The Annals of Applied Probability

An Official Journal of the Institute of Mathematical Statistics.


Volume 22, Number 6

Publication Date: December 2012

Frontmatter

Table of Contents

Editorial Board

Article

The spatial $\Lambda$-Fleming–Viot process on a large torus: Genealogies in the presence of recombination

A. M. Etheridge and A. Véber; 2165-2209

Phase transition for the mixing time of the Glauber dynamics for coloring regular trees

Prasad Tetali, Juan C. Vera, Eric Vigoda and Linji Yang; 2210-2239

Crossings of smooth shot noise processes

Hermine Biermé and Agnès Desolneux; 2240-2281

Large deviations of the empirical currents for a boundary-driven reaction diffusion model

Thierry Bodineau and Maxime Lagouge; 2282-2319

Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions

Natesh S. Pillai, Andrew M. Stuart and Alexandre H. Thiéry; 2320-2356

A class of multifractal processes constructed using an embedded branching process

Geoffrey Decrouez and Owen Dafydd Jones; 2357-2387

Mean-variance hedging via stochastic control and BSDEs for general semimartingales

Monique Jeanblanc, Michael Mania, Marina Santacroce and Martin Schweizer; 2388-2428

Phylogenetic mixtures: Concentration of measure in the large-tree limit

Elchanan Mossel and Sebastien Roch; 2429-2459

A diffusion approximation theorem for a nonlinear PDE with application to random birefringent optical fibers

A. de Bouard and M. Gazeau; 2460-2504

Stochastic functional differential equations driven by Lévy processes and quasi-linear partial integro-differential equations

Xicheng Zhang; 2505-2538

On the rate of approximation in finite-alphabet longest increasing subsequence problems

Christian Houdré and Zsolt Talata; 2539-2559

Tree-valued Fleming–Viot dynamics with mutation and selection

Andrej Depperschmidt, Andreas Greven and Peter Pfaffelhuber; 2560-2615

2013 © Institute of Mathematical Statistics