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Results: 1-25 | 26-50 | 51-51

Articles table of contents

Results : 26-50/51

Conservative delta hedging

Authors: Mykland, Per Aslak

Journal: Annals of applied probability

Citation: Mykland, Per Aslak, Conservative delta hedging, Annals of applied probability , 10(2), 2000, pp. 664-683

Explicit solution to the multivariate super-replication problem under transaction costs

Authors: Bouchard, Bruno Touzi, Nizar

Journal: Annals of applied probability

Citation: Bouchard, Bruno et Touzi, Nizar, Explicit solution to the multivariate super-replication problem under transaction costs, Annals of applied probability , 10(3), 2000, pp. 685-708

r-scan statistics of a marker array in multiple sequences derived from a common progenitor

Authors: Chen, Chingfer Karlin, Samuel

Journal: Annals of applied probability

Citation: Chen, Chingfer et Karlin, Samuel, r-scan statistics of a marker array in multiple sequences derived from a common progenitor, Annals of applied probability , 10(3), 2000, pp. 709-725

Analysis of a nonreversible Markov chain sampler

Authors: Diaconis, Persi Holmes, Susan Neal, Radford M.

Journal: Annals of applied probability

Citation: Diaconis, Persi et al., Analysis of a nonreversible Markov chain sampler, Annals of applied probability , 10(3), 2000, pp. 726-752

Authors: Resnick, Sidney Rootzén, Holger

Journal: Annals of applied probability

Citation: Resnick, Sidney et Rootzén, Holger, Self-similar communication models and very heavy tails, Annals of applied probability , 10(3), 2000, pp. 753-778

Analytic expansions of max-plus Lyapunov exponents

Authors: Baccelli, François Hong, Dohy

Journal: Annals of applied probability

Citation: Baccelli, François et Hong, Dohy, Analytic expansions of max-plus Lyapunov exponents, Annals of applied probability , 10(3), 2000, pp. 779-827

Strong approximations for multiclass feedforward queueing networks

Authors: Chen, Hong Shen, Xinyang

Journal: Annals of applied probability

Citation: Chen, Hong et Shen, Xinyang, Strong approximations for multiclass feedforward queueing networks, Annals of applied probability , 10(3), 2000, pp. 828-876

Index-based policies for discounted multi-armed bandits on parallel machines

Authors: Glazebrook, K. D. Wilkinson, D. J.

Journal: Annals of applied probability

Citation: D. Glazebrook, K. et J. Wilkinson, D., Index-based policies for discounted multi-armed bandits on parallel machines, Annals of applied probability , 10(3), 2000, pp. 877-896

Discrete-review policies for scheduling stochastic networks: trajectory tracking and fluid-scale asymptotic optimality

Authors: Maglaras, Constantinos

Journal: Annals of applied probability

Citation: Maglaras, Constantinos, Discrete-review policies for scheduling stochastic networks: trajectory tracking and fluid-scale asymptotic optimality, Annals of applied probability , 10(3), 2000, pp. 897-929

Two-server closed networks in heavy traffic: diffusion limits and asymptotic optimality

Authors: Kumar, Sunil

Journal: Annals of applied probability

Citation: Kumar, Sunil, Two-server closed networks in heavy traffic: diffusion limits and asymptotic optimality, Annals of applied probability , 10(3), 2000, pp. 930-961

Large deviations of Jackson networks

Authors: Ignatiouk-Robert, Irina

Journal: Annals of applied probability

Citation: Ignatiouk-robert, Irina, Large deviations of Jackson networks, Annals of applied probability , 10(3), 2000, pp. 962-1001

A model for long memory conditional heteroscedasticity

Authors: Giraitis, Liudas Robinson, Peter M. Surgailis, Donatas

Journal: Annals of applied probability

Citation: Giraitis, Liudas et al., A model for long memory conditional heteroscedasticity, Annals of applied probability , 10(3), 2000, pp. 1002-1024

The supremum of a negative drift random walk with dependent heavy-tailed steps

Authors: Mikosch, Thomas Samorodnitsky, Gennady

Journal: Annals of applied probability

Citation: Mikosch, Thomas et Samorodnitsky, Gennady, The supremum of a negative drift random walk with dependent heavy-tailed steps, Annals of applied probability , 10(3), 2000, pp. 1025-1064

Asymptotic optimality of tracking policies in stochastic networks

Authors: Bäuerle, Nicole

Journal: Annals of applied probability

Citation: Bäuerle, Nicole, Asymptotic optimality of tracking policies in stochastic networks, Annals of applied probability , 10(4), 2000, pp. 1065-1083

On the maximum workload of a queue fed by fractional Brownian motion

Authors: Glynn, Peter W. Zeevi, Assaf J.

