nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Drift estimation for Brownian flows
|
Piterbarg, L. |
|
1998 |
73 |
1 |
p. 131-149 19 p. |
artikel |
2 |
Editorial Board
|
|
|
1998 |
73 |
1 |
p. ii- 1 p. |
artikel |
3 |
Favourite sites of transient Brownian motion
|
Hu, Yueyun |
|
1998 |
73 |
1 |
p. 87-99 13 p. |
artikel |
4 |
Fractional step method for stochastic evolution equations
|
Goncharuk, Nataliya Yu. |
|
1998 |
73 |
1 |
p. 1-45 45 p. |
artikel |
5 |
Markov-achievable payoffs for finite-horizon decision models
|
Pestien, Victor |
|
1998 |
73 |
1 |
p. 101-118 18 p. |
artikel |
6 |
On stochastic differential equations and semigroups of probability operators in quantum probability
|
Barchielli, A. |
|
1998 |
73 |
1 |
p. 69-86 18 p. |
artikel |
7 |
Product of two multiple stochastic integrals with respect to a normal martingale
|
Russo, Francesco |
|
1998 |
73 |
1 |
p. 47-68 22 p. |
artikel |
8 |
Reduction of the Zakai equation by invariance group techniques
|
de Lara, Michel Cohen |
|
1998 |
73 |
1 |
p. 119-130 12 p. |
artikel |