Sommaire du Fascicule no. 2

Correction note: ``On occupation time functionals for diffusion processes and birth-and-death processes on graphs'' [Ann. Appl. Probab. 11 (2001), no. 2, 544–567; 1 843 057]

Weber, Matthias

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Largest Weighted Delay First Scheduling: Large Deviations and Optimality

Stolyar, Alexander L. ; Ramanan, Kavita

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p. 1-48

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Heavy Traffic Limits for Some Queueing Networks

Bramson, Maury ; Dai, J.G.

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p. 49-90

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Extreme Value Behavior in the Hopfield Model

Bovier, Anton ; Mason, David M.

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p. 91-120

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Spatial Structure in Low Dimensions for Diffusion Limited Two-Particle Reactions

Bramson, Maury ; Lebowitz, Joel L.

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p. 121-181

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On Uniqueness of Solutions for the Stochastic Differential Equations of Nonlinear Filtering

Lucic, Vladimir M. ; Heunis, Andrew J.

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p. 182-209

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Optimal Portfolio in Partially Observed Stochastic Volatility Models

Pham, Huy\^en ; Quenez, Marie-Claire

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p. 210-238

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A Model for Investment Decisions with Switching Costs

Duckworth, Kate ; Zervos, Mihail

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p. 239-260

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Aysmptotic Behavior of Absorbing Markov Chains Conditional on Nonabsorption for Applications in Conservation Biology

Gosselin, Frèdèric

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p. 261-284

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Reconstruction on Trees: Beating the Second Eigenvalue

Mossel, Elchanan

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p. 285-300

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A LIFO queue in heavy traffic

Limic, Vlada

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p. 301-331

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Real-time queues in heavy traffic with earliest-deadline-first queue discipline

Doytchinov, Bogdan ; Lehoczky, John ; Shreve, Steven

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p. 332-378

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Sample path large deviations for queues with many inputs

Wischik, Damon J.

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p. 379-404

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An extension of a result of Andjel

Mountford, Tom

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p. 405-418

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Stochastic billiards on general tables

Evans, Steven N.

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p. 419-437

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Perfect sampling of ergodic Harris chains

Corcoran, J. N. ; Tweedie, R. L.

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p. 438-451

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Limit laws for partial match queries in quadtrees

Neininger, Ralph ; Rüschendorf, Ludger

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p. 452-469

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Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions

Wiktorsson, Magnus

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p. 470-487

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Superprocesses over a stochastic flow

Skoulakis, Georgios ; Adler, Robert J.

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p. 488-543

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On occupation time functionals for diffusion processes and birth-and-death processes on graphs

Weber, Matthias

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p. 544-567

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Join the shortest queue: stability and exact asymptotics

Foley, R. D. ; McDonald, D. R.

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p. 569-607

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Dynamic scheduling of a system with two parallel servers in heavy traffic with resource pooling: asymptotic optimality of a threshold policy

Bell, S. L. ; Williams, R. J.

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p. 608-649

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Point processes in fast Jackson networks

Martin, James B.

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p. 650-663

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A dynamic maximum principle for the optimization of recursive utilities under constraints

El Karoui, N. ; Peng, S. ; Quenez, M. C.

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p. 664-693

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Optimal investment in incomplete markets when wealth may become negative

Schachermayer, Walter

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p. 694-734

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Optimal contingent claims

Jankunas, Andrius

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p. 735-749

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Optimal consumption choice with intertemporal substitution

Bank, Peter ; Riedel, Frank

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p. 750-788

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Strong approximation of the empirical process of Garch sequences

Berkes, István ; Horváth, Lajos

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p. 789-809

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Random walks with ``back buttons''

Fagin, Ronald ; Karlin, Anna R. ; Kleinberg, Jon ; Raghavan, Prabhakar ; Rajagopalan, Sridhar ; Rubinfeld, Ronitt ; Sudan, Madhu ; Tomkins, Andrew

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p. 810-862

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Counting intervals in the packing process

Baryshnikov, Yuliy ; Gnedin, Alexander

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p. 863-877

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Long strange segments of a stochastic process

Mansfield, Peter ; Rachev, Svetlozar T. ; Samorodnitsky, Gennady

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p. 878-921

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On a nonlinear stochastic wave equation in the plane: existence and uniqueness of the solution

Millet, Annie ; Morien, Pierre-Luc

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p. 922-951

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Long term behavior of solutions of the Lotka-Volterra system under small random perturbations

Khasminskii, R. Z. ; Klebaner, F. C.

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p. 952-963

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Compound Poisson approximation: a user's guide

Barbour, A. D. ; Chryssaphinou, O.

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p. 964-1002

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Central Limit Theorems for Some Graphs in Computational Geometry

Penrose, Mathew D. ; Yukich, J.E.

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p. 1005-1041

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The Profile of Binary Search Trees

Chauvin, Brigitte ; Drmota, Michael ; Jabbour-Hattab, Jean

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p. 1042-1062

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Rigidity Percolation and Boundary Conditions

Holroyd, Alexander E.

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p. 1063-1078

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Self-Attractive Random Plymers

Van Der Hofstad, Remco ; Klenke, Achim

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p. 1079-1115

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Saturation in a Makovian Parking Process

Gouet, Raúl ; López, F. Javier

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p. 1116-1136

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Stochastic Particle Approximations for Smoluchoski’s Coagualtion Equation

Eibeck, Andreas ; Wagner, Wolfgang

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p. 1137-1165

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Genealogies and Increasing Propagation of Chaos For Feynman-Kac and Genetic Models

Moral, P. Del ; Miclo, L.

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p. 1166-1198

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Reproducing Kernel Hilbert Space Methods for wide-sense self-similar Processes

Nuzman, Carl J. ; Poor, H. Vincent

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p. 1199-1219

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The Tail of the Stationary Distribution of an Autoregressive Process with Arch(1) Errors

Borkovec, Milan ; Klüppelberg, Claudia

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p. 1220-1241

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Exact Convergence Rates For The Distribution of Particles in Branching Random Walks

Chen, Xia

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p. 1242-1262

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Asymptotic Analysis and Extinction in a Stochastic Lotka-Volterra Model

Klebaner, F.C. ; Liptser, R.

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p. 1263-1291

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Sample Path Large Deviations and Convergence Parameters

Ignatiouk-Robert, Irina

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p. 1292-1329

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Dubins-freedman Processes and RC Filters

Mazza, Christian ; Piau, Didier

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p. 1330-1352

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Dual Formulation of the Utility Maximization Problem Under Transaction Costs

Deelstra, Griselda ; Pham, Huyên ; Touzi, Nizar

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p. 1353-1383

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Performance of Multiclass Markovian Queueing Networks Via Piecewise Linear Lyapunov Functions

Bertsimas, Dimitris ; Gamarnik, David ; Tsitsiklis, John N.

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p. 1384-1428

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