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

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  Año 2013, Vol. 23, Número 4

  • Positive recurrence of piecewise Ornstein�Uhlenbeck processes and common quadratic Lyapunov functions.

    A.B. Dieker, Xuefeng Gao

    págs. 1291-1317

    

  • Fluid limits to analyze long-term flow rates of a stochastic network with ingress discarding.

    John Musacchio, Jean Walrand

    págs. 1318-1354

    

  • On the closure in the Emery topology of semimartingale wealth-process sets.

    Constantinos Kardaras

    págs. 1355-1376

    

  • Upper bound on the rate of adaptation in an asexual population.

    Michael Kelly

    págs. 1377-1408

    

  • Randomized urn models revisited using stochastic approximation.

    Sophie Laruelle, Gilles Pagès

    págs. 1409-1436

    

  • Dynamics of cancer recurrence.

    Jasmine Foo, Kevin Leder

    págs. 1437-1468

    

  • The cut-tree of large Galton�Watson trees and the Brownian CRT.

    Jean Bertoin, Grégory Miermont

    págs. 1469-1493

    

  • A trajectorial interpretation of Doob's martingale inequalities.

    B. Acciaio, M. Beiglböck, F. Penkner, Walter Schachermayer, J. Temme

    págs. 1494-1505

    

  • Convolution equivalent Lévy processes and first passage times.

    Philip S. Griffin

    págs. 1506-1543

    

  • Quantitative version of the Kipnis�Varadhan theorem and Monte Carlo approximation of homogenized coefficients.

    Antoine Gloria, Jean-Christophe Mourrat

    págs. 1544-1583

    

  • Mimicking an Itô process by a solution of a stochastic differential equation.

    Gerard Brunick, Steven Shreve

    págs. 1584-1628

    

  • Kalikow-type decomposition for multicolor infinite range particle systems.

    Antonio Galves, N.L. Garcia, E. Löcherbach, E. Orlandi

    págs. 1629-1659

    

  • Weak approximations for Wiener functionals.

    Dorival Leäo, Alberto Ohashi

    págs. 1660-1691

    

  • Analysis of casino shelf shuffling machines.

    Persi Diaconis, Jason Fulman, Susan Holmes

    págs. 1692-1720