Borodin, Alexei; Bufetov, Alexey; Olshanski, Grigori Limit shapes for growing extreme characters of \(U(\infty)\). (English) Zbl 1325.60013 Ann. Appl. Probab. 25, No. 4, 2339-2381 (2015). MSC: 60F05 60G70 60B15 22E66 PDFBibTeX XMLCite \textit{A. Borodin} et al., Ann. Appl. Probab. 25, No. 4, 2339--2381 (2015; Zbl 1325.60013) Full Text: DOI arXiv Euclid
Kharroubi, Idris; Langrené, Nicolas; Pham, Huyên Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps. (English) Zbl 1323.65076 Ann. Appl. Probab. 25, No. 4, 2301-2338 (2015). MSC: 65K10 49J55 65C30 60J75 49L25 35F21 49J20 PDFBibTeX XMLCite \textit{I. Kharroubi} et al., Ann. Appl. Probab. 25, No. 4, 2301--2338 (2015; Zbl 1323.65076) Full Text: DOI arXiv Euclid
Jourdain, Benjamin; Lelièvre, Tony; Miasojedow, Błażej Optimal scaling for the transient phase of the random walk Metropolis algorithm: the mean-field limit. (English) Zbl 1329.60262 Ann. Appl. Probab. 25, No. 4, 2263-2300 (2015). MSC: 60J22 60J10 60G50 60F17 60J60 60G09 65C40 65C05 PDFBibTeX XMLCite \textit{B. Jourdain} et al., Ann. Appl. Probab. 25, No. 4, 2263--2300 (2015; Zbl 1329.60262) Full Text: DOI arXiv Euclid
Dieuleveut, Daphné The vertex-cut-tree of Galton-Watson trees converging to a stable tree. (English) Zbl 1319.60167 Ann. Appl. Probab. 25, No. 4, 2215-2262 (2015). MSC: 60J80 60F05 PDFBibTeX XMLCite \textit{D. Dieuleveut}, Ann. Appl. Probab. 25, No. 4, 2215--2262 (2015; Zbl 1319.60167) Full Text: DOI arXiv Euclid
Ma, Jin; Wu, Zhen; Zhang, Detao; Zhang, Jianfeng On well-posedness of forward-backward SDEs – a unified approach. (English) Zbl 1319.60132 Ann. Appl. Probab. 25, No. 4, 2168-2214 (2015). MSC: 60H10 60H20 60H07 60G60 60H30 34F05 PDFBibTeX XMLCite \textit{J. Ma} et al., Ann. Appl. Probab. 25, No. 4, 2168--2214 (2015; Zbl 1319.60132) Full Text: DOI arXiv Euclid
Fuhrman, Marco; Pham, Huyên Randomized and backward SDE representation for optimal control of non-Markovian SDEs. (English) Zbl 1322.60087 Ann. Appl. Probab. 25, No. 4, 2134-2167 (2015). MSC: 60H10 93E20 PDFBibTeX XMLCite \textit{M. Fuhrman} and \textit{H. Pham}, Ann. Appl. Probab. 25, No. 4, 2134--2167 (2015; Zbl 1322.60087) Full Text: DOI arXiv Euclid
Delarue, François; Inglis, James; Rubenthaler, Sylvain; Tanré, Etienne Global solvability of a networked integrate-and-fire model of McKean-Vlasov type. (English) Zbl 1322.60085 Ann. Appl. Probab. 25, No. 4, 2096-2133 (2015). MSC: 60H10 60K35 60J60 60K05 60J75 92C20 PDFBibTeX XMLCite \textit{F. Delarue} et al., Ann. Appl. Probab. 25, No. 4, 2096--2133 (2015; Zbl 1322.60085) Full Text: DOI arXiv Euclid
Guasoni, Paolo; Rásonyi, Miklós Hedging, arbitrage and optimality with superlinear frictions. (English) Zbl 1403.91311 Ann. Appl. Probab. 25, No. 4, 2066-2095 (2015). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 60G44 91B16 PDFBibTeX XMLCite \textit{P. Guasoni} and \textit{M. Rásonyi}, Ann. Appl. Probab. 25, No. 4, 2066--2095 (2015; Zbl 1403.91311) Full Text: DOI arXiv Euclid
