Conditional formulae for Gibbs-type exchangeable random partitions |
Stefano Favaro, Antonio Lijoi, and Igor Pruenster
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Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions |
Antonius Bernardus Dieker, and Xuefeng Gao
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Fluid Limits to Analyze Long-Term Flow Rates of a Stochastic Network with Ingress Discarding |
John Musacchio and Jean Walrand
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On the closure in the Emery topology of semimartingale wealth-process sets |
Constantinos Kardaras
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Bounding The Rate of Adaptation In A Large Asexually Reproducing Population With Fast Mutation Rates |
Michael Kelly
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Randomized Urn Models revisited using Stochastic Approximation |
Sophie Laruelle and Gilles Pagès
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Dynamics of Cancer Recurrence |
Jasmine Foo and Kevin Z Leder
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The cut-tree of large Galton-Watson trees and the Brownian CRT |
Jean Bertoin and Grégory Miermont
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| PA Trajectorial Interpretation of Doob's Martingale Inequalities |
Beatrice Acciaio, Mathias Beiglböck, Friedrich Penkner, Walter Schachermayer, and Johannes Temme
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Convolution Equivalent Lévy Processes and First Passage Times |
Philip Griffin
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Quantitative version of the Kipnis-Varadhan theorem and Monte-Carlo approximation of homogenized coefficients |
Antoine Gloria and Jean-Christophe Mourrat
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Mimicking an Ito Process by a Solution of a Stochastic Differential Equation |
Steven E. Shreve and Gerard Brunick
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Kalikow-type decomposition for multicolor infinite range particle systems |
Antonio Galves, Nancy Garcia, Eva Loecherbach, and Enza Orlandi
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Weak Approximations for Wiener functionals |
Dorival Leão and Alberto Ohashi
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Analysis of Casino Shelf Shuffling Machines |
Susan Holmes, Persi Diaconis, and Jason Fulman
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Random G-Expectations |
Marcel Nutz
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Comparison Inequalities and Fastest-Mixing Markov Chains |
James Allen Fill and Jonas Kahn
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Robust maximization of Asymptotic growth under covariance uncertainty |
Erhan Bayraktar and Yu-Jui Huang
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Decay of Tails at Equilibrium for Fifo Join the Shortest Queue Networks |
Maury Daniel Bramson, Yi Lu, and Balaji Prabhakar
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On the Rate of Convergence to Stationarity of the M/M/N Queue in the Halfin-Whitt Regime |
David Gamarnik and David Alan Goldberg
|
Divergence of the multilevel Monte Carlo method for nonlinear stochastic differential equations |
Peter Eris Kloeden, Martin Hutzenthaler, and Arnulf Jentzen
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Kinetically Constrained Spin Models on Trees |
Fabio Martinelli and Cristina Toninelli
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Solving optimal stopping problems via empirical dual optimization |
Denis Belomestny
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Maximising functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps |
David Graham Hobson and Martin Klimmek
|
Near Critical Catalyst Reactant Branching Processes with Controlled Immigration |
Amarjit Budhiraja and Dominik Reinhold
|
Systems with large flexible server pools: Instability of "natural" load balancing |
Alexander Stolyar and Elena Yudovina
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Robust Filtering: Correlated Noise and Multidimensional Observation |
Peter Friz, Dan Crisan, Joscha Diehl, and Harald Oberhauser
|
Limit theory for point processes in manifolds |
Mathew Penrose and Joseph E Yukich
|
Hedging of Game Options With the Presence of Transaction Costs |
Yan Dolinsky
|
Sticky central limit theorems on open books |
Thomas Hotz, Stephan Huckemann, Huiling Le, James Stephen Marron, Jonathan C. Mattingly, Ezra Miller, James Nolen, Megan Owen, Vic Patrangenaru, and Sean Skwerer
|
Hitting time for Bessel processes - walk on moving spheres algorithm (WoMS) |
Madalina Deaconu and Samuel Herrmann
|
Dimensional reduction in nonlinear filtering: A homogenization approach |
Peter Imkeller, Navaratnam Sri Namachchivaya, Nicolas Perkowski, and Hoong C Yeong
|
Killed Brownian motion with a prescribed lifetime distribution and models of default |
