Annals of applied probability: an official journal of the Institute of Mathematical Statistics
Rate control under heavy traffic with strategic servers
Erhan Bayraktar, Amarjit Budhiraja, Asaf Cohen
págs. 1-35
Nonconvex homogenization for one-dimensional controlled random walks in random potential
Atilla Yilmaz, Ofer Zeitouni
págs. 36-88
Sergey Nadtochiy, Mykhaylo Shkolnikov
págs. 89-129
Cubature on Wiener space for McKean–Vlasov SDEs with smooth scalar interaction
Dan Crisan, Eamon McMurray
págs. 130-177
Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients
Mario Hefter, André Herzwurm, Thomas Müller-Gronbach
págs. 178-216
Krzysztof Burdzy, Carl-Erik Gauthier
págs. 217-263
The Bouchaud–Anderson model with double-exponential potential
S. Muirhead, R. Pymar, R. S. dos Santos
págs. 264-325
Random switching between vector fields having a common zero
Michel Benaïm, Edouard Strickler
págs. 326-375
Multi-scale Lipschitz percolation of increasing events for Poisson random walks
Peter Gracar, Alexandre Stauffer
págs. 376-433
Theoretical properties of quasi-stationary Monte Carlo methods
Andi Q. Wang, Martin Kolb, Gareth O. Roberts, David Steinsaltz
págs. 434-457
págs. 458-504
págs. 505-530
Robust hedging of options on a leveraged exchange traded fund
Alexander M.G. Cox, Sam M. Kinsley
págs. 531-576
págs. 577-612
Serve the shortest queue and Walsh Brownian motion
Rami Atar, Asaf Cohen
págs. 613-651
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