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Results: 1-25 | 26-50 | 51-75 | 76-91

Articles table of contents

Results : 26-50/91

Utility maximization with a stochastic clock and an unbounded random endowment

Authors: .itkovi., Gordan

Journal: Annals of applied probability

Citation: .itkovi., Gordan, Utility maximization with a stochastic clock and an unbounded random endowment, Annals of applied probability , 15((1B)), 2005, pp. 748-777

Reconstructing a two-color scenery by observing it along a simple random walk path

Authors: Matzinger, Heinrich

Journal: Annals of applied probability

Citation: Matzinger, Heinrich, Reconstructing a two-color scenery by observing it along a simple random walk path, Annals of applied probability , 15((1B)), 2005, pp. 778-819

A diffusion model of scheduling control in queueing systems with many servers

Authors: Atar, Rami

Journal: Annals of applied probability

Citation: Atar, Rami, A diffusion model of scheduling control in queueing systems with many servers, Annals of applied probability , 15((1B)), 2005, pp. 820-852

Exact and approximate results for deposition and annihilation processes on graphs

Authors: Penrose, Mathew D. Sudbury, Aidan

Journal: Annals of applied probability

Citation: D. Penrose, Mathew et Sudbury, Aidan, Exact and approximate results for deposition and annihilation processes on graphs, Annals of applied probability , 15((1B)), 2005, pp. 853-889

Near-integrated GARCH sequences

Authors: Berkes, István Horváth, Lajos Kokoszka, Piotr

Journal: Annals of applied probability

Citation: Berkes, István et al., Near-integrated GARCH sequences, Annals of applied probability , 15((1B)), 2005, pp. 890-913

Asymptotics in randomized urn models

Authors: Bai, Zhi-Dong Hu, Feifang

Journal: Annals of applied probability

Citation: Bai, Zhi-dong et Hu, Feifang, Asymptotics in randomized urn models, Annals of applied probability , 15((1B)), 2005, pp. 914-940

A Berry.Esseen theorem for Feynman.Kac and interacting particle models

Authors: Moral, Pierre Del Tindel, Samy

Journal: Annals of applied probability

Citation: Moral, Pierre Del et Tindel, Samy, A Berry.Esseen theorem for Feynman.Kac and interacting particle models, Annals of applied probability , 15((1B)), 2005, pp. 941-962

Periodic copolymers at selective interfaces: A large deviations approach

Authors: Bolthausen, Erwin Giacomin,Giambattista

Journal: Annals of applied probability

Citation: Bolthausen, Erwin et Giacomin,giambattista, Periodic copolymers at selective interfaces: A large deviations approach, Annals of applied probability , 15((1B)), 2005, pp. 963-983

Mass extinctions: an alternative to the Allee effect

Authors: Schinazi, Rinaldo B.

Journal: Annals of applied probability

Citation: B. Schinazi, Rinaldo, Mass extinctions: an alternative to the Allee effect, Annals of applied probability , 15((1B)), 2005, pp. 984-991

Tail of a linear diffusion with Markov switching

Authors: Saporta, Benoîte de Yao, Jian-Feng

Journal: Annals of applied probability

Citation: Saporta, Benoîte De et Yao, Jian-feng, Tail of a linear diffusion with Markov switching, Annals of applied probability , 15((1B)), 2005, pp. 992-1018

The long-run behavior of the stochastic replicator dynamics

Authors: Imhof, Lorens A.

Journal: Annals of applied probability

Citation: A. Imhof, Lorens, The long-run behavior of the stochastic replicator dynamics, Annals of applied probability , 15((1B)), 2005, pp. 1019-1045

A survey of max-type recursive distributional equations

Authors: Aldous, David J. Bandyopadhyay, Antar

Journal: Annals of applied probability

Citation: J. Aldous, David et Bandyopadhyay, Antar, A survey of max-type recursive distributional equations, Annals of applied probability , 15(2), 2005, pp. 1047-1110

Classical solutions to reaction.diffusion systems for hedging problems with interacting Itô and point processes

Authors: Becherer, Dirk Schweizer, Martin

Journal: Annals of applied probability

Citation: Becherer, Dirk et Schweizer, Martin, Classical solutions to reaction.diffusion systems for hedging problems with interacting Itô and point processes, Annals of applied probability , 15(2), 2005, pp. 1111-1144

Drift rate control of a Brownian processing system

Authors: Ata, Bari. Harrison, J. M. Shepp, L. A.

