Bernoulli provides a comprehensive account of important developments in the fields of statistics and probability, offering an international forum for both theoretical and applied work.
Holger Dette, et al. (2006)
Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H>½
Marco Ferrante, et al. (2006)
Transition density estimation for stochastic differential equations via forward-reverse representations
Grigori N. Milstein, et al. (2004)