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Results 1 to 25 of 144

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Conservation property of symmetric jump processesMASAMUNE, Jun; UEMURA, Toshihiro.Annales de l'I.H.P. Probabilités et statistiques. 2011, Vol 47, Num 3, pp 650-662, issn 0246-0203, 13 p.Article

Comparison theorem for Brownian multidimensional BSDEs via jump processesKHARROUBI, Idris.Comptes rendus. Mathématique. 2011, Vol 349, Num 7-8, pp 463-468, issn 1631-073X, 6 p.Article

Spectral gap for zero-range processes with jump rate g(x) = xγNAGAHATA, Yukio.Stochastic processes and their applications. 2010, Vol 120, Num 6, pp 949-958, issn 0304-4149, 10 p.Article

Sample paths of jump-type Fleming-Viot processes with bounded mutation operatorsTIMOTEO DA SILVA, Telles; FRAGOSO, Marcelo D.Statistics & probability letters. 2008, Vol 78, Num 13, pp 1784-1791, issn 0167-7152, 8 p.Article

Absolute continuity of symmetric Markov processesCHEN, Z.-Q; FITZSIMMONS, P. J; TAKEDA, M et al.Annals of probability. 2004, Vol 32, Num 3A, pp 2067-2098, issn 0091-1798, 32 p.Article

Jump processes, L-harmonic functions, continuity estimates and the Feller propertyHUSSEINI, Ryad; KASSMANN, Moritz.Annales de l'I.H.P. Probabilités et statistiques. 2009, Vol 45, Num 4, pp 1099-1115, issn 0246-0203, 17 p.Article

Stationary distributions for jump processes with memoryBURDZY, K; KULCZYCKI, T; SCHILLING, R. L et al.Annales de l'I.H.P. Probabilités et statistiques. 2012, Vol 48, Num 3, pp 609-630, issn 0246-0203, 22 p.Article

A PURE JUMP MARKOV PROCESS WITH A RANDOM SINGULARITY SPECTRUMBARRAL, Julien; FOURNIER, Nicolas; JAFFARD, Stéphane et al.Annals of probability. 2010, Vol 38, Num 5, pp 1924-1946, issn 0091-1798, 23 p.Article

Symmetric jump processes: Localization, heat kernels and convergenceBASS, Richard F; KASSMANN, Moritz; KUMAGAI, Takashi et al.Annales de l'I.H.P. Probabilités et statistiques. 2010, Vol 46, Num 1, pp 59-71, issn 0246-0203, 13 p.Article

LAW OF LARGE NUMBERS FOR DYNAMIC BARGAINING MARKETSFERLAND, Rene; GIROUX, Gaston.Journal of applied probability. 2008, Vol 45, Num 1, pp 45-54, issn 0021-9002, 10 p.Article

A constructive approach to Euler hydrodynamics for attractive processes. Application to k-step exclusionBAHADORAN, C; GUIOL, H; RAVISHANKAR, K et al.Stochastic processes and their applications. 2002, Vol 99, Num 1, pp 1-30, issn 0304-4149Article

IS BROWNIAN MOTION NECESSARY TO MODEL HIGH-FREQUENCY DATA?AÏT-SAHALIA, Yacine; JACOD, Jean.Annals of statistics. 2010, Vol 38, Num 5, pp 3093-3128, issn 0090-5364, 36 p.Article

Boundary trace of reflecting Brownian motionsBENJAMINI, Itai; CHEN, Zhen-Qing; ROHDE, Steffen et al.Probability theory and related fields. 2004, Vol 129, Num 1, pp 1-17, issn 0178-8051, 17 p.Article

Backward Stochastic Differential Equations for a Single Jump ProcessSHEN, Leo; ELLIOTT, Robert J.Stochastic analysis and applications. 2011, Vol 29, Num 4, pp 654-673, issn 0736-2994, 20 p.Article

MULTIDIMENSIONAL INSURANCE MODEL WITH RISK-REDUCING TREATYRAMASUBRAMANIAN, S.Stochastic models. 2011, Vol 27, Num 3, pp 363-387, issn 1532-6349, 25 p.Article

Noisy heteroclinic networksBAKHTIN, Yuri.Probability theory and related fields. 2011, Vol 150, Num 1-2, pp 1-42, issn 0178-8051, 42 p.Article

Transition density estimates for jump Levy processesSZTONYK, Pawel.Stochastic processes and their applications. 2011, Vol 121, Num 6, pp 1245-1265, issn 0304-4149, 21 p.Article

ON THE MONITORING ERROR OF THE SUPREMUM OF A NORMAL JUMP DIFFUSION PROCESSAO CHEN; LIMING FENG; RENMING SONG et al.Journal of applied probability. 2011, Vol 48, Num 4, pp 1021-1034, issn 0021-9002, 14 p.Article

Regularization properties of the 2D homogeneous Boltzmann equation without cutoffBALLY, Vlad; FOURNIER, Nicolas.Probability theory and related fields. 2011, Vol 151, Num 3-4, pp 659-704, issn 0178-8051, 46 p.Article

Asymptotic Expansions for Solutions of Systems of Kolmogorov Backward Equations of Two-Time-Scale Switching Jump DiffusionsTIEN NGUYEN, Dung; YIN, G.Communications in statistics. Theory and methods. 2011, Vol 40, Num 19-21, pp 3425-3439, issn 0361-0926, 15 p.Conference Paper

BACKWARD SDES WITH CONSTRAINED JUMPS AND QUASI-VARIATIONAL INEQUALITIESKHARROUBI, Idris; JIN MA; PHAM, Huyên et al.Annals of probability. 2010, Vol 38, Num 2, pp 794-840, issn 0091-1798, 47 p.Article

Diffusion approximation of birth-death processes: Comparison in terms of large deviations and exit pointsPAKDAMAN, Khashayar; THIEULLEN, Michèle; WAINRIB, Gilles et al.Statistics & probability letters. 2010, Vol 80, Num 13-14, pp 1121-1127, issn 0167-7152, 7 p.Article

SMALL-TIME COMPACTNESS AND CONVERGENCE BEHAVIOR OF DETERMINISTICALLY AND SELF-NORMALISED LÉVY PROCESSESMALLER, Ross; MASON, David M.Transactions of the American Mathematical Society. 2010, Vol 362, Num 4, pp 2205-2248, issn 0002-9947, 44 p.Article

Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk managementPHAM, Huyên.Stochastic processes and their applications. 2010, Vol 120, Num 9, pp 1795-1820, issn 0304-4149, 26 p.Article

A few remarks on the supremum of stable processesPATIE, P.Statistics & probability letters. 2009, Vol 79, Num 8, pp 1125-1128, issn 0167-7152, 4 p.Article

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