ITA
ENG

Results: 1-25 | 26-49

Articles table of contents

Results : 1-25/49

Largest Weighted Delay First Scheduling: Large Deviations and Optimality

Authors: Ramanan, Kavita Stolyar, Alexander L.

Journal: Annals of applied probability

Citation: Ramanan, Kavita et L. Stolyar, Alexander, Largest Weighted Delay First Scheduling: Large Deviations and Optimality, Annals of applied probability , 11(1), 2001, pp. 1-48

Heavy Traffic Limits for Some Queueing Networks

Authors: Bramson, Maury Dai, J.G.

Journal: Annals of applied probability

Citation: Bramson, Maury et Dai, J.g, Heavy Traffic Limits for Some Queueing Networks, Annals of applied probability , 11(1), 2001, pp. 49-90

Extreme Value Behavior in the Hopfield Model

Authors: Bovier, Anton Mason, David M.

Journal: Annals of applied probability

Citation: Bovier, Anton et M. Mason, David, Extreme Value Behavior in the Hopfield Model, Annals of applied probability , 11(1), 2001, pp. 91-120

Spatial Structure in Low Dimensions for Diffusion Limited Two-Particle Reactions

Authors: Bramson, Maury Lebowitz, Joel L.

Journal: Annals of applied probability

Citation: Bramson, Maury et L. Lebowitz, Joel, Spatial Structure in Low Dimensions for Diffusion Limited Two-Particle Reactions, Annals of applied probability , 11(1), 2001, pp. 121-181

On Uniqueness of Solutions for the Stochastic Differential Equations of Nonlinear Filtering

Authors: Heunis, Andrew J. Lucic, Vladimir M.

Journal: Annals of applied probability

Citation: J. Heunis, Andrew et M. Lucic, Vladimir, On Uniqueness of Solutions for the Stochastic Differential Equations of Nonlinear Filtering, Annals of applied probability , 11(1), 2001, pp. 182-209

Optimal Portfolio in Partially Observed Stochastic Volatility Models

Authors: Pham, Huy\\^en Quenez, Marie-Claire

Journal: Annals of applied probability

Citation: Pham, Huy\\^en et Quenez, Marie-claire, Optimal Portfolio in Partially Observed Stochastic Volatility Models, Annals of applied probability , 11(1), 2001, pp. 210-238

A Model for Investment Decisions with Switching Costs

Authors: Duckworth, Kate Zervos, Mihail

Journal: Annals of applied probability

Citation: Duckworth, Kate et Zervos, Mihail, A Model for Investment Decisions with Switching Costs, Annals of applied probability , 11(1), 2001, pp. 239-260

Aysmptotic Behavior of Absorbing Markov Chains Conditional on Nonabsorption for Applications in Conservation Biology

Authors: Gosselin, Frèdèric

Journal: Annals of applied probability

Citation: Gosselin, Frèdèric, Aysmptotic Behavior of Absorbing Markov Chains Conditional on Nonabsorption for Applications in Conservation Biology, Annals of applied probability , 11(1), 2001, pp. 261-284

Reconstruction on Trees: Beating the Second Eigenvalue

Authors: Mossel, Elchanan

Journal: Annals of applied probability

Citation: Mossel, Elchanan, Reconstruction on Trees: Beating the Second Eigenvalue, Annals of applied probability , 11(1), 2001, pp. 285-300

A LIFO queue in heavy traffic

Authors: Limic, Vlada

Journal: Annals of applied probability

Citation: Limic, Vlada, A LIFO queue in heavy traffic, Annals of applied probability , 11(2), 2001, pp. 301-331

Real-time queues in heavy traffic with earliest-deadline-first queue discipline

Authors: Doytchinov, Bogdan Lehoczky, John Shreve, Steven

Journal: Annals of applied probability

Citation: Doytchinov, Bogdan et al., Real-time queues in heavy traffic with earliest-deadline-first queue discipline, Annals of applied probability , 11(2), 2001, pp. 332-378

Sample path large deviations for queues with many inputs

Authors: Wischik, Damon J.

