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Results: 4

Authors: Hodges, SD Roberts, G Papaspiliopoulos, O Sentana, E Bingham, NH Cox, DR Nicolato, E Venardos, E Critchley, F Davis, MHA Tompkins, R Benth, FE Karlsen, KH Reikvam, K Brockwell, PJ Davis, RA Christensen, BJ Dellaportas, P McCoy, EJ Stephens, DA Diebold, FX Fruhwirth-Schnatter, S Genon-Catalot, V Laredo, C Grange, CWJ Griffin, JE Steel, MFJ Hobson, D Jensen, JL Jones, MC Lawrance, AJ Ledford, AW Leonenko, NN Levendorskii, S Mandelbrot, BB Meddahi, N Pitt, MK Priestley, MB Renault, E Rosinski, J Sato, K Taylor, SJ Tong, H Yang, H Veretennikov, AY Walker, SG Werker, BJM Wood, A
Citation: Sd. Hodges et al., Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics - Discussion, J ROY STA B, 63, 2001, pp. 208-241

Authors: Veretennikov, AY Pardoux, E
Citation: Ay. Veretennikov et E. Pardoux, On smoothness of an invariant measure of a Markov chain in parameter, DOKL AKAD N, 370(2), 2000, pp. 158-160

Authors: Veretennikov, AY
Citation: Ay. Veretennikov, On large deviations for SDEs with small diffusion and averaging, STOCH PR AP, 89(1), 2000, pp. 69-79

Authors: Veretennikov, AY
Citation: Ay. Veretennikov, On large deviations in the averaging principle for SDEs with a "full dependence", ANN PROBAB, 27(1), 1999, pp. 284-296
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