Sommaire du Fascicule no. 1

A Refinement of the Hunt-Kurtz Theory of Large Loss Networks, with an Application to Virtual Partitioning

Zachary, Stan ; Ziedins, Ilze

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p. 1-22

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Is Network Traffic Appriximated by Stable Lévy Motion or Fractional Brownian Motion?

Mikosch, Thomas ; Resnick, Sidney ; Rootzén, Holger ; Stegeman, Alwin

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p. 23-68

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Tail Probabilities of Subadditive Functionals of Lévy Processes

Braverman, Michael ; Mikosch, Thomas ; Samorodnitsky, Gennady

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p. 69-100

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Gaussian Limits Associated with the Poisson-Dirichlet Distribution and the Ewens Sampling Formula

Joyce, Paul ; Krone, Stephen M. ; Kurtz, Thomas G.

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p. 101-124

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Asexual Versus Promiscuous Bisexual Galton-Watson Processes: The Extinction Probability Ratio

Alsmeyer, Gerold ; Rösler, Uwe

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p. 125-142

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Minimizing Shortfall Risk and Applications to Finance and Insurance Problems

Pham, Huyên

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p. 143-172

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Risk-Sinsitive Dynamic Portfolio Optimization with Partial Information on Infinite Time Horizon

Nagai, Hideo ; Peng, Shige

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p. 173-195

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Approximation of American Put Prices by European Prices via an Embedding Method

Jourdain, B. ; Martini, C.

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p. 196-223

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Polynomial Convergence Rates of Markov Chains

Jarner, Søren F. ; Roberts, Gareth O.

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p. 224-247

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Global Optimization with Exploration/Selection Algorithms and Simulated Annealing

François, Olivier

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p. 248-271

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Limit Theory for Random Sequential Packing and Deposition

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

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p. 272-301

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Numberical Method for Backward Stochastic Differential Equations

Ma, Jin ; Protter, Philip ; San Martín, Jaime ; Torres, Soledad

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p. 302-316

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Large Deviations of Products of Random Topical Operators

Toomey, Fergal

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p. 317-333

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Probabilistic Characteristics Method for a One-Dimensional Inviscid Scalar Conservation Law

Jourdain, B.

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p. 334-360

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Stochastic Wave Equations with Polynomial Nonlinearity

Chow, Pao-Liu

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p. 361-381

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Importance Sampling Techniques for the Multidimensional Ruin Problem for General Markov Additive Sequences of Random Vectors

Collamore, J.F.

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p. 382-421

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Rate of convergence of a particle method to the solution of the McKean--Vlasov equation

Antonelli, Fabio ; Kohatsu-Higa, Arturo

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p. 423-476

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Asymptotic properties of certain anisotropic walks in random media

Shen, Lian

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p. 477-510

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Dispersion rates under finite mode Kolmogorov flows analysis

Cranston, Mike ; Scheutzow, Michael

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p. 511-532

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The shape theorem for the frog model

Alves, O. S. M. ; Machado, F. P. ; Popov, S. Yu.

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p. 533-546

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Eternal solutions to Smoluchowski's coagulation equation with additive kernel and their probabilistic interpretations

Bertoin, Jean

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p. 547-564

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Clusters and recurrence in the two-dimensional zero-temperature stochastic ising model

Camia, Federico ; De Santis, Emilio ; Newman, Charles M.

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p. 565-580

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Markov chain decomposition for convergence rate analysis

Madras, Neal ; Randall, Dana

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p. 581-606

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Bins and balls; Large deviations of the empirical occupancy process

Boucheron, Stéphane ; Gamboa, Fabrice ; Léonard, Christian

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p. 607-636

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Approximate Ewens formulae for symmetric overdominance selection

Grote, Mark N. ; Speed, Terence P.

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p. 637-663

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The optimal uniform approximation of systems of stochastic differential equations

Müller-Gronbach, Thomas

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p. 664-690

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Utility based optimal hedging in incomplete markets

Owen, M. P.

