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Results : 1-25/108

The maximum maximum of a martingale with given n marginals

Authors: Henry-Labordère, Pierre Ob.ój, Jan Spoida, Peter Touzi, Nizar

Journal: Annals of applied probability

Citation: Henry-labordère, Pierre et al., The maximum maximum of a martingale with given n marginals, Annals of applied probability , 26(1), 2016, pp. 1-44

A uniform law for convergence to the local times of linear fractional stable motions

Authors: Duffy, James A.

Journal: Annals of applied probability

Citation: A. Duffy, James, A uniform law for convergence to the local times of linear fractional stable motions, Annals of applied probability , 26(1), 2016, pp. 45-72

Second-order properties and central limit theorems for geometric functionals of boolean models

Authors: Hug, Daniel Last, Günter Schulte, Matthias

Journal: Annals of applied probability

Citation: Hug, Daniel et al., Second-order properties and central limit theorems for geometric functionals of boolean models, Annals of applied probability , 26(1), 2016, pp. 73-135

Multilevel monte carlo for lévy-driven sdes: central limit theorems for adaptive euler schemes

Authors: Dereich, Steffen Li, Sangmeng

Journal: Annals of applied probability

Citation: Dereich, Steffen et Li, Sangmeng, Multilevel monte carlo for lévy-driven sdes: central limit theorems for adaptive euler schemes, Annals of applied probability , 26(1), 2016, pp. 136-185

Gambling in contests with random initial law

Authors: Feng, Han Hobson, David

Journal: Annals of applied probability

Citation: Feng, Han et Hobson, David, Gambling in contests with random initial law, Annals of applied probability , 26(1), 2016, pp. 186-215

Hawkes processes on large networks

Authors: Delattre,Sylvain Fournier, Nicolas Hoffmann, Marc

Journal: Annals of applied probability

Citation: Delattre,sylvain et al., Hawkes processes on large networks, Annals of applied probability , 26(1), 2016, pp. 216-261

Numerical simulation of quadratic bsdes

Authors: Chassagneux, Jean-François Richou, Adrien

Journal: Annals of applied probability

Citation: Chassagneux, Jean-françois et Richou, Adrien, Numerical simulation of quadratic bsdes, Annals of applied probability , 26(1), 2016, pp. 262-304

The densest subgraph problem in sparse random graphs

Authors: Anantharam, Venkat Salez, Justin

Journal: Annals of applied probability

Citation: Anantharam, Venkat et Salez, Justin, The densest subgraph problem in sparse random graphs, Annals of applied probability , 26(1), 2016, pp. 305-327

Approximating lévy processes with completely monotone jumps

Authors: Hackmann, Daniel Kuznetsov, Alexey

Journal: Annals of applied probability

Citation: Hackmann, Daniel et Kuznetsov, Alexey, Approximating lévy processes with completely monotone jumps, Annals of applied probability , 26(1), 2016, pp. 328-359

Sample path behavior of a lévy insurance risk process approaching ruin, under the cramér-lundberg and convolution equivalent conditions

Authors: Griffin, Philip S.

Journal: Annals of applied probability

Citation: S. Griffin, Philip, Sample path behavior of a lévy insurance risk process approaching ruin, under the cramér-lundberg and convolution equivalent conditions, Annals of applied probability , 26(1), 2016, pp. 360-401

On values of repeated games with signals

Authors: Gimbert, Hugo Renault, Jérôme Sorin, Sylvain Venel, Xavier Zielonka, Wies.aw

Journal: Annals of applied probability

Citation: Gimbert, Hugo et al., On values of repeated games with signals, Annals of applied probability , 26(1), 2016, pp. 402-424

Rough path recursions and diffusion approximations

Authors: Kelly, David

Journal: Annals of applied probability

Citation: Kelly, David, Rough path recursions and diffusion approximations, Annals of applied probability , 26(1), 2016, pp. 425-461

High-frequency asymptotics for lipschitz-killing curvatures of excursion sets on the sphere

