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Results: 61 to 90 of 141 found      Go to page: 1 2 3 4 5

[61] O. V. Kapustyan, J. Valero and O. V. Pereguda. Random attractor for the reaction-diffusion equation perturbed by a stochastic càdlàg process. Theor. Probability and Math. Statist. 73 (2006) 57-69. MR 2213841.
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[62] Yulia Mishura. An estimate of ruin probabilities for long range dependence models. Theor. Probability and Math. Statist. 72 (2006) 103-111.
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[63] V. V. Buldygin, O. I. Klesov and J. G. Steinebach. PRV property of functions and the asymptotic behaviour of solutions of stochastic differential equations. Theor. Probability and Math. Statist. 72 (2006) 11-25. MR 2168132.
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[64] Jianfeng Zhang. Rate of convergence of finite difference approximations for degenerate ordinary differential equations. Math. Comp. 75 (2006) 1755-1778. MR 2240634.
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[65] R. J. Williams. Discrete time stochastic processes. Graduate Studies in Mathematics 72 (2006) 127-129.
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[66] R. J. Williams. Finite market model. Graduate Studies in Mathematics 72 (2006) 31-54.
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[67] R. J. Williams. Financial markets and derivatives. Graduate Studies in Mathematics 72 (2006) 1-5.
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[68] R. J. Williams. Binomial model. Graduate Studies in Mathematics 72 (2006) 7-30.
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[69] R. J. Williams. Introduction to the Mathematics of Finance. Graduate Studies in Mathematics 72 (2006) MR MR2218734.
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[70] R. J. Williams. Multi-dimensional Black-Scholes model. Graduate Studies in Mathematics 72 (2006) 89-121.
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[71] R. J. Williams. Brownian motion and stochastic integration. Graduate Studies in Mathematics 72 (2006) 135-143.
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[72] R. J. Williams. Black-Scholes model. Graduate Studies in Mathematics 72 (2006) 55-88.
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[73] R. J. Williams. Conditional expectation and $L^p$-spaces. Graduate Studies in Mathematics 72 (2006) 123-125.
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[74] R. J. Williams. Continuous time stochastic processes. Graduate Studies in Mathematics 72 (2006) 131-134.
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[75] T. Androshchuk. The local asymptotic normality of a family of measures generated by solutions of stochastic differential equations with a small fractional Brownian motion. Theor. Probability and Math. Statist. 71 (2005) 1-15. MR 2144316.
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[76] Yuliya Mishura and Georgiy Shevchenko. Linear equations and stochastic exponents in a Hilbert space. Theor. Probability and Math. Statist. 71 (2005) 139-149. MR 2144327.
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[77] Nguyen Huu Du. On an extension of the Lyapunov criterion of stability for quasi-linear systems via integral inequalities methods. Theor. Probability and Math. Statist. 70 (2005) 29-40. MR 2109820.
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[78] Daniel W. Stroock. An Introduction to the Analysis of Paths on a Riemannian Manifold. Math. Surveys Monogr. 74 (2005) MR MR1715265.
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[79] Daniel W. Stroock. Perturbing Brownian paths. Math. Surveys Monogr. 74 (2005) 227-264.
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[80] Daniel W. Stroock. Some intrinsic Riemannian geometry. Math. Surveys Monogr. 74 (2005) 165-176.
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[81] Daniel W. Stroock. Some addenda, extensions, and refinements. Math. Surveys Monogr. 74 (2005) 59-88.
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[82] Daniel W. Stroock. Brownian motion in Euclidean space. Math. Surveys Monogr. 74 (2005) 1-25.
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[83] Daniel W. Stroock. Diffusions in Euclidean space. Math. Surveys Monogr. 74 (2005) 27-57.
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[84] Daniel W. Stroock. More about extrinsic Riemannian geometry. Math. Surveys Monogr. 74 (2005) 111-135.
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[85] Daniel W. Stroock. Local analysis of Brownian motion. Math. Surveys Monogr. 74 (2005) 207-226.
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[86] Daniel W. Stroock. Doing it on a manifold, an extrinsic approach. Math. Surveys Monogr. 74 (2005) 89-110.
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[87] Daniel W. Stroock. Bochner's identity. Math. Surveys Monogr. 74 (2005) 137-163.
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[88] Daniel W. Stroock. The bundle of orthonormal frames. Math. Surveys Monogr. 74 (2005) 177-206.
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[89] G. Shevchenko. Rate of convergence of discrete approximate solutions of stochastic differential equations in a Hilbert space. Theor. Probability and Math. Statist. 69 (2004) 187-199. MR 2110916.
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[90] Feng-Yu Wang. A character of the gradient estimate for diffusion semigroups. Proc. Amer. Math. Soc. 133 (2005) 827-834. MR 2113933.
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Results: 61 to 90 of 141 found      Go to page: 1 2 3 4 5