerli, Angelo
2019
129 9 p. 3527-3546
article
11 Maximal displacement of a supercritical branching random walk in a time-inhomogeneous random environment Mallein, Bastien
2019
129 9 p. 3239-3260
article
12 Mixing time of an unaligned Gibbs sampler on the square Gerencsér, Balázs
2019
129 9 p. 3570-3584
article
13 No-arbitrage under additional information for thin semimartingale models Aksamit, Anna
2019
129 9 p. 3080-3115
article
14 On a class of singular stochastic control problems driven by Lévy noise Goldys, Beniamin
2019
129 9 p. 3174-3206
article
15 On categorical time series models with covariates Fokianos, Konstantinos
2019
129 9 p. 3446-3462
article
16 One-dimensional reflected rough differential equations Deya, Aurélien
2019
129 9 p. 3261-3281
article
17 Optimal rates for parameter estimation of stationary Gaussian processes Es-Sebaiy, Khalifa
2019
129 9 p. 3018-3054
article
18 Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates Privault, N.
2019
129 9 p. 3376-3405
article
19 Random walks in random conductances: Decoupling and spread of infection Gracar, P.
2019
129 9 p. 3547-3569
article
20 Random walks on dynamic configuration models:A trichotomy Avena, Luca
2019
129 9 p. 3360-3375
article
21 Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises Luo, Dejun
2019
129 9 p. 3129-3173
article
22 The obstacle problem for quasilinear stochastic PDEs with degenerate operator Yang, Xue
2019
129 9 p. 3055-3079
article
23 Two explicit Skorokhod embeddings for simple symmetric random walk He, Xue Dong
2019
129 9 p. 3431-3445
article
                             23 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands