Random networks with sublinear preferential attachment: degree evolutions.
Random time changes for sock-sorting and other stochastic process limit theorems.
Résolution d'un problème d'ordonnancement à ressources variables
Risk minimization in the model with transaction costs
The problem of hedging a contingent claim with minimization of quadratic risk is studied. Existence of an optimal strategy for the model with proportional transaction cost and nondelayed observation is shown.