Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier

JOURNAL ARTICLE published 1 August 2020 in The Annals of Applied Probability

Authors: Clayton L. Barnes

Rare event simulation for processes generated via stochastic fixed point equations

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

Authors: Jeffrey F. Collamore | Guoqing Diao | Anand N. Vidyashankar

Stochastic Models for Epidemics with Special Reference to AIDS

JOURNAL ARTICLE published 1 February 1993 in The Annals of Applied Probability

Authors: Valerie Isham

Limits of First Passage Times to Rare Sets in Regenerative Processes

JOURNAL ARTICLE published 1 May 1995 in The Annals of Applied Probability

Authors: Paul Glasserman | Shing-Gang Kou

On the Relationship Between Fractal Dimension and Fractal Index for Stationary Stochastic Processes

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

Authors: Peter Hall | Rahul Roy

Explosion phenomena in stochastic coagulation–fragmentation models

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

Authors: Wolfgang Wagner

Epidemics with Recovery in $D = 2$

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

Authors: R. Durrett | C. Neuhauser

On the Distribution of the Integral of the Absolute Value of the Brownian Motion

JOURNAL ARTICLE published 1 February 1993 in The Annals of Applied Probability

Authors: Lajos Takacs

Optimal Portfolio in Partially Observed Stochastic Volatility Models

JOURNAL ARTICLE published 1 February 2001 in The Annals of Applied Probability

Authors: Huy\^en Pham | Marie-Claire Quenez

Nonlinear large deviations: Beyond the hypercube

JOURNAL ARTICLE published 1 April 2020 in The Annals of Applied Probability

Authors: Jun Yan

Disagreement coupling of Gibbs processes with an application to Poisson approximation

JOURNAL ARTICLE published 1 October 2023 in The Annals of Applied Probability

Authors: Günter Last | Moritz Otto

Linear and quadratic functionals of random hazard rates: An asymptotic analysis

JOURNAL ARTICLE published 1 October 2008 in The Annals of Applied Probability

Authors: Giovanni Peccati | Igor Prünster

Extreme Value Behavior in the Hopfield Model

JOURNAL ARTICLE published 1 February 2001 in The Annals of Applied Probability

Authors: Anton Bovier | David M. Mason

Positive correlations in the fuzzy Potts model

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

Authors: Olle Häggström

Extremes of stochastic volatility models

JOURNAL ARTICLE published 1 August 1998 in The Annals of Applied Probability

Authors: F. Jay Breidt | Richard A. Davis

Quantitative CLT for linear eigenvalue statistics of Wigner matrices

JOURNAL ARTICLE published 1 December 2023 in The Annals of Applied Probability

Authors: Zhigang Bao | Yukun He

Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel

JOURNAL ARTICLE published 1 December 2023 in The Annals of Applied Probability

Authors: Masaaki Fukasawa | Takuto Ugai

A growth-fragmentation-isolation process on random recursive trees and contact tracing

JOURNAL ARTICLE published 1 December 2023 in The Annals of Applied Probability

Authors: Vincent Bansaye | Chenlin Gu | Linglong Yuan

Rough McKean–Vlasov dynamics for robust ensemble Kalman filtering

JOURNAL ARTICLE published 1 December 2023 in The Annals of Applied Probability

Authors: Michele Coghi | Torstein Nilssen | Nikolas Nüsken | Sebastian Reich

Compound Poisson approximation for counts of rare patterns in Markov chains and extreme sojourns in birth-death chains

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

Authors: Torkel Erhardsson