Annals of applied probability: an official journal of the Institute of Mathematical Statistics
The maximum maximum of a martingale with given n marginals.
Pierre Henry-Labordère, Jan Oblój, Peter Spoida, Niza Touzi
págs. 1-44
págs. 45-72
Second-order properties and central limit theorems for geometric functionals of Boolean models.
Daniel Hug, Günter Last, Matthias Schulte
págs. 73-135
Multilevel Monte Carlo for Lévy-driven SDEs: Central limit theorems for adaptive Euler schemes.
Steffen Dereich, Sangmeng Li
págs. 136-185
Gambling in contests with random initial law.
Han Feng, David Hobson
págs. 186-215
Hawkes processes on large networks.
Sylvain Delattre, Nicolas Fournier, Marc Hoffmann
págs. 216-261
Numerical simulation of quadratic BSDEs.
Jean-Francois Chassagneux, Adrien Richou
págs. 262-304
The densest subgraph problem in sparse random graphs.
Venkat Anantharam, Justin Salez
págs. 305-327
Approximating Lévy processes with completely monotone jumps.
Daniel Hackmann, Alexey Kuznetsov
págs. 328-359
Philip S. Griffin
págs. 360-401
On values of repeated games with signals.
Hugo Gimbert, Jérôme Renault, Sylvain Sorin, Xavier Venel, Wieslaw Zielonka
págs. 402-424
págs. 425-461
High-frequency asymptotics for Lipschitz–Killing curvatures of excursion sets on the sphere.
Domenico Marinucci, Sreekar Vadlamani
págs. 462-506
Exact formulas for random growth with half-flat initial data.
Janosch Ortmann, Jeremy Quastel, Daniel Remenik
págs. 507-548
The symplectic geometry of closed equilateral random walks in 3-space.
Jason Cantarella, Clayton Shonkwiler
págs. 549-596
Randomized interior point methods for sampling and optimization.
Hariharan Narayanan
págs. 597-641
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