VOL. 12 · NO. 2 | May 2002
 
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Front Matter
Ann. Appl. Probab. 12 (2), (May 2002)
No abstract available
Ann. Appl. Probab. 12 (2), (May 2002)
No abstract available
Articles
Fabio Antonelli, Arturo Kohatsu-Higa
Ann. Appl. Probab. 12 (2), 423-476, (May 2002) DOI: 10.1214/aoap/1026915611
KEYWORDS: McKean--Vlasov equation, Malliavin calculus, 60H10, 60K35, 34F05, 90A12
Lian Shen
Ann. Appl. Probab. 12 (2), 477-510, (May 2002) DOI: 10.1214/aoap/1026915612
KEYWORDS: Random media, ballistic walks, asymptotic random walks, 60K37, 82D30
Mike Cranston, Michael Scheutzow
Ann. Appl. Probab. 12 (2), 511-532, (May 2002) DOI: 10.1214/aoap/1026915613
KEYWORDS: Kolmogorov velocity fields, Stochastic flows, dispersion, 60G35, 60G15, 60K40
O. S. M. Alves, F. P. Machado, S. Yu. Popov
Ann. Appl. Probab. 12 (2), 533-546, (May 2002) DOI: 10.1214/aoap/1026915614
KEYWORDS: Simple random walk, subadditive ergodic theorem, 60K35, 60J10
Jean Bertoin
Ann. Appl. Probab. 12 (2), 547-564, (May 2002) DOI: 10.1214/aoap/1026915615
KEYWORDS: Smoluchowski's coagulation equation, additive coalescence, Lévy process with no positive jumps, 60G51, 60K35, 82C21
Federico Camia, Emilio De Santis, Charles M. Newman
Ann. Appl. Probab. 12 (2), 565-580, (May 2002) DOI: 10.1214/aoap/1026915616
KEYWORDS: Clusters, recurrence, percolation, stochastic Ising model, transience, zero-temperature, coarsening, 60K35, 60J25, 82C22, 82C20
Neal Madras, Dana Randall
Ann. Appl. Probab. 12 (2), 581-606, (May 2002) DOI: 10.1214/aoap/1026915617
KEYWORDS: Markov chain, Monte Carlo, spectral gap, Metropolis-Hastings algorithm, simulated tempering, Decomposition, 60J05, 65C05, 68Q25
Stéphane Boucheron, Fabrice Gamboa, Christian Léonard
Ann. Appl. Probab. 12 (2), 607-636, (May 2002) DOI: 10.1214/aoap/1026915618
KEYWORDS: Random graphs, large deviations, occupancy, Orlicz spaces, Sanov theorem, Poisson approximation, 60F10, 05A17, 05C40, 05C80, 05A99
Mark N. Grote, Terence P. Speed
Ann. Appl. Probab. 12 (2), 637-663, (May 2002) DOI: 10.1214/aoap/1026915619
KEYWORDS: Ewens sampling formula, Poisson-Dirichlet distribution, general selection model, size-biased permutation, symmetric overdominance selection, Human Leukocyte Antigen (HLA) loci, 92D15, 62F10
Thomas Müller-Gronbach
Ann. Appl. Probab. 12 (2), 664-690, (May 2002) DOI: 10.1214/aoap/1026915620
KEYWORDS: Systems of stochastic differential equations, pathwise uniform approximation, asymptotic optimality, adaptive method, 65U05, 60H10
M. P. Owen
Ann. Appl. Probab. 12 (2), 691-709, (May 2002) DOI: 10.1214/aoap/1026915621
KEYWORDS: Utility, hedging, incomplete markets, contingent claims, 91B28, 91B16
Damir Filipović, Jerzy Zabczyk
Ann. Appl. Probab. 12 (2), 710-729, (May 2002) DOI: 10.1214/aoap/1026915622
KEYWORDS: Affine term structure, forward curve models, Gaussian term structure, Markov chains in discrete time with continuous state space, 91B28, 60J05
W. H. Fleming, S. J. Sheu
Ann. Appl. Probab. 12 (2), 730-767, (May 2002) DOI: 10.1214/aoap/1026915623
KEYWORDS: Risk-sensitive stochastic control, optimal investment model, long-term growth rate, dynamical programming equation, Ricatti equation, 90A09, 93E20, 60H30
Akimichi Takemura, Satoshi Kuriki
Ann. Appl. Probab. 12 (2), 768-796, (May 2002) DOI: 10.1214/aoap/1026915624
KEYWORDS: Chi-bar-squared distribution, Gauss-Bonnet theorem, Karhunen-Loève expansion, kinematic fundamental formula, Morse function, Naiman's inequality, 60G60, 53C65
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