ITA
ENG

Results: 1-25 | 26-50 | 51-75 | 76-100 >>

Articles table of contents

Results : 51-75/100

Beating the omega clock: An optimal stopping problem with random time-horizon under spectrally negative Lévy models

Authors: Rodosthenous, Neofytos Zhang, Hongzhong

Journal: Annals of applied probability

Citation: Rodosthenous, Neofytos et Zhang, Hongzhong, Beating the omega clock: An optimal stopping problem with random time-horizon under spectrally negative Lévy models, Annals of applied probability , 28(4), 2018, pp. 2105-2140

Mutations on a random binary tree with measured boundary

Authors: Duchamps, Jean-Jil Lambert, Amaury

Journal: Annals of applied probability

Citation: Duchamps, Jean-jil et Lambert, Amaury, Mutations on a random binary tree with measured boundary, Annals of applied probability , 28(4), 2018, pp. 2141-2187

N-player games and mean-field games with absorption

Authors: Campi, Luciano Fischer, Markus

Journal: Annals of applied probability

Citation: Campi, Luciano et Fischer, Markus, N-player games and mean-field games with absorption, Annals of applied probability , 28(4), 2018, pp. 2188-2242

Hypoelliptic stochastic FitzHugh.Nagumo neuronal model: Mixing, up-crossing and estimation of the spike rate

Authors: León, José R. Samson,Adeline

Journal: Annals of applied probability

Citation: R. León, José et Samson,adeline, Hypoelliptic stochastic FitzHugh.Nagumo neuronal model: Mixing, up-crossing and estimation of the spike rate, Annals of applied probability , 28(4), 2018, pp. 2243-2274

Exceptional times of the critical dynamical Erd.s.Rényi graph

Authors: Roberts, Matthew I. .engül, Bat.

Journal: Annals of applied probability

Citation: I. Roberts, Matthew et .engül, Bat, Exceptional times of the critical dynamical Erd.s.Rényi graph, Annals of applied probability , 28(4), 2018, pp. 2275-2308

Which ergodic averages have finite asymptotic variance?

Authors: Deligiannidis, George Lee, Anthony

Journal: Annals of applied probability

Citation: Deligiannidis, George et Lee, Anthony, Which ergodic averages have finite asymptotic variance?, Annals of applied probability , 28(4), 2018, pp. 2309-2334

A stochastic Stefan-type problem under first-order boundary conditions

Authors: Müller, Marvin S.

Journal: Annals of applied probability

Citation: S. Müller, Marvin, A stochastic Stefan-type problem under first-order boundary conditions, Annals of applied probability , 28(4), 2018, pp. 2335-2369

Stochastic approximation of quasi-stationary distributions on compact spaces and applications

Authors: Benaim, Michel Cloez, Bertrand Panloup, Fabien

Journal: Annals of applied probability

Citation: Benaim, Michel et al., Stochastic approximation of quasi-stationary distributions on compact spaces and applications, Annals of applied probability , 28(4), 2018, pp. 2370-2416

Glivenko.Cantelli theory, Ornstein.Weiss quasi-tilings, and uniform ergodic theorems for distribution-valued fields over amenable groups

Authors: Schumacher, Christoph Schwarzenberger, Fabian Veseli., Ivan

Journal: Annals of applied probability

Citation: Schumacher, Christoph et al., Glivenko.Cantelli theory, Ornstein.Weiss quasi-tilings, and uniform ergodic theorems for distribution-valued fields over amenable groups, Annals of applied probability , 28(4), 2018, pp. 2417-2450

Polynomial jump-diffusions on the unit simplex

Authors: Cuchiero, Christa Larsson, Martin Svaluto-Ferro, Sara

Journal: Annals of applied probability

Citation: Cuchiero, Christa et al., Polynomial jump-diffusions on the unit simplex, Annals of applied probability , 28(4), 2018, pp. 2451-2500

Rapid mixing of geodesic walks on manifolds with positive curvature

Authors: Mangoubi, Oren Smith, Aaron

Journal: Annals of applied probability

Citation: Mangoubi, Oren et Smith, Aaron, Rapid mixing of geodesic walks on manifolds with positive curvature, Annals of applied probability , 28(4), 2018, pp. 2501-2543

Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth

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

Journal: Annals of applied probability

Citation: Lionnet, Arnaud et al., Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth, Annals of applied probability , 28(4), 2018, pp. 2544-2591

