AAAAAA
Results: 401-425/2180
Authors:
Bardenet Rémi
Hardy Adrien
Citation: Bardenet Rémi et Hardy Adrien, Monte Carlo with determinantal point processes, Annals of applied probability , 30(1), 2020, pp. 368-417
Authors:
Cvitani., Jak.a
Jin Ma
Citation: Cvitani., Jak.a et Jin Ma, Hedging Options for a Large Investor and Forward-Backward SDE's, Annals of applied probability , 6(2), 1996, pp. 370-398
Authors:
Siegmund-Schultze, Rainer
Wagner, Wolfgang
Citation: Siegmund-schultze, Rainer et Wagner, Wolfgang, Induced gelation in a two-site spatial coagulation model, Annals of applied probability , 16(1), 2006, pp. 370-402
Authors:
Auffinger, Antonio
Damron,Michael
Hanson, Jack
Citation: Auffinger, Antonio et al., Limiting geodesics for first-passage percolation on subsets of Z2, Annals of applied probability , 25(1), 2015, pp. 373-405
Authors:
Berg, J. van den
Citation: Berg, J. Van Den, Sharpness of the percolation transition in the two-dimensional contact process, Annals of applied probability , 21(1), 2011, pp. 374-395
Authors:
Catoni, Olivier
Cot, Cécile
Citation: Catoni, Olivier et Cot, Cécile, Piecewise constant triangular cooling schedules for generalized simulated annealing algorithms, Annals of applied probability , 8(2), 1998, pp. 375-396
Authors:
Gracar Peter
Stauffer Alexandre
Citation: Gracar Peter et Stauffer Alexandre, Multi-scale Lipschitz percolation of increasing events for Poisson random walks, Annals of applied probability , 29(1), 2019, pp. 376-433
Authors:
Borovkova, S.
Burton, R.
Dehling, H.
Citation: S. Borovkova, et al., Consistency of the Takens estimator for the correlation dimension, Annals of applied probability , 9(2), 1999, pp. 376-390
Authors:
Liu, Yunan
Whitt, Ward
Citation: Liu, Yunan et Whitt, Ward, Many-server heavy-traffic limit for queues with time-varying parameters, Annals of applied probability , 24(1), 2014, pp. 378-421
Authors:
Neininger, Ralph
Rüschendorf, Ludger
Citation: Neininger, Ralph et Rüschendorf, Ludger, A general limit theorem for recursive algorithms and combinatorial structures, Annals of applied probability , 14(1), 2004, pp. 378-418
Authors:
Wischik, Damon J.
Citation: J. Wischik, Damon, Sample path large deviations for queues with many inputs, Annals of applied probability , 11(2), 2001, pp. 379-404
Authors:
Panloup, Fabien
Citation: Panloup, Fabien, Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process, Annals of applied probability , 18(2), 2008, pp. 379-426
Authors:
Kind, Paolo
Liptser, Robert Sh.
Runggaldier, Wolfgang J.
Citation: Kind, Paolo et al., Diffusion Approximation in Past Dependent Models and Applications to Option Pricing, Annals of applied probability , 1(3), 1991, pp. 379-405
Authors:
Heinricher, Arthur C.
Stockbridge, Richard H.
Citation: C. Heinricher, Arthur et H. Stockbridge, Richard, Optimal Control and Replacement with State-Dependent Failure Rate: An Invariant Measure Approach, Annals of applied probability , 3(2), 1993, pp. 380-402
Authors:
Collamore, J.F.
Citation: Collamore, J.f, Importance Sampling Techniques for the Multidimensional Ruin Problem for General Markov Additive Sequences of Random Vectors, Annals of applied probability , 12(1), 2002, pp. 382-421
Authors:
Flatto, L.
Citation: L. Flatto,, The waiting time distribution for the random order service M/M/1 queue, Annals of applied probability , 7(2), 1997, pp. 382-409
Authors:
Haas, Bénédicte
Citation: Haas, Bénédicte, Asymptotic behavior of solutions of the fragmentation equation with shattering: An approach via self-similar Markov processes, Annals of applied probability , 20(2), 2010, pp. 382-429
Authors:
Akahori, Jiro
Citation: Akahori, Jiro, Some Formulae for a New Type of Path-Dependent Option, Annals of applied probability , 5(2), 1995, pp. 383-388
Authors:
Duffie, Darrell
Sun, Yeneng
Citation: Duffie, Darrell et Sun, Yeneng, Existence of independent random matching, Annals of applied probability , 17(1), 2007, pp. 386-419
Authors:
Ruggiero, Matteo
Walker, Stephen G.
Favaro, Stefano
Citation: Ruggiero, Matteo et al., Alpha-diversity processes and normalized inverse-Gaussian diffusions, Annals of applied probability , 23(1), 2013, pp. 386-425
Authors:
Fernholz, E. Robert
Karatzas,Ioannis
Ruf, Johannes
Citation: Fernholz, E. Robert et al., Volatility and arbitrage, Annals of applied probability , 28(1), 2018, pp. 387-417
Authors:
Berkes, István
Horváth, Lajos
Citation: Berkes, István et Horváth, Lajos, Correction: Strong approximation of the empirical process of GARCH sequences, Annals of applied probability , 13(1), 2003, pp. 389-389
Authors:
Dassios, Angelos
Citation: Dassios, Angelos, The Distribution of the Quantile of a Brownian Motion with Drift and the Pricing of Related Path-Dependent Options, Annals of applied probability , 5(2), 1995, pp. 389-398
Authors:
Harrison, J. Michael
Citation: Harrison, J. Michael, Correction: Brownian models of open processing networks: canonical representation of workload, Annals of applied probability , 13(1), 2003, pp. 390-393
Authors:
Rogers, L. C. G.
Citation: G. Rogers, L. C., Fluid Models in Queueing Theory and Wiener-Hopf Factorization of Markov Chains, Annals of applied probability , 4(2), 1994, pp. 390-413