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Modeling the Forward CDS Spreads with JumpsDEWEN XIONG; KOHLMANN, Michael.Stochastic analysis and applications. 2012, Vol 30, Num 3, pp 375-402, issn 0736-2994, 28 p.Article

Parabolic Schemes for Quasi-Linear Parabolic and Hyperbolic PDEs via Stochastic CalculusDARSES, Sebastien; LEPINETTE-DENIS, Emmanuel.Stochastic analysis and applications. 2012, Vol 30, Num 1, pp 67-99, issn 0736-2994, 33 p.Article

Continuity of the Filter with Unbounded Observation CoefficientsFLORCHINGER, Patrick; NAPPO, Giovanna.Stochastic analysis and applications. 2011, Vol 29, Num 4, pp 612-630, issn 0736-2994, 19 p.Article

Faces of Poisson―Voronoi mosaicsHUG, Daniel; SCHNEIDER, Rolf.Probability theory and related fields. 2011, Vol 151, Num 1-2, pp 125-151, issn 0178-8051, 27 p.Article

Geometric properties of Poisson matchingsHOLROYD, Alexander E.Probability theory and related fields. 2011, Vol 150, Num 3-4, pp 511-527, issn 0178-8051, 17 p.Article

MERGING FOR INHOMOGENEOUS FINITE MARKOV CHAINS, PART II: NASH AND LOG-SOBOLEV INEQUALITIESSALOFF-COSTE, L; ZUNIGA, J.Annals of probability. 2011, Vol 39, Num 3, pp 1161-1203, issn 0091-1798, 43 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 Continuity of Stochastic Exit Time Control ProblemsBAYRAKTAR, Erhan; QINGSHUO SONG; JIE YANG et al.Stochastic analysis and applications. 2011, Vol 29, Num 1, pp 48-60, issn 0736-2994, 13 p.Article

On the Strong Rates of Convergence for Arrays of Rowwise Negatively Dependent Random VariablesQIU DEHUA; CHANG, Kuang-Chao; GIULIANO ANTONINI, Rita et al.Stochastic analysis and applications. 2011, Vol 29, Num 3, pp 375-385, issn 0736-2994, 11 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 Exponential Utility in a Jump Bond MarketDEWEN XIONG; KOHLMANN, Michael.Stochastic analysis and applications. 2011, Vol 29, Num 1, pp 78-105, issn 0736-2994, 28 p.Article

Regularity of Backward Stochastic Volterra Integral Equations in Hilbert SpacesANH, Vo V; GRECKSCH, Wilfried; JIONGMIN YONG et al.Stochastic analysis and applications. 2011, Vol 29, Num 1, pp 146-168, issn 0736-2994, 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

SPANNING FORESTS AND THE VECTOR BUNDLE LAPLACIANKENYON, Richard.Annals of probability. 2011, Vol 39, Num 5, pp 1983-2017, issn 0091-1798, 35 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 One-Time Excess Inventory Disposal Decision Under a Stationary Base-Stock PolicyCETINKAYA, S; PARLAR, M.Stochastic analysis and applications. 2010, Vol 28, Num 3, pp 540-557, issn 0736-2994, 18 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

An S-Related DCV Generated by a Convex Function in a Jump MarketDEWEN XIONG; KOHLMANN, Michael.Stochastic analysis and applications. 2010, Vol 28, Num 2, pp 202-225, issn 0736-2994, 24 p.Article

Convergence of the Structure Function of a Multifractal Random Walk in a Mixed Asymptotic SettingDUVERNET, Laurent.Stochastic analysis and applications. 2010, Vol 28, Num 5, pp 763-792, issn 0736-2994, 30 p.Article

Convex bodies and norms associated to convex measuresBOBKOV, Sergey G.Probability theory and related fields. 2010, Vol 147, Num 1-2, pp 303-332, issn 0178-8051, 30 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

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