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Results: 1-25 | 26-50 | 51-75 | 76-97

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Results : 51-75/97

Degree distribution of shortest path trees and bias of network sampling algorithms

Authors: Bhamidi, Shankar Goodman, Jesse Hofstad, Remco van der Komjáthy, Júlia

Journal: Annals of applied probability

Citation: Bhamidi, Shankar et al., Degree distribution of shortest path trees and bias of network sampling algorithms, Annals of applied probability , 25(4), 2015, pp. 1780-1826

Strict local martingales and bubbles

Authors: Kardaras,Constantinos Kreher,Dörte Nikeghbali, Ashkan

Journal: Annals of applied probability

Citation: Kardaras,constantinos et al., Strict local martingales and bubbles, Annals of applied probability , 25(4), 2015, pp. 1827-1867

On Gerber.Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function

Authors: Avram, F. Palmowski, Z. Pistorius, M. R.

Journal: Annals of applied probability

Citation: F. Avram, et al., On Gerber.Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function, Annals of applied probability , 25(4), 2015, pp. 1868-1935

Critical population and error threshold on the sharp peak landscape for the Wright.Fisher model

Authors: Cerf, Raphaël

Journal: Annals of applied probability

Citation: Cerf, Raphaël, Critical population and error threshold on the sharp peak landscape for the Wright.Fisher model, Annals of applied probability , 25(4), 2015, pp. 1936-1992

Branching random walks and multi-type contact-processes on the percolation cluster of Zd

Authors: Bertacchi, Daniela Zucca, Fabio

Journal: Annals of applied probability

Citation: Bertacchi, Daniela et Zucca, Fabio, Branching random walks and multi-type contact-processes on the percolation cluster of Zd, Annals of applied probability , 25(4), 2015, pp. 1993-2012

Jigsaw percolation: What social networks can collaboratively solve a puzzle?

Authors: Brummitt, Charles D. Chatterjee, Shirshendu Dey, Partha S. Sivakoff, David

Journal: Annals of applied probability

Citation: D. Brummitt, Charles et al., Jigsaw percolation: What social networks can collaboratively solve a puzzle?, Annals of applied probability , 25(4), 2015, pp. 2013-2038

An integral equation for Root.s barrier and the generation of Brownian increments

Authors: Gassiat, Paul Mijatovi., Aleksandar Oberhauser, Harald

Journal: Annals of applied probability

Citation: Gassiat, Paul et al., An integral equation for Root.s barrier and the generation of Brownian increments, Annals of applied probability , 25(4), 2015, pp. 2039-2065

Hedging, arbitrage and optimality with superlinear frictions

Authors: Guasoni, Paolo Rásonyi, Miklós

Journal: Annals of applied probability

Citation: Guasoni, Paolo et Rásonyi, Miklós, Hedging, arbitrage and optimality with superlinear frictions, Annals of applied probability , 25(4), 2015, pp. 2066-2095

Global solvability of a networked integrate-and-fire model of McKean.Vlasov type

Authors: Delarue, François Inglis, James Rubenthaler, Sylvain Tanré, Etienne

Journal: Annals of applied probability

Citation: Delarue, François et al., Global solvability of a networked integrate-and-fire model of McKean.Vlasov type, Annals of applied probability , 25(4), 2015, pp. 2096-2133

Randomized and backward SDE representation for optimal control of non-Markovian SDEs

Authors: Fuhrman, Marco Pham, Huyên

Journal: Annals of applied probability

Citation: Fuhrman, Marco et Pham, Huyên, Randomized and backward SDE representation for optimal control of non-Markovian SDEs, Annals of applied probability , 25(4), 2015, pp. 2134-2167

On well-posedness of forward.backward SDEs.A unified approach

Authors: Ma, Jin Wu, Zhen Zhang, Detao Zhang, Jianfeng

Journal: Annals of applied probability

Citation: Ma, Jin et al., On well-posedness of forward.backward SDEs.A unified approach, Annals of applied probability , 25(4), 2015, pp. 2168-2214

The vertex-cut-tree of Galton.Watson trees converging to a stable tree

Authors: Dieuleveut, Daphné

Journal: Annals of applied probability

Citation: Dieuleveut, Daphné, The vertex-cut-tree of Galton.Watson trees converging to a stable tree, Annals of applied probability , 25(4), 2015, pp. 2215-2262

