nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Adaptive Huber regression on Markov-dependent data
|
Fan, Jianqing |
|
|
150 |
C |
p. 802-818 |
artikel |
2 |
An ℓ ∞ asymptotically nearly minimax goodness of fit test
|
Klass, Michael J. |
|
|
150 |
C |
p. 1238-1270 |
artikel |
3 |
An averaging principle for slow–fast fractional stochastic parabolic equations on unbounded domains
|
Xu, Jie |
|
|
150 |
C |
p. 358-396 |
artikel |
4 |
An optimal stopping problem for spectrally negative Markov additive processes
|
Çağlar, M. |
|
|
150 |
C |
p. 1109-1138 |
artikel |
5 |
AR(1) processes driven by second-chaos white noise: Berry–Esséen bounds for quadratic variation and parameter estimation
|
Douissi, Soukaina |
|
|
150 |
C |
p. 886-918 |
artikel |
6 |
A stochastic calculus for Rosenblatt processes
|
Čoupek, Petr |
|
|
150 |
C |
p. 853-885 |
artikel |
7 |
Asymptotic behaviour of ancestral lineages in subcritical continuous-state branching populations
|
Foucart, Clément |
|
|
150 |
C |
p. 510-531 |
artikel |
8 |
Averaging of semigroups associated to diffusion processes on a simplex
|
Faure, Dimitri |
|
|
150 |
C |
p. 323-357 |
artikel |
9 |
Bandit and covariate processes, with finite or non-denumerable set of arms
|
Lai, Tze Leung |
|
|
150 |
C |
p. 1222-1237 |
artikel |
10 |
Centralized systemic risk control in the interbank system: Weak formulation and Gamma-convergence
|
Bo, Lijun |
|
|
150 |
C |
p. 622-654 |
artikel |
11 |
Constrained optimal stopping, liquidity and effort
|
Hobson, David |
|
|
150 |
C |
p. 819-843 |
artikel |
12 |
Coxeter group actions on interacting particle systems
|
Kuan, Jeffrey |
|
|
150 |
C |
p. 397-410 |
artikel |
13 |
Detecting the presence of a random drift in Brownian motion
|
Johnson, P. |
|
|
150 |
C |
p. 1068-1090 |
artikel |
14 |
Distance covariance for random fields
|
Matsui, Muneya |
|
|
150 |
C |
p. 280-322 |
artikel |
15 |
Editorial Board
|
|
|
|
150 |
C |
p. ii |
artikel |
16 |
Estimation of α , β and portfolio weights in a pure-jump model with long memory in volatility
|
Zhang, Yichen |
|
|
150 |
C |
p. 972-994 |
artikel |
17 |
Expectation of local times and the Dupire formula
|
Hamza, K. |
|
|
150 |
C |
p. 782-787 |
artikel |
18 |
Extreme eigenvalues of nonlinear correlation matrices with applications to additive models
|
Guo, Zijian |
|
|
150 |
C |
p. 1037-1058 |
artikel |
19 |
Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure
|
Rønn-Nielsen, Anders |
|
|
150 |
C |
p. 19-49 |
artikel |
20 |
Fiscal stimulus as an optimal control problem
|
Ernst, Philip A. |
|
|
150 |
C |
p. 1091-1108 |
artikel |
21 |
Gaussian random fields on the sphere and sphere cross line
|
Bingham, Nicholas H. |
|
|
150 |
C |
p. 788-801 |
artikel |
22 |
Heavy range of the randomly biased walk on Galton–Watson trees in the slow movement regime
|
Chen, Xinxin |
|
|
150 |
C |
p. 446-509 |
artikel |
23 |
Inhomogeneous affine Volterra processes
|
Ackermann, Julia |
|
|
150 |
C |
p. 250-279 |
artikel |
24 |
Iterated Gilbert mosaics
|
Baccelli, Francois |
|
|
150 |
C |
p. 752-781 |
artikel |
25 |
Limit theorems for linear random fields with innovations in the domain of attraction of a stable law
|
Peligrad, Magda |
|
|
150 |
C |
p. 596-621 |
artikel |
