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The Annals of Applied Probability
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Volume 18, Number 2
April 2008
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Editorial Staff
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Articles
Thresholds for virus spread on networks
Moez Draief
,
Ayalvadi Ganesh
, and
Laurent Massoulié
; 359 - 378
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Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process
Fabien Panloup
; 379 - 426
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Functional quantization rate and mean regularity of processes with an application to Lévy processes
Harald Luschgy
and
Gilles Pagès
; 427 - 469
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The Tracy–Widom limit for the largest eigenvalues of singular complex Wishart matrices
Alexei Onatski
; 470 - 490
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Consistent price systems and face-lifting pricing under transaction costs
Paolo Guasoni
,
Miklós Rásonyi
, and
Walter Schachermayer
; 491 - 520
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Distributions of linear functionals of two parameter Poisson–Dirichlet random measures
Lancelot F. James
,
Antonio Lijoi
, and
Igor Prünster
; 521 - 551
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Multisource Bayesian sequential change detection
Savas Dayanik
,
H. Vincent Poor
, and
Semih O. Sezer
; 552 - 590
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Basic properties of nonlinear stochastic Schrödinger equations driven by Brownian motions
Carlos M. Mora
and
Rolando Rebolledo
; 591 - 619
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Convex pricing by a generalized entropy penalty
Johannes Leitner
; 620 - 631
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Stochastic control problems for systems driven by normal martingales
Rainer Buckdahn
,
Jin Ma
, and
Catherine Rainer
; 632 - 663
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The ODE method for stability of skip-free Markov chains with applications to MCMC
Gersende Fort
,
Sean Meyn
,
Eric Moulines
, and
Pierre Priouret
; 664 - 707
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Navigation on a Poisson point process
Charles Bordenave
; 708 - 746
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Renormalization of the two-dimensional Lotka–Volterra model
J. Theodore Cox
and
Edwin A. Perkins
; 747 - 812
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Estimating correlation from high, low, opening and closing prices
L. C. G. Rogers
and
Fanyin Zhou
; 813 - 823
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