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Castiel, Eyal
, Borst, Sem, Miclo, Laurent, Simatos, Florian and Whiting, Phil
(2021)
Induced idleness leads to deterministicheavy traffic limits for queue-basedrandom-access algorithms.
Annals of Applied Probability.
(In Press)
Gimbert, Hugo, Renault, Jérôme, Sorin, Sylvain, Venel, Xavier and Zielonka, Wieslaw
(2016)
On values of repeated games with signals.
Annals of Applied Probability, 26 (1).
pp. 402-424.
Huyen, Pham, Vathana, Ly Vath and Villeneuve, Stéphane
(2008)
A Mixed Singular/Switching Control Problem for a Dividend Policy with Reversible Technology Investment.
Annals of Applied Probability, 18 (3).
pp. 1164-1200.
Debussche, Arnaud and Gautier, Eric
(2008)
Small noise asymptotic of the timing jitter in soliton transmission.
Annals of Applied Probability, 18.
pp. 178-208.
Ekstrom, Erik and Villeneuve, Stéphane
(2006)
On the Value of Optimal Stopping Games.
Annals of Applied Probability, 16 (3).
pp. 1576-1596.
Lamberton, D. and Villeneuve, Stéphane
(2003)
Critical Price near Maturity for an American Option on a Dividend-Paying Stock.
Annals of Applied Probability, 13.
pp. 800-815.
