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Anzahl der Einträge: 11.

2023

Prömel, David J.

; Scheffels, David (2023) Stochastic Volterra equations with Hölder diffusion coefficients. Stochastic Processes and Their Applications Amsterdam [u.a.] 161 291-315 [Zeitschriftenartikel]

2021

Allan, Andrew L. ; Liu, Chong ; Prömel, David J.

(2021) Càdlàg rough differential equations with reflecting barriers.

Stochastic Processes and Their Applications Amsterdam [u.a.] 142 79-104 [Zeitschriftenartikel]

2020

Döring, Leif

; Kyprianou, Andreas E. ; Weissmann, Philip (2020) Stable processes conditioned to avoid an interval. Stochastic Processes and Their Applications Amsterdam [u.a.] 130 2 471-487 [Zeitschriftenartikel]

2018

Bender, Christian ; Parczewski, Peter (2018) Discretizing Malliavin calculus. Stochastic Processes and Their Applications Amsterdam [u.a.] 128 8 2489 - 2537 [Zeitschriftenartikel]

Łochowski, Rafał M. ; Perkowski, Nicolas ; Prömel, David J.

(2018) A superhedging approach to stochastic integration. Stochastic Processes and Their Applications Amsterdam [u.a.] 128 12 4078-4103 [Zeitschriftenartikel]

Deuschel, Jean-Dominique ; Friz, Peter K. ; Maurelli, Mario ; Slowik, Martin

(2018) The enhanced Sanov theorem and propagation of chaos.

Stochastic Processes and Their Applications Amsterdam [u.a.] 128 7 2228-2269 [Zeitschriftenartikel]

2015

Berestycki, Julien ; Döring, Leif

; Mytnik, Leonid ; Zambotti, Lorenzo (2015) Hitting properties and non-uniqueness for SDEs driven by stable processes. Stochastic Processes and Their Applications Amsterdam [u.a.] 125 3 918-940 [Zeitschriftenartikel]

2010

Kabluchko, Zakhar ; Schlather, Martin (2010) Ergodic properties of max-infinitely divisible processes. Stochastic Processes and Their Applications Amsterdam [u.a.] 120 3 281-295 [Zeitschriftenartikel]

Neuenkirch, Andreas

; Tindel, Samy ; Unterberger, Jérémie (2010) Discretizing the fractional Lévy area. Stochastic Processes and Their Applications Amsterdam [u.a.] 120 2 223-254 [Zeitschriftenartikel]

2008

Neuenkirch, Andreas

(2008) Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion. Stochastic Processes and Their Applications Amsterdam [u.a.] 118 12 2294-2333 [Zeitschriftenartikel]

2001

Mammen, Enno ; Konakov, Valentin (2001) Local approximations of Markov random walks by diffusions. Stochastic Processes and Their Applications Amsterdam [u.a.] 96 1 73-98 [Zeitschriftenartikel]

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