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Results: 1-25 | 26-50 | 51-75 | 76-86

Articles table of contents

Results : 26-50/86

Estimating correlation from high, low, opening and closing prices

Authors: Rogers, L. C. G. Zhou, Fanyin

Journal: Annals of applied probability

Citation: G. Rogers, L. C. et Zhou, Fanyin, Estimating correlation from high, low, opening and closing prices, Annals of applied probability , 18(2), 2008, pp. 813-823

Mafia: A theoretical study of players and coalitions in a partial information environment

Authors: Braverman, Mark Etesami, Omid Mossel, Elchanan

Journal: Annals of applied probability

Citation: Braverman, Mark et al., Mafia: A theoretical study of players and coalitions in a partial information environment, Annals of applied probability , 18(3), 2008, pp. 825-846

On a class of optimal stopping problems for diffusions with discontinuous coefficients

Authors: Rüschendorf, Ludger Urusov, Mikhail A.

Journal: Annals of applied probability

Citation: Rüschendorf, Ludger et A. Urusov, Mikhail, On a class of optimal stopping problems for diffusions with discontinuous coefficients, Annals of applied probability , 18(3), 2008, pp. 847-878

Optimal investment and consumption in a Black.Scholes market with Lévy-driven stochastic coefficients

Authors: Delong, .ukasz Klüppelberg, Claudia

Journal: Annals of applied probability

Citation: Delong, .ukasz et Klüppelberg, Claudia, Optimal investment and consumption in a Black.Scholes market with Lévy-driven stochastic coefficients, Annals of applied probability , 18(3), 2008, pp. 879-908

Slow convergence in bootstrap percolation

Authors: Gravner, Janko Holroyd, Alexander E.

Journal: Annals of applied probability

Citation: Gravner, Janko et E. Holroyd, Alexander, Slow convergence in bootstrap percolation, Annals of applied probability , 18(3), 2008, pp. 909-928

A unified framework for utility maximization problems: An Orlicz space approach

Authors: Biagini, Sara Frittelli, Marco

Journal: Annals of applied probability

Citation: Biagini, Sara et Frittelli, Marco, A unified framework for utility maximization problems: An Orlicz space approach, Annals of applied probability , 18(3), 2008, pp. 929-966

Proliferating parasites in dividing cells: Kimmel.s branching model revisited

Authors: Bansaye, Vincent

Journal: Annals of applied probability

Citation: Bansaye, Vincent, Proliferating parasites in dividing cells: Kimmel.s branching model revisited, Annals of applied probability , 18(3), 2008, pp. 967-996

Asymptotic results on the length of coalescent trees

Authors: Delmas, Jean-François Dhersin, Jean-Stéphane Siri-Jegousse, Arno

Journal: Annals of applied probability

Citation: Delmas, Jean-françois et al., Asymptotic results on the length of coalescent trees, Annals of applied probability , 18(3), 2008, pp. 997-1025

Clustering in a stochastic model of one-dimensional gas

Authors: Vysotsky, Vladislav V.

Journal: Annals of applied probability

Citation: V. Vysotsky, Vladislav, Clustering in a stochastic model of one-dimensional gas, Annals of applied probability , 18(3), 2008, pp. 1026-1058

Palm distributions of wave characteristics in encountering seas

Authors: Aberg, Sofia Rychlik, Igor Leadbetter, M. Ross

Journal: Annals of applied probability

Citation: Aberg, Sofia et al., Palm distributions of wave characteristics in encountering seas, Annals of applied probability , 18(3), 2008, pp. 1059-1084

Asymptotic normality of the k-core in random graphs

Authors: Janson, Svante Luczak, Malwina J.

