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Mean-Variance Hedging in Continuous Time

Authors: Duffie, Darrell Richardson, Henry R.

Journal: Annals of applied probability

Citation: Duffie, Darrell et R. Richardson, Henry, Mean-Variance Hedging in Continuous Time, Annals of applied probability , 1(1), 1991, pp. 1-15

Steady-State Analysis of RBM in a Rectangle: Numerical Methods and A Queueing Application

Authors: Dai, J. G. Harrison, J. M.

Journal: Annals of applied probability

Citation: G. Dai, J. et M. Harrison, J., Steady-State Analysis of RBM in a Rectangle: Numerical Methods and A Queueing Application, Annals of applied probability , 1(1), 1991, pp. 16-35

Geometric Bounds for Eigenvalues of Markov Chains

Authors: Diaconis, Persi Stroock, Daniel

Journal: Annals of applied probability

Citation: Diaconis, Persi et Stroock, Daniel, Geometric Bounds for Eigenvalues of Markov Chains, Annals of applied probability , 1(1), 1991, pp. 36-61

Eigenvalue Bounds on Convergence to Stationarity for Nonreversible Markov Chains, with an Application to the Exclusion Process

Authors: Fill, James Allen

Journal: Annals of applied probability

Citation: Fill, James Allen, Eigenvalue Bounds on Convergence to Stationarity for Nonreversible Markov Chains, with an Application to the Exclusion Process, Annals of applied probability , 1(1), 1991, pp. 62-87

Loud Shot Noise

Authors: Doney, R. A. O'Brien ' George L.

Journal: Annals of applied probability

Citation: A. Doney, R. et L. O'Brien ' George, Loud Shot Noise, Annals of applied probability , 1(1), 1991, pp. 88-103

Queues with Server Vacations and Levy Processes with Secondary Jump Input

Authors: Kella, Offer Whitt, Ward

Journal: Annals of applied probability

Citation: Kella, Offer et Whitt, Ward, Queues with Server Vacations and Levy Processes with Secondary Jump Input, Annals of applied probability , 1(1), 1991, pp. 104-117

On the Properties of a Tree-Structured Server Process

Authors: Komlos, J. Odlyzko, A. L. Ozarow, Shepp, L. A.

Journal: Annals of applied probability

Citation: J. Komlos, et al., On the Properties of a Tree-Structured Server Process, Annals of applied probability , 1(1), 1991, pp. 118-125

Implicit Renewal Theory and Tails of Solutions of Random Equations

Authors: Goldie, Charles M.

Journal: Annals of applied probability

Citation: M. Goldie, Charles, Implicit Renewal Theory and Tails of Solutions of Random Equations, Annals of applied probability , 1(1), 1991, pp. 126-166

Forcing a Stochastic Process to Stay in or to Leave a Given Region

Authors: Lefebvre, Mario

Journal: Annals of applied probability

Citation: Lefebvre, Mario, Forcing a Stochastic Process to Stay in or to Leave a Given Region, Annals of applied probability , 1(1), 1991, pp. 167-172

Neural Nets and Implicit Inference

Authors: Whittle, P.

Journal: Annals of applied probability

Citation: P. Whittle,, Neural Nets and Implicit Inference, Annals of applied probability , 1(2), 1991, pp. 173-188

Epidemics with Recovery in D=2

Authors: Durrett, R Neuhauser, C.

Journal: Annals of applied probability

Citation: R. Durrett, et C. Neuhauser,, Epidemics with Recovery in D=2, Annals of applied probability , 1(2), 1991, pp. 189-206

Stochastic Order for Inspection and Repair Policies

Authors: Boland, Philip J. El-Neweihi, Emad Proschan, Frank

Journal: Annals of applied probability

Citation: J. Boland, Philip et al., Stochastic Order for Inspection and Repair Policies, Annals of applied probability , 1(2), 1991, pp. 207-218

