ITA
ENG

Results: 1-25 | 26-50 | 51-75 | 76-77

Articles table of contents

Results : 26-50/77

Authors: Brockwell, Peter Chadraa, Erdenebaatar Lindner, Alexander

Journal: Annals of applied probability

Citation: Brockwell, Peter et al., Continuous-time GARCH processes, Annals of applied probability , 16(2), 2006, pp. 790-826

A theoretical framework for the pricing of contingent claims in the presence of model uncertainty

Authors: Denis, Laurent Martini, Claude

Journal: Annals of applied probability

Citation: Denis, Laurent et Martini, Claude, A theoretical framework for the pricing of contingent claims in the presence of model uncertainty, Annals of applied probability , 16(2), 2006, pp. 827-852

Variance-optimal hedging for processes with stationary independent increments

Authors: Hubalek, Friedrich Kallsen, Jan Krawczyk, Leszek

Journal: Annals of applied probability

Citation: Hubalek, Friedrich et al., Variance-optimal hedging for processes with stationary independent increments, Annals of applied probability , 16(2), 2006, pp. 853-885

Central limit theorems for Poisson hyperplane tessellations

Authors: Heinrich, Lothar Schmidt, Hendrik Schmidt, Volker

Journal: Annals of applied probability

Citation: Heinrich, Lothar et al., Central limit theorems for Poisson hyperplane tessellations, Annals of applied probability , 16(2), 2006, pp. 919-950

Complete corrected diffusion approximations for the maximum of a random walk

Authors: Blanchet, Jose Glynn, Peter

Journal: Annals of applied probability

Citation: Blanchet, Jose et Glynn, Peter, Complete corrected diffusion approximations for the maximum of a random walk, Annals of applied probability , 16(2), 2006, pp. 951-983

Error estimates for binomial approximations of game options

Authors: Kifer, Yuri

Journal: Annals of applied probability

Citation: Kifer, Yuri, Error estimates for binomial approximations of game options, Annals of applied probability , 16(2), 2006, pp. 984-1033

Biased random-to-top shuffling

Authors: Jonasson, Johan

Journal: Annals of applied probability

Citation: Jonasson, Johan, Biased random-to-top shuffling, Annals of applied probability , 16(2), 2006, pp. 1034-1058

Positive recurrence of processes associated to crystal growth models

Authors: Andjel, E. D. Menshikov, M. V. Sisko, V. V.

Journal: Annals of applied probability

Citation: D. Andjel, E. et al., Positive recurrence of processes associated to crystal growth models, Annals of applied probability , 16(3), 2006, pp. 1059-1085

Limit velocity and zero.one laws for diffusions in random environment

Authors: Goergen, Laurent

Journal: Annals of applied probability

Citation: Goergen, Laurent, Limit velocity and zero.one laws for diffusions in random environment, Annals of applied probability , 16(3), 2006, pp. 1086-1123

A duality approach for the weak approximation of stochastic differential equations

Authors: Clément, Emmanuelle Kohatsu-Higa, Arturo Lamberton, Damien

Journal: Annals of applied probability

Citation: Clément, Emmanuelle et al., A duality approach for the weak approximation of stochastic differential equations, Annals of applied probability , 16(3), 2006, pp. 1124-1154

A new coexistence result for competing contact processes

Authors: Chan, Benjamin Durrett, Richard

Journal: Annals of applied probability

Citation: Chan, Benjamin et Durrett, Richard, A new coexistence result for competing contact processes, Annals of applied probability , 16(3), 2006, pp. 1155-1165

Multitype randomized Reed.Frost epidemics and epidemics upon random graphs

Authors: Neal, Peter

Journal: Annals of applied probability

Citation: Neal, Peter, Multitype randomized Reed.Frost epidemics and epidemics upon random graphs, Annals of applied probability , 16(3), 2006, pp. 1166-1189

Adaptive Poisson disorder problem

Authors: Bayraktar, Erhan Dayanik, Savas Karatzas, Ioannis

Journal: Annals of applied probability

Citation: Bayraktar, Erhan et al., Adaptive Poisson disorder problem, Annals of applied probability , 16(3), 2006, pp. 1190-1261

