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Optimal control of branching diffusion processes: A finite horizon problem

Authors: Claisse,Julien

Journal: Annals of applied probability

Citation: Claisse,julien, Optimal control of branching diffusion processes: A finite horizon problem, Annals of applied probability , 28(1), 2018, pp. 1-34

Change point detection in network models: Preferential attachment and long range dependence

Authors: Bhamidi, Shankar Jin,Jimmy Nobel,Andrew

Journal: Annals of applied probability

Citation: Bhamidi, Shankar et al., Change point detection in network models: Preferential attachment and long range dependence, Annals of applied probability , 2(1), 2018, pp. 35-78

Ergodic theory for controlled Markov chains with stationary inputs

Authors: Chen, Yue Bu.i.,Ana Meyn,Sean

Journal: Annals of applied probability

Citation: Chen, Yue et al., Ergodic theory for controlled Markov chains with stationary inputs, Annals of applied probability , 28(2), 2018, pp. 79-111

Nash equilibria of threshold type for two-player nonzero-sum games of stopping

Authors: Angelis, Tiziano De Ferrari,Giorgio Moriarty, John

Journal: Annals of applied probability

Citation: Angelis, Tiziano De et al., Nash equilibria of threshold type for two-player nonzero-sum games of stopping, Annals of applied probability , 28(1), 2018, pp. 112-147

Local inhomogeneous circular law

Authors: Alt, Johannes Erd.s, László Krüger, Torben

Journal: Annals of applied probability

Citation: Alt, Johannes et al., Local inhomogeneous circular law, Annals of applied probability , 28(1), 2018, pp. 148-203

Diffusion approximations for controlled weakly interacting large finite state systems with simultaneous jumps

Authors: Budhiraja, Amarjit Friedlander,Eric

Journal: Annals of applied probability

Citation: Budhiraja, Amarjit et Friedlander,eric, Diffusion approximations for controlled weakly interacting large finite state systems with simultaneous jumps, Annals of applied probability , 28(1), 2018, pp. 204-249

Duality and fixation in .-Wright.Fisher processes with frequency-dependent selection

Authors: Casanova, Adrián González Spanò,Dario

Journal: Annals of applied probability

Citation: Casanova, Adrián González et Spanò,dario, Duality and fixation in .-Wright.Fisher processes with frequency-dependent selection, Annals of applied probability , 28(1), 2018, pp. 250-284

Combinatorial Lévy processes

Authors: Crane, Harry

Journal: Annals of applied probability

Citation: Crane, Harry, Combinatorial Lévy processes, Annals of applied probability , 28(1), 2018, pp. 285-339

Eigenvalue versus perimeter in a shape theorem for self-interacting random walks

Authors: Biskup, Marek Procaccia,Eviatar B.

Journal: Annals of applied probability

Citation: Biskup, Marek et B. Procaccia,eviatar, Eigenvalue versus perimeter in a shape theorem for self-interacting random walks, Annals of applied probability , 28(1), 2018, pp. 340-377

Volatility and arbitrage

Authors: Fernholz, E. Robert Karatzas,Ioannis Ruf, Johannes

Journal: Annals of applied probability

Citation: Fernholz, E. Robert et al., Volatility and arbitrage, Annals of applied probability , 28(1), 2018, pp. 387-417

A Skorokhod map on measure-valued paths with applications to priority queues

Authors: Atar, Rami Biswas,Anup Kaspi, Haya Ramanan, Kavita

Journal: Annals of applied probability

Citation: Atar, Rami et al., A Skorokhod map on measure-valued paths with applications to priority queues, Annals of applied probability , 28(1), 2018, pp. 418-481

Limit theorems for integrated local empirical characteristic exponents from noisy high-frequency data with application to volatility and jump activity estimation

Authors: Jacod, Jean Todorov,Viktor

Journal: Annals of applied probability

Citation: Jacod, Jean et Todorov,viktor, Limit theorems for integrated local empirical characteristic exponents from noisy high-frequency data with application to volatility and jump activity estimation, Annals of applied probability , 28(1), 2018, pp. 511-576

Disorder and wetting transition: The pinned harmonic crystal in dimension three or larger

