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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.