VOL. 28 · NO. 1 | February 2018
Ann. Appl. Probab. 28 (1), (February 2018) Open Access
No abstract available
Ann. Appl. Probab. 28 (1), (February 2018) Open Access
No abstract available
Julien Claisse
Ann. Appl. Probab. 28 (1), 1-34, (February 2018) DOI: 10.1214/17-AAP1290 Open Access
KEYWORDS: Stochastic control, branching diffusion process, dynamic programming principle, Hamilton–Jacobi–Bellman equation, viscosity solution, 93E20, 60J60, 60J80, 49L20, 49L25, 60J70, 60J85
Shankar Bhamidi, Jimmy Jin, Andrew Nobel
Ann. Appl. Probab. 28 (1), 35-78, (February 2018) DOI: 10.1214/17-AAP1297 Open Access
KEYWORDS: branching process, Jagers–Nerman stable age distribution, point process, preferential attachment, change point, functional central limit theorem, statistical estimation, 60C05, 05C80
Yue Chen, Ana Bušić, Sean Meyn
Ann. Appl. Probab. 28 (1), 79-111, (February 2018) DOI: 10.1214/17-AAP1300 Open Access
KEYWORDS: Controlled Markov chain, ergodic theory, information theory, 60J20, 60G10, 68M20, 94A15
Tiziano De Angelis, Giorgio Ferrari, John Moriarty
Ann. Appl. Probab. 28 (1), 112-147, (February 2018) DOI: 10.1214/17-AAP1301 Open Access
KEYWORDS: Nonzero-sum Dynkin games, Nash equilibrium, smooth-fit principle, regular diffusions, free boundary problems, 91A05, 91A15, 60G40, 60J60, 35R35
Johannes Alt, László Erdős, Torben Krüger
Ann. Appl. Probab. 28 (1), 148-203, (February 2018) DOI: 10.1214/17-AAP1302 Open Access
KEYWORDS: circular law, Local law, variance profile, 60B20, 15B52
Amarjit Budhiraja, Eric Friedlander
Ann. Appl. Probab. 28 (1), 204-249, (February 2018) DOI: 10.1214/17-AAP1303 Open Access
KEYWORDS: Mean field approximations, diffusion approximations, asymptotic optimality, Stochastic networks, Stochastic control, propagation of chaos, rate control, ad hoc wireless networks, 60K35, 60H30, 93E20, 60J28, 60J70, 60K25, 91B70
Adrián González Casanova, Dario Spanò
Ann. Appl. Probab. 28 (1), 250-284, (February 2018) DOI: 10.1214/17-AAP1305 Open Access
KEYWORDS: Cannings models, frequency-dependent selection, moment duality, ancestral processes, branching-coalescing stochastic processes, fixation probability, $\Xi$-Fleming–Viot processes, Diffusion processes, 60G99, 60K35, 92D10, 92D11, 92D25
Harry Crane
Ann. Appl. Probab. 28 (1), 285-339, (February 2018) DOI: 10.1214/17-AAP1306 Open Access
KEYWORDS: combinatorial stochastic process, Lévy process, Dynamic networks, Lévy–Itô–Khintchine representation, exchangeability, finite exchangeability, 60B05, 60G09, 60G51, 60J05, 60J25
Marek Biskup, Eviatar B. Procaccia
Ann. Appl. Probab. 28 (1), 340-377, (February 2018) DOI: 10.1214/17-AAP1307 Open Access
KEYWORDS: Interacting polymer, random environment, shape theorem, First-passage percolation, Dirichlet eigenvalue, perimeter, 82B41, 60D05, 49Q10
E. Robert Fernholz, Ioannis Karatzas, Johannes Ruf
Ann. Appl. Probab. 28 (1), 378-417, (February 2018) DOI: 10.1214/17-AAP1308 Open Access
KEYWORDS: Trading strategies, functional generation, relative arbitrage, short-term arbitrage, support of diffusions, diffusions on manifolds, nondegeneracy, 60G44, 60H05, 60H30, 91G10
Rami Atar, Anup Biswas, Haya Kaspi, Kavita Ramanan
Ann. Appl. Probab. 28 (1), 418-481, (February 2018) DOI: 10.1214/17-AAP1309 Open Access
KEYWORDS: Skorokhod map, measure-valued Skorokhod map, Measure-valued processes, fluid models, fluid limits, Law of Large Numbers, priority queueing, Earliest-Deadline-First, Shortest-Remaining-Processing Time, Shortest-Job-First, 60K25, 60G57, 68M20
Philippe Briand, Romuald Elie, Ying Hu
Ann. Appl. Probab. 28 (1), 482-510, (February 2018) DOI: 10.1214/17-AAP1310 Open Access
KEYWORDS: Backward stochastic differential equations, mean reflection, Skorokhod type minimal condition, super-hedging, risk management constraint, 60H10, 91G10
Jean Jacod, Viktor Todorov
Ann. Appl. Probab. 28 (1), 511-576, (February 2018) DOI: 10.1214/17-AAP1311 Open Access
KEYWORDS: Blumenthal–Getoor index, central limit theorem, Empirical characteristic function, integrated volatility, Irregular sampling, Itô semimartingale, jumps, jump activity, microstructure noise, Quadratic Variation, Stable process, 60F05, 60F17, 60G51, 60G07
Giambattista Giacomin, Hubert Lacoin
Ann. Appl. Probab. 28 (1), 577-606, (February 2018) DOI: 10.1214/17-AAP1312 Open Access
KEYWORDS: Lattice Gaussian free field, disordered pinning model, localization transition, Critical behavior, Disorder irrelevance, 60K35, 60K37, 82B27, 82B44
Nikolaos Fountoulakis, Tobias Müller
Ann. Appl. Probab. 28 (1), 607-650, (February 2018) DOI: 10.1214/17-AAP1314 Open Access
KEYWORDS: Random graphs, hyperbolic plane, Giant component, Law of Large Numbers, 05C80, 05C82, 60D05, 82B43
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