Journal: Annals of applied probability

Citation: Ata, Bari et al., Drift rate control of a Brownian processing system, Annals of applied probability , 15(2), 2005, pp. 1145-1160

Bouchaud.s model exhibits two different aging regimes in dimension one

Authors: Arous, Gérard Ben .ern., Ji.í

Journal: Annals of applied probability

Citation: Arous, Gérard Ben et .ern., Ji.í, Bouchaud.s model exhibits two different aging regimes in dimension one, Annals of applied probability , 15(2), 2005, pp. 1161-1192

Sample-path large deviations for tandem and priority queues with Gaussian inputs

Authors: Mandjes, Michel Uitert, Miranda van

Journal: Annals of applied probability

Citation: Mandjes, Michel et Uitert, Miranda Van, Sample-path large deviations for tandem and priority queues with Gaussian inputs, Annals of applied probability , 15(2), 2005, pp. 1193-1226

The motion of a second class particle for the tasep starting from a decreasing shock profile

Authors: Mountford, Thomas Guiol, Hervé

Journal: Annals of applied probability

Citation: Mountford, Thomas et Guiol, Hervé, The motion of a second class particle for the tasep starting from a decreasing shock profile, Annals of applied probability , 15(2), 2005, pp. 1227-1259

A theory of bond portfolios

Authors: Ekeland, Ivar Taflin, Erik

Journal: Annals of applied probability

Citation: Ekeland, Ivar et Taflin, Erik, A theory of bond portfolios, Annals of applied probability , 15(2), 2005, pp. 1260-1305

Asymptotic behavior of a metapopulation model

Authors: Barbour, A. D. Pugliese, A.

Journal: Annals of applied probability

Citation: D. Barbour, A. et A. Pugliese,, Asymptotic behavior of a metapopulation model, Annals of applied probability , 15(2), 2005, pp. 1306-1338

On the convergence from discrete to continuous time in an optimal stopping problem

Authors: Dupuis, Paul Wang, Hui

Journal: Annals of applied probability

Citation: Dupuis, Paul et Wang, Hui, On the convergence from discrete to continuous time in an optimal stopping problem, Annals of applied probability , 15(2), 2005, pp. 1339-1366

On utility maximization in discrete-time financial market models

Authors: Rásonyi, Miklós Stettner, Lukasz

Journal: Annals of applied probability

Citation: Rásonyi, Miklós et Stettner, Lukasz, On utility maximization in discrete-time financial market models, Annals of applied probability , 15(2), 2005, pp. 1367-1395

Monte Carlo algorithms for optimal stopping and statistical learning

Authors: Egloff, Daniel

Journal: Annals of applied probability

Citation: Egloff, Daniel, Monte Carlo algorithms for optimal stopping and statistical learning, Annals of applied probability , 15(2), 2005, pp. 1396-1432

Accelerating diffusions

Authors: Hwang, Chii-Ruey Hwang-Ma, Shu-Yin Sheu, Shuenn-Jyi

Journal: Annals of applied probability

Citation: Hwang, Chii-ruey et al., Accelerating diffusions, Annals of applied probability , 15(2), 2005, pp. 1433-1444

Cramér.s estimate for a reflected Lévy process

Authors: Doney, R. A. Maller, R. A.

Journal: Annals of applied probability

Citation: A. Doney, R. et A. Maller, R., Cramér.s estimate for a reflected Lévy process, Annals of applied probability , 15(2), 2005, pp. 1445-1450

Walks in the quarter plane: Kreweras. algebraic model

Authors: Bousquet-Mélou, Mireille

Journal: Annals of applied probability

Citation: Bousquet-mélou, Mireille, Walks in the quarter plane: Kreweras. algebraic model, Annals of applied probability , 15(2), 2005, pp. 1451-1491

Results: 1-25 | 26-50 | 51-75 | 76-91