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

Articles table of contents

Results : 51-75/77

Conditional formulae for Gibbs-type exchangeable random partitions

Authors: Favaro, Stefano Lijoi, Antonio Prünster, Igor

Journal: Annals of applied probability

Citation: Favaro, Stefano et al., Conditional formulae for Gibbs-type exchangeable random partitions, Annals of applied probability , 23(5), 2013, pp. 1721-1754

Random G-expectations

Authors: Nutz, Marcel

Journal: Annals of applied probability

Citation: Nutz, Marcel, Random G-expectations, Annals of applied probability , 23(5), 2013, pp. 1755-1777

Comparison inequalities and fastest-mixing Markov chains

Authors: Fill, James Allen Kahn, Jonas

Journal: Annals of applied probability

Citation: Fill, James Allen et Kahn, Jonas, Comparison inequalities and fastest-mixing Markov chains, Annals of applied probability , 23(5), 2013, pp. 1778-1816

Robust maximization of asymptotic growth under covariance uncertainty

Authors: Bayraktar, Erhan Huang, Yu-Jui

Journal: Annals of applied probability

Citation: Bayraktar, Erhan et Huang, Yu-jui, Robust maximization of asymptotic growth under covariance uncertainty, Annals of applied probability , 23(5), 2013, pp. 1817-1840

Decay of tails at equilibrium for FIFO join the shortest queue networks

Authors: Bramson, Maury Lu, Yi Prabhakar, Balaji

Journal: Annals of applied probability

Citation: Bramson, Maury et al., Decay of tails at equilibrium for FIFO join the shortest queue networks, Annals of applied probability , 23(5), 2013, pp. 1841-1878

On the rate of convergence to stationarity of the M/M/N queue in the Halfin.Whitt regime

Authors: Gamarnik, David Goldberg, David A.

Journal: Annals of applied probability

Citation: Gamarnik, David et A. Goldberg, David, On the rate of convergence to stationarity of the M/M/N queue in the Halfin.Whitt regime, Annals of applied probability , 23(5), 2013, pp. 1879-1912

Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations

Authors: Hutzenthaler, Martin Jentzen, Arnulf Kloeden, Peter E.

Journal: Annals of applied probability

Citation: Hutzenthaler, Martin et al., Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations, Annals of applied probability , 23(5), 2013, pp. 1913-1966

Kinetically constrained spin models on trees

Authors: Martinelli, F. Toninelli, C.

Journal: Annals of applied probability

Citation: F. Martinelli, et C. Toninelli,, Kinetically constrained spin models on trees, Annals of applied probability , 23(5), 2013, pp. 1967-1987

Solving optimal stopping problems via empirical dual optimization

Authors: Belomestny, Denis

Journal: Annals of applied probability

Citation: Belomestny, Denis, Solving optimal stopping problems via empirical dual optimization, Annals of applied probability , 23(5), 2013, pp. 1988-2019

Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps

Authors: Hobson, David Klimmek, Martin

Journal: Annals of applied probability

Citation: Hobson, David et Klimmek, Martin, Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps, Annals of applied probability , 23(5), 2013, pp. 2020-2052

Near critical catalyst reactant branching processes with controlled immigration

Authors: Budhiraja, Amarjit Reinhold, Dominik

Journal: Annals of applied probability

Citation: Budhiraja, Amarjit et Reinhold, Dominik, Near critical catalyst reactant branching processes with controlled immigration, Annals of applied probability , 23(5), 2013, pp. 2053-2098

Systems with large flexible server pools: Instability of .natural. load balancing

Authors: Stolyar, Alexander L. Yudovina, Elena

Journal: Annals of applied probability

Citation: L. Stolyar, Alexander et Yudovina, Elena, Systems with large flexible server pools: Instability of .natural. load balancing, Annals of applied probability , 23(5), 2013, pp. 2099-2138

Robust filtering: Correlated noise and multidimensional observation

Authors: Crisan, D. Diehl, J. Friz, P. K. Oberhauser, H.

