Luçon, Eric; Stannat, Wilhelm Transition from Gaussian to non-Gaussian fluctuations for mean-field diffusions in spatial interaction. (English) Zbl 1358.60104 Ann. Appl. Probab. 26, No. 6, 3840-3909 (2016). MSC: 60K35 60J60 60G15 60H15 60F05 60G57 82C20 PDF BibTeX XML Cite \textit{E. Luçon} and \textit{W. Stannat}, Ann. Appl. Probab. 26, No. 6, 3840--3909 (2016; Zbl 1358.60104) Full Text: DOI arXiv Euclid OpenURL
Lee, Ji Oon; Schnelli, Kevin Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population. (English) Zbl 1384.60026 Ann. Appl. Probab. 26, No. 6, 3786-3839 (2016). MSC: 60B20 15B52 62H10 PDF BibTeX XML Cite \textit{J. O. Lee} and \textit{K. Schnelli}, Ann. Appl. Probab. 26, No. 6, 3786--3839 (2016; Zbl 1384.60026) Full Text: DOI arXiv Euclid OpenURL
Benaïm, Michel; Lobry, Claude Lotka-Volterra with randomly fluctuating environments or “how switching between beneficial environments can make survival harder”. (English) Zbl 1358.92075 Ann. Appl. Probab. 26, No. 6, 3754-3785 (2016). MSC: 92D25 92D40 60J75 60J25 PDF BibTeX XML Cite \textit{M. Benaïm} and \textit{C. Lobry}, Ann. Appl. Probab. 26, No. 6, 3754--3785 (2016; Zbl 1358.92075) Full Text: DOI arXiv Euclid OpenURL
Basu, Riddhipratim; Holroyd, Alexander E.; Martin, James B.; Wästlund, Johan Trapping games on random boards. (English) Zbl 1356.05088 Ann. Appl. Probab. 26, No. 6, 3727-3753 (2016). MSC: 05C57 05C69 05C35 91A43 91A05 91A46 60K35 05C70 PDF BibTeX XML Cite \textit{R. Basu} et al., Ann. Appl. Probab. 26, No. 6, 3727--3753 (2016; Zbl 1356.05088) Full Text: DOI arXiv Euclid OpenURL
Forde, Martin; Kumar, Rohini Large-time option pricing using the Donsker-Varadhan LDP-correlated stochastic volatility with stochastic interest rates and jumps. (English) Zbl 1357.91047 Ann. Appl. Probab. 26, No. 6, 3699-3726 (2016). MSC: 91G20 60F10 60H30 60J60 60J25 60G51 91G60 65C05 PDF BibTeX XML Cite \textit{M. Forde} and \textit{R. Kumar}, Ann. Appl. Probab. 26, No. 6, 3699--3726 (2016; Zbl 1357.91047) Full Text: DOI Euclid OpenURL
Grübel, Rudolf; Kabluchko, Zakhar A functional central limit theorem for branching random walks, almost sure weak convergence and applications to random trees. (English) Zbl 1367.60028 Ann. Appl. Probab. 26, No. 6, 3659-3698 (2016). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60F17 60F05 60J80 60G50 60B10 60G42 68P10 PDF BibTeX XML Cite \textit{R. Grübel} and \textit{Z. Kabluchko}, Ann. Appl. Probab. 26, No. 6, 3659--3698 (2016; Zbl 1367.60028) Full Text: DOI arXiv Euclid OpenURL
Zhang, Li-Xin Central limit theorems of a recursive stochastic algorithm with applications to adaptive designs. (English) Zbl 1358.60044 Ann. Appl. Probab. 26, No. 6, 3630-3658 (2016). MSC: 60F05 62L20 60G15 60H10 60F15 60F17 PDF BibTeX XML Cite \textit{L.-X. Zhang}, Ann. Appl. Probab. 26, No. 6, 3630--3658 (2016; Zbl 1358.60044) Full Text: DOI arXiv Euclid OpenURL
Zhang, Tusheng Lattice approximations of reflected stochastic partial differential equations driven by space-time white noise. (English) Zbl 1358.60075 Ann. Appl. Probab. 26, No. 6, 3602-3629 (2016). MSC: 60H15 60H35 60H10 60F10 60F05 65C30 PDF BibTeX XML Cite \textit{T. Zhang}, Ann. Appl. Probab. 26, No. 6, 3602--3629 (2016; Zbl 1358.60075) Full Text: DOI arXiv Euclid OpenURL
