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

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  Año 2025, Vol. 35, Número 3

  • Distributionally robust Gaussian process regression and Bayesian inverse problems

    Xuhui Zhang, Jose Blanchet, Youssef Marzouk, Viêt-Anh Nguyên, Sven Wang

    págs. 1489-1530

    

  • Mean field games with common noise and degenerate idiosyncratic noise

    Pierre Cardaliaguet, Benjamin Seeger, Panagiotis E. Souganidis

    págs. 1531-1569

    

  • Ergodic risk sensitive control of Markovian multiclass many-server queues with abandonment

    Sumith Reddy Anugu, Guodong Pang

    págs. 1570-1621

    

  • Strong solutions to submodular mean field games with common noise and related McKean–Vlasov FBSDEs

    Jodi Dianetti

    págs. 1622-1667

    

  • Hessian spectrum at the global minimum and topology trivialization of locally isotropic Gaussian random fields

    Hao Xu, Qiang Zeng

    págs. 1668-1715

    

  • Quantitative CLTs on the Poisson space via Skorohod estimates and p-Poincaré inequalities

    Tara Trauthwein

    págs. 1716-1754

    

  • Continuous time random matching

    Darrell Duffie, Lei Qiao, Yeneng Sun

    págs. 1755-1790

    

  • Conditions for existence and uniqueness of the inverse first-passage time problem applicable for Lévy processes and diffusions

    Alexander Klump, Mladen Savov

    págs. 1791-1827

    

  • On a general Kac–Rice formula for the measure of a level set

    Diego Armentano, Jean Marc Azaïs, José Rafael León

    págs. 1828-1851

    

  • The Moran model with random resampling rates

    Siva Athreya, Frank den Hollander, Adrian Röllin

    págs. 1852-1868

    

  • Euler scheme for SDEs driven by fractional Brownian motions: Integrability and convergence in law

    Jorge Alberto León Vázquez, Yanghui Liu, Samy Tindel

    págs. 1869-1912

    

  • L ∞ -Optimal transport of anisotropic log-concave measures and exponential convergence in Fisher’s infinitesimal model

    Ksenia A. Khudiakova, Jan Maas, Francesco Pedrotti

    págs. 1913-1940

    

  • Asymptotic expansions for high-frequency option data

    Carsten H. Chong, Viktor Todorov

    págs. 1941-1979

    

  • Sharp nonuniqueness of solutions to 2D Navier–Stokes equations with space-time white noise

    Huaxiang Lü, Xiangchan Zhu

    págs. 1980-2030

    

  • The anisotropy of 2D or 3D Gaussian random fields through their Lipschitz–Killing curvature densities

    Hermine Biermé, Agnès Desolneux

    págs. 2031-2079

    

  • Cutoff for random walk on random graphs with a community structure

    Jonathan Hermon, Anđela Šarković, Perla Sousi

    págs. 2080-2127

    

  • Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth

    Tao Hao, Ying Hu, Shanjian Tang, Jiaqiang Wen

    págs. 2128-2174

    

  • Stochastic epidemic models with varying infectivity and waning immunity

    Raphaël Forien, Guodong Pang, Etienne Pardoux, Arsene-Brice Zotsa-Ngoufack

    págs. 2175-2216

    

  • Drift control with discretionary stopping for a diffusion

    Václav E. Beneš, Georgy Gaitsgori, Ioannis Karatzas

    págs. 2216-2237