Uniform control of local times of spectrally positive stable processes

Authors: Forman, Noah Pal, Soumik Rizzolo, Douglas Winkel, Matthias

Journal: Annals of applied probability

Citation: Forman, Noah et al., Uniform control of local times of spectrally positive stable processes, Annals of applied probability , 28(4), 2018, pp. 2592-2634

Thresholds for detecting an anomalous path from noisy environments

Authors: Chatterjee Shirshendu Zeitouni Ofer

Journal: Annals of applied probability

Citation: Chatterjee Shirshendu et Zeitouni Ofer, Thresholds for detecting an anomalous path from noisy environments, Annals of applied probability , 28(5), 2018, pp. 2635-2663

Option pricing with linear market impact and nonlinear Black.Scholes equations

Authors: Loeper Gregoire

Journal: Annals of applied probability

Citation: Loeper Gregoire, Option pricing with linear market impact and nonlinear Black.Scholes equations, Annals of applied probability , 28(5), 2018, pp. 2664-2726

On the Green.Kubo formula and the gradient condition on currents

Authors: Sasada Makiko

Journal: Annals of applied probability

Citation: Sasada Makiko, On the Green.Kubo formula and the gradient condition on currents, Annals of applied probability , 28(5), 2018, pp. 2727-2739

Limit theorems for persistence diagrams

Authors: Hiraoka Yasuaki Trinh Khanh Duy Shirai Tomoyuki

Journal: Annals of applied probability

Citation: Hiraoka Yasuaki et al., Limit theorems for persistence diagrams, Annals of applied probability , 28(5), 2018, pp. 2740-2780

Moderate deviation for random elliptic PDE with small noise

Authors: Li Xiaoou Zhou Xiang Lu Jianfeng Liu Jingchen

Journal: Annals of applied probability

Citation: Li Xiaoou et al., Moderate deviation for random elliptic PDE with small noise, Annals of applied probability , 28(5), 2018, pp. 2781-2813

Limit theorems for Betti numbers of extreme sample clouds with application to persistence barcodes

Authors: Owada Takashi

Journal: Annals of applied probability

Citation: Owada Takashi, Limit theorems for Betti numbers of extreme sample clouds with application to persistence barcodes, Annals of applied probability , 28(5), 2018, pp. 2814-2854

An approximation result for a class of stochastic heat equations with colored noise

Authors: Foondun Mohammud Li Shiu-Tang Joseph Mathew

Journal: Annals of applied probability

Citation: Foondun Mohammud et al., An approximation result for a class of stochastic heat equations with colored noise, Annals of applied probability , 28(5), 2018, pp. 2855-2895

A simple evolutionary game arising from the study of the role of IGF-II in pancreatic cancer

Authors: Ma Ruibo Durrett Rick

Journal: Annals of applied probability

Citation: Ma Ruibo et Durrett Rick, A simple evolutionary game arising from the study of the role of IGF-II in pancreatic cancer, Annals of applied probability , 28(5), 2018, pp. 2896-2921

Equilibrium large deviations for mean-field systems with translation invariance

Authors: Reygner Julien

Journal: Annals of applied probability

Citation: Reygner Julien, Equilibrium large deviations for mean-field systems with translation invariance, Annals of applied probability , 28(5), 2018, pp. 2922-2965

Asymptotic analysis of the random walk Metropolis algorithm on ridged densities

Authors: Beskos Alexandros Pillai Natesh Thiery Alexandre Roberts Gareth

Journal: Annals of applied probability

Citation: Beskos Alexandros et al., Asymptotic analysis of the random walk Metropolis algorithm on ridged densities, Annals of applied probability , 28(5), 2018, pp. 2966-3001

An impossibility result for reconstruction in the degree-corrected stochastic block model

Authors: Gulikers Lennart Massoulié Laurent Lelarge Marc

Journal: Annals of applied probability

Citation: Gulikers Lennart et al., An impossibility result for reconstruction in the degree-corrected stochastic block model, Annals of applied probability , 28(5), 2018, pp. 3002-3027

Regularity and stability for the semigroup of jump diffusions with state-dependent intensity

Authors: Bally Vlad Rabiet Victor Goreac Dan

Journal: Annals of applied probability

Citation: Bally Vlad et al., Regularity and stability for the semigroup of jump diffusions with state-dependent intensity, Annals of applied probability , 28(5), 2018, pp. 3028-3074

Results: 1-25 | 26-50 | 51-75 | 76-100 >>