Journal: Annals of applied probability

Citation: W. Glynn, Peter et J. Zeevi, Assaf, On the maximum workload of a queue fed by fractional Brownian motion, Annals of applied probability , 10(4), 2000, pp. 1084-1099

Fractional Brownian motions in a limit of turbulent transport

Authors: Fannjiang, Albert Komorowski, Tomasz

Journal: Annals of applied probability

Citation: Fannjiang, Albert et Komorowski, Tomasz, Fractional Brownian motions in a limit of turbulent transport, Annals of applied probability , 10(4), 2000, pp. 1100-1120

The biodiversity of catalytic super-Brownian motion

Authors: Fleischmann, Klaus Klenke, Achim

Journal: Annals of applied probability

Citation: Fleischmann, Klaus et Klenke, Achim, The biodiversity of catalytic super-Brownian motion, Annals of applied probability , 10(4), 2000, pp. 1121-1136

A bound for the distribution of the sum of discrete associated or negatively associated random variables

Authors: Boutsikas, Michael V. Koutras, Markos V.

Journal: Annals of applied probability

Citation: V. Boutsikas, Michael et V. Koutras, Markos, A bound for the distribution of the sum of discrete associated or negatively associated random variables, Annals of applied probability , 14(4), 2000, pp. 1137-1150

Nonuniform random transformations

Authors: O'Cinneide, C. A. Pokrovskii, A. V.

Journal: Annals of applied probability

Citation: A. O'Cinneide, C. et V. Pokrovskii, A., Nonuniform random transformations, Annals of applied probability , 10(4), 2000, pp. 1151-1181

Mixed percolation as a bridge between site and bond percolation

Authors: Chayes, Lincoln Schonmann, Roberto H.

Journal: Annals of applied probability

Citation: Chayes, Lincoln et H. Schonmann, Roberto, Mixed percolation as a bridge between site and bond percolation, Annals of applied probability , 10(4), 2000, pp. 1182-1196

A trajectorial proof of the vortex method for the two-dimensional Navier-Stokes equation

Authors: Méléard, Sylvie

Journal: Annals of applied probability

Citation: Méléard, Sylvie, A trajectorial proof of the vortex method for the two-dimensional Navier-Stokes equation, Annals of applied probability , 10(4), 2000, pp. 1197-1211

On the averaged dynamics of the random field Curie-Weissmodel

Authors: Fontes, Luiz Renato Mathieu,Pierre Picco, Pierre

Journal: Annals of applied probability

Citation: Fontes, Luiz Renato et al., On the averaged dynamics of the random field Curie-Weissmodel, Annals of applied probability , 10(4), 2000, pp. 1212-1245

Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients

Authors: Huebner, M. Lototsky, S.

Journal: Annals of applied probability

Citation: M. Huebner, et S. Lototsky,, Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients, Annals of applied probability , 10(4), 2000, pp. 1246-1258

The large deviations of a multi-allele Wright-Fisher process mapped on the sphere

Authors: Papangelou, F.

Journal: Annals of applied probability

Citation: F. Papangelou,, The large deviations of a multi-allele Wright-Fisher process mapped on the sphere, Annals of applied probability , 10(4), 2000, pp. 1259-1273

Weighted approximations of tail processes for .-mixing random variables

Authors: Drees, Holger

Journal: Annals of applied probability

Citation: Drees, Holger, Weighted approximations of tail processes for .-mixing random variables, Annals of applied probability , 10(4), 2000, pp. 1274-1301

Results: 1-25 | 26-50 | 51-51