Asymptotic Approximations for Stationary Distributions of Many-Server Queues with Abandonment |
Weining Kang and Kavita Ramanan
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An optimal error estimate in stochastic homogenization of discrete elliptic equations |
Antoine Gloria and Felix Otto
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On ergodic two-armed bandits |
Pierre Tarres, Pierre Vandekerkhove
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Weak disorder asymptotics in the stochastic mean-field model of distance
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Remco van der Hofstad and Shankar Bhamidi
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Diffusion Limits of the Random Walk Metropolis Algorithm in High Dimensions |
Jonathan C. Mattingly, Natesh S. Pillai, and Andrew M. Stuart
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Switched Networks With Maximum Weight Policies: Fluid Approximation and Multiplicative State Space Collapse |
Devavrat Shah and Damon Wischik
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Invasion percolation on the Poisson-weighted infinite tree |
Louigi Addario-Berry, Ross Kang, and Simon Griffiths
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Randomized Scheduling Algorithm for Queueing Networks |
Devavrat Shah and Jinwoo Shin
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Asymptotics of robust utility maximization |
Thomas Knispel
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Risk measuring under model uncertainty |
Jocelyne Bion-Nadal and Magali Kervarec
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Portfolios and Risk Premia for the Long Run |
Paolo Guasoni and Scott Robertson
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Differentiability of quadratic BSDE generated by continuous martingales and hedging in incomplete markets |
Peter Imkeller, Anthony Reveillac, and Anja Richter
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Cover levels and random interlacements |
David Belius
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Discrete-time Approximation of Multidimensional BSDEs with oblique reflections |
Romuald Elie, Idris Kharroubi, and Jean-Francois Chassagneux
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Distribution of levels in high-dimensional random landscapes |
Zakhar Kabluchko
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Large graph limit for an SIR process in random network with heterogeneous connectivity |
Laurent Decreusefond, Jean-Stéphane Dhersin, Pascal Moyal, and Viet Chi Tran
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A new extrapolation method for weak approximation schemes with applications
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Josef Teichmann, Kojiro Oshima, and Dejan Veluscek
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The Bellman Equation for Power Utility Maximization with Semimartingales |
Marcel Nutz
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On optmality gaps in the Halfin-Whitt regime |
Itai Gurvich and Baris Ata
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The rate of the convergence of the mean score in random sequence comparison
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Jüri - Lember, Heinrich Matzinger, and Felipe Torres
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Ergodic approximation of the distribution of a stationary diffusion : Rate of convergence |
Panloup Fabien and Pagès Gilles
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Pade Approximants and Exact Two-Locus Sampling Distributions |
Paul A. Jenkins and Yun S. Song
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Down-side risk minimization as large deviation control |
Hideo Nagai
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On the role of Allee effect and mass migration in survival and extinction of a species |
Davide Borrello
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Limit theorems for a random directed slab graph |
Denis Denisov, Serguei Foss, and Takis Konstantopoulos
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Controlled Stochastic Networks in Heavy Traffic: Convergence of Value Functions |
Arka P. Ghosh and Amarjit Budhiraja
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A Scaling Analysis of a Cat and Mouse Markov Chain |
Nelly Litvak and Philippe Robert
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High order recombination and an application to cubature on Wiener space |
Terry Lyons and Christian Litterer
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Meromorphic Levy processes and their fluctuation identities |
Alexey Kuznetsov, Andreas Kyprianou, and Juan Carlos Pardo
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Stochastic Model for Cell Polarity |
Ankit Gupta
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Universality and the circular law for sparse random matrices |
Philip Matchett Wood
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The Axelrod model for the dissemination of culture revisited |
Nicolas David Lanchier
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Mixing Time for the Solid-On-Solid Model
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Fabio Martinelli and Alistair Sinclair
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Efficient Monte Carlo for High Excursions of Gaussian Random Fields |
Robert J. Adler, Jose H. Blanchet, and Jingchen Liu
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Effect of scale on large-scale mutations |
Nathanaël Berestycki and Richard Pymar
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Stochastic Shear Thickening Fluids: Strong Convergence of the Galerkin Approximation and the Energy Equality |
Nobuo Yoshida
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Optimal stopping problems for some Markov processes |
Mamadou Cissé, Pierre Patie, and Etienne Tanré
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Asymptotic shape for the contact process in random environment |
Olivier Garet and Régine Marchand
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Path Decomposition of Ruinous Behaviour for a General Levy Insurance Risk Process |
Philip Griffin and Ross Maller
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Achlioptas process phase transitions are continuous |
Oliver Riordan and Lutz Warnke
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Outperforming the Market Portfolio with a Given Probability |
Erhan Bayraktar, Yu-Jui Huang, and Qingshuo Song
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Ergodicity and stability of the conditional distributions of nondegenerate Markov chains |
Xin Thomson Tong and Ramon Van Handel
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Small-time asymptotics for fast mean-reverting stochastic volatility models |
Rohini Kumar, Jin Feng, and Jean-Pierre Fouque
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Robust maximization of asymptotic growth |
Constantinos Kardaras and Scott Robertson
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Strong convergence of an explicit numerical method for SDEs with non-globally Lipschitz continuous coe cients |
Peter Eris Kloeden, Martin Hutzenthaler, and Arnulf Jentzen
