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

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  Año 2011, Vol. 21, Número 2

  • Affine processes on positive semidefinite matrices.

    Christa Cuchiero, Damir Filipovic, Eberhard Mayerhofer, Josef Teichmann

    págs. 397-463

    

  • Nonnormal approximation by Stein�s method of exchangeable pairs with application to the Curie�Weiss model.

    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

    

  • Hybrid Atlas models.

    Tomoyuki Ichiba, Vassilios Papathanakos, Adrian Banner, Ioannis Karatzas, Robert Fernholz

    págs. 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