Local alignment of Markov chains

Authors: Hansen, Niels Richard

Journal: Annals of applied probability

Citation: Hansen, Niels Richard, Local alignment of Markov chains, Annals of applied probability , 16(3), 2006, pp. 1262-1296

Coupling with the stationary distribution and improved sampling for colorings and independent sets

Authors: Hayes, Thomas P. Vigoda, Eric

Journal: Annals of applied probability

Citation: P. Hayes, Thomas et Vigoda, Eric, Coupling with the stationary distribution and improved sampling for colorings and independent sets, Annals of applied probability , 16(3), 2006, pp. 1297-1318

The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models

Authors: Rheinländer, Thorsten Steiger, Gallus

Journal: Annals of applied probability

Citation: Rheinländer, Thorsten et Steiger, Gallus, The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models, Annals of applied probability , 16(3), 2006, pp. 1319-1351

On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets

Authors: Kramkov, Dmitry Sîrbu, Mihai

Journal: Annals of applied probability

Citation: Kramkov, Dmitry et Sîrbu, Mihai, On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets, Annals of applied probability , 16(3), 2006, pp. 1352-1384

A spatially explicit model for competition among specialists and generalists in a heterogeneous environment

Authors: Lanchier, N. Neuhauser, C.

Journal: Annals of applied probability

Citation: N. Lanchier, et C. Neuhauser,, A spatially explicit model for competition among specialists and generalists in a heterogeneous environment, Annals of applied probability , 16(3), 2006, pp. 1385-1410

Tail asymptotics for the maximum of perturbed random walk

Authors: Araman, Victor F. Glynn, Peter W.

Journal: Annals of applied probability

Citation: F. Araman, Victor et W. Glynn, Peter, Tail asymptotics for the maximum of perturbed random walk, Annals of applied probability , 16(3), 2006, pp. 1411-1431

Random rewards, fractional Brownian local times and stable self-similar processes

Authors: Cohen, Serge Samorodnitsky, Gennady

Journal: Annals of applied probability

Citation: Cohen, Serge et Samorodnitsky, Gennady, Random rewards, fractional Brownian local times and stable self-similar processes, Annals of applied probability , 16(3), 2006, pp. 1432-1461

On the ergodicity properties of some adaptive MCMC algorithms

Authors: Andrieu, Christophe Moulines, Éric

Journal: Annals of applied probability

Citation: Andrieu, Christophe et Moulines, Éric, On the ergodicity properties of some adaptive MCMC algorithms, Annals of applied probability , 16(3), 2006, pp. 1462-1505

Relaxation time of L-reversal chains and other chromosome shuffles

Authors: Cancrini, N. Caputo, P. Martinelli, F.

Journal: Annals of applied probability

Citation: N. Cancrini, et al., Relaxation time of L-reversal chains and other chromosome shuffles, Annals of applied probability , 16(3), 2006, pp. 1506-1527

Nonmonotonicity of phase transitions in a loss network with controls

Authors: Luen, Brad Ramanan, Kavita Ilze, Ziedins

Journal: Annals of applied probability

Citation: Luen, Brad et al., Nonmonotonicity of phase transitions in a loss network with controls, Annals of applied probability , 16(3), 2006, pp. 1528-1562

On the variational distance of two trees

Authors: Steel, M. A. Székely, L. A.

Journal: Annals of applied probability

Citation: A. Steel, M. et A. Székely, L., On the variational distance of two trees, Annals of applied probability , 16(3), 2006, pp. 1563-1575

On the value of optimal stopping games

Authors: Ekström, Erik Villeneuve, Stephane

Journal: Annals of applied probability

Citation: Ekström, Erik et Villeneuve, Stephane, On the value of optimal stopping games, Annals of applied probability , 16(3), 2006, pp. 1576-1596

Results: 1-25 | 26-50 | 51-75 | 76-77