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Results: 1-25 | 26-50 | 51-75 | 76-76

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Results : 51-75/76

Authors: DeBlassie, R. Dante

Journal: Annals of applied probability

Citation: Deblassie, R. Dante, Iterated Brownian motion in an open set, Annals of applied probability , 14(3), 2004, pp. 1529-1558

Concentration of permanent estimators for certain large matrices

Authors: Friedland, Shmuel Rider, Brian Zeitouni, Ofer

Journal: Annals of applied probability

Citation: Friedland, Shmuel et al., Concentration of permanent estimators for certain large matrices, Annals of applied probability , 14(3), 2004, pp. 1559-1576

Behavior dominated by slow particles in a disordered asymmetric exclusion process

Authors: Grigorescu, Ilie Kang, Min Seppäläinen, Timo

Journal: Annals of applied probability

Citation: Grigorescu, Ilie et al., Behavior dominated by slow particles in a disordered asymmetric exclusion process, Annals of applied probability , 14(3), 2004, pp. 1577-1602

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 , 14(3), 2004, pp. 1603-1603

Optimal pointwise approximation of SDEs based on Brownian motion at discrete points

Authors: Müller-Gronbach, Thomas

Journal: Annals of applied probability

Citation: Müller-gronbach, Thomas, Optimal pointwise approximation of SDEs based on Brownian motion at discrete points, Annals of applied probability , 14(4), 2004, pp. 1605-1642

Quantitative bounds on convergence of time-inhomogeneous Markov chains

Authors: Douc, R. Moulines, E. Rosenthal, Jeffrey S.

Journal: Annals of applied probability

Citation: R. Douc, et al., Quantitative bounds on convergence of time-inhomogeneous Markov chains, Annals of applied probability , 14(4), 2004, pp. 1643-1665

On stationarity of Lagrangian observations of passive tracer velocity in a compressible environment

Authors: Komorowski,Tomasz Krupa, Grzegorz

Journal: Annals of applied probability

Citation: Komorowski,tomasz et Krupa, Grzegorz, On stationarity of Lagrangian observations of passive tracer velocity in a compressible environment, Annals of applied probability , 14(4), 2004, pp. 1666-1697

Exponential penalty function control of loss networks

Authors: Iyengar, Garud Sigman, Karl

Journal: Annals of applied probability

Citation: Iyengar, Garud et Sigman, Karl, Exponential penalty function control of loss networks, Annals of applied probability , 14(4), 2004, pp. 1698-1740

Elementary bounds on Poincaré and log-Sobolev constants for decomposable Markov chains

Authors: Jerrum, Mark Son,Jung-Bae Tetali, Prasad Vigoda, Eric

Journal: Annals of applied probability

Citation: Jerrum, Mark et al., Elementary bounds on Poincaré and log-Sobolev constants for decomposable Markov chains, Annals of applied probability , 14(4), 2004, pp. 1741-1765

Ruin probabilities and overshoots for general Lévy insurance risk processes

Authors: Klüppelberg, Claudia Kyprianou, Andreas E. Maller, Ross A.

Journal: Annals of applied probability

Citation: Klüppelberg, Claudia et al., Ruin probabilities and overshoots for general Lévy insurance risk processes, Annals of applied probability , 14(4), 2004, pp. 1766-1801

Stability in distribution of randomly perturbed quadratic maps as Markov processes

Authors: Bhattacharya, Rabi Majumdar, Mukul

Journal: Annals of applied probability

Citation: Bhattacharya, Rabi et Majumdar, Mukul, Stability in distribution of randomly perturbed quadratic maps as Markov processes, Annals of applied probability , 14(4), 2004, pp. 1802-1809

Interplay between dividend rate and business constraints for a financial corporation

Authors: Choulli, Tahir Taksar, Michael Zhou, Xun Yu

Journal: Annals of applied probability

Citation: Choulli, Tahir et al., Interplay between dividend rate and business constraints for a financial corporation, Annals of applied probability , 14(4), 2004, pp. 1810-1837

Limit theorems for mixed max.sum processes with renewal stopping

Authors: Silvestrov, Dmitrii S. Teugels, Jozef L.

