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

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  Año 2020, Vol. 30, Número 6

  • On the asymptotic optimality of the comb strategy for prediction with expert advice

    Erhan Bayraktar, Ibrahim Ekren, Lili Zhang

    págs. 2517-2546

    

  • Markov selection for the stochastic compressible Navier–Stokes system

    Dominic Breit, Eduard Feireisl, Martina Hofmanová

    págs. 2547-2572

    

  • Stochastic methods for the neutron transport equation I: Linear semigroup asymptotics

    Emma Horton, A.E. Kyprianou, Denis Villemonais

    págs. 2573-2612

    

  • A second order analysis of McKean–Vlasov semigroups

    Marc Arnaudon, P. Del Moral

    págs. 2613-2664

    

  • Utility maximization via decoupling fields

    Alexander Fromm, Peter Imkeller

    págs. 2665-2694

    

  • Sample path large deviations for Lévy processes and random walks with Weibull increments

    Mihail Bazhba, Jose Blanchet, Chang-Han Rhee, Bert Zwart

    págs. 2695-2739

    

  • From tick data to semimartingales

    Yacine Aït-Sahalia, Jean Jacob

    págs. 2740-2768

    

  • Applications of mesoscopic CLTs in random matrix theory

    Benjamin Landon, Philippe Sosoe

    págs. 2769-2795

    

  • How fragile are information cascades?

    Yuval Peres, Miklós Z. Rácz, Allan Sly, Izabella Stuhl

    págs. 2796-2814

    

  • Stochastic methods for the neutron transport equation II: Almost sure growth

    Simon C. Harris, Emma Horton, A.E. Kyprianou

    págs. 2815-2845

    

  • Bulk eigenvalue fluctuations of sparse random matrices

    Yukun He

    págs. 2846-2879

    

  • Extinction time for the weaker of two competing SIS epidemics

    Fabio Lopes, Malwina Luczak

    págs. 2880-2922

    

  • Modelling information flows by Meyer-σ-fields in the singular stochastic control problem of irreversible investment

    Peter Bank, David Besslich

    págs. 2923-2962

    

  • Splitting algorithms for rare event simulation over long time intervals

    Anne Buijsrogge, Paul Dupuis, Michael Snarski

    págs. 2963-2998

    

  • Homogeneous mappings of regularly varying vectors

    Piotr Dyszewski, Thomas Mikosch

    págs. 2999-3026