Hamadène, S.; Martyr, R.; Moriarty, J. A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time. (English) Zbl 1471.91071 Adv. Appl. Probab. 51, No. 2, 425-442 (2019). MSC: 91A55 60G40 91A05 49N25 PDFBibTeX XMLCite \textit{S. Hamadène} et al., Adv. Appl. Probab. 51, No. 2, 425--442 (2019; Zbl 1471.91071) Full Text: DOI arXiv Link
Budhiraja, Amarjit; Friedlander, Eric Diffusion approximations for load balancing mechanisms in cloud storage systems. (English) Zbl 1427.60187 Adv. Appl. Probab. 51, No. 1, 41-86 (2019). MSC: 60K25 60K35 60F05 60H30 90B22 60J28 60J70 60B12 PDFBibTeX XMLCite \textit{A. Budhiraja} and \textit{E. Friedlander}, Adv. Appl. Probab. 51, No. 1, 41--86 (2019; Zbl 1427.60187) Full Text: DOI arXiv
Cabana, Tanguy; Touboul, Jonathan D. Large deviations for randomly connected neural networks. I: Spatially extended systems. (English) Zbl 1442.60036 Adv. Appl. Probab. 50, No. 3, 944-982 (2018). MSC: 60F10 60B10 92B20 82C44 PDFBibTeX XMLCite \textit{T. Cabana} and \textit{J. D. Touboul}, Adv. Appl. Probab. 50, No. 3, 944--982 (2018; Zbl 1442.60036) Full Text: DOI arXiv
Banerjee, Sayan; Kendall, Wilfrid S. Coupling the Kolmogorov diffusion: maximality and efficiency considerations. (English) Zbl 1426.60036 Adv. Appl. Probab. 48, No. A, 15-35 (2016). MSC: 60G05 60J60 PDFBibTeX XMLCite \textit{S. Banerjee} and \textit{W. S. Kendall}, Adv. Appl. Probab. 48, No. A, 15--35 (2016; Zbl 1426.60036) Full Text: DOI arXiv
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, Almut E. D. Modelling electricity futures by ambit fields. (English) Zbl 1304.91213 Adv. Appl. Probab. 46, No. 3, 719-745 (2014). Reviewer: Johannes Muhle-Karbe (Zürich) MSC: 91G20 91G99 60G51 60G57 60G60 60H05 60H30 PDFBibTeX XMLCite \textit{O. E. Barndorff-Nielsen} et al., Adv. Appl. Probab. 46, No. 3, 719--745 (2014; Zbl 1304.91213) Full Text: DOI Euclid
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations. (English) Zbl 1217.93183 Adv. Appl. Probab. 43, No. 2, 572-596 (2011). MSC: 93E20 60J75 60H10 60H15 60H20 49J55 35R60 PDFBibTeX XMLCite \textit{B. Øksendal} et al., Adv. Appl. Probab. 43, No. 2, 572--596 (2011; Zbl 1217.93183) Full Text: DOI Euclid
Rusinek, Anna Mean reversion for HJMM forward rate models. (English) Zbl 1191.91061 Adv. Appl. Probab. 42, No. 2, 371-391 (2010). Reviewer: Nikolaos Halidias (Athens) MSC: 91G30 60G51 60H15 PDFBibTeX XMLCite \textit{A. Rusinek}, Adv. Appl. Probab. 42, No. 2, 371--391 (2010; Zbl 1191.91061) Full Text: DOI
Helmes, Kurt; Stockbridge, Richard H. Construction of the value function and optimal rules in optimal stopping of one-dimensional diffusions. (English) Zbl 1195.60063 Adv. Appl. Probab. 42, No. 1, 158-182 (2010). Reviewer: Makiko Nisio (Kobe) MSC: 60G40 60J60 PDFBibTeX XMLCite \textit{K. Helmes} and \textit{R. H. Stockbridge}, Adv. Appl. Probab. 42, No. 1, 158--182 (2010; Zbl 1195.60063) Full Text: DOI