larrard's library 122 articles Export

	How markets slowly digest changes in supply and demand [My Copy] by Jean-Philippe Bouchaud, J. Doyne Farmer, Fabrizio Lillo posted to no-tag by larrard on 2009-09-16 21:47:34 as
	The long memory of the efficient market [My Copy] by Fabrizio Lillo1, J. Doyne Farmer1 posted to no-tag by larrard on 2009-09-16 21:42:03 as
	Stochastic process limit [My Copy] by Ward Whitt posted to no-tag by larrard on 2009-09-16 21:34:00 as
	EXECUTING LARGE ORDERS IN A MICROSCOPIC MARKET MODEL [My Copy] by S. Alexander Weis posted to no-tag by larrard on 2009-09-16 21:33:14 as
	FUNCTIONAL LIMIT THEOREMS FOR A SIMPLE AUCTION [My Copy] MATHEMATICS OF OPERATIONS RESEARCH by K. Łukasz Kru posted to hf by larrard on 2009-09-16 20:33:14 as
	The Opinion Game: Stock price evolution from microscopic market modelling [My Copy] International Journal of Theoretical and Applied Finance by Anton Bovier posted to hf by larrard on 2009-09-16 20:32:06 as
	Characterizations and embedding properties in exchangeability [My Copy] Probability Theory and Related Fields, Vol. 60, No. 2. (1 June 1982), pp. 249-281. by Olav Kallenberg posted to no-tag by larrard on 2009-08-24 13:20:29 as
	Exchangeability and related topics [My Copy] École d'Été de Probabilités de Saint-Flour XIII — 1983 (1985), pp. 1-198. by David Aldous posted to no-tag by larrard on 2009-08-24 13:18:34 as along with 1 person casutton
	Random Discrete Distributions Invariant Under Size-biased Permutation [My Copy] Adv. Appl. Prob, Vol. 28 (1995), pp. 525-539. by Jim Pitman posted to no-tag by larrard on 2009-08-24 13:15:25 as
	Exchangeable and partially exchangeable random partitions [My Copy] Probability Theory and Related Fields, Vol. 102, No. 2. (1 June 1995), pp. 145-158. by Jim Pitman posted to no-tag by larrard on 2009-08-24 13:12:18 as
	Coherent random allocations, and the Ewens-Pitman formula [My Copy] Journal of Mathematical Sciences, Vol. 138, No. 3. (1 October 2006), pp. 5699-5710. by S. Kerov posted to no-tag by larrard on 2009-08-24 13:11:50 as
	EXISTENCE AND UNIQUENESS OF SOLUTIONS FOR BSDES WITH LOCALLY LIPSCHITZ COEFFICIENT [My Copy] by Khaled Bahlali posted to no-tag by larrard on 2009-01-23 23:36:11 as
	Multi-Dimensional G-Brownian Motion and Related Stochastic Calculus under G-Expectation [My Copy] (10 Jan 2007) by Shige Peng posted to no-tag by larrard on 2009-01-22 18:04:23 as
	Optimal Derivatives Design under Dynamic Risk Measures [My Copy] by Pauline Barrieu, Nicole E. Karoui posted to no-tag by larrard on 2009-01-22 18:02:13 as
	Hierarchical Beta Processes and the Indian Bu®et Process [My Copy] by Romain Thibaux, Michael I. Jordan posted to no-tag by larrard on 2008-11-20 01:13:54 as
	Infinite latent feature model and the indian buffet process. [My Copy] by Thomas L. Griffiths, Zoubin Ghahramani posted to no-tag by larrard on 2008-11-20 01:09:57 as
	Hierarchical Beta and Gamma process and application to vision [My Copy] by Romain Thibaux posted to no-tag by larrard on 2008-11-20 00:29:33 as
	Stick-breaking Construction for the Indian Buffet Process [My Copy] by Yee W. Teh, Dilan G¨or¨ur, Zoubin Ghahramani posted to no-tag by larrard on 2008-11-18 06:03:18 as
	Bayesian nonparametric latent feature models [My Copy] by Zoubin Ghahramani, Thomas L. Griffiths, Peter Sollich posted to no-tag by larrard on 2008-11-18 05:07:53 as
	Two-parameter Poisson-Dirichlet measures and reversible exchangeable fragmentation-coalescence processes [My Copy] by Jean Bertoin posted to no-tag by larrard on 2008-11-17 23:11:44 as
	Split-Merge algorithms for Dirichlet Process Mixtures via Markov chains on virtual permutations [My Copy] by Romain Thibaux, Michael Jordan posted to no-tag by larrard on 2008-11-17 22:14:27 as
	Poisson-Kingman partitions [My Copy] by Jim Pitman posted to no-tag by larrard on 2008-11-10 22:56:35 as
	Gibbs Partitions (EPPF's) Derived From a Stable Subordinator are Fox H and Meijer G Transforms [My Copy] (29 Aug 2007) by Man-Wai Ho, Lancelot F. James, John W. Lau posted to no-tag by larrard on 2008-11-10 22:37:15 as along with 1 person haulk
	Random Discrete Distributions [My Copy] by J. F. C. Kingman posted to no-tag by larrard on 2008-11-10 22:06:25 as along with 1 person rudasa
	Some properties of the range of super-Brownian motion [My Copy] (22 Jun 1998) by Jean-François Delmas posted to no-tag by larrard on 2008-11-10 05:12:46 as
	Random Planar Lattices and Integrated SuperBrownian Excursion [My Copy] (22 May 2002) by Philippe Chassaing, Gilles Schaeffer posted to no-tag by larrard on 2008-11-10 05:01:33 as
	Tree-based models for random distribution of mass [My Copy] Journal of Statistical Physics, Vol. 73, No. 3. (1 November 1993), pp. 625-641. by David Aldous posted to no-tag by larrard on 2008-11-10 04:56:56 as
