VOL. 12 · NO. 2 | May 2002
Front Matter
Ann. Appl. Probab. 12 (2), (May 2002) Open Access
No abstract available
Ann. Appl. Probab. 12 (2), (May 2002) Open Access
No abstract available
Fabio Antonelli, Arturo Kohatsu-Higa
Ann. Appl. Probab. 12 (2), 423-476, (May 2002) DOI: 10.1214/aoap/1026915611 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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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