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Results: 1-25 | 26-50 | 51-74

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Killed Brownian motion with a prescribed lifetime distribution and models of default

Authors: Ettinger, Boris Evans, Steven N. Hening, Alexandru

Journal: Annals of applied probability

Citation: Ettinger, Boris et al., Killed Brownian motion with a prescribed lifetime distribution and models of default, Annals of applied probability , 24(1), 2014, pp. 1-33

The Wang.Landau algorithm reaches the flat histogram criterion in finite time

Authors: Jacob, Pierre E. Ryder, Robin J.

Journal: Annals of applied probability

Citation: E. Jacob, Pierre et J. Ryder, Robin, The Wang.Landau algorithm reaches the flat histogram criterion in finite time, Annals of applied probability , 24(1), 2014, pp. 34-53

The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions

Authors: Pulido, Sergio

Journal: Annals of applied probability

Citation: Pulido, Sergio, The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions, Annals of applied probability , 24(1), 2014, pp. 54-75

Qualitative properties of .-fair policies in bandwidth-sharing networks

Authors: Shah, D. Tsitsiklis, J. N. Zhong, Y.

Journal: Annals of applied probability

Citation: D. Shah, et al., Qualitative properties of .-fair policies in bandwidth-sharing networks, Annals of applied probability , 24(1), 2014, pp. 76-113

A Gibbs sampler on the n -simplex

Authors: Smith, Aaron

Journal: Annals of applied probability

Citation: Smith, Aaron, A Gibbs sampler on the n -simplex, Annals of applied probability , 24(1), 2014, pp. 114-130

Minimising MCMC variance via diffusion limits, with an application to simulated tempering

Authors: Roberts, Gareth O. Rosenthal, Jeffrey S.

Journal: Annals of applied probability

Citation: O. Roberts, Gareth et S. Rosenthal, Jeffrey, Minimising MCMC variance via diffusion limits, with an application to simulated tempering, Annals of applied probability , 24(1), 2014, pp. 131-149

A complete convergence theorem for voter model perturbations

Authors: Cox, J. Theodore Perkins, Edwin A.

Journal: Annals of applied probability

Citation: Cox, J. Theodore et A. Perkins, Edwin, A complete convergence theorem for voter model perturbations, Annals of applied probability , 24(1), 2014, pp. 150-197

Long-range last-passage percolation on the line

Authors: Foss, Sergey Martin, James B. Schmidt, Philipp

Journal: Annals of applied probability

Citation: Foss, Sergey et al., Long-range last-passage percolation on the line, Annals of applied probability , 24(1), 2014, pp. 198-234

Deviation inequalities, moderate deviations and some limit theorems for bifurcating Markov chains with application

Authors: Penda, S. Valère Bitseki Djellout, Hacène Guillin, Arnaud

Journal: Annals of applied probability

Citation: Penda, S. Valère Bitseki et al., Deviation inequalities, moderate deviations and some limit theorems for bifurcating Markov chains with application, Annals of applied probability , 24(1), 2014, pp. 235-291

On the stability of planar randomly switched systems

Authors: Benaïm, Michel Borgne, Stéphane Le Malrieu, Florent Zitt, Pierre-André

Journal: Annals of applied probability

Citation: Benaïm, Michel et al., On the stability of planar randomly switched systems, Annals of applied probability , 24(1), 2014, pp. 292-311

A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options

Authors: Galichon, A. Henry-Labordère, P. Touzi, N.

Journal: Annals of applied probability

Citation: A. Galichon, et al., A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options, Annals of applied probability , 24(1), 2014, pp. 312-336

Error bounds for Metropolis.Hastings algorithms applied to perturbations of Gaussian measures in high dimensions

Authors: Eberle, Andreas

Journal: Annals of applied probability

Citation: Eberle, Andreas, Error bounds for Metropolis.Hastings algorithms applied to perturbations of Gaussian measures in high dimensions, Annals of applied probability , 24(1), 2014, pp. 337-377

Many-server heavy-traffic limit for queues with time-varying parameters

Authors: Liu, Yunan Whitt, Ward

Journal: Annals of applied probability

Citation: Liu, Yunan et Whitt, Ward, Many-server heavy-traffic limit for queues with time-varying parameters, Annals of applied probability , 24(1), 2014, pp. 378-421

Loss of memory of hidden Markov models and Lyapunov exponents

Authors: Collet, Pierre Leonardi, Florencia

Journal: Annals of applied probability

Citation: Collet, Pierre et Leonardi, Florencia, Loss of memory of hidden Markov models and Lyapunov exponents, Annals of applied probability , 24(1), 2014, pp. 422-446

A note on .Bayesian nonparametric estimators derived from conditional Gibbs structures.

