The Annals of Applied Probability

An Official Journal of the Institute of Mathematical Statistics.


Volume 18, Number 3

Publication Date: June 2008

Frontmatter

Table of Contents

Editorial Staff

Articles

Mafia: A theoretical study of players and coalitions in a partial information environment

Mark Braverman, Omid Etesami and Elchanan Mossel; 825-846

On a class of optimal stopping problems for diffusions with discontinuous coefficients

Ludger Rüschendorf and Mikhail A. Urusov; 847-878

Optimal investment and consumption in a Black–Scholes market with Lévy-driven stochastic coefficients

Łukasz Delong and Claudia Klüppelberg; 879-908

Slow convergence in bootstrap percolation

Janko Gravner and Alexander E. Holroyd; 909-928

A unified framework for utility maximization problems: An Orlicz space approach

Sara Biagini and Marco Frittelli; 929-966

Proliferating parasites in dividing cells: Kimmel’s branching model revisited

Vincent Bansaye; 967-996

Asymptotic results on the length of coalescent trees

Jean-François Delmas, Jean-Stéphane Dhersin and Arno Siri-Jegousse; 997-1025

Clustering in a stochastic model of one-dimensional gas

Vladislav V. Vysotsky; 1026-1058

Palm distributions of wave characteristics in encountering seas

Sofia Aberg, Igor Rychlik and M. Ross Leadbetter; 1059-1084

Asymptotic normality of the k-core in random graphs

Svante Janson and Malwina J. Luczak; 1085-1137

Lp-variations for multifractal fractional random walks

Carenne Ludeña; 1138-1163

A mixed singular/switching control problem for a dividend policy with reversible technology investment

Vathana Ly Vath, Huyên Pham and Stéphane Villeneuve; 1164-1200

Variance bounding Markov chains

Gareth O. Roberts and Jeffrey S. Rosenthal; 1201-1214

Card shuffling and Diophantine approximation

Omer Angel, Yuval Peres and David B. Wilson; 1215-1231

Central limit theorem for signal-to-interference ratio of reduced rank linear receiver

G. M. Pan and W. Zhou; 1232-1270

Correction

Error estimates for binomial approximations of game options

Yan Dolinsky and Yuri Kifer; 1271-1277

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