René Ferland

Available identifiers

Publication	Date of Publication	Type
Estimating the parameters of a Poisson process model for predator-prey interactions	2021-09-29	Paper
Mean-variance efficiency with extended CIR interest rates	2011-04-06	Paper
Global spectral gap for Dirichlet-Kac random motions	2008-09-10	Paper
Integer-Valued GARCH Process	2008-06-18	Paper
Law of Large Numbers for Dynamic Bargaining Markets	2008-04-30	Paper
FBSDE approach to utility portfolio selection in a market with random parameters	2008-03-26	Paper
A Propagation of Chaos Related to the Continuity Laws	2001-06-28	Paper
https://portal.mardi4nfdi.de/entity/Q4869699	1996-08-27	Paper
Absolute continuity, singular measures and asymptotics for estimators	1995-05-04	Paper
Binomial Boltzmann processes: Convergence of the fluctuations	1994-12-20	Paper
https://portal.mardi4nfdi.de/entity/Q4307491	1994-10-03	Paper
LAWS OF LARGE NUMBERS FOR PAIRWISE INTERACTING PARTICLE SYSTEMS	1994-05-09	Paper
Compactness of the Fluctuations Associated with some Generalized Nonlinear Boltzmann Equations	1993-03-09	Paper
Fluctuations Pour Des Équations De Boltzmann Scalaires	1992-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q3977138	1992-06-25	Paper
An exponential rate of convergence for a class of boltzmann processes	1991-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3792030	1988-01-01	Paper
Cutoff-type Boltzmann equations: Convergence of the solution	1987-01-01	Paper

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