VOL. 5 · NO. 4 | November, 1995
 
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Index
Ann. Appl. Probab. 5 (4), (November, 1995) DOI: 10.1214/aoap/1177004595
No abstract available
Front Matter
Ann. Appl. Probab. 5 (4), (November, 1995)
No abstract available
Articles
Soren Asmussen, Peter Glynn, Jim Pitman
Ann. Appl. Probab. 5 (4), 875-896, (November, 1995) DOI: 10.1214/aoap/1177004597
KEYWORDS: Bessel bridge, Bessel process, bias, excursion, Euler scheme, Path decomposition, Riemann zeta function, Spitzer's identity, Stochastic differential equation, 65C05, 60J65, 60H10
Darrell Duffie, Peter Glynn
Ann. Appl. Probab. 5 (4), 897-905, (November, 1995) DOI: 10.1214/aoap/1177004598
KEYWORDS: Monte Carlo simulation, Stochastic differential equations, option pricing, finance, 65C05, 90A09
Shlomo Levental, Antolii V. Skorohod
Ann. Appl. Probab. 5 (4), 906-925, (November, 1995) DOI: 10.1214/aoap/1177004599
KEYWORDS: Martingale representation, Girsanov formula, Arbitrage, portfolio, equivalent martingale measure, 90A09, 60H30
Freddy Delbaen, Walter Schachermayer
Ann. Appl. Probab. 5 (4), 926-945, (November, 1995) DOI: 10.1214/aoap/1177004600
KEYWORDS: Arbitrage, immediate arbitrage, martingale, local martingale, equivalent martingale measure, representing measure, risk neutral measure, stochastic integration, mathematical finance, predictable Radon-Nikodym derivative, 90A09, 60G44, 46N10, 47N10‎, 60H05, 60G40
Sean P. Meyn
Ann. Appl. Probab. 5 (4), 946-957, (November, 1995) DOI: 10.1214/aoap/1177004601
KEYWORDS: Queueing networks, stability, 60K25, 90B25, 60K20, 90B35
Keigo Yamada
Ann. Appl. Probab. 5 (4), 958-982, (November, 1995) DOI: 10.1214/aoap/1177004602
KEYWORDS: diffusion approximation, Queueing network, heavy traffic condition, multidimensional diffusion with oblique reflection, 60F17, 60K25, 60H30
Joseph Abate, Gagan L. Choudhury, David M. Lucantoni, Ward Whitt
Ann. Appl. Probab. 5 (4), 983-1007, (November, 1995) DOI: 10.1214/aoap/1177004603
KEYWORDS: tail probabilities, asymptotics, moments, moment generating functions, Numerical transform inversion, extrapolation, 65D15, 65B05, 60E10
J. D. Biggins
Ann. Appl. Probab. 5 (4), 1008-1024, (November, 1995) DOI: 10.1214/aoap/1177004604
KEYWORDS: Spatial spread, asymptotic speed, propagation rate, CMJ process, 60J80
Hyun-Chung Kang, Stephen M. Krone, Claudia Neuhauser
Ann. Appl. Probab. 5 (4), 1025-1060, (November, 1995) DOI: 10.1214/aoap/1177004605
KEYWORDS: interacting particle systems, stepping-stone model, extinction, tence, periodic environment, random environment, multitype contact process, voter Wright-Fisher model, Moran model, 60K35, 92D10, 92D40
Gesine Reinert
Ann. Appl. Probab. 5 (4), 1061-1086, (November, 1995) DOI: 10.1214/aoap/1177004606
KEYWORDS: general stochastic epidemic, empirical measures, Stein's method, 60K30, 60G57, 92D30
Bennett L. Fox, George W. Heine
Ann. Appl. Probab. 5 (4), 1087-1094, (November, 1995) DOI: 10.1214/aoap/1177004607
KEYWORDS: simulated annealing, optimization, loop-skipping, coupling, noisy objective function, 60J05, 60J10, 60K10, 90C10, 90C11, 90C26
David J. Barsky, Alberto Gandolfi
Ann. Appl. Probab. 5 (4), 1095-1125, (November, 1995) DOI: 10.1214/aoap/1177004608
KEYWORDS: Maximum pseudo-likelihood estimator, consistent estimator, Markov random fields, 62M40, 62F12
Peter Kotelenez
Ann. Appl. Probab. 5 (4), 1126-1160, (November, 1995) DOI: 10.1214/aoap/1177004609
KEYWORDS: Stochastic partial differential equation, Navier-Stokes equation, random vortices, macroscopic limit, viscous diffusion, eddy diffusion, stochastic temperature field, 60H15, 76D05, 60F99, 35K55, 35A35, 35A40
Michael Eichler
Ann. Appl. Probab. 5 (4), 1161-1176, (November, 1995) DOI: 10.1214/aoap/1177004610
KEYWORDS: Point processes, empirical spectral process, functional central limit theorem, spectral density estimation, 60F05, 62M15, 60G55
Jean-Claude Fort, Gilles Pages
Ann. Appl. Probab. 5 (4), 1177-1216, (November, 1995) DOI: 10.1214/aoap/1177004611
KEYWORDS: self-organization, quantization, stochastic algorithms, neural networks, 60J05, 60K30
Nicholas C. Wormald
Ann. Appl. Probab. 5 (4), 1217-1235, (November, 1995) DOI: 10.1214/aoap/1177004612
KEYWORDS: random graph, random process, random regular graph, Independent set, Differential equations, $d$-process, 05C80
Yu Zhang
Ann. Appl. Probab. 5 (4), 1236-1240, (November, 1995) DOI: 10.1214/aoap/1177004613
KEYWORDS: Sequence matching, 62E20, 62P10
Back Matter
Ann. Appl. Probab. 5 (4), (November, 1995)
No abstract available
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