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

Articles table of contents

Results : 26-50/74

Time-changed CIR default intensities with two-sided mean-reverting jumps

Authors: Mendoza-Arriaga, Rafael Linetsky, Vadim

Journal: Annals of applied probability

Citation: Mendoza-arriaga, Rafael et Linetsky, Vadim, Time-changed CIR default intensities with two-sided mean-reverting jumps, Annals of applied probability , 24(2), 2014, pp. 811-856

The K-process on a tree as a scaling limit of the GREM-like trap model

Authors: Fontes, L. R. G. Gava, R. J. Gayrard, V.

Journal: Annals of applied probability

Citation: G. Fontes, L. R. et al., The K-process on a tree as a scaling limit of the GREM-like trap model, Annals of applied probability , 24(2), 2014, pp. 857-897

Stochastic target games with controlled loss

Authors: Bouchard, Bruno Moreau, Ludovic Nutz, Marcel

Journal: Annals of applied probability

Citation: Bouchard, Bruno et al., Stochastic target games with controlled loss, Annals of applied probability , 24(3), 2014, pp. 899-934

Universality of covariance matrices

Authors: Pillai, Natesh S. Yin, Jun

Journal: Annals of applied probability

Citation: S. Pillai, Natesh et Yin, Jun, Universality of covariance matrices, Annals of applied probability , 24(3), 2014, pp. 935-1001

Asymptotically optimal discretization of hedging strategies with jumps

Authors: Rosenbaum, Mathieu Tankov, Peter

Journal: Annals of applied probability

Citation: Rosenbaum, Mathieu et Tankov, Peter, Asymptotically optimal discretization of hedging strategies with jumps, Annals of applied probability , 24(3), 2014, pp. 1002-1048

Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme

Authors: Alfonsi, A. Jourdain, B. Kohatsu-Higa, A.

Journal: Annals of applied probability

Citation: A. Alfonsi, et al., Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme, Annals of applied probability , 24(3), 2014, pp. 1049-1080

Epidemics on random intersection graphs

Authors: Ball, Frank G. Sirl, David J. Trapman, Pieter

Journal: Annals of applied probability

Citation: G. Ball, Frank et al., Epidemics on random intersection graphs, Annals of applied probability , 24(3), 2014, pp. 1081-1128

Simulation of BSDEs by Wiener chaos expansion

Authors: Briand, Philippe Labart, Céline

Journal: Annals of applied probability

Citation: Briand, Philippe et Labart, Céline, Simulation of BSDEs by Wiener chaos expansion, Annals of applied probability , 24(3), 2014, pp. 1129-1171

Moments and Lyapunov exponents for the parabolic Anderson model

Authors: Borodin, Alexei Corwin, Ivan

Journal: Annals of applied probability

Citation: Borodin, Alexei et Corwin, Ivan, Moments and Lyapunov exponents for the parabolic Anderson model, Annals of applied probability , 24(3), 2014, pp. 1172-1198

Limiting spectral distribution of a symmetrized auto-cross covariance matrix

Authors: Jin, Baisuo Wang, Chen Bai, Z. D. Nair, K. Krishnan Harding, Matthew

Journal: Annals of applied probability

Citation: Jin, Baisuo et al., Limiting spectral distribution of a symmetrized auto-cross covariance matrix, Annals of applied probability , 24(3), 2014, pp. 1199-1225

Stochastically-induced bistability in chemical reaction systems

Authors: McSweeney, John K. Popovic, Lea

Journal: Annals of applied probability

Citation: K. Mcsweeney, John et Popovic, Lea, Stochastically-induced bistability in chemical reaction systems, Annals of applied probability , 24(3), 2014, pp. 1226-1268

Search trees: Metric aspects and strong limit theorems

Authors: Grübel, Rudolf

Journal: Annals of applied probability

Citation: Grübel, Rudolf, Search trees: Metric aspects and strong limit theorems, Annals of applied probability , 24(3), 2014, pp. 1269-1297

