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

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  Año 2016, Vol. 26, Número 3

  • Social contact processes and the partner model.

    Eric Foxall, Roderick Edwards, P. van den Driessche

    págs. 1297-1328

    

  • Diverse market models of competing Brownian particles with splits and mergers.

    Ioannis Karatzas, Andrey Sarantsev

    págs. 1329-1361

    

  • A positive temperature phase transition in random hypergraph 2-coloring.

    Victor Bapst, Amin Coja-Oghlan, Felicia Raßmann

    págs. 1362-1406

    

  • Propagation of chaos for interacting particles subject to environmental noise.

    Michele Coghi, Franco Flandoli

    págs. 1407-1442

    

  • Approximations of stochastic partial differential equations.

    Giulia Di Nunno, Tusheng Zhang

    págs. 1443-1466

    

  • Local asymptotics for controlled martingales.

    Scott N. Armstrong, Ofer Zeitouni

    págs. 1467-1494

    

  • Stein estimation of the intensity of a spatial homogeneous Poisson point process.

    Marianne Clausel, Jean-François Coeurjolly, Jérôme Lelong

    págs. 1495-1534

    

  • A probabilistic approach to mean field games with major and minor players.

    René Carmona, Xiuneng Zhu

    págs. 1535-1580

    

  • Estimation for stochastic damping Hamiltonian systems under partial observation. III. Diffusion term.

    Patrick Cattiaux, José R. León, Clêmentine Prieur

    págs. 1581-1619

    

  • From transience to recurrence with Poisson tree frogs.

    Christopher Hoffman, Tobias Johnson, Matthew Junge

    págs. 1620-1635

    

  • Bernoulli and tail-dependence compatibility.

    Paul Embrechts, Marius Hofert, Ruodu Wang

    págs. 1636-1658

    

  • Beyond universality in random matrix theory.

    Alan Edelman, A. Guionnet, S. Péché

    págs. 1659-1697

    

  • Super-replication with nonlinear transaction costs and volatility uncertainty.

    Peter Bank, Yan Dolinsky, Selim Gökay

    págs. 1698-1726

    

  • The snapping out Brownian motion.

    Antoine Lejay

    págs. 1727-1742

    

  • Backward stochastic differential equation driven by a marked point process: An elementary approach with an application to optimal control.

    Fulvia Confortola, Marco Fuhrman, Jean Jacob

    págs. 1743-1773

    

  • Entropic Ricci curvature bounds for discrete interacting systems.

    Max Fathi, Jan Maas

    págs. 1774-1806

    

  • Hack’s law in a drainage network model: A Brownian web approach.

    Rahul Roy, Kumarjit Saha, Anish Sarkar

    págs. 1807-1836

    

  • Gaussian fluctuations for linear spectral statistics of large random covariance matrices.

    Jamal Najim, Jianfeng Yao

    págs. 1837-1887

    

  • Duality theory for portfolio optimisation under transaction costs.

    Christoph Czichowsky, Walter Schachermayer

    págs. 1888-1941

    

  • A note on the expansion of the smallest eigenvalue distribution of the LUE at the hard edge.

    Folkmar Bornemann

    págs. 1942-1946