Articles table of contents

Results : 51-59/59

Barrier options and touch-and-out options under regular Lévy processes of exponential type

Authors: Boyarchenko, Svetlana Levendorski., Sergei

Journal: Annals of applied probability

Citation: Boyarchenko, Svetlana et Levendorski., Sergei, Barrier options and touch-and-out options under regular Lévy processes of exponential type, Annals of applied probability , 12(4), 2002, pp. 1261-1298

Estimating some features of NK fitness landscapes

Authors: Evans, Steven N. Steinsaltz, David

Journal: Annals of applied probability

Citation: N. Evans, Steven et Steinsaltz, David, Estimating some features of NK fitness landscapes, Annals of applied probability , 12(4), 2002, pp. 1299-1321

Scenery reconstruction in two dimensions with many colors

Authors: Löwe, Matthias Matzinger III, Heinrich

Journal: Annals of applied probability

Citation: Löwe, Matthias et Matzinger Iii, Heinrich, Scenery reconstruction in two dimensions with many colors, Annals of applied probability , 12(4), 2002, pp. 1322-1347

The stepping stone model: New formulas expose old myths

Authors: Cox, J. Theodore Durrett, Richard

Journal: Annals of applied probability

Citation: Cox, J. Theodore et Durrett, Richard, The stepping stone model: New formulas expose old myths, Annals of applied probability , 12(4), 2002, pp. 1348-1377

Avoiding the origin: A finite-fuel stochastic control problem

Authors: Jacka, Saul

Journal: Annals of applied probability

Citation: Jacka, Saul, Avoiding the origin: A finite-fuel stochastic control problem, Annals of applied probability , 12(4), 2002, pp. 1378-1389

Representation theorems for backward stochastic differential equations

Authors: Jin Ma, Zhang, Jianfeng

Journal: Annals of applied probability

Citation: Jin Ma, et Zhang, Jianfeng, Representation theorems for backward stochastic differential equations, Annals of applied probability , 12(4), 2002, pp. 1390-1418

A sample-paths approach to noise-induced synchronization: Stochastic resonance in a double-well potential

Authors: Berglund, Nils Gentz, Barbara

Journal: Annals of applied probability

Citation: Berglund, Nils et Gentz, Barbara, A sample-paths approach to noise-induced synchronization: Stochastic resonance in a double-well potential, Annals of applied probability , 12(4), 2002, pp. 1419-1470

Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes

Authors: Akihiko Inoue

Journal: Annals of applied probability

Citation: Akihiko Inoue, Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes, Annals of applied probability , 12(4), 2002, pp. 1471-1491

About relaxation time of finite generalized Metropolis algorithms

Authors: Miclo, L.

Journal: Annals of applied probability

Citation: L. Miclo,, About relaxation time of finite generalized Metropolis algorithms, Annals of applied probability , 12(4), 2002, pp. 1492-1515

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