The Library
Browse by Department at the University of Warwick
Up a level |
Jump to: Journal Article | Journal Item
Number of items: 8.
Journal Article
Alili, Larbi and Chaumont, Loïc (2001) A new fluctuation identity for Lévy processes and some applications. Bernoulli, Volume 7 (Number 3). pp. 557-569. ISSN 1350-7265.
Alili, Larbi and Doney, R. A. (2001) Martin boundaries associated with a killed random walk. Annales de l'Institut Henri Poincare (B) Probability and Statistics, Volume 37 (Number 3). pp. 313-338. doi:10.1016/S0246-0203(00)01069-4 ISSN 0246-0203.
Alili, Larbi, Matsumoto, Hiroyuki and Shiraishi , Tomoyuki (2001) On a triplet of exponential Brownian functionals. Séminaire de Probabilités XXXV : Lecture Notes in Mathematics, Volume 1755 . pp. 396-415. doi:10.1007/978-3-540-44671-2_27
Assing, Sigurd (2001) Infinite-dimensional Langevin equations : uniqueness and rate of convergence for finite-dimensional approximations. Probability Theory and Related Fields, 120 . pp. 143-167. ISSN 0178-8051.
Fernandez, C., Ley, E. and Steel, Mark F. J. (2001) Model uncertainty in cross-country growth regressions. Journal of Applied Econometrics, Volume 16 (Number 5). pp. 563-576. doi:10.1002/jae.623 ISSN 0883-7252.
Kolokoltsov, V. N. (Vasiliĭ Nikitich) (2001) Idempotent structures in optimization. Journal of Mathematical Sciences, Vol.104 (No.1). pp. 847-880. doi:10.1023/A:1009514904187 ISSN 10723374.
Kolokoltsov, V. N. (Vasiliĭ Nikitich) (2001) Small diffusion and fast dying out asymptotics for superprocesses as non-Hamiltonian quasiclassics for evolution equations. Electronic Journal of Probability, Vol.6 (No.21). ISSN 1083-6489.
Journal Item
Griffin, J. E. and Steel, Mark F. J. (2001) Discussion on the paper 'Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics' by Barndorff-Nielsen and Shephard. Journal of the Royal Statistical Society Series B: Statistical Methodology, Volume 63 (Number 2). p. 223. ISSN 1369-7412