An Official Journal of the Institute of Mathematical Statistics.
Volume 21, Number 6
Publication Date: December 2011
Frontmatter
Table of Contents
Editorial Board
Articles
Archimedes’ principle for Brownian liquid
Krzysztof Burdzy, Zhen-Qing Chen and Soumik Pal; 2053-2074
Upper large deviations for the maximal flow through a domain of ℝd in first passage percolation
Raphaël Cerf and Marie Théret; 2075-2108
Sequential Monte Carlo smoothing for general state space hidden Markov models
Randal Douc, Aurélien Garivier, Eric Moulines and Jimmy Olsson; 2109-2145
Mixing time of exponential random graphs
Shankar Bhamidi, Guy Bresler and Allan Sly; 2146-2170
A Wiener–Hopf Monte Carlo simulation technique for Lévy processes
A. Kuznetsov, A. E. Kyprianou, J. C. Pardo and K. van Schaik; 2171-2190
Optimal arbitrage under model uncertainty
Daniel Fernholz and Ioannis Karatzas; 2191-2225
Error analysis of tau-leap simulation methods
David F. Anderson, Arnab Ganguly and Thomas G. Kurtz; 2226-2262
Limit theorems for Markov processes indexed by continuous time Galton–Watson trees
Vincent Bansaye, Jean-François Delmas, Laurence Marsalle and Viet Chi Tran; 2263-2314
A sequential Monte Carlo approach to computing tail probabilities in stochastic models
Hock Peng Chan and Tze Leung Lai; 2315-2342
Analysis of error propagation in particle filters with approximation
Boris N. Oreshkin and Mark J. Coates; 2343-2378
Malliavin calculus for backward stochastic differential equations and application to numerical solutions
Yaozhong Hu, David Nualart and Xiaoming Song; 2379-2423
Anomalous dissipation in a stochastic inviscid dyadic model
David Barbato, Franco Flandoli and Francesco Morandin; 2424-2446
Asymptotic behavior of Aldous’ gossip process
Shirshendu Chatterjee and Rick Durrett; 2447-2482
The Annals of Applied Probability
