ITA
ENG

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

Articles table of contents

Results : 76-98/98

Local law and Tracy.Widom limit for sparse sample covariance matrices

Authors: Hwang Jong Yun Lee Ji Oon Schnelli Kevin

Journal: Annals of applied probability

Citation: Hwang Jong Yun et al., Local law and Tracy.Widom limit for sparse sample covariance matrices, Annals of applied probability , 29(5), 2019, pp. 3006-3036

Another look into the Wong.Zakai theorem for stochastic heat equation

Authors: Gu Yu Tsai Li-Cheng

Journal: Annals of applied probability

Citation: Gu Yu et Tsai Li-cheng, Another look into the Wong.Zakai theorem for stochastic heat equation, Annals of applied probability , 29(5), 2019, pp. 3037-3061

Pathwise convergence of the hard spheres Kac process

Authors: Heydecker Daniel

Journal: Annals of applied probability

Citation: Heydecker Daniel, Pathwise convergence of the hard spheres Kac process, Annals of applied probability , 29(5), 2019, pp. 3062-3127

The zealot voter model

Authors: Huo Ran Durrett Rick

Journal: Annals of applied probability

Citation: Huo Ran et Durrett Rick, The zealot voter model, Annals of applied probability , 29(5), 2019, pp. 3128-3154

Affine Volterra processes

Authors: Jaber Eduardo Abi Larsson Martin Pulido Sergio

Journal: Annals of applied probability

Citation: Jaber Eduardo Abi et al., Affine Volterra processes, Annals of applied probability , 29(5), 2019, pp. 3155-3200

Approximating stationary distributions of fast mixing Glauber dynamics, with applications to exponential random graphs

Authors: Reinert Gesine Ross Nathan

Journal: Annals of applied probability

Citation: Reinert Gesine et Ross Nathan, Approximating stationary distributions of fast mixing Glauber dynamics, with applications to exponential random graphs, Annals of applied probability , 29(5), 2019, pp. 3201-3229

Stein.s method for stationary distributions of Markov chains and application to Ising models

Authors: Bresler Guy Nagaraj Dheeraj

Journal: Annals of applied probability

Citation: Bresler Guy et Nagaraj Dheeraj, Stein.s method for stationary distributions of Markov chains and application to Ising models, Annals of applied probability , 29(5), 2019, pp. 3230-3265

Correction note: A strong order 1/2 method for multidimensional SDEs with discontinuous drift

Authors: Leobacher Gunther Szölgyenyi Michaela

Journal: Annals of applied probability

Citation: Leobacher Gunther et Szölgyenyi Michaela, Correction note: A strong order 1/2 method for multidimensional SDEs with discontinuous drift, Annals of applied probability , 29(5), 2019, pp. 3266-3269

Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations

Authors: Gong Ruoting Mou Chenchen .wi.ch Andrzej

Journal: Annals of applied probability

Citation: Gong Ruoting et al., Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations, Annals of applied probability , 29(6), 2019, pp. 3271-3310

Computational methods for martingale optimal transport problems

Authors: Guo Gaoyue Ob.ój Jan

Journal: Annals of applied probability

Citation: Guo Gaoyue et Ob.ój Jan, Computational methods for martingale optimal transport problems, Annals of applied probability , 29(6), 2019, pp. 3311-3347

Robust pricing and hedging around the globe

Authors: Herrmann Sebastian Stebegg Florian

Journal: Annals of applied probability

Citation: Herrmann Sebastian et Stebegg Florian, Robust pricing and hedging around the globe, Annals of applied probability , 29(6), 2019, pp. 3348-3386

Affine processes beyond stochastic continuity

Authors: Keller-Ressel Martin Schmidt Thorsten Wardenga Robert

Journal: Annals of applied probability

Citation: Keller-ressel Martin et al., Affine processes beyond stochastic continuity, Annals of applied probability , 29(6), 2019, pp. 3387-3437

Poincaré and logarithmic Sobolev constants for metastable Markov chains via capacitary inequalities

Authors: Schlichting André Slowik Martin

Journal: Annals of applied probability

Citation: Schlichting André et Slowik Martin, Poincaré and logarithmic Sobolev constants for metastable Markov chains via capacitary inequalities, Annals of applied probability , 29(6), 2019, pp. 3438-3488

A martingale approach for fractional Brownian motions and related path dependent PDEs

Authors: Viens Frederi Zhang Jianfeng

Journal: Annals of applied probability

Citation: Viens Frederi et Zhang Jianfeng, A martingale approach for fractional Brownian motions and related path dependent PDEs, Annals of applied probability , 29(6), 2019, pp. 3489-3540

Crossing a fitness valley as a metastable transition in a stochastic population model

Authors: Bovier Anton Smadi Charline Coquille Loren

Journal: Annals of applied probability

Citation: Bovier Anton et al., Crossing a fitness valley as a metastable transition in a stochastic population model, Annals of applied probability , 29(6), 2019, pp. 3541-3589

Nonparametric spot volatility from options

Authors: Todorov Viktor

Journal: Annals of applied probability

Citation: Todorov Viktor, Nonparametric spot volatility from options, Annals of applied probability , 29(6), 2019, pp. 3590-3636

Right marker speeds of solutions to the KPP equation with noise

Authors: Kliem Sandra

Journal: Annals of applied probability

Citation: Kliem Sandra, Right marker speeds of solutions to the KPP equation with noise, Annals of applied probability , 29(6), 2019, pp. 3637-3694

Large tournament games

Authors: Bayraktar Erhan Cvitani. Jak.a Zhang Yuchong

Journal: Annals of applied probability

Citation: Bayraktar Erhan et al., Large tournament games, Annals of applied probability , 29(6), 2019, pp. 3695-3744

Localization of the Gaussian multiplicative chaos in the Wiener space and the stochastic heat equation in strong disorder

Authors: Bröker Yannic Mukherjee Chiranjib

Journal: Annals of applied probability

Citation: Bröker Yannic et Mukherjee Chiranjib, Localization of the Gaussian multiplicative chaos in the Wiener space and the stochastic heat equation in strong disorder, Annals of applied probability , 29(6), 2019, pp. 3745-3785

Decompositions of log-correlated fields with applications

Authors: Junnila Janne Saksman Eero Webb Christian

Journal: Annals of applied probability

Citation: Junnila Janne et al., Decompositions of log-correlated fields with applications, Annals of applied probability , 29(6), 2019, pp. 3786-3820

Zero temperature limit for the Brownian directed polymer among Poissonian disasters

Authors: Fukushima Ryoki Junk Stefan

Journal: Annals of applied probability

Citation: Fukushima Ryoki et Junk Stefan, Zero temperature limit for the Brownian directed polymer among Poissonian disasters, Annals of applied probability , 29(6), 2019, pp. 3821-3860

Cutoff for the cyclic adjacent transposition shuffle

Authors: Nam Danny Nestoridi Evita

Journal: Annals of applied probability

Citation: Nam Danny et Nestoridi Evita, Cutoff for the cyclic adjacent transposition shuffle, Annals of applied probability , 29(6), 2019, pp. 3861-3892

Continuous-time duality for superreplication with transient price impact

Authors: Bank Peter Dolinsky Yan

Journal: Annals of applied probability

Citation: Bank Peter et Dolinsky Yan, Continuous-time duality for superreplication with transient price impact, Annals of applied probability , 29(6), 2019, pp. 3893-3917

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