Duerinckx, Mitia; Fischer, Julian; Gloria, Antoine Scaling limit of the homogenization commutator for Gaussian coefficient fields. (English) Zbl 1487.60006 Ann. Appl. Probab. 32, No. 2, 1179-1209 (2022). MSC: 60B12 35B27 60H07 60F05 60H25 PDFBibTeX XMLCite \textit{M. Duerinckx} et al., Ann. Appl. Probab. 32, No. 2, 1179--1209 (2022; Zbl 1487.60006) Full Text: DOI arXiv
Caillerie, Nils; Vovelle, Julien Diffusion-approximation for a kinetic equation with perturbed velocity redistribution process. (English) Zbl 1476.35345 Ann. Appl. Probab. 31, No. 3, 1299-1335 (2021). MSC: 35R60 35B40 35Q20 35Q49 60H15 PDFBibTeX XMLCite \textit{N. Caillerie} and \textit{J. Vovelle}, Ann. Appl. Probab. 31, No. 3, 1299--1335 (2021; Zbl 1476.35345) Full Text: DOI arXiv Link
Dupuis, Paul; Katsoulakis, Markos A.; Pantazis, Yannis; Rey-Bellet, Luc Sensitivity analysis for rare events based on Rényi divergence. (English) Zbl 1464.60024 Ann. Appl. Probab. 30, No. 4, 1507-1533 (2020). MSC: 60F10 94A17 PDFBibTeX XMLCite \textit{P. Dupuis} et al., Ann. Appl. Probab. 30, No. 4, 1507--1533 (2020; Zbl 1464.60024) Full Text: DOI arXiv Euclid
Fedrizzi, Ennio Stability of solitons under rapidly oscillating random perturbations of the initial conditions. (English) Zbl 1315.35053 Ann. Appl. Probab. 24, No. 2, 616-651 (2014). Reviewer: Vakhtang V. Kvaratskhelia (Tbilisi) MSC: 35C08 35Q53 35Q55 37K10 60B12 35B35 35R60 PDFBibTeX XMLCite \textit{E. Fedrizzi}, Ann. Appl. Probab. 24, No. 2, 616--651 (2014; Zbl 1315.35053) Full Text: DOI arXiv Euclid
de Bouard, A.; Gazeau, M. A diffusion approximation theorem for a nonlinear PDE with application to random birefringent optical fibers. (English) Zbl 1261.35156 Ann. Appl. Probab. 22, No. 6, 2460-2504 (2012). MSC: 35R60 35Q55 60H15 PDFBibTeX XMLCite \textit{A. de Bouard} and \textit{M. Gazeau}, Ann. Appl. Probab. 22, No. 6, 2460--2504 (2012; Zbl 1261.35156) Full Text: DOI arXiv Euclid
Crudu, A.; Debussche, A.; Muller, A.; Radulescu, O. Convergence of stochastic gene networks to hybrid piecewise deterministic processes. (English) Zbl 1261.60073 Ann. Appl. Probab. 22, No. 5, 1822-1859 (2012). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60J25 60J75 92C40 PDFBibTeX XMLCite \textit{A. Crudu} et al., Ann. Appl. Probab. 22, No. 5, 1822--1859 (2012; Zbl 1261.60073) Full Text: DOI arXiv Euclid
Chan, Hock Peng; Lai, Tze Leung A sequential Monte Carlo approach to computing tail probabilities in stochastic models. (English) Zbl 1246.60042 Ann. Appl. Probab. 21, No. 6, 2315-2342 (2011). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 60F10 65C05 60J22 60K35 65C20 PDFBibTeX XMLCite \textit{H. P. Chan} and \textit{T. L. Lai}, Ann. Appl. Probab. 21, No. 6, 2315--2342 (2011; Zbl 1246.60042) Full Text: DOI arXiv
Marty, Renaud; Sølna, Knut A general framework for waves in random media with long-range correlations. (English) Zbl 1223.34085 Ann. Appl. Probab. 21, No. 1, 115-139 (2011). Reviewer: Dora Selesi (Novi Sad) MSC: 34F05 34E10 35R60 37H10 60H20 PDFBibTeX XMLCite \textit{R. Marty} and \textit{K. Sølna}, Ann. Appl. Probab. 21, No. 1, 115--139 (2011; Zbl 1223.34085) Full Text: DOI arXiv
Deaconu, Madalina; Lejay, Antoine Simulation of diffusions by means of importance sampling paradigm. (English) Zbl 1204.60075 Ann. Appl. Probab. 20, No. 4, 1389-1424 (2010). Reviewer: Dominique Lepingle (Orléans) MSC: 60J60 60C05 65C30 PDFBibTeX XMLCite \textit{M. Deaconu} and \textit{A. Lejay}, Ann. Appl. Probab. 20, No. 4, 1389--1424 (2010; Zbl 1204.60075) Full Text: DOI arXiv
Jara, Milton; Komorowski, Tomasz; Olla, Stefano Limit theorems for additive functionals of a Markov chain. (English) Zbl 1232.60018 Ann. Appl. Probab. 19, No. 6, 2270-2300 (2009). MSC: 60F05 60F17 76P05 60J10 PDFBibTeX XMLCite \textit{M. Jara} et al., Ann. Appl. Probab. 19, No. 6, 2270--2300 (2009; Zbl 1232.60018) Full Text: DOI arXiv
Garnier, Josselin; Sølna, Knut Coupled paraxial wave equations in random media in the white-noise regime. (English) Zbl 1175.60066 Ann. Appl. Probab. 19, No. 1, 318-346 (2009). Reviewer: Lluís Quer-Sardanyons (Bellaterra) MSC: 60H15 35R60 74J20 60K37 PDFBibTeX XMLCite \textit{J. Garnier} and \textit{K. Sølna}, Ann. Appl. Probab. 19, No. 1, 318--346 (2009; Zbl 1175.60066) Full Text: DOI arXiv