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

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Large deviation principles for nongradient weakly asymmetric stochastic lattice gases

Authors: Bertini, Lorenzo Faggionato, Alessandra Gabrielli, Davide

Journal: Annals of applied probability

Citation: Bertini, Lorenzo et al., Large deviation principles for nongradient weakly asymmetric stochastic lattice gases, Annals of applied probability , 23(1), 2013, pp. 1-65

Adaptive Gibbs samplers and related MCMC methods

Authors: .atuszy.ski, Krzysztof Roberts, Gareth O. Rosenthal, Jeffrey S.

Journal: Annals of applied probability

Citation: .atuszy.ski, Krzysztof et al., Adaptive Gibbs samplers and related MCMC methods, Annals of applied probability , 23(1), 2013, pp. 66-98

The coalescent point process of branching trees

Authors: Lambert, Amaury Popovic, Lea

Journal: Annals of applied probability

Citation: Lambert, Amaury et Popovic, Lea, The coalescent point process of branching trees, Annals of applied probability , 23(1), 2013, pp. 99-144

SPDE limits of many-server queues

Authors: Kaspi, Haya Ramanan, Kavita

Journal: Annals of applied probability

Citation: Kaspi, Haya et Ramanan, Kavita, SPDE limits of many-server queues, Annals of applied probability , 23(1), 2013, pp. 145-229

Population genetics of neutral mutations in exponentially growing cancer cell populations

Authors: Durrett, Rick

Journal: Annals of applied probability

Citation: Durrett, Rick, Population genetics of neutral mutations in exponentially growing cancer cell populations, Annals of applied probability , 23(1), 2013, pp. 230-250

Optimal stopping under probability distortion

Authors: Xu, Zuo Quan Zhou Xun Yu

Journal: Annals of applied probability

Citation: Xu, Zuo Quan et Zhou Xun Yu, Optimal stopping under probability distortion, Annals of applied probability , 23(1), 2013, pp. 251-282

Poisson.Dirichlet branching random walks

Authors: Addario-Berry, Louigi Ford. Kevin

Journal: Annals of applied probability

Citation: Addario-berry, Louigi et Ford. Kevin, Poisson.Dirichlet branching random walks, Annals of applied probability , 23(1), 2013, pp. 283-307

Dual formulation of second order target problems

Authors: Soner, H. Mete Touzi, Nizar Zhang, Jianfeng

Journal: Annals of applied probability

Citation: Soner, H. Mete et al., Dual formulation of second order target problems, Annals of applied probability , 23(1), 2013, pp. 308-347

Default clustering in large portfolios: Typical events

Authors: Giesecke, Kay Spiliopoulos, Konstantinos Sowers, Richard B.

Journal: Annals of applied probability

Citation: Giesecke, Kay et al., Default clustering in large portfolios: Typical events, Annals of applied probability , 23(1), 2013, pp. 348-385

Alpha-diversity processes and normalized inverse-Gaussian diffusions

Authors: Ruggiero, Matteo Walker, Stephen G. Favaro, Stefano

Journal: Annals of applied probability

Citation: Ruggiero, Matteo et al., Alpha-diversity processes and normalized inverse-Gaussian diffusions, Annals of applied probability , 23(1), 2013, pp. 386-425

No-arbitrage of second kind in countable markets with proportional transaction costs

Authors: Bouchard, Bruno Taflin, Erik

Journal: Annals of applied probability

Citation: Bouchard, Bruno et Taflin, Erik, No-arbitrage of second kind in countable markets with proportional transaction costs, Annals of applied probability , 23(2), 2013, pp. 427-454

Optimal investment under multiple defaults risk: A BSDE-decomposition approach

Authors: Jiao, Ying Kharroubi, Idris Pham, Huyên

Journal: Annals of applied probability

Citation: Jiao, Ying et al., Optimal investment under multiple defaults risk: A BSDE-decomposition approach, Annals of applied probability , 23(2), 2013, pp. 455-491

Stochastic coalescence in logarithmic time

Authors: Loh, Po-Shen Lubetzky, Eyal

Journal: Annals of applied probability

Citation: Loh, Po-shen et Lubetzky, Eyal, Stochastic coalescence in logarithmic time, Annals of applied probability , 23(2), 2013, pp. 492-528

Separation of time-scales and model reduction for stochastic reaction networks

Authors: Kang, Hye-Won Kurtz, Thomas G.