Bréhier, Charles-Edouard; Gazeau, Maxime; Goudenège, Ludovic; Lelièvre, Tony; Rousset, Mathias Unbiasedness of some generalized adaptive multilevel splitting algorithms. (English) Zbl 1361.65006 Ann. Appl. Probab. 26, No. 6, 3559-3601 (2016). Reviewer: T. C. Mohan (Chennai) MSC: 65C35 65C05 65C40 60J22 PDF BibTeX XML Cite \textit{C.-E. Bréhier} et al., Ann. Appl. Probab. 26, No. 6, 3559--3601 (2016; Zbl 1361.65006) Full Text: DOI arXiv Euclid OpenURL
Bayraktar, Erhan; Zhou, Zhou Arbitrage, hedging and utility maximization using semi-static trading strategies with American options. (English) Zbl 1357.91046 Ann. Appl. Probab. 26, No. 6, 3531-3558 (2016). MSC: 91G20 60G40 60G42 49L20 93E20 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{Z. Zhou}, Ann. Appl. Probab. 26, No. 6, 3531--3558 (2016; Zbl 1357.91046) Full Text: DOI arXiv Euclid OpenURL
Costa, Manon A piecewise deterministic model for a prey-predator community. (English) Zbl 1358.92077 Ann. Appl. Probab. 26, No. 6, 3491-3530 (2016). MSC: 92D25 60J25 60J75 PDF BibTeX XML Cite \textit{M. Costa}, Ann. Appl. Probab. 26, No. 6, 3491--3530 (2016; Zbl 1358.92077) Full Text: DOI arXiv Euclid OpenURL
Durrett, Rick; Fan, Wai-Tong (Louis) Genealogies in expanding populations. (English) Zbl 1358.92065 Ann. Appl. Probab. 26, No. 6, 3456-3490 (2016). MSC: 92D10 92C50 60K35 60H15 60J85 PDF BibTeX XML Cite \textit{R. Durrett} and \textit{W.-T. Fan}, Ann. Appl. Probab. 26, No. 6, 3456--3490 (2016; Zbl 1358.92065) Full Text: DOI arXiv Euclid OpenURL
Podolskij, Mark; Yoshida, Nakahiro Edgeworth expansion for functionals of continuous diffusion processes. (English) Zbl 1417.62238 Ann. Appl. Probab. 26, No. 6, 3415-3455 (2016). MSC: 62M09 60F05 62H12 62G20 60G44 60H07 60J60 PDF BibTeX XML Cite \textit{M. Podolskij} and \textit{N. Yoshida}, Ann. Appl. Probab. 26, No. 6, 3415--3455 (2016; Zbl 1417.62238) Full Text: DOI arXiv Euclid OpenURL
Ren, Zhenjie Viscosity solutions of fully nonlinear elliptic path dependent partial differential equations. (English) Zbl 1372.35386 Ann. Appl. Probab. 26, No. 6, 3381-3414 (2016). MSC: 35R60 35D40 35J60 60H10 60H30 PDF BibTeX XML Cite \textit{Z. Ren}, Ann. Appl. Probab. 26, No. 6, 3381--3414 (2016; Zbl 1372.35386) Full Text: DOI Euclid OpenURL
Cérou, Frédéric; Guyader, Arnaud Fluctuation analysis of adaptive multilevel splitting. (English) Zbl 1362.65018 Ann. Appl. Probab. 26, No. 6, 3319-3380 (2016). Reviewer: T. C. Mohan (Chennai) MSC: 65C35 65C05 60J85 47D08 82C80 60F05 PDF BibTeX XML Cite \textit{F. Cérou} and \textit{A. Guyader}, Ann. Appl. Probab. 26, No. 6, 3319--3380 (2016; Zbl 1362.65018) Full Text: DOI arXiv Euclid OpenURL
Bhattacharya, Bhaswar B. Collision times in multicolor urn models and sequential graph coloring with applications to discrete logarithms. (English) Zbl 1356.05045 Ann. Appl. Probab. 26, No. 6, 3286-3318 (2016). MSC: 05C15 60F05 94A62 60G55 PDF BibTeX XML Cite \textit{B. B. Bhattacharya}, Ann. Appl. Probab. 26, No. 6, 3286--3318 (2016; Zbl 1356.05045) Full Text: DOI arXiv Euclid OpenURL
Yin, Mei; Rinaldo, Alessandro; Fadnavis, Sukhada Asymptotic quantization of exponential random graphs. (English) Zbl 1356.05138 Ann. Appl. Probab. 26, No. 6, 3251-3285 (2016). MSC: 05C80 62F99 82B26 PDF BibTeX XML Cite \textit{M. Yin} et al., Ann. Appl. Probab. 26, No. 6, 3251--3285 (2016; Zbl 1356.05138) Full Text: DOI arXiv Euclid OpenURL