VOL. 21 · NO. 4 | August 2011
Ann. Appl. Probab. 21 (4), (August 2011) Open Access
No abstract available
Ann. Appl. Probab. 21 (4), (August 2011) Open Access
No abstract available
D. Bertacchi, N. Lanchier, F. Zucca
Ann. Appl. Probab. 21 (4), 1215-1252, (August 2011) DOI: 10.1214/10-AAP734 Open Access
KEYWORDS: contact process, voter model, site percolation, logistic growth, branching random walks, Random walks, host, symbiont, infrapopulation, metapopulation, infracommunity, component community, 60K35
Tobias Kuna, Joel L. Lebowitz, Eugene R. Speer
Ann. Appl. Probab. 21 (4), 1253-1281, (August 2011) DOI: 10.1214/10-AAP703 Open Access
KEYWORDS: realizability, Point processes, truncated moment problem, 60G55, 44A60, 82B20
Stefano De Marco
Ann. Appl. Probab. 21 (4), 1282-1321, (August 2011) DOI: 10.1214/10-AAP717 Open Access
KEYWORDS: Smoothness of densities, Stochastic differential equations, locally smooth coefficients, tail estimates, Malliavin calculus, square-root process, 60J35, 60H10, 60H07, 60J60, 60J70
Arash Fahim, Nizar Touzi, Xavier Warin
Ann. Appl. Probab. 21 (4), 1322-1364, (August 2011) DOI: 10.1214/10-AAP723 Open Access
KEYWORDS: viscosity solutions, monotone schemes, Monte Carlo approximation, second order backward stochastic differential equations, 65C05, 49L25
Magdalena Kobylanski, Marie-Claire Quenez, Elisabeth Rouy-Mironescu
Ann. Appl. Probab. 21 (4), 1365-1399, (August 2011) DOI: 10.1214/10-AAP727 Open Access
KEYWORDS: Optimal stopping, optimal multiple stopping, Aggregation, swing options, American options, 60G40, 60G07, 28B20, 62L15
Sourav Chatterjee, Persi Diaconis, Allan Sly
Ann. Appl. Probab. 21 (4), 1400-1435, (August 2011) DOI: 10.1214/10-AAP728 Open Access
KEYWORDS: random graph, degree sequence, Erdős–Gallai criterion, threshold graphs, graph limit, 05A16, 05C07, 05C30, 52B55, 60F05, 62F10, 62F12
Masaaki Fukasawa
Ann. Appl. Probab. 21 (4), 1436-1465, (August 2011) DOI: 10.1214/10-AAP730 Open Access
KEYWORDS: stable convergence, discrete hedging, Euler–Maruyama scheme, 60F05, 60F17, 60H05
Peter Constantin, Gautam Iyer
Ann. Appl. Probab. 21 (4), 1466-1492, (August 2011) DOI: 10.1214/10-AAP731 Open Access
KEYWORDS: Navier–Stokes, stochastic Lagrangian, probabilistic representation, 76D05, 60K40
Graham Brightwell, Malwina Luczak
Ann. Appl. Probab. 21 (4), 1493-1536, (August 2011) DOI: 10.1214/10-AAP736 Open Access
KEYWORDS: Causal sets, infinite posets, random linear extensions, Invariant measures, 60C05, 06A07, 60F99
Giacomo Como, Fabio Fagnani
Ann. Appl. Probab. 21 (4), 1537-1567, (August 2011) DOI: 10.1214/10-AAP739 Open Access
KEYWORDS: Multi-agent systems, social networks, opinion dynamics, bounded confidence, scaling limits, probability-measure-valued ODEs, 60K35, 91D30, 93A15
Maury Bramson
Ann. Appl. Probab. 21 (4), 1568-1625, (August 2011) DOI: 10.1214/10-AAP726 Open Access
KEYWORDS: Join the shortest queue, stability, 60K25, 68M20, 90B15
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