Authors: Giacomin, Giambattista Lacoin, Hubert

Journal: Annals of applied probability

Citation: Giacomin, Giambattista et Lacoin, Hubert, Disorder and wetting transition: The pinned harmonic crystal in dimension three or larger, Annals of applied probability , 28(1), 2018, pp. 577-606

Law of large numbers for the largest component in a hyperbolic model of complex networks

Authors: Fountoulakis, Nikolaos Müller,Tobias

Journal: Annals of applied probability

Citation: Fountoulakis, Nikolaos et Müller,tobias, Law of large numbers for the largest component in a hyperbolic model of complex networks, Annals of applied probability , 28(1), 2018, pp. 607-650

The shape of multidimensional Brunet.Derrida particle systems

Authors: Berestycki, Nathanaël Zhao, Lee Zhuo

Journal: Annals of applied probability

Citation: Berestycki, Nathanaël et Zhao, Lee Zhuo, The shape of multidimensional Brunet.Derrida particle systems, Annals of applied probability , 28(2), 2018, pp. 651-687

On directional derivatives of Skorokhod maps in convex polyhedral domains

Authors: Lipshutz, David Ramanan, Kavita

Journal: Annals of applied probability

Citation: Lipshutz, David et Ramanan, Kavita, On directional derivatives of Skorokhod maps in convex polyhedral domains, Annals of applied probability , 28(2), 2018, pp. 688-750

Spatial Gibbs random graphs

Authors: Mourrat, Jean-Christophe Valesin , Daniel

Journal: Annals of applied probability

Citation: Mourrat, Jean-christophe et Valesin , Daniel, Spatial Gibbs random graphs, Annals of applied probability , 28(2), 2018, pp. 751-789

On the stability and the uniform propagation of chaos properties of Ensemble Kalman.Bucy filters

Authors: Moral, P. Del Tugaut, v

Journal: Annals of applied probability

Citation: Moral, P. Del et Tugaut, V, On the stability and the uniform propagation of chaos properties of Ensemble Kalman.Bucy filters, Annals of applied probability , 28(2), 2018, pp. 790-850

A large scale analysis of unreliable stochastic networks

Authors: Aghajani, Reza Robert, Philippe Sun, Wen

Journal: Annals of applied probability

Citation: Aghajani, Reza et al., A large scale analysis of unreliable stochastic networks, Annals of applied probability , 28(2), 2018, pp. 851-887

Reflected backward stochastic differential equations with resistance

Authors: Qian, Zhongmin Xu, Mingyu

Journal: Annals of applied probability

Citation: Qian, Zhongmin et Xu, Mingyu, Reflected backward stochastic differential equations with resistance, Annals of applied probability , 28(2), 2018, pp. 888-911

Zooming in on a Lévy process at its supremum

Authors: Ivanovs, Jevgenijs

Journal: Annals of applied probability

Citation: Ivanovs, Jevgenijs, Zooming in on a Lévy process at its supremum, Annals of applied probability , 28(2), 2018, pp. 912-940

Spectral gap of random hyperbolic graphs and related parameters

Authors: Kiwi, Marcos Mitsche, Dieter

Journal: Annals of applied probability

Citation: Kiwi, Marcos et Mitsche, Dieter, Spectral gap of random hyperbolic graphs and related parameters, Annals of applied probability , 28(2), 2018, pp. 941-989

A phase transition regarding the evolution of bootstrap processes in inhomogeneous random graphs

Authors: Fountoulakis, Nikolaos Kang, Mihyun Koch, Christoph Makai, Tamás

Journal: Annals of applied probability

Citation: Fountoulakis, Nikolaos et al., A phase transition regarding the evolution of bootstrap processes in inhomogeneous random graphs, Annals of applied probability , 28(2), 2018, pp. 990-1051

Sharp thresholds for contagious sets in random graphs

Authors: Angel, Omer Kolesnik, Brett

Journal: Annals of applied probability

Citation: Angel, Omer et Kolesnik, Brett, Sharp thresholds for contagious sets in random graphs, Annals of applied probability , 28(2), 2018, pp. 1052-1098

The sample size required in importance sampling

Authors: Chatterjee, Sourav Diaconis, Persi

Journal: Annals of applied probability

Citation: Chatterjee, Sourav et Diaconis, Persi, The sample size required in importance sampling, Annals of applied probability , 28(2), 2018, pp. 1099-1135

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