Annals of applied probability: an official journal of the Institute of Mathematical Statistics
Asymptotic bias of stochastic gradient search
Vladislav B. Tadić, Arnaud Doucet
págs. 3255-3304
Unbiased simulation of stochastic differential equations
Pierre Henry-Labordère, Xiaolu Tan, Nizar Touzi
págs. 3305-3341
On dynamic deviation measures and continuous-time portfolio optimization
Martijn Pistorius, Mitja Stadje
págs. 3342-3384
On the instability of matching queues
Pascal Moyal, Ohad Perry
págs. 3385-3434
Dynamic approaches for some time-inconsistent optimization problems
Chandrasekhar Karnam, Jin Ma, Jianfeng Zhang
págs. 3435-3477
General Edgeworth expansions with applications to profiles of random trees
Zakhar Kabluchko, Alexander Marynych, Henning Sulzbach
págs. 3478-3524
The dividend problem with a finite horizon
Tiziano De Angelis, Erik Ekström
págs. 3525-3546
Large deviations for the exclusion process with a slow bond
Tertuliano Franco, Adriana Neumann
págs. 3547-3587
Optimal dividend and investment problems under Sparre Andersen model
Lihua Bai, Jin Ma, Xiaojing Xing
págs. 3588-3632
Improved Fréchet–Hoeffding bounds on d-copulas and applications in model-free finance
Thibaut Lux, Antonis Papapantoleon
págs. 3633-3671
págs. 3672-3705
Robust bounds in multivariate extremes
Sebastian Engelke, Jevgenijs Ivanovs
págs. 3706-3734
Financial markets with a large trader
Tilmann Blümmel, Thorsten Rheinländer
págs. 3735-3786
Synchronization of reinforced stochastic processes with a network-based interaction
Giacomo Aletti, Irene Crimaldi, Andrea Ghiglietti
págs. 3787-3884
The Widom–Rowlinson model under spin flip: Immediate loss and sharp recovery of quasilocality
Benedikt Jahnel, Christof Külske
págs. 3845-3892
On the unique crossing conjecture of Diaconis and Perlman on convolutions of gamma random variables
Yaming Yu
págs. 3893-3910
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