Annals of applied probability: an official journal of the Institute of Mathematical Statistics
Stochastic target games with controlled loss.
Bruno Bouchard, Ludovic Moreau, Marcel Nutz
págs. 899-934
Universality of covariance matrices.
Natesh S. Pillai, Jun Yin
págs. 935-1001
Asymptotically optimal discretization of hedging strategies with jumps.
Mathieu Rosenbaum, Peter Tankov
págs. 1002-1048
Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme.
A. Alfonsi, Benjamin Jourdain, A. Kohatsu-Higa
págs. 1049-1080
Epidemics on random intersection graphs.
Frank G. Ball, David J. Sirl, Pieter Trapman
págs. 1081-1128
Simulation of BSDEs by Wiener chaos expansion.
Philippe Briand, Céline Labart
págs. 1129-1171
Moments and Lyapunov exponents for the parabolic Anderson model.
Alexei Borodin, Ivan Corwin
págs. 1172-1198
Limiting spectral distribution of a symmetrized auto-cross covariance matrix.
Baisou Jin, Chen Wang, Z. D. Bai, Krishnan Nair, Matthew C. Harding
págs. 1199-1225
Stochastically-induced bistability in chemical reaction systems.
John K. McSweeney, Lea Popovic
págs. 1226-1268
págs. 1269-1297
Propagation of chaos in neural fields.
Jonathan Touboul
págs. 1298-1328
- Página 1 de 1
