Annals of applied probability: an official journal of the Institute of Mathematical Statistics
Hydrodynamic limits and propagation of chaos for interacting random walks in domains.
Zhen-Qing Chen, Wai Tong Louis Fan
págs. 1299-1371
The number of potential winners in Bradley–Terry model in random environment.
Raphael Chetrite, Roland Diel, Matthieu Lerasle
págs. 1372-1394
On the distribution of the largest real eigenvalue for the real Ginibre ensemble.
Mihail Poplavskyi, Roger Tribe, Oleg Zaboronski
págs. 1395-1413
Portfolio optimisation beyond semimartingales: Shadow prices and fractional Brownian motion.
Christoph Czichowsky, Walter Schachermayer
págs. 1414-1451
Model-free superhedging duality.
Matteo Burzoni, Marco Frittelli, Marco Maggis
págs. 1452-1477
Exact simulation of the Wright–Fisher diffusion.
Paul A. Jenkins, Dario Spanò
págs. 1478-1509
Mesoscopic eigenvalue statistics of Wigner matrices.
Yukun He, Antti Knowles
págs. 1510-1550
Nonasymptotic convergence analysis for the unadjusted Langevin algorithm.
Alain Durmus, Eric Moulines
págs. 1551-1587
Minimal spanning trees and Stein’s method.
Sourav Chatterjee, Sanchayan Sen
págs. 1588-1645
The shape of the one-dimensional phylogenetic likelihood function.
Vu Dinh, Frederick A. Matsen IV
págs. 1646-1677
On the capacity functional of the infinite cluster of a Boolean model.
Günter Last, Mathew D. Penrose, Sergei Zuyev
págs. 1678-1701
Erhan Bayraktar, Song Yao
págs. 1702-1755
Extended convergence of the extremal process of branching Brownian motion.
Anton Bovier, Lisa Hartung
págs. 1757-1777
The pricing of contingent claims and optimal positions in asymptotically complete markets.
Michail Anthropelos, Scott Robertson, Konstantinos Spiliopoulos
págs. 1778-1830
Continuous inventory models of diffusion type: Long-term average cost criterion.
Kurt L. Helmes, Richard H. Stockbridge, Chao Zhou
págs. 1831-1885
One-dimensional long-range diffusion limited aggregation II: The transient case.
Gideon Amir, Omer Angel, Gady Kozma
págs. 1886-1922
Wright–Fisher construction of the two-parameter Poisson–Dirichlet diffusion.
Cristina Costantini, Pierpaolo De Blasi, Stewart N. Ethier, Matteo Ruggiero, Dario Spanò
págs. 1923-1950
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