VOL. 24 · NO. 2 | April 2014
 
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Frontmatter
Ann. Appl. Probab. 24 (2), (April 2014)
No abstract available
Ann. Appl. Probab. 24 (2), (April 2014)
No abstract available
Articles
Julien Berestycki, Nathanaël Berestycki, Vlada Limic
Ann. Appl. Probab. 24 (2), 449-475, (April 2014) DOI: 10.1214/12-AAP911
KEYWORDS: $\Lambda$-coalescents, continuous-state branching processes, particle system representation, Lévy processes, Lookdown construction, Fleming–Viot processes, 60J25, 60F99, 92D25
A. Faggionato, C. Roberto, C. Toninelli
Ann. Appl. Probab. 24 (2), 476-525, (April 2014) DOI: 10.1214/12-AAP917
KEYWORDS: Coalescence process, simple point process, Renewal process, Universality, nonequilibrium dynamics, 60G55, 60B10
Oleg Butkovsky
Ann. Appl. Probab. 24 (2), 526-552, (April 2014) DOI: 10.1214/13-AAP922
KEYWORDS: Markov processes, Wasserstein metric, stochastic delay equations, subgeometric convergence, Lyapunov functions, 60J05, 60J25, 34K50
Mathieu Faure, Sebastian J. Schreiber
Ann. Appl. Probab. 24 (2), 553-598, (April 2014) DOI: 10.1214/13-AAP923
KEYWORDS: Random perturbations, Quasi-stationary distributions, large deviations, nonlinear branching process, 60J10, 34F05, 92D25, 60J80, 60F10
Kenneth S. Alexander, Nikos Zygouras
Ann. Appl. Probab. 24 (2), 599-615, (April 2014) DOI: 10.1214/13-AAP930
KEYWORDS: Depinning transition, pinning model, path properties, 82B44, 82D60, 60K35
Ennio Fedrizzi
Ann. Appl. Probab. 24 (2), 616-651, (April 2014) DOI: 10.1214/13-AAP931
KEYWORDS: Diffusion approximation limit theorem, random perturbation of initial conditions, solitons, NLS equation, KdV equation, 60B12, 35C08, 35Q53, 35Q55
Dan Crisan, Konstantinos Manolarakis
Ann. Appl. Probab. 24 (2), 652-678, (April 2014) DOI: 10.1214/13-AAP932
KEYWORDS: Backward SDEs, second order discretization, cubature methods, numerical analysis, 60H10, 60H35
Jean-François Chassagneux, Dan Crisan
Ann. Appl. Probab. 24 (2), 679-720, (April 2014) DOI: 10.1214/13-AAP933
KEYWORDS: Backward SDEs, high order discretization, Runge–Kutta methods, 60H10, 65C30
Hye-Won Kang, Thomas G. Kurtz, Lea Popovic
Ann. Appl. Probab. 24 (2), 721-759, (April 2014) DOI: 10.1214/13-AAP934
KEYWORDS: Reaction networks, central limit theorem, martingale methods, Markov chains, scaling limits, 60F05, 92C45, 92C37, 80A30, 60F17, 60J27, 60J28, 60J60
Rami Atar, Itai Gurvich
Ann. Appl. Probab. 24 (2), 760-810, (April 2014) DOI: 10.1214/13-AAP935
KEYWORDS: The parallel server model, Many-server queues, heavy traffic, diffusion limits, asymptotically optimal control, nondegenerate slowdown regime, 60K25, 60J60, 60F17, 90B22, 68M20
Rafael Mendoza-Arriaga, Vadim Linetsky
Ann. Appl. Probab. 24 (2), 811-856, (April 2014) DOI: 10.1214/13-AAP936
KEYWORDS: Default, default intensity, credit spread, corporate bond, credit derivative, CIR process, Time change, subordinator, Bochner subordination, jump-diffusion process, state dependent Lévy measure, spectral expansion, 91G40, 60J75, 91G30, 60G55
L. R. G. Fontes, R. J. Gava, V. Gayrard
Ann. Appl. Probab. 24 (2), 857-897, (April 2014) DOI: 10.1214/13-AAP937
KEYWORDS: random dynamics, random environments, $K$-process, Scaling limit, trap models, GREM, 60K35, 82C44
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