Annals of applied probability: an official journal of the Institute of Mathematical Statistics

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  Año 2012, Vol. 22, Número 6

  • The spatial A-Fleming�Viot process on a large torus: Genealogies in the presence of recombination.

    A.M. Etheridge, A. Véber

    págs. 2165-2209

    

  • Phase transition for the mixing time of the Glauber dynamics for coloring regular trees.

    Prasad Tetali, Juan C. Vera, Eric Vigoda, Linji Yang

    págs. 2210-2239

    

  • Crossings of smooth shot noise processes.

    Hermine Biermé, Agnès Desolneux

    págs. 2240-2281

    

  • Large deviations of the empirical currents for a boundary-driven reaction diffusion model.

    Thierry Bodineau, Maxime Lagouge

    págs. 2282-2319

    

  • Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions.

    Natesh S. Pillai, Andrew M. Stuart, Alexandre H. Thiéry

    págs. 2320-2356

    

  • A class of multifractal processes constructed using an embedded branching process.

    Geoffrey Decrouez, Owen Dafydd Jones

    págs. 2357-2387

    

  • Mean-variance hedging via stochastic control and BSDEs for general semimartingales.

    Monique Jeanblanc, Michael Mania, Marina Santacroce, Martin Schweizer

    págs. 2388-2428

    

  • Phylogenetic mixtures: Concentration of measure in the large-tree limit.

    Elchanan Mossel, Sebastien Roch

    págs. 2429-2459

    

  • A diffusion approximation theorem for a nonlinear PDE with application to random birefringent optical fibers.

    A. De Bouard, M. Gazeau

    págs. 2460-2504

    

  • Stochastic functional differential equations driven by Lévy processes and quasi-linear partial integro-differential equations.

    Xicheng Zhang

    págs. 2505-2538

    

  • On the rate of approximation in finite-alphabet longest increasing subsequence problems.

    Christian Houdré, Zsolt Talata

    págs. 2539-2559

    

  • Tree-valued Fleming�Viot dynamics with mutation and selection.

    Andrej Depperschmidt, Andreas Greven, Peter Pfaffelhuber

    págs. 2560-2615