Authors:
Guasoni, Paolo
Rásonyi, Miklós
Schachermayer, Walter
Citation: Guasoni, Paolo et al., Consistent price systems and face-lifting pricing under transaction costs, Annals of applied probability , 18(2), 2008, pp. 491-520
Citation: G. Kallianpur, et J. Xiong,, Diffusion Approximation of Nuclear Space-Valued Stochastic Differential Equations Driven by Poisson Random Measures, Annals of applied probability , 5(2), 1995, pp. 493-517
Citation: Lima, A. C. Pedroso De et K. Sen, Pranab, A matrix-valued counting process with first-order interactive intensities, Annals of applied probability , 7(2), 1997, pp. 494-507
Citation: Finnoff, William, Law of Large Numbers for a Heterogeneous System of Stochastic Differential Equations with Strong Local Interaction and Economic Applications, Annals of applied probability , 4(2), 1994, pp. 494-528
Citation: Kesten, Harry et Sungchul Lee, The Central Limit Theorem for Weighted Minimal Spanning Trees on Random Points, Annals of applied probability , 6(2), 1996, pp. 495-527
Authors:
Kim, Jeong Han
Montenegro, Ravi
Peres, Yuval
Tetali, Prasad
Citation: Kim, Jeong Han et al., A Birthday Paradox for Markov chains with an optimal bound for collision in the Pollard Rho algorithm for discrete logarithm, Annals of applied probability , 20(2), 2010, pp. 495-521
Citation: A. Davis, Richard et I. Resnick, Sidney, Prediction of Stationary Max-Stable Processes, Annals of applied probability , 3(2), 1993, pp. 497-525
Citation: Cox, J. Theodore et Klenke, Achim, Rescaled interacting diffusions converge to super Brownian motion, Annals of applied probability , 13(2), 2003, pp. 501-514
Citation: Mairesse, Jean et Mathéus, Frédéric, Randomly growing braid on three strands and the manta ray, Annals of applied probability , 17(2), 2007, pp. 502-536
Citation: P. Hill, T. et P. Kennedy, D., Sharp Inequalities for Optimal Stopping with Rewards Based on Ranks, Annals of applied probability , 2(2), 1992, pp. 503-517
Citation: G. Rogers, L. C. et E. Satchell, S., Estimating Variance From High, Low and Closing Prices, Annals of applied probability , 1(4), 1991, pp. 504-512
Citation: Peskir Goran, Continuity of the optimal stopping boundary for two-dimensional diffusions, Annals of applied probability , 29(1), 2019, pp. 505-530
Authors:
Ortmann, Janosch
Quastel, Jeremy
Remenik, Daniel
Citation: Ortmann, Janosch et al., Exact formulas for random growth with half-flat initial data, Annals of applied probability , 26(1), 2016, pp. 507-548
Citation: Niu, Xu-feng, Extreme value theory for a class of nonstationary time series with applications, Annals of applied probability , 7(2), 1997, pp. 508-522
Citation: Jacod, Jean et Todorov,viktor, Limit theorems for integrated local empirical characteristic exponents from noisy high-frequency data with application to volatility and jump activity estimation, Annals of applied probability , 28(1), 2018, pp. 511-576
Citation: Cranston, Mike et Scheutzow, Michael, Dispersion rates under finite mode Kolmogorov flows analysis, Annals of applied probability , 12(2), 2002, pp. 511-532
Citation: Karlin, Samuel et Leung, Ming-ying, Some Limit Theorems on Distributional Patterns of Balls in Urns, Annals of applied probability , 1(4), 1991, pp. 513-538