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

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  Año 2021, Vol. 31, Número 3

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    Variance estimation in adaptive sequential Monte Carlo

    Qiming Du, Arnaud Guyader

    págs. 1021-1060

    
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    Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence

    Rami Atar, Amarjit Budhiraja, Paul Dupuis, Ruoyu Wu

    págs. 1061-1099

    
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    Antithetic multilevel sampling method for nonlinear functionals of measure

    Lukasz Szpruch, Alvin Tse

    págs. 1100-1139

    
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    “Regression anytime” with brute-force SVD truncation

    Christian Bender, Nikolaus Schweizer

    págs. 1140-1179

    
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    Random conductance models with stable-like jumps: Quenched invariance principle

    Xin Chen, Takashi Kumagai, Jian Wang

    págs. 1180-1231

    
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    Path dependent optimal transport and model calibration on exotic derivatives

    Ivan Guo, Grégoire Loeper

    págs. 1232-1263

    
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    Statistical inference for Bures–Wasserstein barycenters

    Alexey Kroshnin, Vladimir Spokoiny, Alexandra Suvorikova

    págs. 1264-1298

    
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    Diffusion-approximation for a kinetic equation with perturbed velocity redistribution process

    Nils Caillerie, Julien Vovelle

    págs. 1299-1335

    
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    Conservative stochastic two-dimensional Cahn–Hilliard equation

    Michael Röckner, Huanyu Yang, Rongchan Zhu

    págs. 1336-1375

    
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    Semimartingales and shrinkage of filtration

    Tomasz R. Bielecki, Jacek Jakubowski, Monique Jeanblanc, Mariusz Niewęgłowski

    págs. 1376-1402

    
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    PageRank’s behavior under degree correlations

    Mariana Olvera-Cravioto

    págs. 1403-1442

    
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    Fast approximate simulation of finite long-range spin systems

    Ross McVinish, Liam Hodgkinson

    págs. 1443-1473

    
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    Computing the partition function of the Sherrington–Kirkpatrick model is hard on average

    David Gamarnik, Eren C. Kızıldağ

    págs. 1474-1504

    
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    Corrigendum for “Second-order reflected backward stochastic differential equations” and “Second-order BSDEs with general reflection and game options under uncertainty”

    Anis Matoussi, Dylan Possamai, Chao Zhou

    págs. 1505-1522