Journal: Annals of applied probability

Citation: S. Silvestrov, Dmitrii et L. Teugels, Jozef, Limit theorems for mixed max.sum processes with renewal stopping, Annals of applied probability , 14(4), 2004, pp. 1838-1868

Continuum percolation with steps in an annulus

Authors: Balister, Paul Bollobás, Béla Walters, Mark

Journal: Annals of applied probability

Citation: Balister, Paul et al., Continuum percolation with steps in an annulus, Annals of applied probability , 14(4), 2004, pp. 1869-1879

A microscopic probabilistic description of a locally regulated population and macroscopic approximations

Authors: Fournier, Nicolas Méléard, Sylvie

Journal: Annals of applied probability

Citation: Fournier, Nicolas et Méléard, Sylvie, A microscopic probabilistic description of a locally regulated population and macroscopic approximations, Annals of applied probability , 14(4), 2004, pp. 1880-1919

Stability and the Lyapounov exponent of threshold AR-ARCH Models

Authors: Cline, Daren B. H. Pu, Huay-min H.

Journal: Annals of applied probability

Citation: H. Cline, Daren B. et H. Pu, Huay-min, Stability and the Lyapounov exponent of threshold AR-ARCH Models, Annals of applied probability , 14(4), 2004, pp. 1920-1949

Normal approximation for hierarchical structures

Authors: Goldstein, Larry

Journal: Annals of applied probability

Citation: Goldstein, Larry, Normal approximation for hierarchical structures, Annals of applied probability , 14(4), 2004, pp. 1950-1969

On the super replication price of unbounded claims

Authors: Biagini, Sara Frittelli, Marco

Journal: Annals of applied probability

Citation: Biagini, Sara et Frittelli, Marco, On the super replication price of unbounded claims, Annals of applied probability , 14(4), 2004, pp. 1970-1991

Limit laws of estimators for critical multi-type Galton.Watson processes

Authors: Chi, Zhiyi

Journal: Annals of applied probability

Citation: Chi, Zhiyi, Limit laws of estimators for critical multi-type Galton.Watson processes, Annals of applied probability , 14(4), 2004, pp. 1992-2015

On sampling of stationary increment processes

Authors: Albin, J. M. P.

Journal: Annals of applied probability

Citation: P. Albin, J. M., On sampling of stationary increment processes, Annals of applied probability , 14(4), 2004, pp. 2016-2037

Stability of nonlinear filters in nonmixing case

Authors: Chigansky, Pavel Liptser, Robert

Journal: Annals of applied probability

Citation: Chigansky, Pavel et Liptser, Robert, Stability of nonlinear filters in nonmixing case, Annals of applied probability , 14(4), 2004, pp. 2038-2056

Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process

Authors: Kroese, D. P. Scheinhardt, W. R. W. Taylor, P. G.

Journal: Annals of applied probability

Citation: P. Kroese, D. et al., Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process, Annals of applied probability , 14(4), 2004, pp. 2075-2089

Number of paths versus number of basis functions in American option pricing

Authors: Glasserman, Paul Yu, Bin

Journal: Annals of applied probability

Citation: Glasserman, Paul et Yu, Bin, Number of paths versus number of basis functions in American option pricing, Annals of applied probability , 14(4), 2004, pp. 2090-2119

Asymptotic genealogy of a critical branching process

Authors: Popovic, Lea

Journal: Annals of applied probability

Citation: Popovic, Lea, Asymptotic genealogy of a critical branching process, Annals of applied probability , 14(4), 2004, pp. 2120-2148

Generalized stochastic differential utility and preference for information

Authors: Lazrak, Ali

Journal: Annals of applied probability

Citation: Lazrak, Ali, Generalized stochastic differential utility and preference for information, Annals of applied probability , 14(4), 2004, pp. 2149-2175

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