| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases
|
Kutoyants, Yury A.
|
|
2014
|
287 |
1 |
p. 133-154
|
artikel
|
| 2 |
Characterization of density processes of deformed stochastic bases of the first kind
|
Pavlov, I. V.
|
|
2014
|
287 |
1 |
p. 256-267
|
artikel
|
| 3 |
Congratulatory address from the Steklov Institute to Albert Nikolaevich Shiryaev on the occasion of his 80th birthday
|
|
|
2014
|
287 |
1 |
p. 1-2
|
artikel
|
| 4 |
Convergence of probability measures and Markov decision models with incomplete information
|
Feinberg, Eugene A.
|
|
2014
|
287 |
1 |
p. 96-117
|
artikel
|
| 5 |
Critical dimension in the semiparametric Bernstein—von Mises theorem
|
Panov, Maxim E.
|
|
2014
|
287 |
1 |
p. 232-255
|
artikel
|
| 6 |
Lower and upper bounds for prices of Asian-type options
|
Novikov, A. A.
|
|
2014
|
287 |
1 |
p. 225-231
|
artikel
|
| 7 |
Multidimensional and abstract probability
|
Maximov, V. M.
|
|
2014
|
287 |
1 |
p. 174-201
|
artikel
|
| 8 |
Nearly optimal sequential tests of composite hypotheses revisited
|
Tartakovsky, Alexander G.
|
|
2014
|
287 |
1 |
p. 268-288
|
artikel
|
| 9 |
New approach to the segmentation problem for time series of arbitrary nature
|
Darkhovsky, B. S.
|
|
2014
|
287 |
1 |
p. 54-67
|
artikel
|
| 10 |
On pathwise counterparts of Doob’s maximal inequalities
|
Gushchin, A. A.
|
|
2014
|
287 |
1 |
p. 118-121
|
artikel
|
| 11 |
On some functional inequalities for skew Brownian motion
|
Abakirova, A. T.
|
|
2014
|
287 |
1 |
p. 3-13
|
artikel
|
| 12 |
On the existence of solutions of unbounded optimal stopping problems
|
Zhitlukhin, M. V.
|
|
2014
|
287 |
1 |
p. 299-307
|
artikel
|
| 13 |
On the law of large numbers for martingales
|
Yaskov, P. A.
|
|
2014
|
287 |
1 |
p. 289-298
|
artikel
|
| 14 |
On the submartingale/supermartingale property of diffusions in natural scale
|
Gushchin, Alexander
|
|
2014
|
287 |
1 |
p. 122-132
|
artikel
|
| 15 |
Sharp maximal inequalities for stochastic processes
|
Lyulko, Ya. A.
|
|
2014
|
287 |
1 |
p. 155-173
|
artikel
|
| 16 |
The stochastic field of aggregate utilities and its saddle conjugate
|
Bank, P.
|
|
2014
|
287 |
1 |
p. 14-53
|
artikel
|
| 17 |
Two-sided disorder problem for a Brownian motion in a Bayesian setting
|
Muravlev, A. A.
|
|
2014
|
287 |
1 |
p. 202-224
|
artikel
|
| 18 |
Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities
|
Ellanskaya, A.
|
|
2014
|
287 |
1 |
p. 68-95
|
artikel
|
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