Articles table of contents

Results : 76-86/86

One-dimensional Brownian particle systems with rank-dependent drifts

Authors: Pal, Soumik Pitman, Jim

Journal: Annals of applied probability

Citation: Pal, Soumik et Pitman, Jim, One-dimensional Brownian particle systems with rank-dependent drifts, Annals of applied probability , 18(6), 2008, pp. 2179-2207

Laws of large numbers for epidemic models with countably many types

Authors: Barbour, A. D. Luczak, M. J.

Journal: Annals of applied probability

Citation: D. Barbour, A. et J. Luczak, M., Laws of large numbers for epidemic models with countably many types, Annals of applied probability , 18(6), 2008, pp. 2208-2238

Asymptotic optimality of maximum pressure policies in stochastic processing networks

Authors: Dai, J. G. Lin, Wuqin

Journal: Annals of applied probability

Citation: G. Dai, J. et Lin, Wuqin, Asymptotic optimality of maximum pressure policies in stochastic processing networks, Annals of applied probability , 18(6), 2008, pp. 2239-2299

Continuous first-passage percolation and continuous greedy paths model: Linear growth

Authors: Gouéré, Jean-Baptiste Marchand, Régine

Journal: Annals of applied probability

Citation: Gouéré, Jean-baptiste et Marchand, Régine, Continuous first-passage percolation and continuous greedy paths model: Linear growth, Annals of applied probability , 18(6), 2008, pp. 2300-2319

Central limit theorem for the solution of the Kac equation

Authors: Gabetta, Ester Regazzini, Eugenio

Journal: Annals of applied probability

Citation: Gabetta, Ester et Regazzini, Eugenio, Central limit theorem for the solution of the Kac equation, Annals of applied probability , 18(6), 2008, pp. 2320-2336

The asymptotic distribution and Berry.Esseen bound of a new test for independence in high dimension with an application to stochastic optimization

Authors: Liu, Wei-Dong Lin, Zhengyan Shao, Qi-Man

Journal: Annals of applied probability

Citation: Liu, Wei-dong et al., The asymptotic distribution and Berry.Esseen bound of a new test for independence in high dimension with an application to stochastic optimization, Annals of applied probability , 18(6), 2008, pp. 2337-2366

Optimal stopping and free boundary characterizations for some Brownian control problems

Authors: Budhiraja, Amarjit Ross, Kevin

Journal: Annals of applied probability

Citation: Budhiraja, Amarjit et Ross, Kevin, Optimal stopping and free boundary characterizations for some Brownian control problems, Annals of applied probability , 18(6), 2008, pp. 2367-2391

The contact process in a dynamic random environment

Authors: Remenik, Daniel

Journal: Annals of applied probability

Citation: Remenik, Daniel, The contact process in a dynamic random environment, Annals of applied probability , 18(6), 2008, pp. 2392-2420

Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results

Authors: Avram, Florin Palmowski, Zbigniew Pistorius, Martijn R.

Journal: Annals of applied probability

Citation: Avram, Florin et al., Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results, Annals of applied probability , 18(6), 2008, pp. 2421-2449

Weak and almost sure limits for the parabolic Anderson model with heavy tailed potentials

Authors: Hofstad, Remco van der Mörters, Peter Sidorova, Nadia

Journal: Annals of applied probability

Citation: Hofstad, Remco Van Der et al., Weak and almost sure limits for the parabolic Anderson model with heavy tailed potentials, Annals of applied probability , 18(6), 2008, pp. 2450-2494

Pricing and trading credit default swaps in a hazard process model

Authors: Bielecki, Tomasz R. Jeanblanc, Monique Rutkowski, Marek

Journal: Annals of applied probability

Citation: R. Bielecki, Tomasz et al., Pricing and trading credit default swaps in a hazard process model, Annals of applied probability , 18(6), 2008, pp. 2495-2529

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