Annals of applied probability: an official journal of the Institute of Mathematical Statistics
Affine processes on positive semidefinite matrices.
Christa Cuchiero, Damir Filipovic, Eberhard Mayerhofer, Josef Teichmann
págs. 397-463
Sourav Chatteriee, Qi-Man Shao
págs. 464-483
Heavy traffic analysis for EDF queues with reneging.
Lukasz Kruk, John Lehoczky, Kavita Ramanan, Steven Shreve
págs. 484-545
Limit theorems for power variations of pure-jump processes with application to activity estimation.
Viktor Todorov, George Tauchen
págs. 546-588
The Longstaff-Schwartz algorithm for Lévy models: Results on fast and slow convergence.
Stefan Gerhold
págs. 589-608
Tomoyuki Ichiba
, Vassilios Papathanakos, Adrian Banner, Ioannis Karatzas, Robert Fernholzpágs. 609-644
On the transition from heavy traffic to heavy tails for the M/G/1 queue: The regularly varying case.
Mariana Olvera-Cravioto, Jose Blanchet, Peter Glynn
págs. 645-668
Sampling conditioned hypoelliptic diffusions.
Martin Hairer, Andrew M. Stuart, Jochen Voss
págs. 669-698
Traveling waves of selective sweeps.
Rick Durrett, John Mayberry
págs. 699-744
Diffusion limits of limited processor sharing queues.
Jiheng Zhang, J.G. Dai, Bert Zwart
págs. 745-799
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