Annals of applied probability: an official journal of the Institute of Mathematical Statistics

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  Año 2019, Vol. 29, Número 2

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    First-order Euler scheme for SDEs driven by fractional Brownian motions: The rough case

    Yanghui Liu, Samy Tindel

    págs. 458-826

    
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    Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients

    Daniel Conus, Arnulf Jentzen, Ryan Kurniawan

    págs. 653-716

    
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    Change-point detection for Lévy processes

    José E. Figueroa-López, Sveinn Ólafsson

    págs. 717-738

    
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    Super-replication with fixed transaction costs

    Peter Bank, Yan Dolinsky

    págs. 739-757

    
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    Malliavin calculus approach to long exit times from an unstable equilibrium

    Yuri Bakhtin, Zsolt Pajor-Gyulai

    págs. 827-850

    
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    Optimal mean-based algorithms for trace reconstruction

    Anindya De, Ryan O'Donnell, Rocco A. Servedio

    págs. 851-874

    
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    A shape theorem for the scaling limit of the IPDSAW at criticality

    Philippe Carmona, Nicolas Pétrélis

    págs. 875-930

    
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    Normal approximation for stabilizing functionals

    Raphael Lachieze-Rey, Matthias Schulte, J.E. Yukich

    págs. 931-993

    
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    Ergodicity of an SPDE associated with a many-server queue

    Reza Aghajani, Kavita Ramanan

    págs. 994-1045

    
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    Central limit theorems in the configuration model

    A.D. Barbour, Adrian Röllin

    págs. 1046-1069

    
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    Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues

    Ari Arapostathis, Guodong Pang, Nikola Sandrić

    págs. 1070-1126

    
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    On one-dimensional Riccati diffusions

    A.N. Bishop, P. Del Moral, K. Kamatani, Bruno Rémillard

    págs. 1127-1187

    
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    On Poisson approximations for the Ewens sampling formula when the mutation parameter grows with the sample size

    Koji Tsukuda

    págs. 1188-1232

    
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    The critical greedy server on the integers is recurrent

    James R. Cruise, Andrew R. Wade

    págs. 1233-1261

    
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    Join-the-shortest queue diffusion limit in Halfin–Whitt regime: Tail asymptotics and scaling of extrema

    Sayan Banerjee, Debankur Mukherjee

    págs. 1262-1309