| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A basis for iterated stochastic integrals
|
Gaines, J.G.
|
|
1995
|
38 |
1-3 |
p. 7-11
5 p.
|
artikel
|
| 2 |
An effective numerical method for controlled routing in large trunk line networks
|
Kushner, Harold J.
|
|
1995
|
38 |
1-3 |
p. 225-239
15 p.
|
artikel
|
| 3 |
An efficient approximation method for stochastic differential equations by means of the exponential Lie series
|
Castell, Fabienne
|
|
1995
|
38 |
1-3 |
p. 13-19
7 p.
|
artikel
|
| 4 |
A stochastic particle method for some one-dimensional nonlinear p.d.e.
|
Bossy, Mireille
|
|
1995
|
38 |
1-3 |
p. 43-50
8 p.
|
artikel
|
| 5 |
Author's reply to the preceding letter
|
Mittelmann, Hans D.
|
|
1995
|
38 |
1-3 |
p. 241-
1 p.
|
artikel
|
| 6 |
Branching processes, trees and the Boltzmann equation
|
Chauvin, Brigitte
|
|
1995
|
38 |
1-3 |
p. 135-141
7 p.
|
artikel
|
| 7 |
Computer simulation of diffusions driven by α-stable Lévy motion
|
Janicki, Aleksander
|
|
1995
|
38 |
1-3 |
p. 97-101
5 p.
|
artikel
|
| 8 |
Discretization of a class of reflected diffusion processes
|
Liu, Yingjie
|
|
1995
|
38 |
1-3 |
p. 103-108
6 p.
|
artikel
|
| 9 |
Editorial Board
|
|
|
1995
|
38 |
1-3 |
p. IFC-
1 p.
|
artikel
|
| 10 |
Equation différentielle anticipative sur une variété et approximations
|
Grorud, Axel
|
|
1995
|
38 |
1-3 |
p. 51-61
11 p.
|
artikel
|
| 11 |
Estimation of local power spectral densities for non-stationary signals using wavelet transform
|
Clouet, J.F.
|
|
1995
|
38 |
1-3 |
p. 183-188
6 p.
|
artikel
|
| 12 |
Euler scheme for reflected stochastic differential equations
|
Lépingle, D.
|
|
1995
|
38 |
1-3 |
p. 119-126
8 p.
|
artikel
|
| 13 |
Formules quasi-explicites pour les options américaines dans un modèle de diffusion avec sauts
|
Zhang, Xiaolan
|
|
1995
|
38 |
1-3 |
p. 151-161
11 p.
|
artikel
|
| 14 |
Introduction
|
Bouleau, N.
|
|
1995
|
38 |
1-3 |
p. 1-5
5 p.
|
artikel
|
| 15 |
Letter to the editor
|
Hornung, Ulrich
|
|
1995
|
38 |
1-3 |
p. 241-
1 p.
|
artikel
|
| 16 |
Minimum distance estimation and testing for interest rate models
|
Fournié, Eric
|
|
1995
|
38 |
1-3 |
p. 143-150
8 p.
|
artikel
|
| 17 |
Monte Carlo integration, quadratic resampling, and asset pricing
|
Barraquand, Jérôme
|
|
1995
|
38 |
1-3 |
p. 173-182
10 p.
|
artikel
|
| 18 |
Multi-asset portfolio selection problem with transaction costs
|
Akian, Marianne
|
|
1995
|
38 |
1-3 |
p. 163-172
10 p.
|
artikel
|
| 19 |
News of IMACS
|
|
|
1995
|
38 |
1-3 |
p. 243-253
11 p.
|
artikel
|
| 20 |
On the numerical integration of high-dimensional Walsh-series by Quasi-Monte Carlo methods
|
Larcher, G.
|
|
1995
|
38 |
1-3 |
p. 127-134
8 p.
|
artikel
|
| 21 |
On weak implicit and predictor-corrector methods
|
Platen, Eckhard
|
|
1995
|
38 |
1-3 |
p. 69-76
8 p.
|
artikel
|
| 22 |
Résolution des équations elliptiques par la méthode du shift
|
Alaya, Mohamed Ben
|
|
1995
|
38 |
1-3 |
p. 87-96
10 p.
|
artikel
|
| 23 |
Some problems in the simulation of nonlinear diffusion processes
|
Ogawa, Shigeyoshi
|
|
1995
|
38 |
1-3 |
p. 217-223
7 p.
|
artikel
|
| 24 |
Some remarks on approximation of solutions of SDE's with reflecting boundary conditions
|
Słomiński, Leszek
|
|
1995
|
38 |
1-3 |
p. 109-117
9 p.
|
artikel
|
| 25 |
Stability of weak numerical schemes for stochastic differential equations
|
Hofmann, Norbert
|
|
1995
|
38 |
1-3 |
p. 63-68
6 p.
|
artikel
|
| 26 |
Stochastic particle methods and approximation of the Boltzmann equation
|
Wagner, Wolfgang
|
|
1995
|
38 |
1-3 |
p. 211-216
6 p.
|
artikel
|
| 27 |
Stochastic pitchfork bifurcation: numerical simulations and symbolic calculations using MAPLE
|
Xu, Kedai
|
|
1995
|
38 |
1-3 |
p. 199-209
11 p.
|
artikel
|
| 28 |
Study of the Kohonen network with a discrete state space
|
Thiran, Patrick
|
|
1995
|
38 |
1-3 |
p. 189-197
9 p.
|
artikel
|
| 29 |
The Euler scheme for stochastic differential equations: error analysis with Malliavin calculus
|
Bally, Vlad
|
|
1995
|
38 |
1-3 |
p. 35-41
7 p.
|
artikel
|
| 30 |
The solving of boundary value problems by numerical integration of stochastic equations
|
Milshtein, G.N.
|
|
1995
|
38 |
1-3 |
p. 77-85
9 p.
|
artikel
|
| 31 |
To the parametric identification of Markov diffusions; the use of the maximum quadratic variation functional
|
Kazimierczyk, Piort
|
|
1995
|
38 |
1-3 |
p. 21-33
13 p.
|
artikel
|
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