Boris Ettinger, Steven N. Evans, and Alexandru Hening
|
Optimal stopping problems for the maximum process with upper and lower caps |
Curdin Ott
|
Scaling limits via excursion theory: Interplay between Crump-Mode-Jagers branching processes and Processor-Sharing queues |
Amaury Lambert, Florian Simatos, and Bert Zwart
|
Steady-state GI/GI/n Queue in the Halfin-Whitt Regime |
David Gamarnik and David Alan Goldberg
|
Second Order Reflected Backward Stochastic Differential Equations |
Anis Matoussi, Dylan Possamaï, and Chao Zhou
|
Phase transitions in exponential random graphs |
Charles Radin and Mei Yin
|
A control problem with fuel constraint and Dawson--Watanabe superprocesses |
Alexander Schied
|
Stability properites of some particle filters |
Nick Whiteley
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Fixation in the one-dimensional Axelrod model |
Nicolas Lanchier and Stylianos Scarlatos
|
A small-time coupling between Lambda-coalescents and branching processes |
Julien Berestycki, Nathanaël Berestycki, and Vlada Limic
|
A limit process for partial match queries in random quadtrees |
Nicolas Broutin, Ralph Neininger, and Henning Sulzbach
|
A proof that the Wang-Landau algorithm reaches the Flat Histogram criterion in finite time |
Pierre Etienne Jacob and Robin Jeremy Ryder
|
The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions |
Sergio Pulido
|
Qualitative properties of alpha-fair policies in bandwidth-sharing networks |
Devavrat Shah, John N. Tsitsiklis, and Yuan Zhong
|
A Gibbs Sampler on the n-Simplex |
Aaron Matthew Smith
|
Universality for one--dimensional hierarchical coalescence processes with double and triple merges |
Cyril Roberto, Alessandra Faggionato, and Crisitna Toninelli
|
Minimising MCMC Variance via Diffusion Limits, with an Application to Simulated Tempering |
Jeffrey S. Rosenthal and Gareth O. Roberts
|
A Complete Convergence Theorem For Voter Model Perturbations |
J. Theodore Cox and Edwin A. Perkins
|
Long-range last-passage percolation on the line |
Sergey Foss, James Martin, and Philipp Schmidt
|
Deviation inequalities, Moderate deviations and some limit theorems for bifurcating Markov chains with application |
Hacène Djellout, Arnaud Guillin, and S. Valere Bitseki Penda
|
Subgeometric rates of convergence of Markov processes in the Wasserstein metric |
Oleg Butkovsky
|
Quasi-stationary distributions for randomly perturbed dynamical systems |
Mathieu Faure and Sebastian Schreiber
|
On the stability of planar randomly switched systems |
Michel Benaïm, Stéphane Le Borgne, Florent Malrieu, and Pierre-André Zitt
|
A stochastic control approach to no-arbitrage bounds given marginals, with an application to Lookback options |
Alfred Galichon, Pierre Henry-Labordere, and Nizar Touzi
|
Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions |
Andreas Eberle
|
Many-Server Heavy-Traffic Limit for Queues with Time-Varying Parameters |
Ward Whitt and Yunan Liu
|
A Note on "Bayesian Nonparametric Estimators Derived From Conditional Gibbs Structures" |
Antonio Lijoi, Igor Prünster , Stephen G. Walker
|
Loss of memory of hidden Markov models and Lyapunov exponents |
Pierre Collet and Florencia Leonardi
|
Path properties of the disordered pinning model in the delocalized regime |
Nikolaos Zygouras and Kenneth S. Alexander
|
Stability of solitons under rapidly oscillating random perturbations of the initial conditions |
Ennio Fedrizzi
|
Second order discretization of Backward SDEs and simulation with the Cubature method |
Konstantinos Emmanuel Manolarakis and Dan Ovidius Crisan
|
Runge-Kutta schemes for BSDEs |
Jean-François Chassagneux and Dan Crisan
|
Central limit theorems and diffusion approximations for multiscale Markov chain models |
Lea Popovic, Hye-Won Kang, and Thomas Kurtz
|
Scheduling parallel servers in the non-degenerate slowdown diffusion regime: Asymptotic optimality results |
Rami Atar and Itai Gurvich
|
Time-Changed CIR Default Intensities with Two-Sided Mean-Reverting Jumps |
Vadim Linetsky and Rafael Mendoza-Arriaga
|
The K-process on a tree as a scaling limit of the GREM-like trap model |
Luiz Renato Fontes, Renato Gava, and Véronique Gayrard
|
Stochastic Target Games with Controlled Loss |
Bruno Bouchard, Ludovic Moreau, and Marcel Nutz
|
Universality of Covariance Matrices |
Natesh S Pillai and Jun Yin
|
Asymptotically optimal discretization of hedging strategies with jumps |
Mathieu Rosenbaum and Peter Tankov
|
Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme |
Aurélien Alfonsi, Benjamin Jourdain, and Arturo Kohatsu-Higa
|
Epidemics on random intersection graphs |
Frank Ball, David Sirl, and Pieter Trapman
|
Simulation of BSDEs by Wiener Chaos Expansion |
Philippe Briand and Céline Labart
|
Moments and Lyapunov exponents for the parabolic Anderson model |
Alexei Borodin and Ivan Zachary Corwin
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