Annals of applied probability: an official journal of the Institute of Mathematical Statistics

• 

  Año 2008, Vol. 18, Número 5

  • Seleccionado

    On optimality of the strategy in de finetti's dividend problem for spectrally negative lévy processes.

    R.L. Loeffen

    págs. 1669-1680

    
  • Seleccionado

    An explicit solution for an optimal stopping/optimal control problem which models an asset sale.

    Vicky Herderson, David Hobson

    págs. 1681-1705

    
  • Seleccionado

    Propagation of chaos and Poincaré inequalities for a system of particles interacting through their cdf.

    Benjamin Jourdain, Florent Malrieu

    págs. 1706-1736

    
  • Seleccionado

    Binomial approximations of shortfall risk for game options.

    Yan Dolinsky, Yuri Kifer

    págs. 1737-1770

    
  • Seleccionado

    Neighbor selection and hitting probability in small-world graphs.

    Oskar Sandberg

    págs. 1771-1793

    
  • Seleccionado

    Moderate deviations for Poisson-Dirichlet distribution.

    Shui Feng, Gao Fuqing

    págs. 1794-1824

    
  • Seleccionado

    Brownian moving averages have conditional full support.

    Alexander Cherny

    págs. 1825-1830

    
  • Seleccionado

    On martingale approximations.

    Ou Zhao, Michael Woodroofe

    págs. 1831-1847

    
  • Seleccionado

    Exponential inequalities for self-normalized martingales with applications.

    Bernard Bercu, Abderrahmen Touati

    págs. 1848-1869

    
  • Seleccionado

    Pathwise inequalities for local time: Applications to Shorokhod embeddings and optimal stopping.

    A.M.G. Cox, David Hobson, Jan Oblój

    págs. 1870-1896

    
  • Seleccionado

    Uniqueness thresholds on trees versus graphs.

    Allan Sly

    págs. 1897-1909

    
  • Seleccionado

    Linear and quadratic functionals of random hazard rates: An asymptotic analysis.

    Giovanni Pecatti, Igor Prünster

    págs. 1910-1943

    
  • Seleccionado

    Geodesics in first passage percolation.

    Christopher Hoffman

    págs. 1944-1969

    
  • Seleccionado

    On universal estimates for binary renewal processes.

    Gusztáv Morvai, Benjamin Weiss

    págs. 1970-1992

    
  • Seleccionado

    Finite size scaling for the core of large random hypergraphs.

    Amir Dembo, Andrea Montanari

    págs. 1993-2040

    
  • Seleccionado

    Reflected and doubly reflected BSDEs with jumps: A priori estimates and comparison.

    Stéphane Crépey , Anis Matoussi

    págs. 2041-2069