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

• 

  Año 2013, Vol. 23, Número 2

  • No-arbitrage of second kind in countable markets with proportional transaction costs.

    Bruno Bouchard, Erik Taflin

    págs. 427-454

    

  • Optimal investment under multiple defaults risk: A BSDE-decomposition approach.

    Ying Jiao

    págs. 455-491

    

  • Stochastic coalescence in logarithmic time.

    Po-Shen Loh, Eyal Lubetzky

    págs. 492-528

    

  • Separation of time-scales and model reduction for stochastic reaction networks.

    Hye-Won Kang, Thomas G. Kurtz

    págs. 529-583

    

  • Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function.

    Adam J. Harper

    págs. 584-616

    

  • A Berry�Esseen bound with applications to vertex degree counts in the Erdos�Rényi random graph.

    Larry Goldstein

    págs. 617-636

    

  • Sharp benefit-to-cost rules for the evolution of cooperation on regular graphs.

    Yu-Ting Chen

    págs. 637-664

    

  • On utility maximization under convex portfolio constraints.

    Kasper Larsen, Gordan Zitkovic

    págs. 665-692

    

  • Alignment-free phylogenetic reconstruction: Sample complexity via a branching process analysis.

    Constantinos Daskalakis, Sebastien Roch

    págs. 693-721

    

  • Large deviations for the degree structure in preferential attachment schemes.

    Jihyeok Choi, Sunder Sethuraman

    págs. 722-763

    

  • Cone-constrained continuous-time Markowitz problems.

    Christoph Czichowsky, Martin Schweizer

    págs. 764-810

    

  • Convergence analysis of some multivariate Markov chains using stochastic monotonicity.

    Kshitij Khare, Nabanita Mukherjee

    págs. 811-833

    

  • Error distributions for random grid approximations of multidimensional stochastic integrals.

    Carl Lindberg, Holger Rootzén

    págs. 834-857