Volume 27; Issue 6

The Annals of Applied Probability

Volume 27; Issue 6
2

Optimal dividend and investment problems under Sparre Andersen model

Bai, Lihua, Ma, Jin, Xing, Xiaojing
Journal:
The Annals of Applied Probability
Year:
2017
Language:
english
File:
PDF, 410 KB
english, 2017
4

Unbiased simulation of stochastic differential equations

Henry-Labordère, Pierre, Tan, Xiaolu, Touzi, Nizar
Journal:
The Annals of Applied Probability
Year:
2017
Language:
english
File:
PDF, 357 KB
english, 2017
5

Financial markets with a large trader

Blümmel, Tilmann, Rheinländer, Thorsten
Journal:
The Annals of Applied Probability
Year:
2017
Language:
english
File:
PDF, 437 KB
english, 2017
7

On the instability of matching queues

Moyal, Pascal, Perry, Ohad
Journal:
The Annals of Applied Probability
Year:
2017
Language:
english
File:
PDF, 442 KB
english, 2017
8

The dividend problem with a finite horizon

De Angelis, Tiziano, Ekström, Erik
Journal:
The Annals of Applied Probability
Year:
2017
Language:
english
File:
PDF, 213 KB
english, 2017
10

Robust bounds in multivariate extremes

Engelke, Sebastian, Ivanovs, Jevgenijs
Journal:
The Annals of Applied Probability
Year:
2017
Language:
english
File:
PDF, 524 KB
english, 2017
12

Asymptotic Lyapunov exponents for large random matrices

Nguyen, Hoi H.
Journal:
The Annals of Applied Probability
Year:
2017
Language:
english
File:
PDF, 291 KB
english, 2017
13

Asymptotic bias of stochastic gradient search

Tadić, Vladislav B., Doucet, Arnaud
Journal:
The Annals of Applied Probability
Year:
2017
Language:
english
File:
PDF, 469 KB
english, 2017
15

Large deviations for the exclusion process with a slow bond

Franco, Tertuliano, Neumann, Adriana
Journal:
The Annals of Applied Probability
Year:
2017
Language:
english
File:
PDF, 421 KB
english, 2017