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Results: 1-25 | 26-50 | 51-75 | 76-89

Articles table of contents

Results : 26-50/89

The social network model on infinite graphs

Authors: Hermon Jonathan Morris Ben Qin Chuan Sly Allan

Journal: Annals of applied probability

Citation: Hermon Jonathan et al., The social network model on infinite graphs, Annals of applied probability , 30(2), 2020, pp. 902-935

Viscosity solutions to parabolic master equations and McKean.Vlasov SDEs with closed-loop controls

Authors: Wu Cong Zhang Jianfeng

Journal: Annals of applied probability

Citation: Wu Cong et Zhang Jianfeng, Viscosity solutions to parabolic master equations and McKean.Vlasov SDEs with closed-loop controls, Annals of applied probability , 30(2), 2020, pp. 936-986

Kinetically constrained models with random constraints

Authors: Shapira Assaf

Journal: Annals of applied probability

Citation: Shapira Assaf, Kinetically constrained models with random constraints, Annals of applied probability , 30(2), 2020, pp. 987-1006

Global C1 regularity of the value function in optimal stopping problems

Authors: De Angelis T. Peskir G.

Journal: Annals of applied probability

Citation: T. De Angelis et G. Peskir, Global C1 regularity of the value function in optimal stopping problems, Annals of applied probability , 30(3), 2020, pp. 1007-1031

Optimal real-time detection of a drifting Brownian coordinate

Authors: Ernst P. A Peskir G. Zhou Q.

Journal: Annals of applied probability

Citation: A. Ernst P. et al., Optimal real-time detection of a drifting Brownian coordinate, Annals of applied probability , 30(3), 2020, pp. 1032-1065

An information-percolation bound for spin synchronization on general graphs

Authors: Abbe Emmanuel Boix-Adserà Enric

Journal: Annals of applied probability

Citation: Abbe Emmanuel et Boix-adserà Enric, An information-percolation bound for spin synchronization on general graphs, Annals of applied probability , 30(3), 2020, pp. 1066-1090

Spatial growth processes with long range dispersion: Microscopics, mesoscopics and discrepancy in spread rate

Authors: Bezborodov Viktor Di Persio Luca Krueger Tyl Tkachov Pasha

Journal: Annals of applied probability

Citation: Bezborodov Viktor et al., Spatial growth processes with long range dispersion: Microscopics, mesoscopics and discrepancy in spread rate, Annals of applied probability , 30(3), 2020, pp. 1091-1129

On the exit time from open sets of some semi-Markov processes

Authors: Ascione Giacomo Pirozzi Enrica Toaldo Bruno

Journal: Annals of applied probability

Citation: Ascione Giacomo et al., On the exit time from open sets of some semi-Markov processes, Annals of applied probability , 30(3), 2020, pp. 1130-1163

Thermalisation for small random perturbations of dynamical systems

Authors: Barrera Gerardo Jara Milton

Journal: Annals of applied probability

Citation: Barrera Gerardo et Jara Milton, Thermalisation for small random perturbations of dynamical systems, Annals of applied probability , 30(3), 2020, pp. 1164-1208

Coupling and convergence for Hamiltonian Monte Carlo

Authors: Bou-Rabee Nawaf Eberle Andreas Zimmer Raphael

Journal: Annals of applied probability

Citation: Bou-rabee Nawaf et al., Coupling and convergence for Hamiltonian Monte Carlo, Annals of applied probability , 30(3), 2020, pp. 1209-1250

The inverse first passage time problem for killed Brownian motion

Authors: Ettinger Boris Hening Alexandru Wong Tak Kwong

Journal: Annals of applied probability

Citation: Ettinger Boris et al., The inverse first passage time problem for killed Brownian motion, Annals of applied probability , 30(3), 2020, pp. 1251-1275

Transport-information inequalities for Markov chains

Authors: Wang Neng-Yi Wu Liming

Journal: Annals of applied probability

Citation: Wang Neng-yi et Wu Liming, Transport-information inequalities for Markov chains, Annals of applied probability , 30(3), 2020, pp. 1276-1320

Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control

Authors: Backhoff-Veraguas Julio Lacker Daniel Tangpi Ludovic

Journal: Annals of applied probability

Citation: Backhoff-veraguas Julio et al., Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control, Annals of applied probability , 30(3), 2020, pp. 1321-1367

The coalescent structure of continuous-time Galton.Watson trees

Authors: Harris Simon C. Johnston Samuel G. G. Roberts Mattew I.

