Stochastic Processes and their Applications

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Journal description

Title Titel
Stochastic Processes and their Applications
 
e-ISSN
1879-209X
 
ISSN
0304-4149
 
Publisher Herausgeber
ELSEVIER
 
Publisher's Address Herausgeber Adresse
RADARWEG 29, AMSTERDAM, Netherlands, 1043 NX
 
Listed in SCI Aufgelistet im SCI
 
Peer reviewed Begutachtet
 
 

Publications Publikationen

Results 1-15 of 15 (Search time: 0.018 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Beiglböck, Mathias ; Schachermayer, Walter ; Veliyev, Bezirgen A short proof of the Doob-Meyer theoremArtikel Article 2012
2Drmota, Michael ; Iksanov, Alex ; Moehle, Martin ; Roesler, Uwe Asymptotic results concerning the total branch length of the Bolthausen-Sznitman coalescentArtikel Article 2007
3Cuchiero, Christa ; Teichmann, Josef Fourier transform methods for pathwise covariance estimation in the presence of jumpsArtikel Article 2015
4Csaki, Endre ; Földes, Antonia ; Révész, Pal ; Rosen, Jay ; Shi, Zhan Frequently visited sets for random walksArtikel Article 2005
5Dhariwal, Gaurav ; Jüngel, Ansgar ; Zamponi, Nicola Global Martingale solutions for a stochastic population cross-diffusion systemArtikel Article 2019
6Okhrati, Ramin ; Balbás, Alejandro ; Garrido, José Hedging of defaultable claims in a structural model using a locally risk-minimizing approachArtikel Article 2014
7Baños, David ; Krühner, Paul Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficientsArtikel Article 2017
8Gerhold, Stefan ; Gerstenecker, Christoph ; Gulisashvili, Archil Large deviations for fractional volatility models with non-Gaussian volatility driverArtikel Article 2021
9Csaki, Endre ; Révész, Pal ; Shi, Zhan Large void zones and occupation times for coalescing random walksArtikel Article 2004
10Beiglböck, Mathias ; Henry-Labordère, Pierre ; Touzi, Nizar Monotone Martingale Transport Plans and Skorokhod EmbeddingArtikel Article 2017
11Hubalek, Friedrich ; Sgarra, Carlo On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumpsArtikel Article 2009
12Lee, Young ; Rheinländer, Thorsten Optimal martingale measures for defaultable assetsArtikel Article 2012
13Gerhold, Stefan ; Gülüm, I. Cetin Peacocks nearby: Approximating sequences of measuresArtikel Article 2019
14Rheinländer, Thorsten ; Schmutz, Michael Self-dual continuous processesArtikel Article 2013
15Krühner, Paul ; Schnurr, Alexander Time change equations for Lévy type processesArtikel Article 2018