string(238) "select * FROM articoli_opac WHERE fonte <> 'ISI' AND fonte='ACNP' AND fasc_anno_pubbl='2005' AND fasc_issn='10505164' order by level desc, fasc_key desc, NULLIF(regexp_replace(pagina_ini, E'\\D', '', 'g'), '')::int asc offset 75 limit 25" ACNP - Italian Periodicals Catalogue
Results: 1-25 | 26-50 | 51-75 | 76-91    

Articles table of contents

Results : 76-91/91
Atlas models of equity markets
Authors: Banner, Adrian D. Fernholz, Robert Karatzas, Ioannis
Journal: Annals of applied probability
Citation: D. Banner, Adrian et al., Atlas models of equity markets, Annals of applied probability , 15(4), 2005, pp. 2296-2330
Rate of convergence in the multidimensional central limit theorem for stationary processes. Application to the Knudsen gas and to the Sinai billiard
Authors: Pène Françoise
Journal: Annals of applied probability
Citation: Pène Françoise, Rate of convergence in the multidimensional central limit theorem for stationary processes. Application to the Knudsen gas and to the Sinai billiard, Annals of applied probability , 15(3), 2005, pp. 2331-2392
Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns
Authors: Bouchard, Bruno Pham,Huyên
Journal: Annals of applied probability
Citation: Bouchard, Bruno et Pham,huyên, Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns, Annals of applied probability , 15(4), 2005, pp. 2393-2421
Exact simulation of diffusions
Authors: Beskos, Alexandros Roberts, Gareth O.
Journal: Annals of applied probability
Citation: Beskos, Alexandros et O. Roberts, Gareth, Exact simulation of diffusions, Annals of applied probability , 15(4), 2005, pp. 2422-2444
A probabilistic analysis of some tree algorithms
Authors: Mohamed, Hanène Robert, Philippe
Journal: Annals of applied probability
Citation: Mohamed, Hanène et Robert, Philippe, A probabilistic analysis of some tree algorithms, Annals of applied probability , 15(4), 2005, pp. 2445-2471
Small time path behavior of double stochastic integrals and applications to stochastic control
Authors: Patrick, Cheridito, Soner, H. Mete Touzi, Nizar
Journal: Annals of applied probability
Citation: Patrick, Cheridito, et al., Small time path behavior of double stochastic integrals and applications to stochastic control, Annals of applied probability , 15(4), 2005, pp. 2472-2495
Genealogical particle analysis of rare events
Authors: Moral, Pierre Del Garnier, Josselin
Journal: Annals of applied probability
Citation: Moral, Pierre Del et Garnier, Josselin, Genealogical particle analysis of rare events, Annals of applied probability , 15(4), 2005, pp. 2496-2534
Monotone properties of random geometric graphs have sharp thresholds
Authors: Goel, Ashish Rai, Sanatan Krishnamachari, Bhaskar
Journal: Annals of applied probability
Citation: Goel, Ashish et al., Monotone properties of random geometric graphs have sharp thresholds, Annals of applied probability , 15(4), 2005, pp. 2535-2552
Invariance principle for the coverage rate of genomic physical mappings
Authors: Piau, Didier
Journal: Annals of applied probability
Citation: Piau, Didier, Invariance principle for the coverage rate of genomic physical mappings, Annals of applied probability , 15(4), 2005, pp. 2553-2574
Maturity randomization for stochastic control problems
Authors: Bouchard, Bruno Karoui, Nicole El Touzi, Nizar
Journal: Annals of applied probability
Citation: Bouchard, Bruno et al., Maturity randomization for stochastic control problems, Annals of applied probability , 15(4), 2005, pp. 2575-2605
Scheduling control for queueing systems with many servers: Asymptotic optimality in heavy traffic
Authors: Atar, Rami
Journal: Annals of applied probability
Citation: Atar, Rami, Scheduling control for queueing systems with many servers: Asymptotic optimality in heavy traffic, Annals of applied probability , 15(4), 2005, pp. 2606-2650
Functional large deviations for multivariate regularly varying random walks
Authors: Hult, Henrik Lindskog, Filip Mikosch, Thomas Samorodnitsky, Gennady
Journal: Annals of applied probability
Citation: Hult, Henrik et al., Functional large deviations for multivariate regularly varying random walks, Annals of applied probability , 15(4), 2005, pp. 2651-2680
Statistical Romberg extrapolation: A new variance reduction method and applications to option pricing
Authors: Kebaier, Ahmed
Journal: Annals of applied probability
Citation: Kebaier, Ahmed, Statistical Romberg extrapolation: A new variance reduction method and applications to option pricing, Annals of applied probability , 15(4), 2005, pp. 2681-2705
Asymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales
Authors: Yan,Liqing
Journal: Annals of applied probability
Citation: Yan,liqing, Asymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales, Annals of applied probability , 15(4), 2005, pp. 2706-2738
Rates for branching particle approximations of continuous-discrete filters
Authors: Michael A. Kouritzin, Sun, Wei
Journal: Annals of applied probability
Citation: Michael A. Kouritzin, et Sun, Wei, Rates for branching particle approximations of continuous-discrete filters, Annals of applied probability , 15(4), 2005, pp. 2739-2772
A theory of stochastic integration for bond markets
Authors: Donno, M. De Pratelli, M.
Journal: Annals of applied probability
Citation: Donno, M. De et M. Pratelli,, A theory of stochastic integration for bond markets, Annals of applied probability , 15(4), 2005, pp. 2773-2791
Results: 1-25 | 26-50 | 51-75 | 76-91