Authors: Marinucci, Domenico Vadlamani, Sreekar

Journal: Annals of applied probability

Citation: Marinucci, Domenico et Vadlamani, Sreekar, High-frequency asymptotics for lipschitz-killing curvatures of excursion sets on the sphere, Annals of applied probability , 26(1), 2016, pp. 462-506

Exact formulas for random growth with half-flat initial data

Authors: Ortmann, Janosch Quastel, Jeremy Remenik, Daniel

Journal: Annals of applied probability

Citation: Ortmann, Janosch et al., Exact formulas for random growth with half-flat initial data, Annals of applied probability , 26(1), 2016, pp. 507-548

The symplectic geometry of closed equilateral random walks in 3-space

Authors: Cantarella, Jason Shonkwiler, Clayton

Journal: Annals of applied probability

Citation: Cantarella, Jason et Shonkwiler, Clayton, The symplectic geometry of closed equilateral random walks in 3-space, Annals of applied probability , 26(1), 2016, pp. 549-596

Randomized interior point methods for sampling and optimization

Authors: Narayanan, Hariharan

Journal: Annals of applied probability

Citation: Narayanan, Hariharan, Randomized interior point methods for sampling and optimization, Annals of applied probability , 26(1), 2016, pp. 597-641

Glassy phase and freezing of log-correlated gaussian potentials

Authors: Madaule,Thomas Rhodes, Rémi Vargas, Vincent

Journal: Annals of applied probability

Citation: Madaule,thomas et al., Glassy phase and freezing of log-correlated gaussian potentials, Annals of applied probability , 26(2), 2016, pp. 643-690

Dynamic random networks and their graph limits

Authors: Crane, Harry

Journal: Annals of applied probability

Citation: Crane, Harry, Dynamic random networks and their graph limits, Annals of applied probability , 26(2), 2016, pp. 691-721

The mean euler characteristic and excursion probability of gaussian random fields with stationary increments

Authors: Cheng, Dan Xiao, Yimin

Journal: Annals of applied probability

Citation: Cheng, Dan et Xiao, Yimin, The mean euler characteristic and excursion probability of gaussian random fields with stationary increments, Annals of applied probability , 26(2), 2016, pp. 722-759

Conditioned, quasi-stationary, restricted measures and escape from metastable states

Authors: Fernandez, R. Manzo, F. Nardi, F. R. Scoppola, E. Sohier, J.

Journal: Annals of applied probability

Citation: R. Fernandez, et al., Conditioned, quasi-stationary, restricted measures and escape from metastable states, Annals of applied probability , 26(2), 2016, pp. 760-793

A system of quadratic bsdes arising in a price impact model

Authors: Kramkov, Dmitry Pulido, Sergio

Journal: Annals of applied probability

Citation: Kramkov, Dmitry et Pulido, Sergio, A system of quadratic bsdes arising in a price impact model, Annals of applied probability , 26(2), 2016, pp. 794-817

A weak approximation with asymptotic expansion and multidimensional malliavin weights

Authors: Takahashi, Akihiko Yamada, Toshihiro

Journal: Annals of applied probability

Citation: Takahashi, Akihiko et Yamada, Toshihiro, A weak approximation with asymptotic expansion and multidimensional malliavin weights, Annals of applied probability , 26(2), 2016, pp. 818-856

A new coalescent for seed-bank models

Authors: Blath, Jochen Casanova, Adrián González",Kurt," Noemi Wilke-Berenguer, Maite

Journal: Annals of applied probability

Citation: Blath, Jochen et al., A new coalescent for seed-bank models, Annals of applied probability , 26(2), 2016, pp. 857-891

Quantitative propagation of chaos for generalized kac particle systems

Authors: Cortez, Roberto Fontbona, Joaquin

Journal: Annals of applied probability

Citation: Cortez, Roberto et Fontbona, Joaquin, Quantitative propagation of chaos for generalized kac particle systems, Annals of applied probability , 26(2), 2016, pp. 892-916

Cutoff for the noisy voter model

Authors: Cox, J. Theodore Peres, Yuval E. Steif, Jeffrey

Journal: Annals of applied probability

Citation: Cox, J. Theodore et al., Cutoff for the noisy voter model, Annals of applied probability , 26(2), 2016, pp. 917-932

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