Phase-Type Distributions and Majorization

Authors: O'Cinneide, Colm Art

Journal: Annals of applied probability

Citation: O'Cinneide, Colm Art, Phase-Type Distributions and Majorization, Annals of applied probability , 1(2), 1991, pp. 219-227

Asymptotic Fringe Distributions for General Families of Random Trees

Authors: Aldous, David

Journal: Annals of applied probability

Citation: Aldous, David, Asymptotic Fringe Distributions for General Families of Random Trees, Annals of applied probability , 1(2), 1991, pp. 228-266

Random USC Functions, Max-Stable Processes and Continuous Choice

Authors: Resnick, Sidney I. Roy, Rishin

Journal: Annals of applied probability

Citation: I. Resnick, Sidney et Roy, Rishin, Random USC Functions, Max-Stable Processes and Continuous Choice, Annals of applied probability , 1(2), 1991, pp. 267-292

Expected Absolute Random Determinants and Zonoids

Authors: Vitale, Richard A.

Journal: Annals of applied probability

Citation: A. Vitale, Richard, Expected Absolute Random Determinants and Zonoids, Annals of applied probability , 2(1), 1991, pp. 293-300

On the Length of the Longest Monotone Subsequence in a Random Permutation

Authors: Frieze, Alan

Journal: Annals of applied probability

Citation: Frieze, Alan, On the Length of the Longest Monotone Subsequence in a Random Permutation, Annals of applied probability , 1(2), 1991, pp. 301-305

Tight Bounds and Approximations for Scan Statistic Probabilities for Discrete Data

Authors: Glaz, Joseph Naus, Joseph I.

Journal: Annals of applied probability

Citation: Glaz, Joseph et I. Naus, Joseph, Tight Bounds and Approximations for Scan Statistic Probabilities for Discrete Data, Annals of applied probability , 1(2), 1991, pp. 306-318

Loss Networks

Authors: Kelly, F. P.

Journal: Annals of applied probability

Citation: P. Kelly, F., Loss Networks, Annals of applied probability , 1(3), 1991, pp. 319-378

Diffusion Approximation in Past Dependent Models and Applications to Option Pricing

Authors: Kind, Paolo Liptser, Robert Sh. Runggaldier, Wolfgang J.

Journal: Annals of applied probability

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

On the Distribution of Leaves in Rooted Subtrees of Recursive Trees

Authors: Mahmoud, Hosam M. Smythe, R. T.

Journal: Annals of applied probability

Citation: M. Mahmoud, Hosam et T. Smythe, R., On the Distribution of Leaves in Rooted Subtrees of Recursive Trees, Annals of applied probability , 1(3), 1991, pp. 406-418

Inventory Models with Continuous, Stochastic Demands

Authors: Browne, Sidney Zipkin, Paul

Journal: Annals of applied probability

Citation: Browne, Sidney et Zipkin, Paul, Inventory Models with Continuous, Stochastic Demands, Annals of applied probability , 1(3), 1991, pp. 419-435

A Limit Result Respecting Graph Structure for a Fully Connected Loss Network with Alternative Routing

Authors: Crametz, J.-P. Hunt, P. J.

Journal: Annals of applied probability

Citation: Crametz, J.-p et J. Hunt, P., A Limit Result Respecting Graph Structure for a Fully Connected Loss Network with Alternative Routing, Annals of applied probability , 1(3), 1991, pp. 436-444

Pseudolikelihood for Exponential Family Models of Spatial Point Processes

Authors: Jensen, Jens Ledet Moller, Jesper

Journal: Annals of applied probability

Citation: Jensen, Jens Ledet et Moller, Jesper, Pseudolikelihood for Exponential Family Models of Spatial Point Processes, Annals of applied probability , 1(3), 1991, pp. 445-461

A New Class of Random Number Generators

Authors: Marsaglia, George Zaman, Arif

Journal: Annals of applied probability

Citation: Marsaglia, George et Zaman, Arif, A New Class of Random Number Generators, Annals of applied probability , 1(3), 1991, pp. 462-480

Results: 1-25 | 26-33