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Results: 1-25 | 26-50 | 51-75 | 76-98

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Rate control under heavy traffic with strategic servers

Authors: Bayraktar Erhan Budhiraja Amarjit Cohen Asaf

Journal: Annals of applied probability

Citation: Bayraktar Erhan et al., Rate control under heavy traffic with strategic servers, Annals of applied probability , 29(1), 2019, pp. 1-35

Nonconvex homogenization for one-dimensional controlled random walks in random potential

Authors: Yilmaz Atilla Zeitouni Ofer

Journal: Annals of applied probability

Citation: Yilmaz Atilla et Zeitouni Ofer, Nonconvex homogenization for one-dimensional controlled random walks in random potential, Annals of applied probability , 29(1), 2019, pp. 36-88

Particle systems with singular interaction through hitting times: Application in systemic risk modeling

Authors: Nadtochiy Sergey Shkolnikov Mykhaylo

Journal: Annals of applied probability

Citation: Nadtochiy Sergey et Shkolnikov Mykhaylo, Particle systems with singular interaction through hitting times: Application in systemic risk modeling, Annals of applied probability , 29(1), 2019, pp. 89-129

Cubature on Wiener space for McKean.Vlasov SDEs with smooth scalar interaction

Authors: Crisan Dan McMurray Eamon

Journal: Annals of applied probability

Citation: Crisan Dan et Mcmurray Eamon, Cubature on Wiener space for McKean.Vlasov SDEs with smooth scalar interaction, Annals of applied probability , 29(1), 2019, pp. 130-177

Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients

Authors: Hefter Mario Müller-Gronbach Thomas Herzwurm André

Journal: Annals of applied probability

Citation: Hefter Mario et al., Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients, Annals of applied probability , 29(1), 2019, pp. 178-216

Inverse problems for regular variation of linear filters, a cancellation property for .-finite measures and identification of stable laws

Authors: Jacobsen, Martin Mikosch, Thomas Rosi.ski,Jan Samorodnitsky, Gennady

Journal: Annals of applied probability

Citation: Jacobsen, Martin et al., Inverse problems for regular variation of linear filters, a cancellation property for .-finite measures and identification of stable laws, Annals of applied probability , 19(1), 2019, pp. 210-242

Knudsen gas in flat tire

Authors: Burdzy Krzysztof Gauthier Carl-Erik

Journal: Annals of applied probability

Citation: Burdzy Krzysztof et Gauthier Carl-erik, Knudsen gas in flat tire, Annals of applied probability , 29(1), 2019, pp. 217-263

The Bouchaud.Anderson model with double-exponential potential

Authors: Muirhead S. dos Santos R. S. Pymar R.

Journal: Annals of applied probability

Citation: S. Muirhead et al., The Bouchaud.Anderson model with double-exponential potential, Annals of applied probability , 29(1), 2019, pp. 264-325

Random switching between vector fields having a common zero

Authors: Benaïm Michel Sprinkler Edouard

Journal: Annals of applied probability

Citation: Benaïm Michel et Sprinkler Edouard, Random switching between vector fields having a common zero, Annals of applied probability , 29(1), 2019, pp. 326-375

Multi-scale Lipschitz percolation of increasing events for Poisson random walks

Authors: Gracar Peter Stauffer Alexandre

Journal: Annals of applied probability

Citation: Gracar Peter et Stauffer Alexandre, Multi-scale Lipschitz percolation of increasing events for Poisson random walks, Annals of applied probability , 29(1), 2019, pp. 376-433

Theoretical properties of quasi-stationary Monte Carlo methods

Authors: Wang Andi Q. Steinsaltz David Roberts Gareth O. Kolb Martin

Journal: Annals of applied probability

Citation: Q. Wang Andi et al., Theoretical properties of quasi-stationary Monte Carlo methods, Annals of applied probability , 29(1), 2019, pp. 434-457

pproximation of stable law in Wasserstein-1 distance by Stein.s method

Authors: Xu Lihu

Journal: Annals of applied probability

Citation: Xu Lihu, pproximation of stable law in Wasserstein-1 distance by Stein.s method, Annals of applied probability , 29(1), 2019, pp. 458-504

Continuity of the optimal stopping boundary for two-dimensional diffusions

Authors: Peskir Goran

Journal: Annals of applied probability

Citation: Peskir Goran, Continuity of the optimal stopping boundary for two-dimensional diffusions, Annals of applied probability , 29(1), 2019, pp. 505-530

Robust hedging of options on a leveraged exchange traded fund

Authors: Cox Alexander M. G. Kinsley Sam M.