Optimal scaling for the transient phase of the random walk Metropolis algorithm: The mean-field limit

Authors: Jourdain, Benjamin Lelièvre, Tony Miasojedow, B.a.ej

Journal: Annals of applied probability

Citation: Jourdain, Benjamin et al., Optimal scaling for the transient phase of the random walk Metropolis algorithm: The mean-field limit, Annals of applied probability , 25(4), 2015, pp. 2263-2300

Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps

Authors: Kharroubi, Idris Langrené, Nicolas Pham, Huyên

Journal: Annals of applied probability

Citation: Kharroubi, Idris et al., Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps, Annals of applied probability , 25(4), 2015, pp. 2301-2338

Limit shapes for growing extreme characters of U(.)

Authors: Borodin, Alexei Bufetov, Alexey Olshanski, Grigori

Journal: Annals of applied probability

Citation: Borodin, Alexei et al., Limit shapes for growing extreme characters of U(.), Annals of applied probability , 25(4), 2015, pp. 2339-2381

Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk

Authors: Davis, M. H. A. Pistorius, M. R.

Journal: Annals of applied probability

Citation: A. Davis, M. H. et R. Pistorius, M., Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk, Annals of applied probability , 25(5), 2015, pp. 2383-2415

Space.time percolation and detection by mobile nodes

Authors: Stauffer, Alexandre

Journal: Annals of applied probability

Citation: Stauffer, Alexandre, Space.time percolation and detection by mobile nodes, Annals of applied probability , 25(4), 2015, pp. 2416-2461

Twitter event networks and the Superstar model

Authors: Bhamidi, Shankar Steele, J. Michael Zaman,Tauhid

Journal: Annals of applied probability

Citation: Bhamidi, Shankar et al., Twitter event networks and the Superstar model, Annals of applied probability , 25(5), 2015, pp. 2462-2502

Optimal stopping under adverse nonlinear expectation and related games

Authors: Nutz, Marcel Zhang, Jianfeng

Journal: Annals of applied probability

Citation: Nutz, Marcel et Zhang, Jianfeng, Optimal stopping under adverse nonlinear expectation and related games, Annals of applied probability , 25(5), 2015, pp. 2503-2534

Weak approximation of second-order BSDEs

Authors: Possamaï, Dylan Tan, Xiaolu

Journal: Annals of applied probability

Citation: Possamaï, Dylan et Tan, Xiaolu, Weak approximation of second-order BSDEs, Annals of applied probability , 25(5), 2015, pp. 2535-2562

Time discretization of FBSDE with polynomial growth drivers and reaction.diffusion PDEs

Authors: Lionnet, Arnaud Reis, Gonçalo dos Szpruch, Lukasz

Journal: Annals of applied probability

Citation: Lionnet, Arnaud et al., Time discretization of FBSDE with polynomial growth drivers and reaction.diffusion PDEs, Annals of applied probability , 25(5), 2015, pp. 2563-2625

A stochastic analysis of resource sharing with logarithmic weights

Authors: Robert, Philippe Véber, Amandine

Journal: Annals of applied probability

Citation: Robert, Philippe et Véber, Amandine, A stochastic analysis of resource sharing with logarithmic weights, Annals of applied probability , 25(5), 2015, pp. 2626-2670

Shadow price in the power utility case

Authors: Herczegh, Attila Prokaj, Vilmos

Journal: Annals of applied probability

Citation: Herczegh, Attila et Prokaj, Vilmos, Shadow price in the power utility case, Annals of applied probability , 25(5), 2015, pp. 2671-2707

A model for a large investor trading at market indifference prices. II: Continuous-time case

Authors: Bank, Peter Kramkov, Dmitry

Journal: Annals of applied probability

Citation: Bank, Peter et Kramkov, Dmitry, A model for a large investor trading at market indifference prices. II: Continuous-time case, Annals of applied probability , 25(5), 2015, pp. 2708-2742

The set of solutions of random XORSAT formulae

Authors: Ibrahimi, Morteza Kanoria, Yash Kraning, Matt Montanari, Andrea

Journal: Annals of applied probability

Citation: Ibrahimi, Morteza et al., The set of solutions of random XORSAT formulae, Annals of applied probability , 25(5), 2015, pp. 2743-2808

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