Journal: Annals of applied probability

Citation: Janson, Svante et J. Luczak, Malwina, Asymptotic normality of the k-core in random graphs, Annals of applied probability , 18(3), 2008, pp. 1085-1137

Lp-variations for multifractal fractional random walks

Authors: Ludeña,Carenne

Journal: Annals of applied probability

Citation: Ludeña,carenne, Lp-variations for multifractal fractional random walks, Annals of applied probability , 18(3), 2008, pp. 1138-1163

A mixed singular/switching control problem for a dividend policy with reversible technology investment

Authors: Vath, Vathana Ly Pham,Huyên Villeneuve, Stéphane

Journal: Annals of applied probability

Citation: Vath, Vathana Ly et al., A mixed singular/switching control problem for a dividend policy with reversible technology investment, Annals of applied probability , 18(3), 2008, pp. 1164-1200

Variance bounding Markov chains

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

Journal: Annals of applied probability

Citation: O. Roberts, Gareth et S. Rosenthal, Jeffrey, Variance bounding Markov chains, Annals of applied probability , 18(3), 2008, pp. 1201-1214

Card shuffling and Diophantine approximation

Authors: Angel, Omer Peres, Yuval Wilson, David B.

Journal: Annals of applied probability

Citation: Angel, Omer et al., Card shuffling and Diophantine approximation, Annals of applied probability , 18(3), 2008, pp. 1215-1231

Central limit theorem for signal-to-interference ratio of reduced rank linear receiver

Authors: Pan, G. M. Zhou, W.

Journal: Annals of applied probability

Citation: M. Pan, G. et W. Zhou,, Central limit theorem for signal-to-interference ratio of reduced rank linear receiver, Annals of applied probability , 18(3), 2008, pp. 1232-1270

Error estimates for binomial approximations of game options

Authors: Dolinsky, Yan Kifer,Yuri

Journal: Annals of applied probability

Citation: Dolinsky, Yan et Kifer,yuri, Error estimates for binomial approximations of game options, Annals of applied probability , 18(3), 2008, pp. 1271-1277

The emergence of the deterministic Hodgkin.Huxley equations as a limit from the underlying stochastic ion-channel mechanism

Authors: Austin, Tim D.

Journal: Annals of applied probability

Citation: D. Austin, Tim, The emergence of the deterministic Hodgkin.Huxley equations as a limit from the underlying stochastic ion-channel mechanism, Annals of applied probability , 18(4), 2008, pp. 1279-1325

Two sufficient conditions for Poisson approximations in the ferromagnetic Ising model

Authors: Coupier, David

Journal: Annals of applied probability

Citation: Coupier, David, Two sufficient conditions for Poisson approximations in the ferromagnetic Ising model, Annals of applied probability , 18(4), 2008, pp. 1326-1350

Efficient rare-event simulation for the maximum of heavy-tailed random walks

Authors: Blanchet, Jose Glynn, Peter

Journal: Annals of applied probability

Citation: Blanchet, Jose et Glynn, Peter, Efficient rare-event simulation for the maximum of heavy-tailed random walks, Annals of applied probability , 18(4), 2008, pp. 1351-1378

Large deviations and a Kramers. type law for self-stabilizing diffusions

Authors: Herrmann, Samuel Imkeller, Peter Peithmann, Dierk

Journal: Annals of applied probability

Citation: Herrmann, Samuel et al., Large deviations and a Kramers. type law for self-stabilizing diffusions, Annals of applied probability , 18(4), 2008, pp. 1379-1423

Analytic crossing probabilities for certain barriers by Brownian motion

Authors: Kahale, Nabil

Journal: Annals of applied probability

Citation: Kahale, Nabil, Analytic crossing probabilities for certain barriers by Brownian motion, Annals of applied probability , 18(4), 2008, pp. 1424-1440

On the disconnection of a discrete cylinder by a biased random walk

Authors: Windisch, David

Journal: Annals of applied probability

Citation: Windisch, David, On the disconnection of a discrete cylinder by a biased random walk, Annals of applied probability , 18(4), 2008, pp. 1441-1490

Computable exponential bounds for screened estimation and simulation

Authors: Kontoyiannis, Ioannis Meyn, Sean P.

Journal: Annals of applied probability

Citation: Kontoyiannis, Ioannis et P. Meyn, Sean, Computable exponential bounds for screened estimation and simulation, Annals of applied probability , 18(4), 2008, pp. 1491-1518

Bayesian nonparametric estimators derived from conditional Gibbs structures

Authors: Lijoi, Antonio Prünster, Igor Walker, Stephen G.

Journal: Annals of applied probability

Citation: Lijoi, Antonio et al., Bayesian nonparametric estimators derived from conditional Gibbs structures, Annals of applied probability , 18(4), 2008, pp. 1519-1547

Results: 1-25 | 26-50 | 51-75 | 76-86