ITA
ENG

Results: 1-25 | 26-49

Articles table of contents

Results : 26-49/49

Optimal consumption choice with intertemporal substitution

Authors: Bank, Peter Riedel, Frank

Journal: Annals of applied probability

Citation: Bank, Peter et Riedel, Frank, Optimal consumption choice with intertemporal substitution, Annals of applied probability , 11(3), 2001, pp. 750-788

Strong approximation of the empirical process of Garch sequences

Authors: Berkes, István Horváth, Lajos

Journal: Annals of applied probability

Citation: Berkes, István et Horváth, Lajos, Strong approximation of the empirical process of Garch sequences, Annals of applied probability , 11(3), 2001, pp. 789-809

Random walks with back buttons''

Authors: Fagin, Ronald Karlin, Anna R. Kleinberg, Jon Raghavan, Prabhakar Rajagopalan, Sridhar Rubinfeld, Ronitt Sudan, Madhu Tomkins, Andrew

Journal: Annals of applied probability

Citation: Fagin, Ronald et al., Random walks with back buttons'', Annals of applied probability , 11(3), 2001, pp. 810-826

Counting intervals in the packing process

Authors: Baryshnikov, Yuliy Gnedin, Alexander

Journal: Annals of applied probability

Citation: Baryshnikov, Yuliy et Gnedin, Alexander, Counting intervals in the packing process, Annals of applied probability , 11(3), 2001, pp. 863-877

Long strange segments of a stochastic process

Authors: Mansfield, Peter Rachev, Svetlozar T. Samorodnitsky, Gennady

Journal: Annals of applied probability

Citation: Mansfield, Peter et al., Long strange segments of a stochastic process, Annals of applied probability , 11(3), 2001, pp. 878-921

On a nonlinear stochastic wave equation in the plane: existence and uniqueness of the solution

Authors: Millet, Annie Morien, Pierre-Luc

Journal: Annals of applied probability

Citation: Millet, Annie et Morien, Pierre-luc, On a nonlinear stochastic wave equation in the plane: existence and uniqueness of the solution, Annals of applied probability , 11(3), 2001, pp. 922-951

Long term behavior of solutions of the Lotka-Volterra system under small random perturbations

Authors: Khasminskii, R. Z. Klebaner, F. C.

Journal: Annals of applied probability

Citation: Z. Khasminskii, R. et C. Klebaner, F., Long term behavior of solutions of the Lotka-Volterra system under small random perturbations, Annals of applied probability , 11(3), 2001, pp. 952-963

Compound Poisson approximation: a user's guide

Authors: Barbour, A. D. Chryssaphinou, O.

Journal: Annals of applied probability

Citation: D. Barbour, A. et O. Chryssaphinou,, Compound Poisson approximation: a user's guide, Annals of applied probability , 11(3), 2001, pp. 964-1002

Correction note: On occupation time functionals for diffusion processes and birth-and-death processes on graphs'' [Ann. Appl. Probab. 11 (2001), no. 2, 544.567; 1 843 057]

Authors: Matthias Weber

Journal: Annals of applied probability

Citation: Matthias Weber, Correction note: On occupation time functionals for diffusion processes and birth-and-death processes on graphs'' [Ann. Appl. Probab. 11 (2001), no. 2, 544.567; 1 843 057], Annals of applied probability , 11(3), 2001, pp. 1003-1003

Central Limit Theorems for Some Graphs in Computational Geometry

Authors: Penrose, Mathew D. Yukich, J.E.

Journal: Annals of applied probability

Citation: D. Penrose, Mathew et Yukich, J.e, Central Limit Theorems for Some Graphs in Computational Geometry, Annals of applied probability , 11(4), 2001, pp. 1005-1041

The Profile of Binary Search Trees

Authors: Chauvin, Brigitte Drmota, Michael Jabbour-Hattab Jean

Journal: Annals of applied probability

Citation: Chauvin, Brigitte et al., The Profile of Binary Search Trees, Annals of applied probability , 11(4), 2001, pp. 1042-1062

Rigidity Percolation and Boundary Conditions

Authors: Holroyd, Alexander E.

