ITA
ENG

Results: 1-25 | 26-50 | 51-59

Articles table of contents

Results : 26-50/59

The optimal uniform approximation of systems of stochastic differential equations

Authors: Müller-Gronbach, Thomas

Journal: Annals of applied probability

Citation: Müller-gronbach, Thomas, The optimal uniform approximation of systems of stochastic differential equations, Annals of applied probability , 12(2), 2002, pp. 664-690

Utility based optimal hedging in incomplete markets

Authors: Owen, M. P.

Journal: Annals of applied probability

Citation: P. Owen, M., Utility based optimal hedging in incomplete markets, Annals of applied probability , 12(2), 2002, pp. 691-709

Markovian term structure models in discrete time

Authors: Filipovi., Damir Zabczyk, Jerzy

Journal: Annals of applied probability

Citation: Filipovi., Damir et Zabczyk, Jerzy, Markovian term structure models in discrete time, Annals of applied probability , 12(2), 2002, pp. 710-729

Risk-sensitive control and an optimal investment model II

Authors: Fleming, W. H. Sheu, S. J.

Journal: Annals of applied probability

Citation: H. Fleming, W. et J. Sheu, S., Risk-sensitive control and an optimal investment model II, Annals of applied probability , 12(2), 2002, pp. 730-767

On the equivalence of the tube and Euler characteristic methods for the distribution of the maximum of Gaussian fields over piecewise smooth domains

Authors: Takemura, Akimichi Kuriki, Satoshi

Journal: Annals of applied probability

Citation: Takemura, Akimichi et Kuriki, Satoshi, On the equivalence of the tube and Euler characteristic methods for the distribution of the maximum of Gaussian fields over piecewise smooth domains, Annals of applied probability , 12(2), 2002, pp. 768-796

The fluid limit of a heavily loaded processor sharing queue

Authors: Gromoll, H. Christian Puha, Amber L. Williams, Ruth J.

Journal: Annals of applied probability

Citation: Gromoll, H. Christian et al., The fluid limit of a heavily loaded processor sharing queue, Annals of applied probability , 12(3), 2002, pp. 797-859

Fluid limits of string valued Markov processes

Authors: Dantzer, Jean-François Robert, Philippe

Journal: Annals of applied probability

Citation: Dantzer, Jean-françois et Robert, Philippe, Fluid limits of string valued Markov processes, Annals of applied probability , 12(3), 2002, pp. 860-889

On minimizing the ruin probability by investment and reinsurance

Authors: Schmidli, Hanspeter

Journal: Annals of applied probability

Citation: Schmidli, Hanspeter, On minimizing the ruin probability by investment and reinsurance, Annals of applied probability , 12(3), 2002, pp. 890-907

A characterization of multivariate regular variation

Authors: Basrak, Bojan Davis, Richard A. Mikosch, Thomas

Journal: Annals of applied probability

Citation: Basrak, Bojan et al., A characterization of multivariate regular variation, Annals of applied probability , 12(3), 2002, pp. 908-920

Processes with long memory: Regenerative construction and perfect simulation

Authors: Comets, Francis Fernández, Roberto Ferrari, Pablo A.

Journal: Annals of applied probability

Citation: Comets, Francis et al., Processes with long memory: Regenerative construction and perfect simulation, Annals of applied probability , 12(2), 2002, pp. 921-943

Random censoring in set-indexed survival analysis

Authors: Ivanoff, B. Gail Merzbach, Ely

Journal: Annals of applied probability

Citation: Ivanoff, B. Gail et Merzbach, Ely, Random censoring in set-indexed survival analysis, Annals of applied probability , 12(3), 2002, pp. 944-971

Ratio prophet inequalities when the mortal has several choices

Authors: Assaf, David Goldstein, Larry Samuel-Cahn, Ester

Journal: Annals of applied probability

Citation: Assaf, David et al., Ratio prophet inequalities when the mortal has several choices, Annals of applied probability , 12(3), 2002, pp. 972-984

Almost sure convergence for iterated functions of independent random variables

Authors: Jordan, Jonathan

Journal: Annals of applied probability

Citation: Jordan, Jonathan, Almost sure convergence for iterated functions of independent random variables, Annals of applied probability , 12(3), 2002, pp. 985-1000

Strict inequalities for the time constant in first passage percolation

Authors: Marchand, R.

