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

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  Año 2016, Vol. 26, Número 2

  • Glassy phase and freezing of log-correlated Gaussian potentials.

    Thomas Madaule, Rémi Rhodes, Vincent Vargas

    págs. 643-690

    

  • Dynamic random networks and their graph limits.

    Harry Crane

    págs. 691-721

    

  • The mean Euler characteristic and excursion probability of Gaussian random fields with stationary increments.

    Dan Cheng, Yimin Xiao

    págs. 722-759

    

  • Conditioned, quasi-stationary, restricted measures and escape from metastable states.

    R. Fernandez, F. Manzo, F. R. Nardi, E. Scoppola, J. Sohier

    págs. 760-793

    

  • A system of quadratic BSDEs arising in a price impact model.

    Dmitry Kramkov, Sergio Pulido

    págs. 794-817

    

  • A weak approximation with asymptotic expansion and multidimensional Malliavin weights.

    Akihiko Takahashi, Toshihiro Yamada

    págs. 818-856

    

  • A new coalescent for seed-bank models.

    Jochen Blath, Adrián González Casanova, Noemi Kurt, Maite Wilke-Berenguer

    págs. 857-891

    

  • Quantitative propagation of chaos for generalized Kac particle systems.

    Roberto Cortez, Joaquín Fontbona

    págs. 892-916

    

  • Cutoff for the noisy voter model.

    J. Theodore Cox, Yuval Peres, Jeffrey E. Steif

    págs. 917-932

    

  • Multi-level stochastic approximation algorithms.

    Noufel Frikha

    págs. 933-985

    

  • Connectivity of soft random geometric graphs.

    Mathew D. Penrose

    págs. 986-1028

    

  • A consistency estimate for Kac’s model of elastic collisions in a dilute gas.

    James Norris

    págs. 1029-1081

    

  • Stochastic Perron for stochastic target games.

    Erhan Bayraktar, Jiaqi Li

    págs. 1082-1110

    

  • On the convergence of adaptive sequential Monte Carlo methods.

    Alexandros Beskos, Ajay Jasra, Nikolas Kantas, Alexandre Thiery

    págs. 1111-1146

    

  • Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions.

    Yaozhong Hu, Yanghui Liu, David Nualart Rodón

    págs. 1147-1207

    

  • Backward SDE representation for stochastic control problems with nondominated controlled intensity.

    Sébastien Choukroun, Andrea Cosso

    págs. 1208-1259

    

  • Optimal stopping under model uncertainty: Randomized stopping times approach.

    Denis Belomestny, Volker Krätschmer

    págs. 1260-1295