VOL. 21 · NO. 4 | August 2011
 
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Frontmatter
Ann. Appl. Probab. 21 (4), (August 2011)
No abstract available
Ann. Appl. Probab. 21 (4), (August 2011)
No abstract available
Articles
D. Bertacchi, N. Lanchier, F. Zucca
Ann. Appl. Probab. 21 (4), 1215-1252, (August 2011) DOI: 10.1214/10-AAP734
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
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
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
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
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
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
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
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
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
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
KEYWORDS: Join the shortest queue, stability, 60K25, 68M20, 90B15
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