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                             22 gevonden resultaten
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
                             22 gevonden resultaten
 
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