Propagation of chaos in neural fields

Authors: Touboul, Jonathan

Journal: Annals of applied probability

Citation: Touboul, Jonathan, Propagation of chaos in neural fields, Annals of applied probability , 24(3), 2014, pp. 1298-1328

Characterization of stationary distributions of reflected diffusions

Authors: Kang, Weining Ramanan, Kavita

Journal: Annals of applied probability

Citation: Kang, Weining et Ramanan, Kavita, Characterization of stationary distributions of reflected diffusions, Annals of applied probability , 24(4), 2014, pp. 1329-1374

On the existence of accessible paths in various models of fitness landscapes

Authors: Hegarty, Peter Martinsson, Anders

Journal: Annals of applied probability

Citation: Hegarty, Peter et Martinsson, Anders, On the existence of accessible paths in various models of fitness landscapes, Annals of applied probability , 24(4), 2014, pp. 1375-1395

On the stability of sequential Monte Carlo methods in high dimensions

Authors: Beskos, Alexandros Crisan, Dan Jasra, Ajay

Journal: Annals of applied probability

Citation: Beskos, Alexandros et al., On the stability of sequential Monte Carlo methods in high dimensions, Annals of applied probability , 24(4), 2014, pp. 1396-1445

Poisson.Dirichlet statistics for the extremes of a log-correlated Gaussian field

Authors: Arguin, Louis-Pierre Zindy, Olivier

Journal: Annals of applied probability

Citation: Arguin, Louis-pierre et Zindy, Olivier, Poisson.Dirichlet statistics for the extremes of a log-correlated Gaussian field, Annals of applied probability , 24(4), 2014, pp. 1446-1481

Concentration of measure for Brownian particle systems interacting through their ranks

Authors: Pal, Soumik Shkolnikov, Mykhaylo

Journal: Annals of applied probability

Citation: Pal, Soumik et Shkolnikov, Mykhaylo, Concentration of measure for Brownian particle systems interacting through their ranks, Annals of applied probability , 24(4), 2014, pp. 1482-1508

Progressive enlargements of filtrations with pseudo-honest times

Authors: Li, Libo Rutkowski, Marek

Journal: Annals of applied probability

Citation: Li, Libo et Rutkowski, Marek, Progressive enlargements of filtrations with pseudo-honest times, Annals of applied probability , 24(4), 2014, pp. 1509-1553

Monotonicity of the value function for a two-dimensional optimal stopping problem

Authors: Assing, Sigurd Jacka, Saul Ocejo, Adriana

Journal: Annals of applied probability

Citation: Assing, Sigurd et al., Monotonicity of the value function for a two-dimensional optimal stopping problem, Annals of applied probability , 24(4), 2014, pp. 1554-1584

Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation

Authors: Giles, Michael B. Szpruch, Lukasz

Journal: Annals of applied probability

Citation: B. Giles, Michael et Szpruch, Lukasz, Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation, Annals of applied probability , 24(4), 2014, pp. 1585-1620

Extremal laws for the real Ginibre ensemble

Authors: Rider, Brian Sinclair, Christopher D.

Journal: Annals of applied probability

Citation: Rider, Brian et D. Sinclair, Christopher, Extremal laws for the real Ginibre ensemble, Annals of applied probability , 24(4), 2014, pp. 1621-1651

Almost sure optimal hedging strategy

Authors: Gobet, Emmanuel Landon, Nicolas

Journal: Annals of applied probability

Citation: Gobet, Emmanuel et Landon, Nicolas, Almost sure optimal hedging strategy, Annals of applied probability , 24(4), 2014, pp. 1652-1690

On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields

Authors: Liu, Jingchen Xu, Gongjun

Journal: Annals of applied probability

Citation: Liu, Jingchen et Xu, Gongjun, On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields, Annals of applied probability , 24(4), 2014, pp. 1691-1738

Filtration shrinkage, strict local martingales and the Föllmer measure

Authors: Larsson, Martin

Journal: Annals of applied probability

Citation: Larsson, Martin, Filtration shrinkage, strict local martingales and the Föllmer measure, Annals of applied probability , 24(4), 2014, pp. 1739-1766

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