	Finite time extinction of superprocesses with catalysts [My Copy] by Donald A. Dawson, Klaus Fleischmann, Carl Mueller posted to no-tag by larrard on 2008-11-09 04:41:55 as
	Behavior near the extinction time in self-similar fragmentations I: the stable case [My Copy] (7 May 2008) by Christina Goldschmidt, Bénédicte Haas posted to no-tag by larrard on 2008-11-04 08:15:02 as
	Fragmenting random permutations [My Copy] (4 Dec 2007) by Christina Goldschmidt, James B. Martin, Dario Spanò posted to no-tag by larrard on 2008-11-04 08:14:43 as along with 1 person haulk
	Dual random fragmentation and coagulation and an application to the genealogy of Yule processes [My Copy] (10 Aug 2004) by Jean Bertoin, Christina Goldschmidt posted to no-tag by larrard on 2008-11-04 08:11:32 as
	Random recursive trees and the Bolthausen-Sznitman coalescent [My Copy] (2 Jun 2005) by Christina Goldschmidt, James B. Martin posted to no-tag by larrard on 2008-11-04 08:07:33 as
	Coagulation--fragmentation duality, Poisson--Dirichlet distributions and random recursive trees [My Copy] (9 Feb 2007) by Rui Dong, Christina Goldschmidt, James B. Martin posted to no-tag by larrard on 2008-11-04 08:02:48 as
	Continuum tree asymptotics of discrete fragmentations and applications to phylogenetic models [My Copy] (25 Sep 2008) by Bénédicte Haas, Grégory Miermont, Jim Pitman, Matthias Winkel posted to no-tag by larrard on 2008-11-04 00:56:41 as
	The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator [My Copy] by Jim Pitman, Marc Yor posted to no-tag by larrard on 2008-11-03 23:27:20 as along with 1 person rudasa
	Bayesian Nonparametric Latent Feature Models [My Copy] by Zoubin Ghahramani, Thomas Griffiths, Peter Sollich posted to no-tag by larrard on 2008-11-02 02:49:43 as
	NONPARAMETRIC BAYESIAN ESTIMATORS FOR COUNTING PROCESSES [My Copy] by Yongdai Kim posted to no-tag by larrard on 2008-11-02 01:29:36 as
	The Bolthausen–Sznitman coalescent and the genealogy of continuous-state branching processes [My Copy] by Bertoin, Le Gall posted to no-tag by larrard on 2008-11-01 21:39:57 as
	Branching processes in Lévy processes: Laplace functionals of snakes and superprocesses [My Copy] by Le Gall, Le Jan posted to no-tag by larrard on 2008-11-01 20:13:37 as
	Branching processes in Lévy processes: the exploration process [My Copy] by Le Gall, Le Jan posted to no-tag by larrard on 2008-11-01 20:12:14 as
	Splitting and Merging Components of a Nonconjugate Dirichlet Process Mixture Model [My Copy] by Jain, Neal posted to no-tag by larrard on 2008-10-29 00:23:02 as
	AN IMPROVED MERGE-SPLIT SAMPLER FOR CONJUGATE DIRICHLET PROCESS MIXTURE MODELS [My Copy] by David B. Dahl posted to no-tag by larrard on 2008-10-29 00:08:27 as
	Special, conjugate and complete scale functions for spectrally negative Lévy processes [My Copy] by Andreas E. Kyprianou, Victor Rivero posted to no-tag by larrard on 2008-10-17 02:24:03 as
	Valleys and the maximum local time for random walk in random environment [My Copy] (9 Mar 2006) by Amir Dembo, Nina Gantert, Yuval Peres, Zhan Shi posted to no-tag by larrard on 2008-10-17 01:09:49 as
	Efficient Monte Carlo simulation of uncoupled continuous-time random walks and approximate solution of the fractional diffusion equation [My Copy] (17 Jul 2007) by Daniel Fulger, Enrico Scalas, Guido Germano posted to no-tag by larrard on 2008-10-16 22:59:28 as
	How markets slowly digest changes in supply and demand [My Copy] (4 Sep 2008) by Jean-Philippe Bouchaud, J. Doyne Farmer, Fabrizio Lillo posted to no-tag by larrard on 2008-10-16 21:47:41 as along with 1 person mdengler
	Proportional Fairness and its Relationship with Multi-class Queueing Networks [My Copy] (16 Sep 2008) by N. S. Walton posted to no-tag by larrard on 2008-10-16 07:56:03 as along with 1 person jleny
	Explicit Computations for a Filtering Problem with Point Process Observations with Applications to Credit Risk [My Copy] (11 Feb 2008) by Vincent Leijdekker, Peter Spreij posted to no-tag by larrard on 2008-10-16 07:10:47 as
	On a generalization of Mittag-Leffler function and its properties [My Copy] Journal of Mathematical Analysis and Applications, Vol. 336, No. 2. (15 December 2007), pp. 797-811. by A. Shukla, J. Prajapati posted to no-tag by larrard on 2008-10-16 06:54:17 as
	Renewal processes of Mittag-Leffler and Wright type [My Copy] (29 Jan 2007) by Francesco Mainardi, Rudolf Gorenflo, Alessandro Vivoli posted to no-tag by larrard on 2008-10-16 06:35:52 as

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rwre	11
fractional_brownian_motion	2
hf	2
rwre_in_dynamic_environment	2
brox_process	1
calculus	1
countinous_rwre	1
environment	1
fbm	1
in	1
levy	1
linear_diffuion	1
mesure	1
power_law	1
probability	1
processes	1
random	1
random_diffusion	1
stationnaire	1
stochastic	1
superprocesses	1
walk	1

larrard's library 122 articles Export

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