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Articles table of contents

Results : 26-50/101

Scaling limit of the corrector in stochastic homogenization

Authors: Mourrat, Jean-Christophe Nolen, James

Journal: Annals of applied probability

Citation: Mourrat, Jean-christophe et Nolen, James, Scaling limit of the corrector in stochastic homogenization, Annals of applied probability , 27(2), 2017, pp. 944-959

Optimal consumption under habit formation in markets with transaction costs and random endowments

Authors: Yu, Xiang

Journal: Annals of applied probability

Citation: Yu, Xiang, Optimal consumption under habit formation in markets with transaction costs and random endowments, Annals of applied probability , 27(2), 2017, pp. 960-1002

Quickest detection problems for bessel processes

Authors:

Journal: Annals of applied probability

Citation: , Quickest detection problems for bessel processes, Annals of applied probability , 27(2), 2017, pp. 1003-1056

The asymptotic variance of the giant component of configuration model random graphs

Authors: Ball, Frank Neal, Peter

Journal: Annals of applied probability

Citation: Ball, Frank et Neal, Peter, The asymptotic variance of the giant component of configuration model random graphs, Annals of applied probability , 27(2), 2017, pp. 1057-1092

From stochastic, individual-based models to the canonical equation of adaptive dynamics in one step

Authors: Baar, Martina Bovier, Anton Champagnat, Nicolas

Journal: Annals of applied probability

Citation: Baar, Martina et al., From stochastic, individual-based models to the canonical equation of adaptive dynamics in one step, Annals of applied probability , 27(2), 2017, pp. 1093-1170

Logarithmic tails of sums of products of positive random variables bounded by one

Authors: Ko.odziejek, Bartosz

Journal: Annals of applied probability

Citation: Ko.odziejek, Bartosz, Logarithmic tails of sums of products of positive random variables bounded by one, Annals of applied probability , 27(2), 2017, pp. 1171-1189

Invariance principles for operator-scaling gaussian random fields

Authors: Biermé, Hermine Durieu,Olivier Wang, Yizao

Journal: Annals of applied probability

Citation: Biermé, Hermine et al., Invariance principles for operator-scaling gaussian random fields, Annals of applied probability , 27(2), 2017, pp. 1190-1234

Evolving voter model on dense random graphs

Authors: Basu, Riddhipratim Sly, Allan

Journal: Annals of applied probability

Citation: Basu, Riddhipratim et Sly, Allan, Evolving voter model on dense random graphs, Annals of applied probability , 27(2), 2017, pp. 1235-1288

Addendum to "Optimal stopping under model uncertainty: randomized stopping times approach"

Authors: Belomestny, Denis Krätschmer, Volker

Journal: Annals of applied probability

Citation: Belomestny, Denis et Krätschmer, Volker, Addendum to "Optimal stopping under model uncertainty: randomized stopping times approach", Annals of applied probability , 27(2), 2017, pp. 1289-1293

Hydrodynamic limits and propagation of chaos for interacting random walks in domains

Authors: Chen, Zhen-Qing Fan, Wai-Tong (Louis)

Journal: Annals of applied probability

Citation: Chen, Zhen-qing et Fan, Wai-tong (louis), Hydrodynamic limits and propagation of chaos for interacting random walks in domains, Annals of applied probability , 27(3), 2017, pp. 1299-1371

The number of potential winners in bradley.terry model in random environment

Authors: Chetrite, Raphael Diel, Roland Lerasle, Matthieu

Journal: Annals of applied probability

Citation: Chetrite, Raphael et al., The number of potential winners in bradley.terry model in random environment, Annals of applied probability , 27(3), 2017, pp. 1372-1394

On the distribution of the largest real eigenvalue for the real ginibre ensemble

Authors: Poplavskyi, Mihail Tribe, Roger Zaboronski, Oleg

Journal: Annals of applied probability

Citation: Poplavskyi, Mihail et al., On the distribution of the largest real eigenvalue for the real ginibre ensemble, Annals of applied probability , 27(3), 2017, pp. 1395-1413

Portfolio optimisation beyond semimartingales: shadow prices and fractional brownian motion

