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

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  Año 2017, Vol. 27, Número 6

  • Asymptotic bias of stochastic gradient search

    Vladislav B. Tadić, Arnaud Doucet

    págs. 3255-3304

    

  • Unbiased simulation of stochastic differential equations

    Pierre Henry-Labordère, Xiaolu Tan, Nizar Touzi

    págs. 3305-3341

    

  • On dynamic deviation measures and continuous-time portfolio optimization

    Martijn Pistorius, Mitja Stadje

    págs. 3342-3384

    

  • On the instability of matching queues

    Pascal Moyal, Ohad Perry

    págs. 3385-3434

    

  • Dynamic approaches for some time-inconsistent optimization problems

    Chandrasekhar Karnam, Jin Ma, Jianfeng Zhang

    págs. 3435-3477

    

  • General Edgeworth expansions with applications to profiles of random trees

    Zakhar Kabluchko, Alexander Marynych, Henning Sulzbach

    págs. 3478-3524

    

  • The dividend problem with a finite horizon

    Tiziano De Angelis, Erik Ekström

    págs. 3525-3546

    

  • Large deviations for the exclusion process with a slow bond

    Tertuliano Franco, Adriana Neumann

    págs. 3547-3587

    

  • Optimal dividend and investment problems under Sparre Andersen model

    Lihua Bai, Jin Ma, Xiaojing Xing

    págs. 3588-3632

    

  • Improved Fréchet–Hoeffding bounds on d-copulas and applications in model-free finance

    Thibaut Lux, Antonis Papapantoleon

    págs. 3633-3671

    

  • Asymptotic Lyapunov exponents for large random matrices

    Hoi H. Nguyen

    págs. 3672-3705

    

  • Robust bounds in multivariate extremes

    Sebastian Engelke, Jevgenijs Ivanovs

    págs. 3706-3734

    

  • Financial markets with a large trader

    Tilmann Blümmel, Thorsten Rheinländer

    págs. 3735-3786

    

  • Synchronization of reinforced stochastic processes with a network-based interaction

    Giacomo Aletti, Irene Crimaldi, Andrea Ghiglietti

    págs. 3787-3884

    

  • The Widom–Rowlinson model under spin flip: Immediate loss and sharp recovery of quasilocality

    Benedikt Jahnel, Christof Külske

    págs. 3845-3892

    

  • On the unique crossing conjecture of Diaconis and Perlman on convolutions of gamma random variables

    Yaming Yu

    págs. 3893-3910