26 |
Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices
|
Azaïs, Jean-Marc |
|
|
150 |
C |
p. 411-445 |
artikel |
27 |
MFGs for partially reversible investment
|
Cao, Haoyang |
|
|
150 |
C |
p. 995-1014 |
artikel |
28 |
Minimising the expected commute time
|
Jacka, Saul |
|
|
150 |
C |
p. 729-751 |
artikel |
29 |
Moments and polynomial expansions in discrete matrix-analytic models
|
Asmussen, Søren |
|
|
150 |
C |
p. 1165-1188 |
artikel |
30 |
On a first hit distribution of the running maximum of Brownian motion
|
Randon-Furling, Julien |
|
|
150 |
C |
p. 1204-1221 |
artikel |
31 |
On ill-posedness of nonlinear stochastic wave equations driven by rough noise
|
Deya, Aurélien |
|
|
150 |
C |
p. 215-249 |
artikel |
32 |
On the extinction-extinguishing dichotomy for a stochastic Lotka–Volterra type population dynamical system
|
Ren, Yan-Xia |
|
|
150 |
C |
p. 50-90 |
artikel |
33 |
Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach
|
Glover, Kristoffer |
|
|
150 |
C |
p. 919-937 |
artikel |
34 |
Optimal sustainable harvesting of populations in random environments
|
Alvarez E., Luis H.R. |
|
|
150 |
C |
p. 678-698 |
artikel |
35 |
Pseudorandom processes
|
Móri, Tamás F. |
|
|
150 |
C |
p. 699-715 |
artikel |
36 |
Reflected Brownian motion in the quarter plane: An equivalence based on time reversal
|
Harrison, J. Michael |
|
|
150 |
C |
p. 1189-1203 |
artikel |
37 |
Skorohod and Stratonovich integrals for controlled processes
|
Song, Jian |
|
|
150 |
C |
p. 569-595 |
artikel |
38 |
Spatially inhomogeneous populations with seed-banks: II. Clustering regime
|
den Hollander, Frank |
|
|
150 |
C |
p. 116-146 |
artikel |
39 |
Stationarity and uniform in time convergence for the graphon particle system
|
Bayraktar, Erhan |
|
|
150 |
C |
p. 532-568 |
artikel |
40 |
Sticky Bessel diffusions
|
Peskir, Goran |
|
|
150 |
C |
p. 1015-1036 |
artikel |
41 |
Strict local martingales and the Khasminskii test for explosions
|
Dandapani, Aditi |
|
|
150 |
C |
p. 716-728 |
artikel |
42 |
Strong Gaussian approximation for cumulative processes
|
Bashtova, Elena |
|
|
150 |
C |
p. 1-18 |
artikel |
43 |
Strong solutions of a stochastic differential equation with irregular random drift
|
Holden, Helge |
|
|
150 |
C |
p. 655-677 |
artikel |
44 |
Tails of bivariate stochastic recurrence equation with triangular matrices
|
Damek, Ewa |
|
|
150 |
C |
p. 147-191 |
artikel |
45 |
The 1/e-strategy is sub-optimal for the problem of best choice under no information
|
Bruss, F. Thomas |
|
|
150 |
C |
p. 1059-1067 |
artikel |
46 |
The Feller Coupling for random derangements
|
da Silva, Poly H. |
|
|
150 |
C |
p. 1139-1164 |
artikel |
47 |
The rencontre problem
|
Thomas Bruss, F. |
|
|
150 |
C |
p. 938-971 |
artikel |
48 |
The Smoluchowski–Kramers limits of stochastic differential equations with irregular coefficients
|
Xie, Longjie |
|
|
150 |
C |
p. 91-115 |
artikel |
49 |
To stay discovered: On tournament mean score sequences and the Bradley–Terry model
|
Aldous, David J. |
|
|
150 |
C |
p. 844-852 |
artikel |
50 |
Well-posedness and propagation of chaos for McKean–Vlasov equations with jumps and locally Lipschitz coefficients
|
Erny, Xavier |
|
|
150 |
C |
p. 192-214 |
artikel |