UB Paderborn / Katalog / Suche / in CDI

Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models

Scandinavian journal of statistics, 2003-06, Vol.30 (2), p.277-295

2003

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The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component

Probability theory and related fields, 2011-02, Vol.149 (1-2), p.303-330

2011

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Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes

Probability theory and related fields, 2004-06, Vol.129 (2), p.261-289

2004

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Scaling limits of equilibrium wetting models in (1+1)-dimension

Probability theory and related fields, 2005-07, Vol.132 (4), p.471-500

2005

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On a robust version of the integral representation formula of nonlinear filtering

Probability theory and related fields, 2005-09, Vol.133 (1), p.43-56

2005

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Approximation of SDEs by Population-Size-Dependent Galton-Watson Processes

Stochastic analysis and applications, 2010-02, Vol.28 (2), p.377-388

Zaehle, H

2010

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Studies in the history of probability and statistics XLVI. Measure into probability: from Lebesgue to Kolmogorov

Biometrika, 2000-03, Vol.87 (1), p.145-156

Bingham, N. H.

2000

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Brownian motion in cones

Probability theory and related fields, 1997-07, Vol.108 (3), p.299-319

1997

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Perturbed Brownian motions

Probability theory and related fields, 1997-07, Vol.108 (3), p.357-383

1997

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The problem of the most visited site in random environment

Probability theory and related fields, 2000-02, Vol.116 (2), p.273-302

2000

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Pinning class of the Wiener measure by a functional: Related martingales and invariance properties

Probability theory and related fields, 2003-09, Vol.127 (1), p.1-36

2003

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On local behaviour of the phase separation line in the 2D Ising model

Probability theory and related fields, 1998, Vol.110 (1), p.91-107

HRYNIV, O

1998

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On the length of the homotopic Brownian word in the thrice punctured sphere

Probability theory and related fields, 1998-08, Vol.111 (4), p.489-516

GRUET, J.-C

1998

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Area versus capacity and solidification in the crushed ice model

Probability theory and related fields, 2004-09, Vol.130 (1), p.69-108

2004

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Limiting angles of Γ-martingales

Probability theory and related fields, 1999-04, Vol.114 (1), p.85-96

Le, Huiling

1999

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Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models

The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component

Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes

Scaling limits of equilibrium wetting models in (1+1)-dimension

On a robust version of the integral representation formula of nonlinear filtering

Approximation of SDEs by Population-Size-Dependent Galton-Watson Processes

Studies in the history of probability and statistics XLVI. Measure into probability: from Lebesgue to Kolmogorov

Brownian motion in cones

Perturbed Brownian motions

The problem of the most visited site in random environment

Pinning class of the Wiener measure by a functional: Related martingales and invariance properties

On local behaviour of the phase separation line in the 2D Ising model

On the length of the homotopic Brownian word in the thrice punctured sphere

Area versus capacity and solidification in the crushed ice model

Limiting angles of Γ-martingales

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