Annals of applied probability: an official journal of the Institute of Mathematical Statistics
On Lerch's transcendent and the Gaussian random walk.
A.J.E.M. Janssen, Johan S. H. Van Leeuwaarden
págs. 421-439
Efficient imortance sampling for Monte Carlo evaluation of exceedance probabilities.
Hock Peng Chan, Tze Leung Lai
págs. 440-473
Ergodic behavior of locally regulated branching populations.
M. Hutzenthaler, A. Wakolbinger
págs. 474-501
Randomly growing braid on three strands and the manta ray.
Jean Mairesse, Frédéric Mathéus
págs. 502-536
Limit laws for random vectors with and extreme component.
Janet E. Heffernan, Sidney I. Resnick
págs. 537-571
One-dimensional linear recursions with Markov-dependent coefficients.
Alexander Roitershtein
págs. 572-608
Exponential growth rates in a typed branching diffusion.
Y. Git, J.W. Harris, S.C. Harris
págs. 609-653
págs. 654-675
Renewals for exponentially increasing lifetimes, with an application to digital search trees.
Florian Dennert, Rudolf Grübel
págs. 676-687
Model robustness of finite state nonlinear filtering over the infinite time horizon.
Pavel Chigansky, Ramon Van Handel
págs. 688-715
On the density of properly maximal claims in financial markets with transaction costs.
Saul Jacka, Abdelkarem Berkaoui
págs. 716-740
W. Kang, R.J. Williams
págs. 741-779
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