nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
American options in a non-linear incomplete market model with default
|
Grigorova, Miryana |
|
|
142 |
C |
p. 479-512 |
artikel |
2 |
Berry–Esseen bounds and moderate deviations for random walks on G L d ( R )
|
Xiao, Hui |
|
|
142 |
C |
p. 293-318 |
artikel |
3 |
Càdlàg rough differential equations with reflecting barriers
|
Allan, Andrew L. |
|
|
142 |
C |
p. 79-104 |
artikel |
4 |
Cluster based inference for extremes of time series
|
Drees, Holger |
|
|
142 |
C |
p. 1-33 |
artikel |
5 |
Editorial Board
|
|
|
|
142 |
C |
p. ii |
artikel |
6 |
Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant
|
Ernst, Philip A. |
|
|
142 |
C |
p. 634-670 |
artikel |
7 |
Existence and percolation results for stopped germ-grain models with unbounded velocities
|
Coupier, David |
|
|
142 |
C |
p. 549-579 |
artikel |
8 |
Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon
|
Bladt, Mogens |
|
|
142 |
C |
p. 105-123 |
artikel |
9 |
Higher-order small time asymptotic expansion of Itô semimartingale characteristic function with application to estimation of leverage from options
|
Todorov, Viktor |
|
|
142 |
C |
p. 671-705 |
artikel |
10 |
Hydrodynamics for the partial exclusion process in random environment
|
Floreani, Simone |
|
|
142 |
C |
p. 124-158 |
artikel |
11 |
Implementable coupling of Lévy process and Brownian motion
|
Fomichov, Vladimir |
|
|
142 |
C |
p. 407-431 |
artikel |
12 |
Large deviations for fractional volatility models with non-Gaussian volatility driver
|
Gerhold, Stefan |
|
|
142 |
C |
p. 580-600 |
artikel |
13 |
Long range one-cookie random walk with positive speed
|
Collevecchio, Andrea |
|
|
142 |
C |
p. 462-478 |
artikel |
14 |
Misspecified diffusion models with high-frequency observations and an application to neural networks
|
Ogihara, Teppei |
|
|
142 |
C |
p. 245-292 |
artikel |
15 |
Non-standard limits for a family of autoregressive stochastic sequences
|
Foss, Sergey |
|
|
142 |
C |
p. 432-461 |
artikel |
16 |
On the exact distributions of the maximum of the asymmetric telegraph process
|
Cinque, Fabrizio |
|
|
142 |
C |
p. 601-633 |
artikel |
17 |
Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations
|
Genon-Catalot, Valentine |
|
|
142 |
C |
p. 513-548 |
artikel |
18 |
Renormalization of stochastic continuity equations on Riemannian manifolds
|
Galimberti, Luca |
|
|
142 |
C |
p. 195-244 |
artikel |
19 |
Stochastic functional Kolmogorov equations, I: Persistence
|
Nguyen, Dang H. |
|
|
142 |
C |
p. 319-364 |
artikel |
20 |
Systems of small-noise stochastic reaction–diffusion equations satisfy a large deviations principle that is uniform over all initial data
|
Salins, M. |
|
|
142 |
C |
p. 159-194 |
artikel |
21 |
The lower tail of the half-space KPZ equation
|
Kim, Yujin H. |
|
|
142 |
C |
p. 365-406 |
artikel |
22 |
Volterra equations driven by rough signals
|
Harang, Fabian A. |
|
|
142 |
C |
p. 34-78 |
artikel |