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611篇 您的检索式:期刊名="Stochastic Process Application"
    题名 作者 年代 出处 被引量
1On infinite series of independent Ornstein-Uhlenbeck processes显示文摘 CSORGO M LIN Z Y 1991Stochastic Processes and their Applications1991,39,:1
2Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation显示文摘PENG Shige 2008Stochastic Processes and Applications2008,118,12:1
3Asymptotics of M-estimators in two-phase linear regression models显示文摘Koul H L Qian L Surgailis D 2003Stochastic Processes and Their Applications2003,103,1:1
4Hedging of defaultable Claims in a structural model using a locally risk-minimizing Approach显示文摘REMIN O 2014Stochastic processes and Their Applications2014,124,9:1
5Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lrvy noise 显示文摘ALBEVERIO S MANDREKAR V RUDIGER B 2009Stochastic Processes and their Applications2009,119,3:1
6Finite and Infinite Time Ruin Probabilities in a Schochastic Economic Environment 显示文摘Nyrhinen H 2001Stochastic Processes and Their Applications2001,,92:1
7Portfolio selection under incomplete information显示文摘BRENDLE Simon 2006Stochastic Processes and Their Applications2006,116,:1
8Particle filters with random resampling times显示文摘Crisan D O Obanubi 2012Stochastic Processes and Their Application2012,122,4:1
9The use of BSDES to characterize the mean-variance hedging problem and the Variance Optimal Martingale measure for defaultable Claims显示文摘STEPHANE G 2015Stochastic processes and Their Applications2015,125,4:1
10Stability of stochastic differential equations with Markovian switching 显示文摘MAO X 1999Stochastic Processes and their Applications1999,79,:1
11Pricing and hedging in the presence of extraneous risks 显示文摘Pierre Collin Dufresne Julien Hugonnier 2007Stochastic Processes and their Applications Volume 117 Issue 6 June 20072007,,:1
12Environmental Brownian noise suppresses explosions in population dynamics显示文摘 MARION GLENN RENSHAW ERIC 2002Stochastic Processes and their Applications2002,97,:1
13Optimal portfolios for logarithmic utility显示文摘Thomas Goll Jan Kallsen 2000Stochastic Processes and Their Applications2000,89,:1
14Martingales and Stochastic Integrals in the Theorey of Continuous Trading 显示文摘Harrison M Pliska s 1981Stochastics Processes and Their Applications1981,11,:1
15Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients显示文摘Mao X 1995Stochastic Processes and Their Applications1995,58,:1
16Linear prediction of anna processes with infinite variance显示文摘CLINE D B BROCKWELL P J 1985Stochastic Processes Applications1985,19,:1
17On recursive estimation for hidden Markov models 显示文摘RYDEN T 1997Stochastic Processes and their Applications1997,66,1:1
18Limit Laws for Record Values显示文摘Resnick S L 1973Stochastic Processes and Their Applications1973,1,1:1
19Chaotic and predictable representations for Lfvy processes 显示文摘NUALART D SCHOUTENS W 2000Stochastic Processes and Their Applications2000,90,1:1
20Ruin probabilities and penalty functons with stochastic rates of interest显示文摘Cai J 2004Stochastic Process and their Applications2004,112,:1
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