ITA
ENG

Results: 1-25 | 26-50 | 51-75 | 76-80

Articles table of contents

Results : 51-75/80

Optimal reinsurance/investment problems for general insurance models

Authors: Liu, Yuping Ma, Jin

Journal: Annals of applied probability

Citation: Liu, Yuping et Ma, Jin, Optimal reinsurance/investment problems for general insurance models, Annals of applied probability , 19(4), 2009, pp. 1495-1528

Recursive estimation of time-average variance constants

Authors: Wu, Wei Biao

Journal: Annals of applied probability

Citation: Wu, Wei Biao, Recursive estimation of time-average variance constants, Annals of applied probability , 19(4), 2009, pp. 1529-1552

Fractional term structure models: No-arbitrage and consistency

Authors: Ohashi,Alberto

Journal: Annals of applied probability

Citation: Ohashi,alberto, Fractional term structure models: No-arbitrage and consistency, Annals of applied probability , 19(4), 2009, pp. 1553-1580

Matching with shift for one-dimensional Gibbs measures

Authors: Collet, P. Giardina, C. Redig, F.

Journal: Annals of applied probability

Citation: P. Collet, et al., Matching with shift for one-dimensional Gibbs measures, Annals of applied probability , 19(4), 2009, pp. 1581-1602

Woodroofe.s one-armed bandit problem revisited

Authors: Goldenshluger, Alexander Zeevi, Assaf

Journal: Annals of applied probability

Citation: Goldenshluger, Alexander et Zeevi, Assaf, Woodroofe.s one-armed bandit problem revisited, Annals of applied probability , 19(4), 2009, pp. 1603-1633

The Bernoulli sieve revisited

Authors: Gnedin, Alexander V. Iksanov, Alexander M. Negadajlov, Pavlo Rösler, Uwe

Journal: Annals of applied probability

Citation: V. Gnedin, Alexander et al., The Bernoulli sieve revisited, Annals of applied probability , 19(4), 2009, pp. 1634-1655

Chaos in a spatial epidemic model

Authors: Durrett, Rick Remenik, Daniel

Journal: Annals of applied probability

Citation: Durrett, Rick et Remenik, Daniel, Chaos in a spatial epidemic model, Annals of applied probability , 19(4), 2009, pp. 1656-1685

Robust adaptive importance sampling for normal random vectors

Authors: Jourdain, Benjamin Lelong, Jérôme

Journal: Annals of applied probability

Citation: Jourdain, Benjamin et Lelong, Jérôme, Robust adaptive importance sampling for normal random vectors, Annals of applied probability , 19(5), 2009, pp. 1687-1718

State space collapse and diffusion approximation for a network operating under a fair bandwidth sharing policy

Authors: Kang, W. N. Kelly, F. P. Lee, N. H. Williams R. J

Journal: Annals of applied probability

Citation: N. Kang, W. et al., State space collapse and diffusion approximation for a network operating under a fair bandwidth sharing policy, Annals of applied probability , 19(5), 2009, pp. 1719-1780

On the silhouette of binary search trees

Authors: Grübel, Rudolf

Journal: Annals of applied probability

Citation: Grübel, Rudolf, On the silhouette of binary search trees, Annals of applied probability , 19(5), 2009, pp. 1781-1802

A polymer in a multi-interface medium

Authors: Caravenna, Francesco Pétrélis, Nicolas

Journal: Annals of applied probability

Citation: Caravenna, Francesco et Pétrélis, Nicolas, A polymer in a multi-interface medium, Annals of applied probability , 19(5), 2009, pp. 1803-1839

Approximations of the Wiener sausage and its curvature measures

Authors: Rataj, Jan Spodarev, Evgeny Meschenmoser, Daniel

Journal: Annals of applied probability

Citation: Rataj, Jan et al., Approximations of the Wiener sausage and its curvature measures, Annals of applied probability , 19(5), 2009, pp. 1840-1859

A note on the enumeration of directed animals via gas considerations

Authors: Albenque, Marie

Journal: Annals of applied probability

Citation: Albenque, Marie, A note on the enumeration of directed animals via gas considerations, Annals of applied probability , 19(5), 2009, pp. 1860-1879

Spatially explicit non-Mendelian diploid model

Authors: Lanchier, N. Neuhauser, C.

