Annals of applied probability: an official journal of the Institute of Mathematical Statistics
Threstholds for virus spread on networks.
Moez Draief, Ayalvadi Ganesh, Laurent Massoulié
págs. 359-378
Fabien Panloup
págs. 379-426
Harald Luschgy, Gilles Pagès
págs. 427-469
The Tracy-Widow limit for the largest eigenvalues of singular complex Wishart matrices.
Alexei Onatski
págs. 470-490
Consistent price systems and face-lifting pricing under transaction costs.
Paolo Guasoni, Miklos Rasonyi, Walter Schachermayer
págs. 491-520
Distributions of linear functionals of two parameter Poisson-Dirichlet random measures.
Lancelot F. James, Antonio Lijoi, Igor Prünster
págs. 521-551
Multisource Bayesian sequential change detection.
Savas Dayanik, H. Vincent Poor, Semih O. Sezer
págs. 552-590
Basic properties of nonlinear stochastic Schrödinger equations driven by Brownian motions.
Carlos M. Mora, Rolando Rebolledo
págs. 591-619
Convex pricing by a generalized entropy penalty
Johannes Leitner
págs. 620-631
Stochastic control problems for systems driven by normal martingales.
Rainer Buckdahn, Jin Ma, Catherine Rainer
págs. 632-663
The ODE method for stability of skip-free Markov chains with applications to MCMC.
Gersende Fort, Sean Meyn, Eric Moulines, Pierre Priouret
págs. 664-707
Navigation on a Poisson point process.
Charles Bordenave
págs. 708-746
Renormalization of the two-dimensional Lotka-Volterra model.
J. Theodore Cox, Edwin A. Perkins
págs. 747-812
Estimating correlation from high, low, opening and closing prices.
L.C.G. Rogers, Fanyin Zhou
págs. 813-823
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