Journal: Annals of applied probability

Citation: J. Wischik, Damon, Sample path large deviations for queues with many inputs, Annals of applied probability , 11(2), 2001, pp. 379-404

An extension of a result of Andjel

Authors: Mountford, Tom

Journal: Annals of applied probability

Citation: Mountford, Tom, An extension of a result of Andjel, Annals of applied probability , 11(2), 2001, pp. 405-418

Stochastic billiards on general tables

Authors: Evans, Steven N.

Journal: Annals of applied probability

Citation: N. Evans, Steven, Stochastic billiards on general tables, Annals of applied probability , 11(2), 2001, pp. 419-437

Perfect sampling of ergodic Harris chains

Authors: Corcoran, J. N. Tweedie, R. L.

Journal: Annals of applied probability

Citation: N. Corcoran, J. et L. Tweedie, R., Perfect sampling of ergodic Harris chains, Annals of applied probability , 11(2), 2001, pp. 438-451

Limit laws for partial match queries in quadtrees

Authors: Neininger, Ralph Rüschendorf, Ludger

Journal: Annals of applied probability

Citation: Neininger, Ralph et Rüschendorf, Ludger, Limit laws for partial match queries in quadtrees, Annals of applied probability , 11(2), 2001, pp. 452-469

Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions

Authors: Wiktorsson, Magnus

Journal: Annals of applied probability

Citation: Wiktorsson, Magnus, Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions, Annals of applied probability , 11(2), 2001, pp. 470-487

Superprocesses over a stochastic flow

Authors: Adler, Robert J. Skoulakis, Georgios

Journal: Annals of applied probability

Citation: J. Adler, Robert et Skoulakis, Georgios, Superprocesses over a stochastic flow, Annals of applied probability , 11(2), 2001, pp. 488-543

On occupation time functionals for diffusion processes and birth-and-death processes on graphs

Authors: Matthias Weber

Journal: Annals of applied probability

Citation: Matthias Weber, On occupation time functionals for diffusion processes and birth-and-death processes on graphs, Annals of applied probability , 11(2), 2001, pp. 544-567

Join the shortest queue: stability and exact asymptotics

Authors: Foley, R. D. McDonald, D. R.

Journal: Annals of applied probability

Citation: D. Foley, R. et R. Mcdonald, D., Join the shortest queue: stability and exact asymptotics, Annals of applied probability , 11(3), 2001, pp. 569-607

Dynamic scheduling of a system with two parallel servers in heavy traffic with resource pooling: asymptotic optimality of a threshold policy

Authors: Bell, S. L. Williams, R. J.

Journal: Annals of applied probability

Citation: L. Bell, S. et J. Williams, R., Dynamic scheduling of a system with two parallel servers in heavy traffic with resource pooling: asymptotic optimality of a threshold policy, Annals of applied probability , 11(3), 2001, pp. 608-649

Point processes in fast Jackson networks

Authors: Martin, James B.

Journal: Annals of applied probability

Citation: B. Martin, James, Point processes in fast Jackson networks, Annals of applied probability , 11(3), 2001, pp. 650-663

A dynamic maximum principle for the optimization of recursive utilities under constraints

Authors: Karoui, N. El Peng, S. Quenez M. C.

Journal: Annals of applied probability

Citation: Karoui, N. El et al., A dynamic maximum principle for the optimization of recursive utilities under constraints, Annals of applied probability , 11(3), 2001, pp. 664-693

Optimal investment in incomplete markets when wealth may become negative

Authors: Schachermayer, Walter

Journal: Annals of applied probability

Citation: Schachermayer, Walter, Optimal investment in incomplete markets when wealth may become negative, Annals of applied probability , 11(3), 2001, pp. 694-734

Optimal contingent claims

Authors: Jankunas, Andrius

Journal: Annals of applied probability

Citation: Jankunas, Andrius, Optimal contingent claims, Annals of applied probability , 11(3), 2001, pp. 735-749

Results: 1-25 | 26-49