海量图书期刊资源,随时随地畅享阅读乐趣
Estimation of Critical Values in Interacting Particle SystemsRaúl Gouet, F. Javier López and Gerardo Sanz · Journal of Applied Probability · 2000
A Martingale Approach to Strong Convergence of the Number of RecordsRaúl Gouet, F. Javier López and Miguel San Miguel · Advances in Applied Probability · 2001
Asymptotic Normality for the Counting Process of Weak Records and Δ-Records in Discrete ModelsRaúl Gouet, F. Javier López and Gerardo Sanz · Bernoulli · 2007
A theory of bond portfoliosEkeland, Ivar; Taflin, Erik · The Annals of Applied Probability · 2005
The Pricing of the American OptionRavi Myneni · The Annals of Applied Probability · 1992
Stability of Generalized Jackson NetworksS. P. Meyn and D. Down · The Annals of Applied Probability · 1994
Optimal arbitrage under model uncertaintyFernholz, Daniel; Karatzas, Ioannis · The Annals of Applied Probability · 2011
Backward-Forward Stochastic Differential EquationsAntonelli, Fabio · The Annals of Applied Probability · 1993
Asymptotics of robust utility maximizationKnispel, Thomas · The Annals of Applied Probability · 2012
Utility maximization in incomplete marketsHu, Ying; Imkeller, Peter; Müller, Matthias · The Annals of Applied Probability · 2005
Propagation of chaos in neural fieldsTouboul, Jonathan · The Annals of Applied Probability · 2014