Authors: Lijoi, Antonio Prünster, Igor Walker, Stephen G.

Journal: Annals of applied probability

Citation: Lijoi, Antonio et al., A note on .Bayesian nonparametric estimators derived from conditional Gibbs structures., Annals of applied probability , 24(1), 2014, pp. 447-448

A small-time coupling between .-coalescents and branching processes

Authors: Berestycki, Julien Berestycki, Nathanaël Limic, Vlada

Journal: Annals of applied probability

Citation: Berestycki, Julien et al., A small-time coupling between .-coalescents and branching processes, Annals of applied probability , 24(2), 2014, pp. 449-475

Universality for one-dimensional hierarchical coalescence processes with double and triple merges

Authors: Faggionato, A. Roberto, C. Toninelli, C.

Journal: Annals of applied probability

Citation: A. Faggionato, et al., Universality for one-dimensional hierarchical coalescence processes with double and triple merges, Annals of applied probability , 24(2), 2014, pp. 476-525

Subgeometric rates of convergence of Markov processes in the Wasserstein metric

Authors: Butkovsky, Oleg

Journal: Annals of applied probability

Citation: Butkovsky, Oleg, Subgeometric rates of convergence of Markov processes in the Wasserstein metric, Annals of applied probability , 24(2), 2014, pp. 526-552

Quasi-stationary distributions for randomly perturbed dynamical systems

Authors: Faure, Mathieu Schreiber, Sebastian J.

Journal: Annals of applied probability

Citation: Faure, Mathieu et J. Schreiber, Sebastian, Quasi-stationary distributions for randomly perturbed dynamical systems, Annals of applied probability , 24(2), 2014, pp. 553-598

Path properties of the disordered pinning model in the delocalized regime

Authors: Alexander, Kenneth S. Zygouras, Nikos

Journal: Annals of applied probability

Citation: S. Alexander, Kenneth et Zygouras, Nikos, Path properties of the disordered pinning model in the delocalized regime, Annals of applied probability , 24(2), 2014, pp. 599-615

Stability of solitons under rapidly oscillating random perturbations of the initial conditions

Authors: Fedrizzi, Ennio

Journal: Annals of applied probability

Citation: Fedrizzi, Ennio, Stability of solitons under rapidly oscillating random perturbations of the initial conditions, Annals of applied probability , 24(2), 2014, pp. 616-651

Second order discretization of backward SDEs and simulation with the cubature method

Authors: Crisan, Dan Manolarakis, Konstantinos

Journal: Annals of applied probability

Citation: Crisan, Dan et Manolarakis, Konstantinos, Second order discretization of backward SDEs and simulation with the cubature method, Annals of applied probability , 24(2), 2014, pp. 652-678

Runge.Kutta schemes for backward stochastic differential equations

Authors: Chassagneux, Jean-François Crisan, Dan

Journal: Annals of applied probability

Citation: Chassagneux, Jean-françois et Crisan, Dan, Runge.Kutta schemes for backward stochastic differential equations, Annals of applied probability , 24(2), 2014, pp. 679-720

Central limit theorems and diffusion approximations for multiscale Markov chain models

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

Journal: Annals of applied probability

Citation: Kang, Hye-won et al., Central limit theorems and diffusion approximations for multiscale Markov chain models, Annals of applied probability , 24(2), 2014, pp. 721-759

Scheduling parallel servers in the nondegenerate slowdown diffusion regime: Asymptotic optimality results

Authors: Atar, Rami Gurvich, Itai

Journal: Annals of applied probability

Citation: Atar, Rami et Gurvich, Itai, Scheduling parallel servers in the nondegenerate slowdown diffusion regime: Asymptotic optimality results, Annals of applied probability , 24(2), 2014, pp. 760-810

Results: 1-25 | 26-50 | 51-74