A constrained Langevin approximation for chemical reaction networks
来源期刊:Annals of Applied ProbabilityDOI:10.1214/18-AAP1421
Continuity of the optimal stopping boundary for two-dimensional diffusions
来源期刊:Annals of Applied ProbabilityDOI:10.1214/18-AAP1426
On a Wasserstein-type distance between solutions to stochastic differential equations
来源期刊:Annals of Applied ProbabilityDOI:10.1214/18-AAP1423
On Skorokhod embeddings and Poisson equations
来源期刊:Annals of Applied ProbabilityDOI:10.1214/18-AAP1454
Nonparametric spot volatility from options
来源期刊:Annals of Applied ProbabilityDOI:10.1214/19-aap1488
Effective Berry-Esseen and concentration bounds for Markov chains with a spectral gap
来源期刊:Annals of Applied ProbabilityDOI:10.1214/18-AAP1438
Zero temperature limit for the Brownian directed polymer among Poissonian disasters
来源期刊:Annals of Applied ProbabilityDOI:10.1214/19-AAP1493
Determinant of sample correlation matrix with application
来源期刊:Annals of Applied ProbabilityDOI:10.1214/17-AAP1362
Theoretical properties of quasi-stationary Monte Carlo methods
来源期刊:Annals of Applied ProbabilityDOI:10.1214/18-AAP1422
Robust pricing and hedging around the globe
来源期刊:Annals of Applied ProbabilityDOI:10.1214/19-aap1482
Change-point detection for Lévy processes
来源期刊:Annals of Applied ProbabilityDOI:10.1214/17-AAP1368
A LIMIT THEOREM FOR THE SURVIVAL PROBABILITY OF A SIMPLE RANDOM WALK AMONG POWER-LAW RENEWAL OBSTACLES
来源期刊:Annals of Applied ProbabilityDOI:10.1214/19-AAP1551