Journal: Annals of applied probability

Citation: N. Lanchier, et C. Neuhauser,, Spatially explicit non-Mendelian diploid model, Annals of applied probability , 19(5), 2009, pp. 1880-1920

Coexistence for a multitype contact process with seasons

Authors: Chan, B. Durrett, R. Lanchier, N.

Journal: Annals of applied probability

Citation: B. Chan, et al., Coexistence for a multitype contact process with seasons, Annals of applied probability , 19(5), 2009, pp. 1921-1943

Esscher transform and the duality principle for multidimensional semimartingales

Authors: Eberlein, Ernst Papapantoleon, Antonis Shiryaev, Albert N.

Journal: Annals of applied probability

Citation: Eberlein, Ernst et al., Esscher transform and the duality principle for multidimensional semimartingales, Annals of applied probability , 19(5), 2009, pp. 1944-1971

Attraction time for strongly reinforced walks

Authors: Cotar, Codina Limic, Vlada

Journal: Annals of applied probability

Citation: Cotar, Codina et Limic, Vlada, Attraction time for strongly reinforced walks, Annals of applied probability , 19(5), 2009, pp. 1972-2007

On deciding stability of multiclass queueing networks under buffer priority scheduling policies

Authors: Gamarnik, David Katz, Dmitriy

Journal: Annals of applied probability

Citation: Gamarnik, David et Katz, Dmitriy, On deciding stability of multiclass queueing networks under buffer priority scheduling policies, Annals of applied probability , 19(5), 2009, pp. 2008-2037

Nonlinear stochastic wave equations: Blow-up of second moments in L2-norm

Authors: Chow, Pao-Liu

Journal: Annals of applied probability

Citation: Chow, Pao-liu, Nonlinear stochastic wave equations: Blow-up of second moments in L2-norm, Annals of applied probability , 19(6), 2009, pp. 2039-2046

The first passage event for sums of dependent Lévy processes with applications to insurance risk

Authors: Irmingard Eder, Claudia Klüppelberg

Journal: Annals of applied probability

Citation: Irmingard Eder, Claudia Klüppelberg, The first passage event for sums of dependent Lévy processes with applications to insurance risk, Annals of applied probability , 19(6), 2009, pp. 2047-2079

Perpetuities with thin tails revisited

Authors: Hitczenko, Pawe. Weso.owski, Jacek

Journal: Annals of applied probability

Citation: Hitczenko, Pawe et Weso.owski, Jacek, Perpetuities with thin tails revisited, Annals of applied probability , 19(6), 2009, pp. 2080-2101

Conditional limit theorems for regulated fractional Brownian motion

Authors: Awad, Hernan Glynn, Peter

Journal: Annals of applied probability

Citation: Awad, Hernan et Glynn, Peter, Conditional limit theorems for regulated fractional Brownian motion, Annals of applied probability , 19(6), 2009, pp. 2102-2136

Heavy-traffic limits for waiting times in many-server queues with abandonment

Authors: Talreja, Rishi Whitt, Ward

Journal: Annals of applied probability

Citation: Talreja, Rishi et Whitt, Ward, Heavy-traffic limits for waiting times in many-server queues with abandonment, Annals of applied probability , 19(6), 2009, pp. 2137-2175

A dual characterization of self-generation and exponential forward performances

Authors: .itkovi., Gordan

Journal: Annals of applied probability

Citation: .itkovi., Gordan, A dual characterization of self-generation and exponential forward performances, Annals of applied probability , 19(6), 2009, pp. 2176-2210

The G/GI/N queue in the Halfin.Whitt regime

Authors: Reed, Josh

Journal: Annals of applied probability

Citation: Reed, Josh, The G/GI/N queue in the Halfin.Whitt regime, Annals of applied probability , 19(6), 2009, pp. 2211-2269

Results: 1-25 | 26-50 | 51-75 | 76-80