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

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  Año 2012, Vol. 22, Número 1

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    An optimal error estimate in stochastic homogenization of discrete elliptic equations.

    Antoine Gloria, Felix Otto

    págs. 1-28

    
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    Weak disorder asymptotics in the stochastic mean-field model of distance.

    Shankar Bhamidi, Remco van der Hofstad

    págs. 29-69

    
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    Switched networks with maximum weight policies: Fluid approximation and multiplicative state space collapse.

    Devavrat Shah, Damon Wischik

    págs. 70-127

    
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    Randomized scheduling algorithm for queueing networks.

    Devavrat Shah, Jinwoo Shin

    págs. 128-171

    
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    Asymptotics of robust utility maximization.

    Thomas Knispel

    págs. 172-212

    
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    Risk measuring under model uncertainty.

    Jocelyne Bion-Nadal, Magali Kervarec

    págs. 213-238

    
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    Portfolios and risk premia for the long run.

    Paolo Guasoni, Scott Robertson

    págs. 239-284

    
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    Differentiability of quadratic BSDEs generated by continuous martingales.

    Peter Imkeller, Anthony Réveillac, Anja Richter

    págs. 285-336

    
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    Distribution of levels in high-dimensional random landscapes.

    Zakhar Kabluchko

    págs. 337-362

    
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    The Bellman equation for power utility maximization with semimartingales.

    Marcel Nutz

    págs. 363-406

    
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    On optimality gaps in the Halfin�Whitt regime.

    Baris Ata, Itai Gurvich

    págs. 407-455