Ian Iscoe

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Sensitivity Ranks by Monte Carlo	2020-08-26	Paper
On the limit of conditional Spearman's rho under the common factor model	2016-03-30	Paper
Sum of Bernoulli mixtures: beyond conditional independence	2015-03-11	Paper
Large-sample confidence intervals for risk measures of location-scale families	2012-05-18	Paper
A semi-analytical method for VaR and credit exposure analysis	2008-03-31	Paper
A class of stochastic evolutions that scale to the porous medium equation	1999-06-17	Paper
A microscopic mechanism for the porous medium equation	1998-03-29	Paper
Asymptotics of exit times for Markov jump processes. II: Applications to Jackson networks	1995-12-20	Paper
Asymptotics of exit times for Markov jump processes. I	1994-12-12	Paper
Asymptotics of Absorption Probabilities for Ornstein-Uhlenbeck Processes	1994-10-30	Paper
Large deviations for occupation times of measure-valued branching Brownian motions	1994-10-10	Paper
Continuity of \(\ell ^ 2\)-valued Ornstein-Uhlenbeck processes	1990-01-01	Paper
Induced Dirichlet forms and capacitary inequalities	1990-01-01	Paper
Super-Brownian motion: Path properties and hitting probabilities	1989-01-01	Paper
Large deviations for \(\ell ^ 2\)-valued Ornstein-Uhlenbeck processes	1989-01-01	Paper
On the supports of measure-valued critical branching Brownian motion	1989-01-01	Paper
On the supports of measure-valued critical branching Brownian motion	1989-01-01	Paper
On the supports of measure-valued critical branching Brownian motion	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3787251	1988-01-01	Paper
Ergodic theory and a local occupation time for measure-valued critical branching brownian motion	1986-01-01	Paper
A weighted occupation time for a class of measure-valued branching processes	1986-01-01	Paper
Large deviations of uniformly recurrent Markov additive processes	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3939002	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3939003	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4156041	1978-01-01	Paper

Research outcomes over time

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