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

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  Año 2024, Vol. 34, Número 5

  • On a stiff problem in two-dimensional space

    Liping Li, Wenjie Sun

    págs. 4193-4236

    

  • From finite population optimal stopping to mean field optimal stopping

    Mehdi Talbi, Nizar Touzi, Jianfeng Zhang

    págs. 4237-4267

    

  • Quasilinear rough evolution equations

    Antoine Hocquet, Alexandra Neamţu

    págs. 4268-4309

    

  • Analysis of two-component Gibbs samplers using the theory of two projections

    Qian Qin

    págs. 4310-4341

    

  • Systematic jump risk

    Jean Jacod, Huidi Lin, Viktor Todorov

    págs. 4342-4386

    

  • Harmonic measure in a multidimensional gambler’s problem

    Denis Denisov, Vitali Wachtel

    págs. 4387-4407

    

  • SIR epidemics in populations with large sub-communities

    Frank Ball, David Sirl, Pieter Trapman

    págs. 4408-4454

    

  • The modified MSA, a gradient flow and convergence

    Deven Sethi, David Šiška

    págs. 4455-4492

    

  • A singular two-phase Stefan problem and particles interacting through their hitting times

    Graeme Baker, Mykhaylo Shkolnikov

    págs. 4493-4512

    

  • Stochastic processes with competing reinforcements

    Dirk Erhard, Guilherme Reis

    págs. 4513-4553

    

  • Asymptotic behaviour of the noisy voter model density process

    Richard Pymar, Nicolás Rivera

    págs. 4554-4594

    

  • Approximation of stochastic integrals with jumps via weighted BMO approach

    Nguyen Tran Thuan

    págs. 4595-4634

    

  • Phase transitions of composition schemes: Mittag-Leffler and mixed Poisson distributions

    Cyril Banderier, Markus Kuba, Michael Wallner

    págs. 4635-4693

    

  • Identifying the deviator

    Noga Alon, Benjamin Gunby, Xiaoyu He, Eran Shmaya, Eilon Solan

    págs. 4694-4708

    

  • Viscosity solutions to second order elliptic Hamilton-Jacobi–Bellman equations with infinite delay

    Jianjun Zhou

    págs. 4709-4757

    

  • Differentiability of quadratic forward-backward SDEs with rough drift

    Peter Imkeller, Rhoss Likibi Pellat, Olivier Menoukeu-Pamen

    págs. 4758-4798

    

  • Convergence of adapted empirical measures on R d

    Beatrice Acciaio, Songyan Hou

    págs. 4799-4835

    

  • Multilevel path branching for digital options

    Michael B. Giles, Abdul-Lateef Haji-Ali

    págs. 4836-4862

    

  • Limit theorems for exponential random graphs

    Alessandra Bianchi, Francesca Collet, Elena Magnanini

    págs. 4863-4898

    

  • Spectral gap of the symmetric inclusion process

    Geonwoo Kim, Federico Sau

    págs. 4899-4920

    

  • The impossibility region for detecting sparse mixtures using the higher criticism

    David L. Donoho, Alon Kipnis

    págs. 4921-4939

    

  • Meeting, coalescence and consensus time on random directed graphs

    Luca Avena, Federico Capannoli, Rajat Subhra Hazra, Matteo Quattropani

    págs. 4940-4997