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Authors: Jacka, Saul Warren,Jon Windridge, Peter

Journal: Annals of applied probability

Citation: Jacka, Saul et al., Minimizing the time to a decision, Annals of applied probability , 21(5), 2011, pp. 1795-1826

Stochastic power law fluids: Existence and uniqueness of weak solutions

Authors: Terasawa, Yutaka Yoshida, Nobuo

Journal: Annals of applied probability

Citation: Terasawa, Yutaka et Yoshida, Nobuo, Stochastic power law fluids: Existence and uniqueness of weak solutions, Annals of applied probability , 21(5), 2011, pp. 1827-1859

Central limit theorem for Hotelling.s T2 statistic under large dimension

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

Journal: Annals of applied probability

Citation: M. Pan, G. et W. Zhou,, Central limit theorem for Hotelling.s T2 statistic under large dimension, Annals of applied probability , 21(5), 2011, pp. 1860-1910

Competing particle systems evolving by interacting Lévy processes

Authors: Shkolnikov, Mykhaylo

Journal: Annals of applied probability

Citation: Shkolnikov, Mykhaylo, Competing particle systems evolving by interacting Lévy processes, Annals of applied probability , 21(5), 2011, pp. 1911-1932

Numerical simulation of BSDEs with drivers of quadratic growth

Authors: Richou, Adrien

Journal: Annals of applied probability

Citation: Richou, Adrien, Numerical simulation of BSDEs with drivers of quadratic growth, Annals of applied probability , 21(5), 2011, pp. 1933-1964

On approximative solutions of multistopping problems

Authors: Faller, Andreas Rüschendorf, Ludger

Journal: Annals of applied probability

Citation: Faller, Andreas et Rüschendorf, Ludger, On approximative solutions of multistopping problems, Annals of applied probability , 21(5), 2011, pp. 1965-1993

Asymptotic properties of eigenmatrices of a large sample covariance matrix

Authors: Bai, Z. D. Liu, H. X. Wong, W. K.

Journal: Annals of applied probability

Citation: D. Bai, Z. et al., Asymptotic properties of eigenmatrices of a large sample covariance matrix, Annals of applied probability , 21(5), 2011, pp. 1994-2015

Discounted continuous-time constrained Markov decision processes in Polish spaces

Authors: Guo, Xianping Song, Xinyuan

Journal: Annals of applied probability

Citation: Guo, Xianping et Song, Xinyuan, Discounted continuous-time constrained Markov decision processes in Polish spaces, Annals of applied probability , 21(5), 2011, pp. 2016-2049

Corrections: Occupation and local times for skew Brownian motion with applications to dispersion across an interface

Authors: Appuhamillage, Thilanka Bokil, Vrushali Thomann, Enrique Waymire, Edward Wood, Brian

Journal: Annals of applied probability

Citation: Appuhamillage, Thilanka et al., Corrections: Occupation and local times for skew Brownian motion with applications to dispersion across an interface, Annals of applied probability , 21(5), 2011, pp. 2050-2051

Archimedes. principle for Brownian liquid

Authors: Burdzy, Krzysztof Chen, Zhen-Qing Pal, Soumik

Journal: Annals of applied probability

Citation: Burdzy, Krzysztof et al., Archimedes. principle for Brownian liquid, Annals of applied probability , 21(6), 2011, pp. 2053-2074

Upper large deviations for the maximal flow through a domain of .d in first passage percolation

Authors: Cerf, Raphaël Théret, Marie

Journal: Annals of applied probability

Citation: Cerf, Raphaël et Théret, Marie, Upper large deviations for the maximal flow through a domain of .d in first passage percolation, Annals of applied probability , 21(6), 2011, pp. 2075-2108

Sequential Monte Carlo smoothing for general state space hidden Markov models

Authors: Douc, Randal Garivier, Aurélien Moulines, Eric Olsson, Jimmy

Journal: Annals of applied probability

Citation: Douc, Randal et al., Sequential Monte Carlo smoothing for general state space hidden Markov models, Annals of applied probability , 21(6), 2011, pp. 2109-2145

Mixing time of exponential random graphs

Authors: Bhamidi, Shankar Bresler, Guy Sly, Allan

Journal: Annals of applied probability

Citation: Bhamidi, Shankar et al., Mixing time of exponential random graphs, Annals of applied probability , 21(6), 2011, pp. 2146-2170

A Wiener.Hopf Monte Carlo simulation technique for Lévy processes

Authors: A. Kuznetsov, Kyprianou, A. E. Pardo, J. C. Schaik,K. van

Journal: Annals of applied probability

Citation: A. Kuznetsov, et al., A Wiener.Hopf Monte Carlo simulation technique for Lévy processes, Annals of applied probability , 21(6), 2011, pp. 2171-2190

Optimal arbitrage under model uncertainty

Authors: Fernholz, Daniel Karatzas,Ioannis

Journal: Annals of applied probability

Citation: Fernholz, Daniel et Karatzas,ioannis, Optimal arbitrage under model uncertainty, Annals of applied probability , 21(6), 2011, pp. 2191-2225

Error analysis of tau-leap simulation methods

Authors: Anderson, David F. Ganguly, Arnab Kurtz, Thomas G

Journal: Annals of applied probability

Citation: F. Anderson, David et al., Error analysis of tau-leap simulation methods, Annals of applied probability , 21(6), 2011, pp. 2226-2262

Limit theorems for Markov processes indexed by continuous time Galton.Watson trees

Authors: Bansaye, Vincent Delmas,Jean-François Marsalle, Laurence Tran, Viet Chi

Journal: Annals of applied probability

Citation: Bansaye, Vincent et al., Limit theorems for Markov processes indexed by continuous time Galton.Watson trees, Annals of applied probability , 21(6), 2011, pp. 2263-2314

A sequential Monte Carlo approach to computing tail probabilities in stochastic models

Authors: Chan, Hock Peng Lai, Tze Leung

Journal: Annals of applied probability

Citation: Chan, Hock Peng et Lai, Tze Leung, A sequential Monte Carlo approach to computing tail probabilities in stochastic models, Annals of applied probability , 21(6), 2011, pp. 2315-2342

Analysis of error propagation in particle filters with approximation

Authors: Oreshkin, Boris N. Coates, Mark J.

Journal: Annals of applied probability

Citation: N. Oreshkin, Boris et J. Coates, Mark, Analysis of error propagation in particle filters with approximation, Annals of applied probability , 21(6), 2011, pp. 2343-2378

Malliavin calculus for backward stochastic differential equations and application to numerical solutions

Authors: Hu, Yaozhong Nualart, David Song, Xiaoming

Journal: Annals of applied probability

Citation: Hu, Yaozhong et al., Malliavin calculus for backward stochastic differential equations and application to numerical solutions, Annals of applied probability , 21(6), 2011, pp. 2379-2423

Anomalous dissipation in a stochastic inviscid dyadic model

Authors: Barbato, David Flandoli, Franco Morandin, Francesco

Journal: Annals of applied probability

Citation: Barbato, David et al., Anomalous dissipation in a stochastic inviscid dyadic model, Annals of applied probability , 21(6), 2011, pp. 2424-2446

Asymptotic behavior of Aldous. gossip process

Authors: Chatterjee, Shirshendu Durrett, Rick

Journal: Annals of applied probability

Citation: Chatterjee, Shirshendu et Durrett, Rick, Asymptotic behavior of Aldous. gossip process, Annals of applied probability , 21(6), 2011, pp. 2447-2482

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