Journal: Annals of applied probability

Citation: Kang, Hye-won et G. Kurtz, Thomas, Separation of time-scales and model reduction for stochastic reaction networks, Annals of applied probability , 23(2), 2013, pp. 529-583

Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function

Authors: Harper, Adam J.

Journal: Annals of applied probability

Citation: J. Harper, Adam, Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function, Annals of applied probability , 23(2), 2013, pp. 584-616

A Berry.Esseen bound with applications to vertex degree counts in the Erd.s.Rényi random graph

Authors: Goldstein, Larry

Journal: Annals of applied probability

Citation: Goldstein, Larry, A Berry.Esseen bound with applications to vertex degree counts in the Erd.s.Rényi random graph, Annals of applied probability , 23(2), 2013, pp. 617-636

Sharp benefit-to-cost rules for the evolution of cooperation on regular graphs

Authors: Chen, Yu-Ting

Journal: Annals of applied probability

Citation: Chen, Yu-ting, Sharp benefit-to-cost rules for the evolution of cooperation on regular graphs, Annals of applied probability , 23(2), 2013, pp. 637-664

Alignment-free phylogenetic reconstruction: Sample complexity via a branching process analysis

Authors: Daskalakis, Constantinos Roch, Sebastien

Journal: Annals of applied probability

Citation: Daskalakis, Constantinos et Roch, Sebastien, Alignment-free phylogenetic reconstruction: Sample complexity via a branching process analysis, Annals of applied probability , 23(2), 2013, pp. 639-721

On utility maximization under convex portfolio constraints

Authors: Larsen, Kasper .itkovi., Gordan

Journal: Annals of applied probability

Citation: Larsen, Kasper et .itkovi., Gordan, On utility maximization under convex portfolio constraints, Annals of applied probability , 23(2), 2013, pp. 665-692

Large deviations for the degree structure in preferential attachment schemes

Authors: Choi, Jihyeok Sethuraman, Sunder

Journal: Annals of applied probability

Citation: Choi, Jihyeok et Sethuraman, Sunder, Large deviations for the degree structure in preferential attachment schemes, Annals of applied probability , 23(2), 2013, pp. 722-763

Cone-constrained continuous-time Markowitz problems

Authors: Czichowsky, Christoph Schweizer, Martin

Journal: Annals of applied probability

Citation: Czichowsky, Christoph et Schweizer, Martin, Cone-constrained continuous-time Markowitz problems, Annals of applied probability , 23(2), 2013, pp. 764-810

Convergence analysis of some multivariate Markov chains using stochastic monotonicity

Authors: Khare, Kshitij Mukherjee, Nabanita

Journal: Annals of applied probability

Citation: Khare, Kshitij et Mukherjee, Nabanita, Convergence analysis of some multivariate Markov chains using stochastic monotonicity, Annals of applied probability , 23(2), 2013, pp. 811-833

Error distributions for random grid approximations of multidimensional stochastic integrals

Authors: Lindberg, Carl Rootzén, Holger

Journal: Annals of applied probability

Citation: Lindberg, Carl et Rootzén, Holger, Error distributions for random grid approximations of multidimensional stochastic integrals, Annals of applied probability , 23(2), 2013, pp. 834-857

Root.s barrier: Construction, optimality and applications to variance options

Authors: Cox, Alexander M. G. Wang, Jiajie

Journal: Annals of applied probability

Citation: G. Cox, Alexander M. et Wang, Jiajie, Root.s barrier: Construction, optimality and applications to variance options, Annals of applied probability , 23(3), 2013, pp. 859-894

Three-dimensional Brownian motion and the golden ratio rule

Authors: Glover, Kristoffer Hulley, Hardy Peskir, Goran

Journal: Annals of applied probability

Citation: Glover, Kristoffer et al., Three-dimensional Brownian motion and the golden ratio rule, Annals of applied probability , 23(3), 2013, pp. 895-922

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