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p. 691-709

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Markovian term structure models in discrete time

Filipović, Damir ; Zabczyk, Jerzy

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p. 710-729

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Risk-sensitive control and an optimal investment model II

Fleming, W. H. ; Sheu, S. J.

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p. 730-767

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On the equivalence of the tube and Euler characteristic methods for the distribution of the maximum of Gaussian fields over piecewise smooth domains

Takemura, Akimichi ; Kuriki, Satoshi

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p. 768-796

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The fluid limit of a heavily loaded processor sharing queue

Gromoll, H. Christian ; Puha, Amber L. ; Williams, Ruth J.

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p. 797-859

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Fluid limits of string valued Markov processes

Dantzer, Jean-François ; Robert, Philippe

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p. 860-889

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On minimizing the ruin probability by investment and reinsurance

Schmidli, Hanspeter

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p. 890-907

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A characterization of multivariate regular variation

Basrak, Bojan ; Davis, Richard A. ; Mikosch, Thomas

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p. 908-920

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Processes with long memory: Regenerative construction and perfect simulation

Comets, Francis ; Fernández, Roberto ; Ferrari, Pablo A.

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p. 921-943

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Random censoring in set-indexed survival analysis

Ivanoff, B. Gail ; Merzbach, Ely

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p. 944-971

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Ratio prophet inequalities when the mortal has several choices

Assaf, David ; Goldstein, Larry ; Samuel-Cahn, Ester

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p. 972-984

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Almost sure convergence for iterated functions of independent random variables

Jordan, Jonathan

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p. 985-1000

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Strict inequalities for the time constant in first passage percolation

Marchand, R.

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p. 1001-1038

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Convergence of Markov chain approximations to stochastic reaction-diffusion equations

Kouritzin, Michael A. ; Long, Hongwei

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p. 1039-1070

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Asymptotics of hitting probabilities for general one-dimensional pinned diffusions

Baldi, Paolo ; Caramellino, Lucia

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p. 1071-1095

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On invariant measures of discrete time filters in the correlated signal-noise case

Budhiraja, A.

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p. 1096-1113

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Bounds on measures satisfying moment conditions

Lasserre, Jean B.

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p. 1114-1137

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Approximating the number of successes in independent trials: Binomial versus Poisson

Choi, K. P. ; Xia, Aihua

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p. 1139-1148

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Gaussian approximation theorems for urn models and their applications

Bai, Z. D. ; Hu, Feifang ; Zhang, Li-Xin

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p. 1149-1173

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Smooth generators of integral stochastic orders

Denuit, Michel ; Müller, Alfred

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p. 1174-1184

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Uniform value in recursive games

Solan, Eilon ; Vieille, Nicolas

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p. 1185-1201

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High-risk and competitive investment models

Bruss, F. Thomas ; Ferguson, Thomas S.

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p. 1202-1226

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Optimal investment with transaction costs and without semimartingales

Guasoni, Paolo

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p. 1227-1246

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On Cramér-like asymptotics for risk processes with stochastic return on investments

Paulsen, Jostein

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p. 1247-1260

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Barrier options and touch-and-out options under regular Lévy processes of exponential type

Boyarchenko, Svetlana ; Levendorskiĭ, Sergei

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p. 1261-1298

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Estimating some features of $NK$ fitness landscapes

Evans, Steven N. ; Steinsaltz, David

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p. 1299-1321

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Scenery reconstruction in two dimensions with many colors

Löwe, Matthias ; Matzinger, Heinrich

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p. 1322-1347

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The stepping stone model: New formulas expose old myths

Cox, J. Theodore ; Durrett, Richard

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p. 1348-1377

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Avoiding the origin: A finite-fuel stochastic control problem

Jacka, Saul

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p. 1378-1389

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Representation theorems for backward stochastic differential equations

Ma, Jin ; Zhang, Jianfeng

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p. 1390-1418

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A sample-paths approach to noise-induced synchronization: Stochastic resonance in a double-well potential

Berglund, Nils ; Gentz, Barbara

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p. 1419-1470

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Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes

Inoue, Akihiko

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p. 1471-1491

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About relaxation time of finite generalized Metropolis algorithms

Miclo, L.

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p. 1492-1515

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