An official Journal of the Institute of Mathematical Statistics.
An optimal variance estimate in stochastic homogenization of discrete elliptic equations
Antoine Gloria, et al. (2011)
No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
Z. D. Bai, et al. (1998)
Backward stochastic differential equations and partial differential equations with quadratic growth
Magdalena Kobylanski. (2000)