Journal: Annals of applied probability

Citation: G. Cox Alexander M. et M. Kinsley Sam, Robust hedging of options on a leveraged exchange traded fund, Annals of applied probability , 29(1), 2019, pp. 531-576

Exponential utility maximization under model uncertainty for unbounded endowments

Authors: Bartl Daniel

Journal: Annals of applied probability

Citation: Bartl Daniel, Exponential utility maximization under model uncertainty for unbounded endowments, Annals of applied probability , 29(1), 2019, pp. 577-612

Serve the shortest queue and Walsh Brownian motion

Authors: Atar Rami Cohen Asaf

Journal: Annals of applied probability

Citation: Atar Rami et Cohen Asaf, Serve the shortest queue and Walsh Brownian motion, Annals of applied probability , 29(1), 2019, pp. 613-651

Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients

Authors: Conus Daniel Kurniawan Ryan Jentzen Arnulf

Journal: Annals of applied probability

Citation: Conus Daniel et al., Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients, Annals of applied probability , 29(2), 2019, pp. 653-716

Change-point detection for Lévy processes

Authors: Figueroa-López José E. Ólafsson Sveinn

Journal: Annals of applied probability

Citation: E. Figueroa-lópez José et Ólafsson Sveinn, Change-point detection for Lévy processes, Annals of applied probability , 29(2), 2019, pp. 717-738

Super-replication with fixed transaction costs

Authors: Bank Peter Dolinsky Yan

Journal: Annals of applied probability

Citation: Bank Peter et Dolinsky Yan, Super-replication with fixed transaction costs, Annals of applied probability , 29(2), 2019, pp. 739-757

First-order Euler scheme for SDEs driven by fractional Brownian motions: The rough case

Authors: Liu Yanghui Tindel Samy

Journal: Annals of applied probability

Citation: Liu Yanghui et Tindel Samy, First-order Euler scheme for SDEs driven by fractional Brownian motions: The rough case, Annals of applied probability , 29(2), 2019, pp. 758-826

Malliavin calculus approach to long exit times from an unstable equilibrium

Authors: Bakhtin Yuri Pajor-Gyulai Zsolt

Journal: Annals of applied probability

Citation: Bakhtin Yuri et Pajor-gyulai Zsolt, Malliavin calculus approach to long exit times from an unstable equilibrium, Annals of applied probability , 29(2), 2019, pp. 827-850

Optimal mean-based algorithms for trace reconstruction

Authors: De Anindya Servedio Rocco A. O.Donnell Ryan

Journal: Annals of applied probability

Citation: De Anindya et al., Optimal mean-based algorithms for trace reconstruction, Annals of applied probability , 29(2), 2019, pp. 851-874

A shape theorem for the scaling limit of the IPDSAW at criticality

Authors: Carmona Philippe Pétrélis Nicolas

Journal: Annals of applied probability

Citation: Carmona Philippe et Pétrélis Nicolas, A shape theorem for the scaling limit of the IPDSAW at criticality, Annals of applied probability , 29(2), 2019, pp. 875-930

Normal approximation for stabilizing functionals

Authors: Lachièze-Rey Raphaël Yukich J. E. Schulte Matthias

Journal: Annals of applied probability

Citation: Lachièze-rey Raphaël et al., Normal approximation for stabilizing functionals, Annals of applied probability , 29(2), 2019, pp. 931-993

Ergodicity of an SPDE associated with a many-server queue

Authors: Aghajani Reza Ramanan Kavita

Journal: Annals of applied probability

Citation: Aghajani Reza et Ramanan Kavita, Ergodicity of an SPDE associated with a many-server queue, Annals of applied probability , 29(2), 2019, pp. 994-1045

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