서울대학교 외국학술지지원센터(FRIC)

서울대학교 외국학술지지원센터(FRIC)는 국내 모든 연구자에게 자연과학 분야 원문복사 서비스를 무료로 제공하고 있습니다.

CURRENT CONTENTS/Earth Science

Annals of Applied Probability vol.22 no.1 2012

seoulfric 2012. 10. 2. 14:59

An optimal error estimate in stochastic homogenization of discrete elliptic equations
Antoine Gloria and Felix Otto
1-28

Weak disorder asymptotics in the stochastic mean-field model of distance
Shankar Bhamidi and Remco van der Hofstad
29-69

Switched networks with maximum weight policies: Fluid approximation and multiplicative state space collapse
Devavrat Shah and Damon Wischik
70-127

Randomized scheduling algorithm for queueing networks
Devavrat Shah and Jinwoo Shin
128-171

Asymptotics of robust utility maximization
Thomas Knispel
172-212

Risk measuring under model uncertainty
Jocelyne Bion-Nadal and Magali Kervarec
213-238

Portfolios and risk premia for the long run
Paolo Guasoni and Scott Robertson
239-284

Differentiability of quadratic BSDEs generated by continuous martingales
Peter Imkeller, Anthony Réveillac and Anja Richter
285-336

Distribution of levels in high-dimensional random landscapes
Zakhar Kabluchko
337-362

The Bellman equation for power utility maximization with semimartingales
Marcel Nutz
363-406

On optimality gaps in the Halfin–Whitt regime
Baris Ata and Itai Gurvich
407-455