Journal: Annals of applied probability

Citation: E. Holroyd, Alexander, Rigidity Percolation and Boundary Conditions, Annals of applied probability , 11(4), 2001, pp. 1063-1078

Self-Attractive Random Plymers

Authors: Klenke, Achim Hofstad, Remco van der

Journal: Annals of applied probability

Citation: Klenke, Achim et Hofstad, Remco Van Der, Self-Attractive Random Plymers, Annals of applied probability , 11(4), 2001, pp. 1079-1115

Saturation in a Makovian Parking Process

Authors: Gouet, Raúl López, F. Javier

Journal: Annals of applied probability

Citation: Gouet, Raúl et López, F. Javier, Saturation in a Makovian Parking Process, Annals of applied probability , 11(4), 2001, pp. 1116-1136

Stochastic Particle Approximations for Smoluchoski.s Coagualtion Equation

Authors: Eibeck, Andreas Wagner, Wolfgang

Journal: Annals of applied probability

Citation: Eibeck, Andreas et Wagner, Wolfgang, Stochastic Particle Approximations for Smoluchoski.s Coagualtion Equation, Annals of applied probability , 11(4), 2001, pp. 1137-1165

Genealogies and Increasing Propagation of Chaos For Feynman-Kac and Genetic Models

Authors: Miclo, L. Moral, P. Del

Journal: Annals of applied probability

Citation: L. Miclo, et Moral, P. Del, Genealogies and Increasing Propagation of Chaos For Feynman-Kac and Genetic Models, Annals of applied probability , 11(4), 2001, pp. 1166-1198

Reproducing Kernel Hilbert Space Methods for wide-senseself-similar Processes

Authors: Nuzman, Carl J. Poor, H. Vincent

Journal: Annals of applied probability

Citation: J. Nuzman, Carl et Poor, H. Vincent, Reproducing Kernel Hilbert Space Methods for wide-senseself-similar Processes, Annals of applied probability , 11(4), 2001, pp. 1199-1219

The Tail of the Stationary Distribution of an Autoregressive Process with Arch(1) Errors

Authors: Borkovec, Milan Klüppelberg, Claudia

Journal: Annals of applied probability

Citation: Borkovec, Milan et Klüppelberg, Claudia, The Tail of the Stationary Distribution of an Autoregressive Process with Arch(1) Errors, Annals of applied probability , 11(4), 2001, pp. 1220-1241

Exact Convergence Rates For The Distribution of Particles in Branching Random Walks

Authors: Chen, Xia

Journal: Annals of applied probability

Citation: Chen, Xia, Exact Convergence Rates For The Distribution of Particles in Branching Random Walks, Annals of applied probability , 11(4), 2001, pp. 1242-1262

Asymptotic Analysis and Extinction in a Stochastic Lotka-Volterra Model

Authors: Klebaner, F.C. Liptser, R.

Journal: Annals of applied probability

Citation: Klebaner, F.c et R. Liptser,, Asymptotic Analysis and Extinction in a Stochastic Lotka-Volterra Model, Annals of applied probability , 11(4), 2001, pp. 1263-1291

Sample Path Large Deviations and Convergence Parameters

Authors: Ignatiouk-Robert, Irina

Journal: Annals of applied probability

Citation: Ignatiouk-robert, Irina, Sample Path Large Deviations and Convergence Parameters, Annals of applied probability , 11(4), 2001, pp. 1292-1329

Dubins-freedman Processes and RC Filters

Authors: Mazza, Christian Piau, Didier

Journal: Annals of applied probability

Citation: Mazza, Christian et Piau, Didier, Dubins-freedman Processes and RC Filters, Annals of applied probability , 11(4), 2001, pp. 1330-1352

Dual Formulation of the Utility Maximization Problem Under Transaction Costs

Authors: Deelstra, Griselda Pham,Huyên Touzi, Nizar

Journal: Annals of applied probability

Citation: Deelstra, Griselda et al., Dual Formulation of the Utility Maximization Problem Under Transaction Costs, Annals of applied probability , 11(4), 2001, pp. 1353-1383

Performance of Multiclass Markovian Queueing Networks Via Piecewise Linear Lyapunov Functions

Authors: Bertsimas, Dimitris Gamarnik, David Tsitsiklis, John N.

Journal: Annals of applied probability

Citation: Bertsimas, Dimitris et al., Performance of Multiclass Markovian Queueing Networks Via Piecewise Linear Lyapunov Functions, Annals of applied probability , 11(4), 2001, pp. 1384-1428

Results: 1-25 | 26-49