Authors: Czichowsky, Christoph Schachermayer, Walter

Journal: Annals of applied probability

Citation: Czichowsky, Christoph et Schachermayer, Walter, Portfolio optimisation beyond semimartingales: shadow prices and fractional brownian motion, Annals of applied probability , 27(3), 2017, pp. 1414-1451

Model-free superhedging duality

Authors: Burzoni, Matteo Frittelli, Marco Maggis, Marco

Journal: Annals of applied probability

Citation: Burzoni, Matteo et al., Model-free superhedging duality, Annals of applied probability , 27(3), 2017, pp. 1452-1477

Exact simulation of the wright.fisher diffusion

Authors: Jenkins, Paul A. Spanò, Dario

Journal: Annals of applied probability

Citation: A. Jenkins, Paul et Spanò, Dario, Exact simulation of the wright.fisher diffusion, Annals of applied probability , 27(3), 2017, pp. 1478-1509

Mesoscopic eigenvalue statistics of wigner matrices

Authors: He, Yukun Knowles, Antti

Journal: Annals of applied probability

Citation: He, Yukun et Knowles, Antti, Mesoscopic eigenvalue statistics of wigner matrices, Annals of applied probability , 27(3), 2017, pp. 1510-1550

Nonasymptotic convergence analysis for the unadjusted langevin algorithm

Authors: Durmus, Alain Moulines, Éric

Journal: Annals of applied probability

Citation: Durmus, Alain et Moulines, Éric, Nonasymptotic convergence analysis for the unadjusted langevin algorithm, Annals of applied probability , 27(3), 2017, pp. 1551-1587

Minimal spanning trees and stein's method

Authors: Chatterjee, Sourav Sen, Sanchayan

Journal: Annals of applied probability

Citation: Chatterjee, Sourav et Sen, Sanchayan, Minimal spanning trees and stein's method, Annals of applied probability , 27(3), 2017, pp. 1588-1645

The shape of the one-dimensional phylogenetic likelihood function

Authors: Dinh, Vu Matsen, Frederick A.

Journal: Annals of applied probability

Citation: Dinh, Vu et A. Matsen, Frederick, The shape of the one-dimensional phylogenetic likelihood function, Annals of applied probability , 27(3), 2017, pp. 1646-1677

On the capacity functional of the infinite cluster of a boolean model

Authors: Last, Günter Penrose, Mathew D. Zuyev, Sergei

Journal: Annals of applied probability

Citation: Last, Günter et al., On the capacity functional of the infinite cluster of a boolean model, Annals of applied probability , 27(3), 2017, pp. 1678-1701

On the robust dynkin game

Authors: Bayraktar, Erhan Yao, Song

Journal: Annals of applied probability

Citation: Bayraktar, Erhan et Yao, Song, On the robust dynkin game, Annals of applied probability , 27(3), 2017, pp. 1702-1755

Extended convergence of the extremal process of branching brownian motion

Authors: Bovier, Anton Hartung, Lisa

Journal: Annals of applied probability

Citation: Bovier, Anton et Hartung, Lisa, Extended convergence of the extremal process of branching brownian motion, Annals of applied probability , 27(3), 2017, pp. 1756-1777

The pricing of contingent claims and optimal positions in asymptotically complete markets

Authors: Anthropelos, Michail Robertson, Scott Spiliopoulos, Konstantinos

Journal: Annals of applied probability

Citation: Anthropelos, Michail et al., The pricing of contingent claims and optimal positions in asymptotically complete markets, Annals of applied probability , 27(3), 2017, pp. 1778-1830

Continuous inventory models of diffusion type: long-term average cost criterion

Authors: Helmes, Kurt L. Stockbridge, Richard H. Zhu, Chao

Journal: Annals of applied probability

Citation: L. Helmes, Kurt et al., Continuous inventory models of diffusion type: long-term average cost criterion, Annals of applied probability , 27(3), 2017, pp. 1831-1885

One-dimensional long-range diffusion limited aggregation ii: the transient case

Authors: Amir, Gideon Angel, Omer Kozma, Gady

Journal: Annals of applied probability

Citation: Amir, Gideon et al., One-dimensional long-range diffusion limited aggregation ii: the transient case, Annals of applied probability , 27(3), 2017, pp. 1886-1922

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