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

• 

  Año 2016, Vol. 26, Número 6

  • Asymptotic quantization of exponential random graphs.

    Mei Yin, Alessandro Rinaldo, Sukhada Fadnavis

    págs. 3251-3285

    

  • Collision times in multicolor urn models and sequential graph coloring with applications to discrete logarithms.

    Bhaswar B. Bhattacharya

    págs. 3286-3318

    

  • Fluctuation analysis of adaptive multilevel splitting.

    Frédéric Cérou, Arnaud Guyader

    págs. 3319-3380

    

  • Viscosity solutions of fully nonlinear elliptic path dependent partial differential equations.

    Zhenjie Ren

    págs. 3381-3414

    

  • Edgeworth expansion for functionals of continuous diffusion processes.

    Mark Podolskij, Nakahiro Yoshida

    págs. 3415-3455

    

  • Genealogies in expanding populations.

    Rick Durrett, Wai Tong Louis Fan

    págs. 3456-3490

    

  • A piecewise deterministic model for a prey-predator community.

    Manon Costa

    págs. 3491-3530

    

  • Arbitrage, hedging and utility maximization using semi-static trading strategies with American options.

    Erhan Bayraktar, Zhou Zhou

    págs. 3531-3558

    

  • Unbiasedness of some generalized adaptive multilevel splitting algorithms.

    Charles-Edouard Bréhier, Maxime Gazeau, Ludovic Goudenège, Tony Lelièvre, Mathias Rousset

    págs. 3559-3601

    

  • Lattice approximations of reflected stochastic partial differential equations driven by space–time white noise.

    Tusheng Zhang

    págs. 3602-3629

    

  • Central limit theorems of a recursive stochastic algorithm with applications to adaptive designs.

    Li-Xin Zhang

    págs. 3630-3658

    

  • A functional central limit theorem for branching random walks, almost sure weak convergence and applications to random trees.

    Rudolf Grübel, Zakhar Kabluchko

    págs. 3659-3698

    

  • Large-time option pricing using the Donsker–Varadhan LDP—correlated stochastic volatility with stochastic interest rates and jumps.

    Martin Forde, Rohini Kumar

    págs. 3699-3726

    

  • Trapping games on random boards.

    Riddhipratim Basu, Alexander E. Holroyd, James B. Martin, Johan Wästlund

    págs. 3727-3753

    

  • Lotka–Volterra with randomly fluctuating environments or “how switching between beneficial environments can make survival harder”.

    Michel Benaïm, Claude Lobry

    págs. 3754-3785

    

  • Tracy–Widom distribution for the largest eigenvalue of real sample covariance matrices with general population.

    Ji Oon Lee, Kevin Schnelli

    págs. 3786-3839

    

  • Transition from Gaussian to non-Gaussian fluctuations for mean-field diffusions in spatial interaction.

    Eric Luçon, Wilhelm Stannat

    págs. 3840-3909