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Balanced Allocation: Memory Performance Tradeoffs |
Itai Benjamini, Yury Makarychev
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Large deviation principles for non gradient weakly asymmetric stochastic lattice gases |
Davide Gabrielli, Lorenzo Bertini, and Alessandra Faggionato
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Adaptive Gibbs samplers and related MCMC methods |
Krzysztof Latuszynski, Gareth O. Roberts, and Jeffrey S. Rosenthal
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Regularity and Crossings of Shot Noise Processes |
Hermine Biermé and Agnès Desolneux
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Existence of random gradient states |
Codina Cotar, Christof Kuelske
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Poissonian Statistics in the Extremal Process of Branching Brownian Motion |
Louis-Pierre Arguin, Anton Bovier, and Nicola Kistler
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Total Variation Mixing Time of Kac's Random Walk |
Yunjiang Jiang
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Continuous time vertex reinforced jump processes on Galton-Watson trees |
Anne-Laure Basdevant and Arvind Singh
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The total path length of split trees |
Nicolas Broutin and Cecilia Holmgren
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Spreading speeds in reducible multitype branching random walk |
J D Biggins
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Convergence of stochastic gene networks to hybrid piecewise deterministic processes |
Arnaud Debussche, Alina Crudu, Aurélie Muller, and Ovidiu Radulescu
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Tracking a Threshold Crossing Time of a Gaussian Random Walk Through Correlated Observations |
Aslan Tchamkerten and Marat Burnashev
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Stochastic Approximation, Cooperative Dynamics and Supermodular Games |
Michel Benaïm and Mathieu Faure
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Optimal Scaling of Random Walk Metropolis algorithms with Discontinuous target densities |
Peter Neal, Gareth Roberts, and Wai Kong Yuen
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Self similar solutions in one-dimensional kinetic models: a probabilistic view |
Federico Bassetti and Lucia Ladelli
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Fast approach to the Tracy-Widom law at the edge of GOE and GUE |
Iain M Johnstone and Zongming Ma
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The coalescent point process of branching trees and spine decompositions at the first survivor |
Lea Popovic and Amaury Lambert
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SPDE Limits of Many Server Queues |
Kavita Ramanan and Haya Kaspi
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Bootstrap percolation on the random graph Gn,p |
Svante Janson, Tomasz Luczak, Tatyana Turova, Thomas Vallier
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Non-uniform Random Geometric Graphs with Location Dependent Radii |
Dr. Srikanth Krishnan Iyer and Debleena Thacker
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Population genetics of exponential growing cancer cell populations |
Rick Durrett
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No-arbitrage of second kind in countable markets with proportional transaction costs |
Bruno Bouchard and Erik Taflin
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Large deviations of the empirical currents for a boundary driven reaction diffusion model |
Thierry Bodineau, Maxime Lagouge
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The asymptotic distribution of the length of Beta-coalescent trees |
Kersting Goetz
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Optimal Scaling and Diffusion Limits for the Langevin Algorithm in High Dimensions |
Natesh S. Pillai, Andrew M. Stuart, and Alexandre H. Thiery
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Optimal investment under multiple defaults risk: a BSDE-decomposition approach |
Ying Jiao, Idris Kharroubi, and Huyên Pham
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Simple Arbitrage |
Christian Bender
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Tree-valued Fleming-Viot dynamics with mutation and selection |
Andrej Depperschmidt, Andreas Greven, and Peter Pfaffelhuber
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Stochastic coalescence in logarithmic time |
Po-Shen Loh and Eyal Lubetzky
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Phase Transition for the Mixing Time of the Glauber Dynamics for Coloring Regular Trees |
Prasad Tetali, Juan Vera, Eric Vigoda, and Linji Yang
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A class of multifractal processes constructed using an embedded branching process |
Geoffrey Decrouez and Owen Jones
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Mean-variance hedging via stochastic control and BSDEs for general semimartingales |
Monique Jeanblanc, Michael Mania, Marina Santacroce, and Martin Schweizer
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Muller's ratchet with compensatory mutations |
Peter Pfaffelhuber, Paul R Staab, and Anton Wakolbinger
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Phylogenetic Mixtures: Concentration of Measure in the Large-Tree Limit |
Elchanan Mossel and Sebastien Roch
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Optimal Stopping under Probability Distortion
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Xunyu Zhou and Zuoquan Xu
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A diffusion approximation theorem for a nonlinear PDE with application to random birefringent optical fibers |
Anne de Bouard and Maxime Gazeau
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Poisson--Dirichlet Branching Random Walks |
Louigi Addario-Berry and Kevin Ford
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Separation of Time-Scales and Model Reduction for Stochastic Reaction Networks |
Hye-Won Kang and Thomas G. Kurtz
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The spatial Lambda-Fleming-Viot process on a large torus: genealogies in the presence of recombination |
Alison M. Etheridge and Amandine Veber
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Conditional formulae for Gibbs-type exchangeable random partitions |
Stefano Favaro, Antonio Lijoi, and Igor Pruenster
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Dual Formulation of Second Order Target Problems |
Mete Soner, Nizar Touzi, and Jianfeng Zhang
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Default Clustering in Large Portfolios: Typical and Atypical Events |
Kay Giesecke, Konstantinos Spiliopoulos, and Richard B. Sowers
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Alpha-diversity processes and normalized inverse-Gaussian diffusions |
Matteo Ruggiero, Stephen G Walker, and Stefano Favaro
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Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function |
Adam James Harper
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