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22 results found

no	title	author	magazine	year	volume	issue	page(s)	type
1	American options in a non-linear incomplete market model with default	Grigorova, Miryana			142	C	p. 479-512	article
2	Berry–Esseen bounds and moderate deviations for random walks on G L d ( R )	Xiao, Hui			142	C	p. 293-318	article
3	Càdlàg rough differential equations with reflecting barriers	Allan, Andrew L.			142	C	p. 79-104	article
4	Cluster based inference for extremes of time series	Drees, Holger			142	C	p. 1-33	article
5	Editorial Board				142	C	p. ii	article
6	Escape and absorption probabilities for obliquely reflected Brownian motion in a quadrant	Ernst, Philip A.			142	C	p. 634-670	article
7	Existence and percolation results for stopped germ-grain models with unbounded velocities	Coupier, David			142	C	p. 549-579	article
8	Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon	Bladt, Mogens			142	C	p. 105-123	article
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	article
10	Hydrodynamics for the partial exclusion process in random environment	Floreani, Simone			142	C	p. 124-158	article
11	Implementable coupling of Lévy process and Brownian motion	Fomichov, Vladimir			142	C	p. 407-431	article
12	Large deviations for fractional volatility models with non-Gaussian volatility driver	Gerhold, Stefan			142	C	p. 580-600	article
13	Long range one-cookie random walk with positive speed	Collevecchio, Andrea			142	C	p. 462-478	article
14	Misspecified diffusion models with high-frequency observations and an application to neural networks	Ogihara, Teppei			142	C	p. 245-292	article
15	Non-standard limits for a family of autoregressive stochastic sequences	Foss, Sergey			142	C	p. 432-461	article
16	On the exact distributions of the maximum of the asymmetric telegraph process	Cinque, Fabrizio			142	C	p. 601-633	article
17	Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations	Genon-Catalot, Valentine			142	C	p. 513-548	article
18	Renormalization of stochastic continuity equations on Riemannian manifolds	Galimberti, Luca			142	C	p. 195-244	article
19	Stochastic functional Kolmogorov equations, I: Persistence	Nguyen, Dang H.			142	C	p. 319-364	article
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	article
21	The lower tail of the half-space KPZ equation	Kim, Yujin H.			142	C	p. 365-406	article
22	Volterra equations driven by rough signals	Harang, Fabian A.			142	C	p. 34-78	article

22 results found

Koninklijke Bibliotheek - National Library of the Netherlands