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

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  Año 2013, Vol. 23, Número 6

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    Limit theory for point processes in manifolds.

    Mathew D. Penrose, J.E. Yukich

    págs. 2161-2211

    
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    Hedging of game options with the presence of transaction costs.

    Yan Dolinsky

    págs. 2212-2237

    
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    Sticky central limit theorems on open books.

    Stephan Huckemann, Huiling Le, J. S. Marron, Jonathan C. Mattingly, Ezra Miller, James Nolen, Megan Owen, Vic Patrangenaru, Sean Skwerer

    págs. 2238-2258

    
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    Hitting time for Bessel processes�walk on moving spheres algorithm (WoMS)

    Madalina Deaconu, Samuel Herrmann

    págs. 2259-2289

    
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    Dimensional reduction in nonlinear filtering: A homogenization approach.

    Peter Imkeller, N. Sri Namachchivaya, Nicolas Perkowski, Hoong C. Yeong

    págs. 2290-2326

    
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    Optimal stopping problems for the maximum process with upper and lower caps.

    Curdin Ott

    págs. 2327-2356

    
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    Scaling limits via excursion theory: Interplay between Crump�Mode�Jagers branching processes and processor-sharing queues.

    Amaury Lambert, Florian Simatos, Bert Zwart

    págs. 2357-2381

    
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    Steady-state GI/G/n queue in the Halfin�Whitt regime.

    David Gamarnik, David A. Goldberg

    págs. 2382-2419

    
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    Second order reflected backward stochastic differential equations.

    Anis Matoussi, Dylan Possamai, Chao Zhou

    págs. 2420-2457

    
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    Phase transitions in exponential random graphs.

    Charles Radin, Mei Yin

    págs. 2458-2471

    
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    A control problem with fuel constraint and Dawson�Watanabe superprocesses.

    Alexander Schied

    págs. 2472-2499

    
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    Stability properties of some particle filters.

    Nick Whiteley

    págs. 2500-2537

    
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    Fixation in the one-dimensional Axelrod model.

    Nicolas Lanchier, Stylianos Scarlatos

    págs. 2538-2559

    
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    A limit process for partial match queries in random quadtrees and 2-d trees.

    Nicolas Broutin, Ralph Neininger , Henning Sulzbach

    págs. 2560-2603