VOL. 27 · NO. 5 | October 2017
Ann. Appl. Probab. 27 (5), (October 2017)
No abstract available
Ann. Appl. Probab. 27 (5), (October 2017)
No abstract available
Alison Etheridge, Nic Freeman, Sarah Penington, Daniel Straulino
Ann. Appl. Probab. 27 (5), 2605-2645, (October 2017) DOI: 10.1214/16-AAP1245
KEYWORDS: Spatial Lambda–Fleming–Viot process, branching, coalescing, natural selection, Branching Brownian motion, Population genetics, 60G99, 92B05
Allan Sly, Yumeng Zhang
Ann. Appl. Probab. 27 (5), 2646-2674, (October 2017) DOI: 10.1214/16-AAP1253
KEYWORDS: mixing time, Glauber dynamics, graph colorings, reconstruction problem, 60J10
Uriel Feige, Michael Krivelevich, Daniel Reichman
Ann. Appl. Probab. 27 (5), 2675-2697, (October 2017) DOI: 10.1214/16-AAP1254
KEYWORDS: Bootstrap percolation, minimal contagious set, Random graphs, 05C80, 60K35, 60C05
Ben Hambly, Sean Ledger
Ann. Appl. Probab. 27 (5), 2698-2752, (October 2017) DOI: 10.1214/16-AAP1256
KEYWORDS: McKean–Vlasov problem, nonlinear SPDE, Skorokhod M1 topology, 60H15, 60H30, 60F15
Christian Bayer, Ulrich Horst, Jinniao Qiu
Ann. Appl. Probab. 27 (5), 2753-2806, (October 2017) DOI: 10.1214/16-AAP1265
KEYWORDS: limit order book, Functional limit theorem, Stochastic partial differential equation, 60B11, 90B22, 91B70
Nicolas Fournier, Benjamin Jourdain
Ann. Appl. Probab. 27 (5), 2807-2861, (October 2017) DOI: 10.1214/16-AAP1267
KEYWORDS: Keller–Segel equation, Stochastic particle systems, propagation of chaos, Bessel processes, 65C35, 35K55, 60H10
Rami Atar, Asaf Cohen
Ann. Appl. Probab. 27 (5), 2862-2906, (October 2017) DOI: 10.1214/16-AAP1269
KEYWORDS: Moderate deviations, heavy traffic, risk-sensitive cost, differential games, 49N70, 60F10, 60K25, 93E20
Benoît Laslier, Jean-François Laslier
Ann. Appl. Probab. 27 (5), 2907-2925, (October 2017) DOI: 10.1214/16-AAP1271
KEYWORDS: learning, tournament, urn process, 60J20, 91A22, 91E40
Elchanan Mossel, Sebastien Roch
Ann. Appl. Probab. 27 (5), 2926-2955, (October 2017) DOI: 10.1214/16-AAP1273
KEYWORDS: Phylogenetics, coalescent theory, sequence-length requirement, 60K35, 92D15
Andrea Ghiglietti, Anand N. Vidyashankar, William F. Rosenberger
Ann. Appl. Probab. 27 (5), 2956-3003, (October 2017) DOI: 10.1214/16-AAP1274
KEYWORDS: Clinical trials, crossing times, harmonic moments, last exit times, generalized Pólya urn, target allocation, 60F15, 60F05, 60E20, 60G99, 68Q87, 97K50
Michel Benaïm, Florian Bouguet, Bertrand Cloez
Ann. Appl. Probab. 27 (5), 3004-3049, (October 2017) DOI: 10.1214/17-AAP1275
KEYWORDS: Markov chain, Markov process, asymptotic pseudotrajectory, quantitative ergodicity, Random walk, bandit algorithm, decreasing step Euler scheme, 60J10, 60J25, 60B10
Francesco Caravenna, Rongfeng Sun, Nikos Zygouras
Ann. Appl. Probab. 27 (5), 3050-3112, (October 2017) DOI: 10.1214/17-AAP1276
KEYWORDS: Directed polymer, pinning model, polynomial chaos, Disordered system, Fourth moment theorem, marginal disorder relevance, Stochastic heat equation, 82B44, 82D60, 60K35
Leif Döring, Achim Klenke, Leonid Mytnik
Ann. Appl. Probab. 27 (5), 3113-3152, (October 2017) DOI: 10.1214/17-AAP1277
KEYWORDS: Finite systems scheme, Interacting diffusions, meanfield limit, Mutually catalytic branching, 60K35, 60J80, 60J60, 60J75, 60F05, 60H20
Miryana Grigorova, Peter Imkeller, Elias Offen, Youssef Ouknine, Marie-Claire Quenez
Ann. Appl. Probab. 27 (5), 3153-3188, (October 2017) DOI: 10.1214/17-AAP1278
KEYWORDS: backward stochastic differential equation, reflected backward stochastic differential equation, Optimal stopping, $f$-expectation, strong optional supermartingale, Mertens’ decomposition, dynamic risk measure, strong $\mathcal{E}^{f}$-supermartingale, 60G40, 93E20, 60H30, 60G07, 47N10‎
Patrick W. Dondl, Michael Scheutzow
Ann. Appl. Probab. 27 (5), 3189-3200, (October 2017) DOI: 10.1214/17-AAP1279
KEYWORDS: Interfaces, heterogeneous media, Random media, asymptotic behavior of nonnegative solutions, 34F05, 60H10
Rainer Buckdahn, Juan Li, Jin Ma
Ann. Appl. Probab. 27 (5), 3201-3245, (October 2017) DOI: 10.1214/17-AAP1280
KEYWORDS: Conditional mean-field SDEs, non-Markovian stochastic control system, Nonlinear filtering, stochastic maximum principle, mean-field backward SDEs, 60H10, 60H30, 93E03, 93E11, 93E20
Shankar Bhamidi, Remco van der Hofstad, Gerard Hooghiemstra
Ann. Appl. Probab. 27 (5), 3246-3253, (October 2017) DOI: 10.1214/17-AAP1291
KEYWORDS: Flows, random graph, first passage percolation, hopcount, central limit theorem, configuration model, 60C05, 05C80, 90B15
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