VOL. 23 · NO. 6 | December 2013
 
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Frontmatter
Ann. Appl. Probab. 23 (6), (December 2013)
No abstract available
Ann. Appl. Probab. 23 (6), (December 2013)
No abstract available
Articles
Mathew D. Penrose, J. E. Yukich
Ann. Appl. Probab. 23 (6), 2161-2211, (December 2013) DOI: 10.1214/12-AAP897
KEYWORDS: Manifolds, dimension estimators, entropy estimators, Vietoris–Rips complex, clique counts, 60F05, 60D05
Yan Dolinsky
Ann. Appl. Probab. 23 (6), 2212-2237, (December 2013) DOI: 10.1214/12-AAP898
KEYWORDS: Game options, Optimal stopping, super-replication, Transaction costs, 91B28, 60F15, 91A05
Thomas Hotz, Sean Skwerer, Stephan Huckemann, Huiling Le, J. S. Marron, Jonathan C. Mattingly, Ezra Miller, James Nolen, Megan Owen, Vic Patrangenaru
Ann. Appl. Probab. 23 (6), 2238-2258, (December 2013) DOI: 10.1214/12-AAP899
KEYWORDS: Fréchet mean, central limit theorem, Law of Large Numbers, stratified space, nonpositive curvature, 60B99, 60F05
Madalina Deaconu, Samuel Herrmann
Ann. Appl. Probab. 23 (6), 2259-2289, (December 2013) DOI: 10.1214/12-AAP900
KEYWORDS: Bessel processes, Cox–Ingersoll–Ross processes, hitting time, method of images, numerical algorithm, 65C20, 60K35, 60K30
Peter Imkeller, N. Sri Namachchivaya, Nicolas Perkowski, Hoong C. Yeong
Ann. Appl. Probab. 23 (6), 2290-2326, (December 2013) DOI: 10.1214/12-AAP901
KEYWORDS: Nonlinear filtering, dimensional reduction, Homogenization‎, particle filtering, asymptotic expansion, SPDE, BDSDE, 60G35, 35B27, 60H15, 60H35
Curdin Ott
Ann. Appl. Probab. 23 (6), 2327-2356, (December 2013) DOI: 10.1214/12-AAP903
KEYWORDS: Optimal stopping, optimal stopping boundary, principle of smooth fit, principle of continuous fit, Lévy processes, Scale functions, 60G40, 60G51, 60J75
Amaury Lambert, Florian Simatos, Bert Zwart
Ann. Appl. Probab. 23 (6), 2357-2381, (December 2013) DOI: 10.1214/12-AAP904
KEYWORDS: Scaling limit, Excursion theory, processor-sharing queue, local time process of Lévy processes, Crump–Mode–Jagers branching processes, 60F17, 60J80, 60J55, 60K25
David Gamarnik, David A. Goldberg
Ann. Appl. Probab. 23 (6), 2382-2419, (December 2013) DOI: 10.1214/12-AAP905
KEYWORDS: Many-server queues, large deviations, weak convergence, Gaussian process, Stochastic comparison, 60K25
Anis Matoussi, Dylan Possamai, Chao Zhou
Ann. Appl. Probab. 23 (6), 2420-2457, (December 2013) DOI: 10.1214/12-AAP906
KEYWORDS: Second order backward stochastic differential equation, reflected backward stochastic differential equation, 60H10, 60H30
Charles Radin, Mei Yin
Ann. Appl. Probab. 23 (6), 2458-2471, (December 2013) DOI: 10.1214/12-AAP907
KEYWORDS: Graph limits, Phase transitions, dense random graphs, 05C80, 82B26
Alexander Schied
Ann. Appl. Probab. 23 (6), 2472-2499, (December 2013) DOI: 10.1214/12-AAP908
KEYWORDS: Dawson–Watanabe superprocess, $J$-functional, Log-Laplace equation, optimal stochastic control with fuel constraint, optimal trade execution, 60J80, 60J85, 93E20, 60H20, 60H30, 91G80
Nick Whiteley
Ann. Appl. Probab. 23 (6), 2500-2537, (December 2013) DOI: 10.1214/12-AAP909
KEYWORDS: sequential Monte Carlo, particle filter, Hidden Markov model, 60K35, 60G35
Nicolas Lanchier, Stylianos Scarlatos
Ann. Appl. Probab. 23 (6), 2538-2559, (December 2013) DOI: 10.1214/12-AAP910
KEYWORDS: interacting particle systems, Axelrod model, Random walks, fixation, 60K35
Nicolas Broutin, Ralph Neininger, Henning Sulzbach
Ann. Appl. Probab. 23 (6), 2560-2603, (December 2013) DOI: 10.1214/12-AAP912
KEYWORDS: analysis of algorithms, Quadtree, limit distribution, contraction method, 60C05, 60F17, 05C05, 11Y16, 05A15, 05A16
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