Journal: Annals of applied probability

Citation: C. Harris Simon et al., The coalescent structure of continuous-time Galton.Watson trees, Annals of applied probability , 30(3), 2020, pp. 1368-1414

Zero-sum path-dependent stochastic differential games in weak formulation

Authors: Possamaï Dylan Touzi Nizar Zhang Jianfeng

Journal: Annals of applied probability

Citation: Possamaï Dylan et al., Zero-sum path-dependent stochastic differential games in weak formulation, Annals of applied probability , 30(3), 2020, pp. 1415-1457

Optimal Cheeger cuts and bisections of random geometric graphs

Authors: Müller Tobias Penrose Mathew D.

Journal: Annals of applied probability

Citation: Müller Tobias et D. Penrose Mathew, Optimal Cheeger cuts and bisections of random geometric graphs, Annals of applied probability , 30(3), 2020, pp. 1458-1483

Random permutations without macroscopic cycles

Authors: Betz Volker Schafer Helge Zeindler Dirk

Journal: Annals of applied probability

Citation: Betz Volker et al., Random permutations without macroscopic cycles, Annals of applied probability , 30(3), 2020, pp. 1484-1505

Sensitivity analysis for rare events based on Rényi divergence

Authors: Dupuis Paul Rey-Bellet Luc Pantazis Yannis Katsoulakis Markos A.

Journal: Annals of applied probability

Citation: Dupuis Paul et al., Sensitivity analysis for rare events based on Rényi divergence, Annals of applied probability , 30(4), 2020, pp. 1507-1533

Nonasymptotic bounds for sampling algorithms without log-concavity

Authors: Majka Mateusz B. Szpruch .ukasz Mijatovi. Aleksandar

Journal: Annals of applied probability

Citation: B. Majka Mateusz et al., Nonasymptotic bounds for sampling algorithms without log-concavity, Annals of applied probability , 30(4), 2020, pp. 1534-1581

Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier

Authors: Barnes Clayton L.

Journal: Annals of applied probability

Citation: L. Barnes Clayton, Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier, Annals of applied probability , 30(4), 2020, pp. 1582-1613

Random walk on random walks: Low densities

Authors: Blondel Oriane Hilário Marcelo R. dos SantosRenato S. Sidoravicius Vladas Teixeira Augusto

Journal: Annals of applied probability

Citation: Blondel Oriane et al., Random walk on random walks: Low densities, Annals of applied probability , 30(4), 2020, pp. 1614-1641

High-dimensional limits of eigenvalue distributions for general Wishart process

Authors: Song Jian Yao Jianfeng Yuan Wangjun

Journal: Annals of applied probability

Citation: Song Jian et al., High-dimensional limits of eigenvalue distributions for general Wishart process, Annals of applied probability , 30(4), 2020, pp. 1642-1668

Conditional optimal stopping: A time-inconsistent optimization

Authors: Nutz Marcel Zhang Yuchong

Journal: Annals of applied probability

Citation: Nutz Marcel et Zhang Yuchong, Conditional optimal stopping: A time-inconsistent optimization, Annals of applied probability , 30(4), 2020, pp. 1669-1692

On the convergence of closed-loop Nash equilibria to the mean field game limit

Authors: Lacker Daniel

Journal: Annals of applied probability

Citation: Lacker Daniel, On the convergence of closed-loop Nash equilibria to the mean field game limit, Annals of applied probability , 30(4), 2020, pp. 1693-1761

On Bayesian consistency for flows observed through a passive scalar

Authors: Borggaard Jeff Krometis Justin Glatt-Holtz Nathan

Journal: Annals of applied probability

Citation: Borggaard Jeff et al., On Bayesian consistency for flows observed through a passive scalar, Annals of applied probability , 30(4), 2020, pp. 1762-1783

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