Annals of applied probability: an official journal of the Institute of Mathematical Statistics
On meteors, earthworms and WIMPs.
Sara Billey, Krzysztof Burdzy, Soumik Pal, Bruce E. Sagan
págs. 1729-1779
Degree distribution of shortest path trees and bias of network sampling algorithms.
Shankar Bhamidi, Jesse Goodman, Remco van der Hofstad, Júlia Komjáthy
págs. 1780-1826
Strict local martingales and bubbles.
Constantinos Kardaras, Dörte Kreher, Ashkan Nikeghbali
págs. 1827-1867
F. Avram, Z. Palmowski, M. R. Pistorius
págs. 1868-1935
Critical population and error threshold on the sharp peak landscape for the Wright–Fisher model.
Raphäel Cerf
págs. 1936-1992
Branching random walks and multi-type contact-processes on the percolation cluster of Z d .
Daniela Bertacchi, Fabio Zucca
págs. 1993-2012
Jigsaw percolation: What social networks can collaboratively solve a puzzle?
Charles D. Brummitt, Shirshendu Chatterjee, Partha S. Dey, David Sivakoff
págs. 2013-2038
An integral equation for Root’s barrier and the generation of Brownian increments.
Paul Gassiat, Aleksandar Mijatović, Harald Oberhauser
págs. 2039-2065
Hedging, arbitrage and optimality with superlinear frictions.
Paolo Guasoni, Miklós Rásonyi
págs. 2066-2095
Global solvability of a networked integrate-and-fire model of McKean–Vlasov type.
François Delarue, James Inglis, Sylvain Rubenthaler, Etienne Tanré
págs. 2096-2133
Randomized and backward SDE representation for optimal control of non-Markovian SDEs.
Marco Fuhrman, Huyên Pham
págs. 2134-2167
On well-posedness of forward–backward SDEs—A unified approach.
Jin Ma, Zhen Wu, Detao Zhang, Jianfeng Zhang
págs. 2168-2214
págs. 2215-2262
Benjamin Jourdain, Tony Lelièvre, Błażej Miasojedow
págs. 2263-2300
Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps.
Idris Kharroubi, Nicolas Langrené, Huyên Pham
págs. 2301-2338
Limit shapes for growing extreme characters of U(∞) .
Alexei Borodin, Alexey Bufetov, Grigori Olshanski
págs. 2339-2381
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