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

Articles table of contents

Results : 51-75/77

The density of the ISE and local limit laws for embedded trees

Authors: Bousquet-Mélou, Mireille Janson, Svante

Journal: Annals of applied probability

Citation: Bousquet-mélou, Mireille et Janson, Svante, The density of the ISE and local limit laws for embedded trees, Annals of applied probability , 16(3), 2006, pp. 1597-1632

A filtering approach to tracking volatility from prices observed at random times

Authors: Cvitani., Jak.a Liptser, Robert Rozovskii, Boris

Journal: Annals of applied probability

Citation: Cvitani., Jak.a et al., A filtering approach to tracking volatility from prices observed at random times, Annals of applied probability , 16(3), 2006, pp. 1633-1652

A heteropolymer in a medium with random droplets

Authors: Wüthrich, Mario V.

Journal: Annals of applied probability

Citation: V. Wüthrich, Mario, A heteropolymer in a medium with random droplets, Annals of applied probability , 16(3), 2006, pp. 1653-1670

Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algorithms

Authors: Mokkadem, Abdelkader Pelletier, Mariane

Journal: Annals of applied probability

Citation: Mokkadem, Abdelkader et Pelletier, Mariane, Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algorithms, Annals of applied probability , 16(3), 2006, pp. 1671-1702

Correction: Brownian models of open processing networks: canonical representation of workload

Authors: Harrison, J. Michael

Journal: Annals of applied probability

Citation: Harrison, J. Michael, Correction: Brownian models of open processing networks: canonical representation of workload, Annals of applied probability , 16(3), 2006, pp. 1703-1732

Coagulation.fragmentation duality, Poisson.Dirichlet distributions and random recursive trees

Authors: Dong, Rui Goldschmidt, Christina Martin, James B.

Journal: Annals of applied probability

Citation: Dong, Rui et al., Coagulation.fragmentation duality, Poisson.Dirichlet distributions and random recursive trees, Annals of applied probability , 16(4), 2006, pp. 1733-1750

Continuous-time mean-variance efficiency: the 80% rule

Authors: Li, Xun Zhou Xun Yu

Journal: Annals of applied probability

Citation: Li, Xun et Zhou Xun Yu, Continuous-time mean-variance efficiency: the 80% rule, Annals of applied probability , 16(4), 2006, pp. 1751-1763

Queueing systems with many servers: Null controllability in heavy traffic

Authors: Atar, Rami Mandelbaum, Avi Shaikhet, Gennady

Journal: Annals of applied probability

Citation: Atar, Rami et al., Queueing systems with many servers: Null controllability in heavy traffic, Annals of applied probability , 16(4), 2006, pp. 1764-1804

A simple proof of Kaijser.s unique ergodicity result for hidden Markov .-chains

Authors: Kochman, Fred Reeds, Jim

Journal: Annals of applied probability

Citation: Kochman, Fred et Reeds, Jim, A simple proof of Kaijser.s unique ergodicity result for hidden Markov .-chains, Annals of applied probability , 16(4), 2006, pp. 1805-1815

Periodicity in the transient regime of exhaustive polling systems

Authors: MacPhee, I. M. Menshikov, M. V. Popov, S. Volkov S.

Journal: Annals of applied probability

Citation: M. Macphee, I. et al., Periodicity in the transient regime of exhaustive polling systems, Annals of applied probability , 16(4), 2006, pp. 1816-1850

Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: A large deviations approach

Authors: Herrmann, Samuel Imkeller, Peter Peithmann, Dierk

Journal: Annals of applied probability

Citation: Herrmann, Samuel et al., Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: A large deviations approach, Annals of applied probability , 16(4), 2006, pp. 1851-1892

Sample path large deviations for multiclass feedforward queueing networks in critical loading

Authors: Majewski, Kurt

Journal: Annals of applied probability

Citation: Majewski, Kurt, Sample path large deviations for multiclass feedforward queueing networks in critical loading, Annals of applied probability , 16(4), 2006, pp. 1893-1924