Gassiat, Paul; Mijatović, Aleksandar; Oberhauser, Harald An integral equation for Root’s barrier and the generation of Brownian increments. (English) Zbl 1328.60103 Ann. Appl. Probab. 25, No. 4, 2039-2065 (2015). MSC: 60G40 60J65 45G10 65C05 65C40 65C30 PDFBibTeX XMLCite \textit{P. Gassiat} et al., Ann. Appl. Probab. 25, No. 4, 2039--2065 (2015; Zbl 1328.60103) Full Text: DOI arXiv Euclid
Brummitt, Charles D.; Chatterjee, Shirshendu; Dey, Partha S.; Sivakoff, David Jigsaw percolation: what social networks can collaboratively solve a puzzle? (English) Zbl 1322.60210 Ann. Appl. Probab. 25, No. 4, 2013-2038 (2015). MSC: 60K35 91D30 05C80 PDFBibTeX XMLCite \textit{C. D. Brummitt} et al., Ann. Appl. Probab. 25, No. 4, 2013--2038 (2015; Zbl 1322.60210) Full Text: DOI arXiv Euclid
Bertacchi, Daniela; Zucca, Fabio Branching random walks and multi-type contact-processes on the percolation cluster of \(\mathbb{Z}^{d}\). (English) Zbl 1319.60165 Ann. Appl. Probab. 25, No. 4, 1993-2012 (2015). MSC: 60J80 60G50 60K35 60K37 PDFBibTeX XMLCite \textit{D. Bertacchi} and \textit{F. Zucca}, Ann. Appl. Probab. 25, No. 4, 1993--2012 (2015; Zbl 1319.60165) Full Text: DOI arXiv Euclid
Cerf, Raphaël Critical population and error threshold on the sharp peak landscape for the Wright-Fisher model. (English) Zbl 1322.60146 Ann. Appl. Probab. 25, No. 4, 1936-1992 (2015). MSC: 60J10 60F10 92D25 PDFBibTeX XMLCite \textit{R. Cerf}, Ann. Appl. Probab. 25, No. 4, 1936--1992 (2015; Zbl 1322.60146) Full Text: DOI arXiv Euclid
Avram, F.; Palmowski, Z.; Pistorius, M. R. On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function. (English) Zbl 1322.60055 Ann. Appl. Probab. 25, No. 4, 1868-1935 (2015). MSC: 60G51 60H30 93E20 49L20 91B30 PDFBibTeX XMLCite \textit{F. Avram} et al., Ann. Appl. Probab. 25, No. 4, 1868--1935 (2015; Zbl 1322.60055) Full Text: DOI arXiv Euclid
Kardaras, Constantinos; Kreher, Dörte; Nikeghbali, Ashkan Strict local martingales and bubbles. (English) Zbl 1336.91076 Ann. Appl. Probab. 25, No. 4, 1827-1867 (2015). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G20 60G30 60G44 60G48 91G99 PDFBibTeX XMLCite \textit{C. Kardaras} et al., Ann. Appl. Probab. 25, No. 4, 1827--1867 (2015; Zbl 1336.91076) Full Text: DOI arXiv Euclid
Bhamidi, Shankar; Goodman, Jesse; van der Hofstad, Remco; Komjáthy, Júlia Degree distribution of shortest path trees and bias of network sampling algorithms. (English) Zbl 1320.60025 Ann. Appl. Probab. 25, No. 4, 1780-1826 (2015). MSC: 60C05 05C80 90B15 PDFBibTeX XMLCite \textit{S. Bhamidi} et al., Ann. Appl. Probab. 25, No. 4, 1780--1826 (2015; Zbl 1320.60025) Full Text: DOI arXiv Euclid
Billey, Sara; Burdzy, Krzysztof; Pal, Soumik; Sagan, Bruce E. On meteors, earthworms and wimps. (English) Zbl 1322.60208 Ann. Appl. Probab. 25, No. 4, 1729-1779 (2015). MSC: 60K35 60J10 60J27 PDFBibTeX XMLCite \textit{S. Billey} et al., Ann. Appl. Probab. 25, No. 4, 1729--1779 (2015; Zbl 1322.60208) Full Text: DOI arXiv Euclid