Journal: Annals of applied probability

Citation: D. Crisan, et al., Robust filtering: Correlated noise and multidimensional observation, Annals of applied probability , 23(5), 2013, pp. 2139-2160

Limit theory for point processes in manifolds

Authors: Penrose, Mathew D. Yukich, J. E.

Journal: Annals of applied probability

Citation: D. Penrose, Mathew et E. Yukich, J., Limit theory for point processes in manifolds, Annals of applied probability , 23(6), 2013, pp. 2161-2211

Hedging of game options with the presence of transaction costs

Authors: Dolinsky, Yan

Journal: Annals of applied probability

Citation: Dolinsky, Yan, Hedging of game options with the presence of transaction costs, Annals of applied probability , 23(6), 2013, pp. 2212-2237

Sticky central limit theorems on open books

Authors: Hotz, Thomas Skwerer, Sean Huckemann,Stephan Le,Huiling Marron, J. S. Mattingly, Jonathan C. Miller, Ezra Nolen,James Owen, Megan Patrangenaru, Vic

Journal: Annals of applied probability

Citation: Hotz, Thomas et al., Sticky central limit theorems on open books, Annals of applied probability , 23(6), 2013, pp. 2238-2258

Hitting time for Bessel processes.walk on moving spheres algorithm (WoMS)

Authors: Deaconu, Madalina Herrmann, Samuel

Journal: Annals of applied probability

Citation: Deaconu, Madalina et Herrmann, Samuel, Hitting time for Bessel processes.walk on moving spheres algorithm (WoMS), Annals of applied probability , 23(6), 2013, pp. 2259-2289

Dimensional reduction in nonlinear filtering: A homogenization approach

Authors: Imkeller, Peter Namachchivaya, N. Sri Perkowski, Nicolas Yeong, Hoong C.

Journal: Annals of applied probability

Citation: Imkeller, Peter et al., Dimensional reduction in nonlinear filtering: A homogenization approach, Annals of applied probability , 23(6), 2013, pp. 2290-2326

Optimal stopping problems for the maximum process with upper and lower caps

Authors: Ott, Curdin

Journal: Annals of applied probability

Citation: Ott, Curdin, Optimal stopping problems for the maximum process with upper and lower caps, Annals of applied probability , 23(6), 2013, pp. 2327-2356

Scaling limits via excursion theory: Interplay between Crump.Mode.Jagers branching processes and processor-sharing queues

Authors: Lambert, Amaury Simatos, Florian Zwart, Bert

Journal: Annals of applied probability

Citation: Lambert, Amaury et al., Scaling limits via excursion theory: Interplay between Crump.Mode.Jagers branching processes and processor-sharing queues, Annals of applied probability , 23(6), 2013, pp. 2357-2381

Steady-state GI/G/n queue in the Halfin.Whitt regime

Authors: Gamarnik, David Goldberg, David A.

Journal: Annals of applied probability

Citation: Gamarnik, David et A. Goldberg, David, Steady-state GI/G/n queue in the Halfin.Whitt regime, Annals of applied probability , 23(6), 2013, pp. 2382-2419

Second order reflected backward stochastic differential equations

Authors: Matoussi, Anis Possamai, Dylan Zhou, Chao

Journal: Annals of applied probability

Citation: Matoussi, Anis et al., Second order reflected backward stochastic differential equations, Annals of applied probability , 23(6), 2013, pp. 2420-2457

Phase transitions in exponential random graphs

Authors: Radin, Charles Yin, Mei

Journal: Annals of applied probability

Citation: Radin, Charles et Yin, Mei, Phase transitions in exponential random graphs, Annals of applied probability , 23(6), 2013, pp. 2458-2471

A control problem with fuel constraint and Dawson.Watanabe superprocesses

Authors: Schied, Alexander

Journal: Annals of applied probability

Citation: Schied, Alexander, A control problem with fuel constraint and Dawson.Watanabe superprocesses, Annals of applied probability , 23(6), 2013, pp. 2472-2499

Stability properties of some particle filters

Authors: Whiteley, Nick

Journal: Annals of applied probability

Citation: Whiteley, Nick, Stability properties of some particle filters, Annals of applied probability , 23(6), 2013, pp. 2500-2537

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