Crossings of smooth shot noise processes

JOURNAL ARTICLE published 1 December 2012 in The Annals of Applied Probability

Authors: Hermine Biermé | Agnès Desolneux

The inverse first-passage problem and optimal stopping

JOURNAL ARTICLE published 1 October 2016 in The Annals of Applied Probability

Authors: Erik Ekström | Svante Janson

Resource dependent branching processes and the envelope of societies

JOURNAL ARTICLE published 1 February 2015 in The Annals of Applied Probability

Authors: F. Thomas Bruss | Mitia Duerinckx

On the Functional Central Limit Theorem for the Ewens Sampling Formula

JOURNAL ARTICLE published 1 November 1991 in The Annals of Applied Probability

Authors: Peter Donnelly | Thomas G. Kurtz | Simon Tavare

Phase transitions in the one-dimensional Coulomb gas ensembles

JOURNAL ARTICLE published 1 April 2018 in The Annals of Applied Probability

Authors: Tatyana S. Turova

Mixing time for the asymmetric simple exclusion process in a random environment

JOURNAL ARTICLE published 1 February 2024 in The Annals of Applied Probability

Authors: Hubert Lacoin | Shangjie Yang

On the convergence of multitype branching processes with varying environments

JOURNAL ARTICLE published 1 August 1997 in The Annals of Applied Probability

Authors: Owen Dafydd Jones

Extinction in lower Hessenberg branching processes with countably many types

JOURNAL ARTICLE published 1 October 2019 in The Annals of Applied Probability

Authors: Peter Braunsteins | Sophie Hautphenne

A forward–backward stochastic algorithm for quasi-linear PDEs

JOURNAL ARTICLE published 1 February 2006 in The Annals of Applied Probability

Authors: François Delarue | Stéphane Menozzi

Evolutionary Formalism for Products of Positive Random Matrices

JOURNAL ARTICLE published 1 August 1994 in The Annals of Applied Probability

Authors: Ludwig Arnold | Volker Matthias Gundlach | Lloyd Demetrius

Smoluchowski's coagulation equation: uniqueness, nonuniqueness and a hydrodynamic limit for the stochastic coalescent

JOURNAL ARTICLE published 1 February 1999 in The Annals of Applied Probability

Authors: James R. Norris

The pricing of contingent claims and optimal positions in asymptotically complete markets

JOURNAL ARTICLE published 1 June 2017 in The Annals of Applied Probability

Authors: Michail Anthropelos | Scott Robertson | Konstantinos Spiliopoulos

Radner equilibrium and systems of quadratic BSDEs with discontinuous generators

JOURNAL ARTICLE published 1 October 2022 in The Annals of Applied Probability

Authors: Luis Escauriaza | Daniel C. Schwarz | Hao Xing

Volatility estimation under one-sided errors with applications to limit order books

JOURNAL ARTICLE published 1 October 2016 in The Annals of Applied Probability

Authors: Markus Bibinger | Moritz Jirak | Markus Reiß

Affine Volterra processes

JOURNAL ARTICLE published 1 October 2019 in The Annals of Applied Probability

Authors: Eduardo Abi Jaber | Martin Larsson | Sergio Pulido

Random partitions approximating the coalescence of lineages during a selective sweep

JOURNAL ARTICLE published 1 August 2005 in The Annals of Applied Probability

Authors: Jason Schweinsberg | Rick Durrett

Stability and instability of a two-station queueing network

JOURNAL ARTICLE published 1 February 2004 in The Annals of Applied Probability

Authors: J. G. Dai | John J. Hasenbein | John H. Vande Vate

Asymptotically optimal discretization of hedging strategies with jumps

JOURNAL ARTICLE published 1 June 2014 in The Annals of Applied Probability

Authors: Mathieu Rosenbaum | Peter Tankov

Sequential selection of an increasing sequence from a multidimensional random sample

JOURNAL ARTICLE published 1 February 2000 in The Annals of Applied Probability

Authors: Yuliy M. Baryshnikov | Alexander V. Gnedin

Utility based optimal hedging in incomplete markets

JOURNAL ARTICLE published 1 May 2002 in The Annals of Applied Probability

Authors: M. P. Owen