Journal: Annals of applied probability

Citation: R. Marchand,, Strict inequalities for the time constant in first passage percolation, Annals of applied probability , 12(3), 2002, pp. 1001-1038

Convergence of Markov chain approximations to stochastic reaction-diffusion equations

Authors: Michael A. Kouritzin, Long Hongwei

Journal: Annals of applied probability

Citation: Michael A. Kouritzin, et Long Hongwei, Convergence of Markov chain approximations to stochastic reaction-diffusion equations, Annals of applied probability , 12(3), 2002, pp. 1039-1070

Asymptotics of hitting probabilities for general one-dimensional pinned diffusions

Authors: Baldi, Paolo Caramellino, Lucia

Journal: Annals of applied probability

Citation: Baldi, Paolo et Caramellino, Lucia, Asymptotics of hitting probabilities for general one-dimensional pinned diffusions, Annals of applied probability , 12(3), 2002, pp. 1071-1095

On invariant measures of discrete time filters in the correlated signal-noise case

Authors: Budhiraja, A.

Journal: Annals of applied probability

Citation: A. Budhiraja,, On invariant measures of discrete time filters in the correlated signal-noise case, Annals of applied probability , 12(3), 2002, pp. 1096-1113

Bounds on measures satisfying moment conditions

Authors: Lasserre, Jean B.

Journal: Annals of applied probability

Citation: B. Lasserre, Jean, Bounds on measures satisfying moment conditions, Annals of applied probability , 12(3), 2002, pp. 1114-1137

Approximating the number of successes in independent trials: Binomial versus Poisson

Authors: Choi, K. P. Xia, Aihua

Journal: Annals of applied probability

Citation: P. Choi, K. et Xia, Aihua, Approximating the number of successes in independent trials: Binomial versus Poisson, Annals of applied probability , 12(4), 2002, pp. 1139-1148

Gaussian approximation theorems for urn models and their applications

Authors: Bai, Z. D. Hu, Feifang Zhang, Li-Xin

Journal: Annals of applied probability

Citation: D. Bai, Z. et al., Gaussian approximation theorems for urn models and their applications, Annals of applied probability , 12(4), 2002, pp. 1149-1173

Smooth generators of integral stochastic orders

Authors: Denuit, Michel Müller, Alfred

Journal: Annals of applied probability

Citation: Denuit, Michel et Müller, Alfred, Smooth generators of integral stochastic orders, Annals of applied probability , 12(4), 2002, pp. 1174-1184

Uniform value in recursive games

Authors: Solan, Eilon Vieille, Nicolas

Journal: Annals of applied probability

Citation: Solan, Eilon et Vieille, Nicolas, Uniform value in recursive games, Annals of applied probability , 12(4), 2002, pp. 1185-1201

High-risk and competitive investment models

Authors: Bruss, F. Thomas Ferguson, Thomas S.

Journal: Annals of applied probability

Citation: Bruss, F. Thomas et S. Ferguson, Thomas, High-risk and competitive investment models, Annals of applied probability , 12(4), 2002, pp. 1202-1226

Optimal investment with transaction costs and without semimartingales

Authors: Guasoni, Paolo

Journal: Annals of applied probability

Citation: Guasoni, Paolo, Optimal investment with transaction costs and without semimartingales, Annals of applied probability , 12(4), 2002, pp. 1227-1246

On Cramér-like asymptotics for risk processes with stochastic return on investments

Authors: Paulsen, Jostein

Journal: Annals of applied probability

Citation: Paulsen, Jostein, On Cramér-like asymptotics for risk processes with stochastic return on investments, Annals of applied probability , 12(4), 2002, pp. 1247-1260

Results: 1-25 | 26-50 | 51-59