| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information
|
Meng, QingXin
|
|
2009
|
52 |
7 |
p. 1579-1588
|
artikel
|
| 2 |
An overview of representation theorems for static risk measures
|
Song, YongSheng
|
|
2009
|
52 |
7 |
p. 1412-1422
|
artikel
|
| 3 |
Circular β ensembles, CMV representation, characteristic polynomials
|
Su, ZhongGen
|
|
2009
|
52 |
7 |
p. 1467-1477
|
artikel
|
| 4 |
General collision branching processes with two parameters
|
Chen, AnYue
|
|
2009
|
52 |
7 |
p. 1546-1568
|
artikel
|
| 5 |
Global solutions of stochastic 2D Navier-Stokes equations with Lévy noise
|
Dong, Zhao
|
|
2009
|
52 |
7 |
p. 1497-1524
|
artikel
|
| 6 |
On the rate of convergence of the maximum likelihood estimator of a k-monotone density
|
Gao, FuChang
|
|
2009
|
52 |
7 |
p. 1525-1538
|
artikel
|
| 7 |
Preface
|
|
|
2009
|
52 |
7 |
p. 1389
|
artikel
|
| 8 |
Ruin probability of the renewal model with risky investment and large claims
|
Wei, Li
|
|
2009
|
52 |
7 |
p. 1539-1545
|
artikel
|
| 9 |
Semiparametric bounds of mean and variance for exotic options
|
Liu, GuoQing
|
|
2009
|
52 |
7 |
p. 1446-1458
|
artikel
|
| 10 |
Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
|
Peng, ShiGe
|
|
2009
|
52 |
7 |
p. 1391-1411
|
artikel
|
| 11 |
Symmetric jump processes and their heat kernel estimates
|
Chen, Zhen-Qing
|
|
2009
|
52 |
7 |
p. 1423-1445
|
artikel
|
| 12 |
The fractal structures of the exceptional sets of Lévy processes
|
Kong, LingTao
|
|
2009
|
52 |
7 |
p. 1459-1466
|
artikel
|
| 13 |
The largest table in Chinese restaurant processes
|
Chen, XinXing
|
|
2009
|
52 |
7 |
p. 1569-1578
|
artikel
|
| 14 |
Uniform dimension results for Gaussian random fields
|
Wu, DongSheng
|
|
2009
|
52 |
7 |
p. 1478-1496
|
artikel
|
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