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Results 1 to 25 of 2302

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A chain of interacting particles under strainALLMAN, Michael; BETZ, Volker; HAIRER, Martin et al.Stochastic processes and their applications. 2011, Vol 121, Num 9, pp 2014-2042, issn 0304-4149, 29 p.Article

Convergence of a stochastic particle approximation for fractional scalar conservation lawsJOURDAIN, Benjamin; ROUX, Raphael.Stochastic processes and their applications. 2011, Vol 121, Num 5, pp 957-988, issn 0304-4149, 32 p.Article

Empirical processes of multidimensional systems with multiple mixing propertiesDEHLING, Herold; DURIEU, Olivier.Stochastic processes and their applications. 2011, Vol 121, Num 5, pp 1076-1096, issn 0304-4149, 21 p.Article

Hybrid Monte Carlo on Hilbert spacesBESKOS, A; PINSKI, F. J; SANZ-SERNA, J. M et al.Stochastic processes and their applications. 2011, Vol 121, Num 10, pp 2201-2230, issn 0304-4149, 30 p.Article

Intrinsic volumes of the maximal polytope process in higher dimensional STIT tessellationsSCHREIBER, Tomasz; THÄLE, Christoph.Stochastic processes and their applications. 2011, Vol 121, Num 5, pp 989-1012, issn 0304-4149, 24 p.Article

Large deviations for the local fluctuations of random walksBARRAL, Julien; LOISEAU, Patrick.Stochastic processes and their applications. 2011, Vol 121, Num 10, pp 2272-2302, issn 0304-4149, 31 p.Article

Levy random bridges and the modelling of financial informationHOYLE, Edward; HUGHSTON, Lane P; MACRINA, Andrea et al.Stochastic processes and their applications. 2011, Vol 121, Num 4, pp 856-884, issn 0304-4149, 29 p.Article

Martingale representation for Poisson processes with applications to minimal variance hedgingLAST, Günter; PENROSE, Mathew D.Stochastic processes and their applications. 2011, Vol 121, Num 7, pp 1588-1606, issn 0304-4149, 19 p.Article

Martingales and rates of presence in homogeneous fragmentationsKRELL, N; ROUAULT, A.Stochastic processes and their applications. 2011, Vol 121, Num 1, pp 135-154, issn 0304-4149, 20 p.Article

On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Levy processesMIKULEVICIUS, Remigijus; ZHANG, Changyong.Stochastic processes and their applications. 2011, Vol 121, Num 8, pp 1720-1748, issn 0304-4149, 29 p.Article

Optimal stopping for non-linear expectations: Part IIBAYRAKTAR, Erhan; SONG YAO.Stochastic processes and their applications. 2011, Vol 121, Num 2, pp 212-264, issn 0304-4149, 53 p.Article

Random times with given survival probability and their F-martingale decomposition formulaJEANBLANC, Monique; SHIQI SONG.Stochastic processes and their applications. 2011, Vol 121, Num 6, pp 1389-1410, issn 0304-4149, 22 p.Article

Real harmonizable multifractional stable process and its local propertiesDOZZI, Marco; SHEVCHENKO, Georgiy.Stochastic processes and their applications. 2011, Vol 121, Num 7, pp 1509-1523, issn 0304-4149, 15 p.Article

Rearrangements of Gaussian fieldsLACHIEZE-REY, Raphael; DAVYDOV, Youri.Stochastic processes and their applications. 2011, Vol 121, Num 11, pp 2606-2628, issn 0304-4149, 23 p.Article

Riesz transform and integration by parts formulas for random variablesBALLY, Vlad; CARAMELLINO, Lucia.Stochastic processes and their applications. 2011, Vol 121, Num 6, pp 1332-1355, issn 0304-4149, 24 p.Article

Rough Volterra equations 2: Convolutional generalized integralsDEYA, Aurélien; TINDEL, Samy.Stochastic processes and their applications. 2011, Vol 121, Num 8, pp 1864-1899, issn 0304-4149, 36 p.Article

Systems of stochastic partial differential equations with reflection: Existence and uniquenessTUSHENG ZHANG.Stochastic processes and their applications. 2011, Vol 121, Num 6, pp 1356-1372, issn 0304-4149, 17 p.Article

The prolific backbone for supercritical superprocessesBERESTYCKI, J; KYPRIANOU, A. E; MURILLO-SALAS, A et al.Stochastic processes and their applications. 2011, Vol 121, Num 6, pp 1315-1331, issn 0304-4149, 17 p.Article

A general theory of finite state Backward Stochastic Difference EquationsCOHEN, Samuel N; ELLIOTT, Robert J.Stochastic processes and their applications. 2010, Vol 120, Num 4, pp 442-466, issn 0304-4149, 25 p.Article

Asymptotic results for the two-parameter Poisson-Dirichlet distributionSHUI FENG; FUQING GAO.Stochastic processes and their applications. 2010, Vol 120, Num 7, pp 1159-1177, issn 0304-4149, 19 p.Article

Central limit theorems for multicolor urns with dominated colorsBERTI, Patrizia; CRIMALDI, Irene; PRATELLI, Luca et al.Stochastic processes and their applications. 2010, Vol 120, Num 8, pp 1473-1491, issn 0304-4149, 19 p.Article

Ergodic theory for a superprocess over a stochastic flowZENGHU LI; JIE XIONG; MEI ZHANG et al.Stochastic processes and their applications. 2010, Vol 120, Num 8, pp 1563-1588, issn 0304-4149, 26 p.Article

Invariant measures and the Kolmogorov equation for the stochastic fast diffusion equationBARBU, Viorel; DA PRATO, Giuseppe.Stochastic processes and their applications. 2010, Vol 120, Num 7, pp 1247-1266, issn 0304-4149, 20 p.Article

Itô's theory of excursion point processes and its developmentsWATANABE, Shinzo.Stochastic processes and their applications. 2010, Vol 120, Num 5, pp 653-677, issn 0304-4149, 25 p.Article

L2-time regularity of BSDEs with irregular terminal functionsGOBET, Emmanuel; MAKHLOUF, Azmi.Stochastic processes and their applications. 2010, Vol 120, Num 7, pp 1105-1132, issn 0304-4149, 28 p.Article

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