Annals of applied probability: an official journal of the Institute of Mathematical Statistics

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  Año 2016, Vol. 26, Número 1

  • The maximum maximum of a martingale with given n marginals.

    Pierre Henry-Labordère, Jan Oblój, Peter Spoida, Niza Touzi

    págs. 1-44

    

  • A uniform law for convergence to the local times of linear fractional stable motions.

    James A. Duffy

    págs. 45-72

    

  • Second-order properties and central limit theorems for geometric functionals of Boolean models.

    Daniel Hug, Günter Last, Matthias Schulte

    págs. 73-135

    

  • Multilevel Monte Carlo for Lévy-driven SDEs: Central limit theorems for adaptive Euler schemes.

    Steffen Dereich, Sangmeng Li

    págs. 136-185

    

  • Gambling in contests with random initial law.

    Han Feng, David Hobson

    págs. 186-215

    

  • Hawkes processes on large networks.

    Sylvain Delattre, Nicolas Fournier, Marc Hoffmann

    págs. 216-261

    

  • Numerical simulation of quadratic BSDEs.

    Jean-Francois Chassagneux, Adrien Richou

    págs. 262-304

    

  • The densest subgraph problem in sparse random graphs.

    Venkat Anantharam, Justin Salez

    págs. 305-327

    

  • Approximating Lévy processes with completely monotone jumps.

    Daniel Hackmann, Alexey Kuznetsov

    págs. 328-359

    

  • Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér–Lundberg and convolution equivalent conditions.

    Philip S. Griffin

    págs. 360-401

    

  • On values of repeated games with signals.

    Hugo Gimbert, Jérôme Renault, Sylvain Sorin, Xavier Venel, Wieslaw Zielonka

    págs. 402-424

    

  • Rough path recursions and diffusion approximations.

    David Kelly

    págs. 425-461

    

  • High-frequency asymptotics for Lipschitz–Killing curvatures of excursion sets on the sphere.

    Domenico Marinucci, Sreekar Vadlamani

    págs. 462-506

    

  • Exact formulas for random growth with half-flat initial data.

    Janosch Ortmann, Jeremy Quastel, Daniel Remenik

    págs. 507-548

    

  • The symplectic geometry of closed equilateral random walks in 3-space.

    Jason Cantarella, Clayton Shonkwiler

    págs. 549-596

    

  • Randomized interior point methods for sampling and optimization.

    Hariharan Narayanan

    págs. 597-641