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

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  Año 2015, Vol. 25, Número 4

  • On meteors, earthworms and WIMPs.

    Sara Billey, Krzysztof Burdzy, Soumik Pal, Bruce E. Sagan

    págs. 1729-1779

    

  • Degree distribution of shortest path trees and bias of network sampling algorithms.

    Shankar Bhamidi, Jesse Goodman, Remco van der Hofstad, Júlia Komjáthy

    págs. 1780-1826

    

  • Strict local martingales and bubbles.

    Constantinos Kardaras, Dörte Kreher, Ashkan Nikeghbali

    págs. 1827-1867

    

  • On Gerber–Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function.

    F. Avram, Z. Palmowski, M. R. Pistorius

    págs. 1868-1935

    

  • Critical population and error threshold on the sharp peak landscape for the Wright–Fisher model.

    Raphäel Cerf

    págs. 1936-1992

    

  • Branching random walks and multi-type contact-processes on the percolation cluster of Z d .

    Daniela Bertacchi, Fabio Zucca

    págs. 1993-2012

    

  • Jigsaw percolation: What social networks can collaboratively solve a puzzle?

    Charles D. Brummitt, Shirshendu Chatterjee, Partha S. Dey, David Sivakoff

    págs. 2013-2038

    

  • An integral equation for Root’s barrier and the generation of Brownian increments.

    Paul Gassiat, Aleksandar Mijatović, Harald Oberhauser

    págs. 2039-2065

    

  • Hedging, arbitrage and optimality with superlinear frictions.

    Paolo Guasoni, Miklós Rásonyi

    págs. 2066-2095

    

  • Global solvability of a networked integrate-and-fire model of McKean–Vlasov type.

    François Delarue, James Inglis, Sylvain Rubenthaler, Etienne Tanré

    págs. 2096-2133

    

  • Randomized and backward SDE representation for optimal control of non-Markovian SDEs.

    Marco Fuhrman, Huyên Pham

    págs. 2134-2167

    

  • On well-posedness of forward–backward SDEs—A unified approach.

    Jin Ma, Zhen Wu, Detao Zhang, Jianfeng Zhang

    págs. 2168-2214

    

  • The vertex-cut-tree of Galton–Watson trees converging to a stable tree.

    Daphné Dieuleveut

    págs. 2215-2262

    

  • Optimal scaling for the transient phase of the random walk Metropolis algorithm: The mean-field limit.

    Benjamin Jourdain, Tony Lelièvre, Błażej Miasojedow

    págs. 2263-2300

    

  • Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps.

    Idris Kharroubi, Nicolas Langrené, Huyên Pham

    págs. 2301-2338

    

  • Limit shapes for growing extreme characters of U(∞) .

    Alexei Borodin, Alexey Bufetov, Grigori Olshanski

    págs. 2339-2381