| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A ℂ 0 , 1 -functional Itô’s formula and its applications in mathematical finance
|
Bouchard, Bruno
|
|
|
148 |
C |
p. 299-323
|
article
|
| 2 |
Asymptotic fluctuations of geometric q -TASEP, geometric q -PushTASEP and q -PushASEP
|
Vető, Bálint
|
|
|
148 |
C |
p. 227-266
|
article
|
| 3 |
Asymptotics of the optimum in discrete sequential assignment
|
Járai, Antal A.
|
|
|
148 |
C |
p. 267-277
|
article
|
| 4 |
Backward stochastic differential equations with regime-switching and sublinear expectations
|
Dela Vega, Engel John C.
|
|
|
148 |
C |
p. 278-298
|
article
|
| 5 |
Dimension free convergence rates for Gibbs samplers for Bayesian linear mixed models
|
Jin, Zhumengmeng
|
|
|
148 |
C |
p. 25-67
|
article
|
| 6 |
Divergence of an integral of a process with small ball estimate
|
Mishura, Yuliya
|
|
|
148 |
C |
p. 1-24
|
article
|
| 7 |
Editorial Board
|
|
|
|
148 |
C |
p. ii
|
article
|
| 8 |
Importance sampling for maxima on trees
|
Basrak, Bojan
|
|
|
148 |
C |
p. 139-179
|
article
|
| 9 |
Interacting Hawkes processes with multiplicative inhibition
|
Duval, Céline
|
|
|
148 |
C |
p. 180-226
|
article
|
| 10 |
Local-density dependent Markov processes on graphons with epidemiological applications
|
Keliger, Dániel
|
|
|
148 |
C |
p. 324-352
|
article
|
| 11 |
Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zone
|
Elliott, Robert
|
|
|
148 |
C |
p. 68-97
|
article
|
| 12 |
Unique quasi-stationary distribution, with a possibly stabilizing extinction
|
Velleret, Aurélien
|
|
|
148 |
C |
p. 98-138
|
article
|
| 13 |
Variational formulas for the exit time of Hunt processes generated by semi-Dirichlet forms
|
Huang, Lu-Jing
|
|
|
148 |
C |
p. 380-399
|
article
|
| 14 |
Vertex reinforced random walks with exponential interaction on complete graphs
|
Rosales, Rafael A.
|
|
|
148 |
C |
p. 353-379
|
article
|
Journal description