Asymptotic analysis of multiscale approximations to reaction networks

Authors: Ball, Karen Kurtz, Thomas G. Popovic, Lea Rempala, Greg

Journal: Annals of applied probability

Citation: Ball, Karen et al., Asymptotic analysis of multiscale approximations to reaction networks, Annals of applied probability , 16(4), 2006, pp. 1925-1961

Diffusion approximations for controlled stochastic networks: An asymptotic bound for the value function

Authors: Budhiraja, Amarjit Ghosh, Arka Prasanna

Journal: Annals of applied probability

Citation: Budhiraja, Amarjit et Ghosh, Arka Prasanna, Diffusion approximations for controlled stochastic networks: An asymptotic bound for the value function, Annals of applied probability , 16(4), 2006, pp. 1962-2006

Analysis of loss networks with routing

Authors: Antunes, Nelson Fricker, Christine Robert, Philippe Tibi, Danielle

Journal: Annals of applied probability

Citation: Antunes, Nelson et al., Analysis of loss networks with routing, Annals of applied probability , 16(4), 2006, pp. 2007-2026

Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging

Authors: Becherer, Dirk

Journal: Annals of applied probability

Citation: Becherer, Dirk, Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging, Annals of applied probability , 16(4), 2006, pp. 2027-2054

Market free lunch and large financial markets

Authors: Klein, Irene

Journal: Annals of applied probability

Citation: Klein, Irene, Market free lunch and large financial markets, Annals of applied probability , 16(4), 2006, pp. 2055-2077

Harmonic continuous-time branching moments

Authors: Piau, Didier

Journal: Annals of applied probability

Citation: Piau, Didier, Harmonic continuous-time branching moments, Annals of applied probability , 16(4), 2006, pp. 2078-2097

Separation cut-offs for birth and death chains

Authors: Diaconis, Persi Saloff-Coste, Laurent

Journal: Annals of applied probability

Citation: Diaconis, Persi et Saloff-coste, Laurent, Separation cut-offs for birth and death chains, Annals of applied probability , 16(4), 2006, pp. 2098-2122

Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains

Authors: Roberts, Gareth O. Rosenthal, Jeffrey S.

Journal: Annals of applied probability

Citation: O. Roberts, Gareth et S. Rosenthal, Jeffrey, Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains, Annals of applied probability , 16(4), 2006, pp. 2123-2139

Sensitivity analysis of utility-based prices and risk-tolerance wealth processes

Authors: Kramkov, Dmitry Sîrbu, Mihai

Journal: Annals of applied probability

Citation: Kramkov, Dmitry et Sîrbu, Mihai, Sensitivity analysis of utility-based prices and risk-tolerance wealth processes, Annals of applied probability , 16(4), 2006, pp. 2140-2194

The mean, variance and limiting distribution of two statistics sensitive to phylogenetic tree balance

Authors: Blum, Michael G. B. François, Olivier Janson, Svante

Journal: Annals of applied probability

Citation: B. Blum, Michael G. et al., The mean, variance and limiting distribution of two statistics sensitive to phylogenetic tree balance, Annals of applied probability , 16(4), 2006, pp. 2195-2214

Limitations of Markov chain Monte Carlo algorithms for Bayesian inference of phylogeny

Authors: Mossel, Elchanan Vigoda, Eric

Journal: Annals of applied probability

Citation: Mossel, Elchanan et Vigoda, Eric, Limitations of Markov chain Monte Carlo algorithms for Bayesian inference of phylogeny, Annals of applied probability , 16(4), 2006, pp. 2215-2234

Existence of optimal controls for singular control problems with state constraints

Authors: Budhiraja, Amarjit Ross, Kevin

Journal: Annals of applied probability

Citation: Budhiraja, Amarjit et Ross, Kevin, Existence of optimal controls for singular control problems with state constraints, Annals of applied probability , 16(4), 2006, pp. 2235-2255

Stationarity and geometric ergodicity of a class of nonlinear ARCH models

Authors: Saïdi, Youssef Zakoïan, Jean-Michel

Journal: Annals of applied probability

Citation: Saïdi, Youssef et Zakoïan, Jean-michel, Stationarity and geometric ergodicity of a class of nonlinear ARCH models, Annals of applied probability , 16(4), 2006, pp. 2256-2271

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