Annals of applied probability: an official journal of the Institute of Mathematical Statistics
Archimedes' principle for Brownian liquid.
Krzysztof Burdzy, Zhen-Qing Chen, Soumik Pal
págs. 2053-2074
Upper large deviations for the maximal flow through a domain of Rd in first passage percolation.
Raphäel Cerf, Marie Théret
págs. 2075-2108
Sequential Monte Carlo smoothing for general state space hidden Markov models.
Randal Douc, Aurélien Garivier, Eric Moulines, Jimmy Olsson
págs. 2109-2145
Mixing time of exponential random graphs.
Shankar Bhamidi, Guy Bresler, Allan Sly
págs. 2146-2170
A Wiener�Hopf Monte Carlo simulation technique for Lévy processes.
A. Kuznetsov, A.E. Kyprianou, J. C. Pardo, Kees van Schaik
págs. 2171-2190
Optimal arbitrage under model uncertainty.
Daniel Fernholz, Ioannis Karatzas
págs. 2191-2225
Error analysis of tau-leap simulation methods.
David F. Anderson, Arnab Ganguly, Thomas G. Kurtz
págs. 2226-2262
Limit theorems for Markov processes indexed by continuous time Galton�Watson trees.
Vincent Bansaye, Jean-François Delmas, Laurence Marsalle, Viet Chi Tran
págs. 2263-2314
A sequential Monte Carlo approach to computing tail probabilities in stochastic models.
Hock Peng Chan, Tze Leung Lai
págs. 2315-2342
Analysis of error propagation in particle filters with approximation.
Boris N. Oreshkin, Mark J. Coates
págs. 2343-2378
Yaozhong Hu, David Nualart Rodón
, Xiaoming Songpágs. 2379-2423
Anomalous dissipation in a stochastic inviscid dyadic model.
Davide Barbato, Franco Flandoli, Francesco Morandin
págs. 2424-2446
Asymptotic behavior of Aldous� gossip process.
Shirshendu Chatterjee, Rick Durrett
págs. 2447-2482
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