Annals Of Applied Probability

Annals Of Applied Probability

应用概率年鉴

  • 2区 中科院分区
  • Q2 JCR分区

高引用文章

文章名称 引用次数
COEXISTENCE AND EXTINCTION FOR STOCHASTIC KOLMOGOROV SYSTEMS 21
PERFECT HEDGING IN ROUGH HESTON MODELS 18
AFFINE VOLTERRA PROCESSES 10
THE SAMPLE SIZE REQUIRED IN IMPORTANCE SAMPLING 9
LARGE DEVIATIONS THEORY FOR MARKOV JUMP MODELS OF CHEMICAL REACTION NETWORKS 7
EXPONENTIAL UTILITY MAXIMIZATION UNDER MODEL UNCERTAINTY FOR UNBOUNDED ENDOWMENTS 7
RANDOM CLUSTER DYNAMICS FOR THE ISING MODEL IS RAPIDLY MIXING 7
LIMIT THEOREMS FOR PERSISTENCE DIAGRAMS 6
ON THE STABILITY AND THE UNIFORM PROPAGATION OF CHAOS PROPERTIES OF ENSEMBLE KALMAN-BUCY FILTERS 6
CONTINUITY OF THE OPTIMAL STOPPING BOUNDARY FOR TWO-DIMENSIONAL DIFFUSIONS 6
N-PLAYER GAMES AND MEAN-FIELD GAMES WITH ABSORPTION 6
WEAK CONVERGENCE RATES OF SPECTRAL GALERKIN APPROXIMATIONS FOR SPDES WITH NONLINEAR DIFFUSION COEFFICIENTS 6
NORMAL APPROXIMATION FOR STABILIZING FUNCTIONALS 6
PARTICLE SYSTEMS WITH SINGULAR INTERACTION THROUGH HITTING TIMES: APPLICATION IN SYSTEMIC RISK MODELING 5
NASH EQUILIBRIA OF THRESHOLD TYPE FOR TWO-PLAYER NONZERO-SUM GAMES OF STOPPING 5
COMPUTATIONAL METHODS FOR MARTINGALE OPTIMAL TRANSPORT PROBLEMS 5
ERGODICITY OF THE ZIGZAG PROCESS 5
ON A WASSERSTEIN-TYPE DISTANCE BETWEEN SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS 5
MUTATION FREQUENCIES IN A BIRTH-DEATH BRANCHING PROCESS 4
STOCHASTIC CUCKER-SMALE MODELS: OLD AND NEW 4
MEASURING SAMPLE QUALITY WITH DIFFUSIONS 4
THEORETICAL PROPERTIES OF QUASI-STATIONARY MONTE CARLO METHODS 4
A MCKEAN-VLASOV EQUATION WITH POSITIVE FEEDBACK AND BLOW-UPS 4
NUMERICAL METHOD FOR FBSDES OF MCKEAN-VLASOV TYPE 4
MIXING TIMES OF RANDOM WALKS ON DYNAMIC CONFIGURATION MODELS 4
STOCHASTIC APPROXIMATION OF QUASI-STATIONARY DISTRIBUTIONS ON COMPACT SPACES AND APPLICATIONS 4
A RANDOM MATRIX APPROACH TO NEURAL NETWORKS 4
RANDOM SWITCHING BETWEEN VECTOR FIELDS HAVING A COMMON ZERO 4
A LIOUVILLE THEOREM FOR ELLIPTIC SYSTEMS WITH DEGENERATE ERGODIC COEFFICIENTS 4
BACKWARD SDES FOR OPTIMAL CONTROL OF PARTIALLY OBSERVED PATH-DEPENDENT STOCHASTIC SYSTEMS: A CONTROL RANDOMIZATION APPROACH 4
MULTIPLE-PRIORS OPTIMAL INVESTMENT IN DISCRETE TIME FOR UNBOUNDED UTILITY FUNCTION 4
CENTRAL LIMIT THEOREMS IN THE CONFIGURATION MODEL 4
ERGODICITY OF A LEVY-DRIVEN SDE ARISING FROM MULTICLASS MANY-SERVER QUEUES 4
LOCAL INHOMOGENEOUS CIRCULAR LAW 3
LIMIT DISTRIBUTIONS FOR KPZ GROWTH MODELS WITH SPATIALLY HOMOGENEOUS RANDOM INITIAL CONDITIONS 3
FIRST-ORDER EULER SCHEME FOR SDES DRIVEN BY FRACTIONAL BROWNIAN MOTIONS: THE ROUGH CASE 3
BSDES WITH MEAN REFLECTION 3
A NECESSARY AND SUFFICIENT CONDITION FOR EDGE UNIVERSALITY AT THE LARGEST SINGULAR VALUES OF COVARIANCE MATRICES 3
JOIN-THE-SHORTEST QUEUE DIFFUSION LIMIT IN HALFIN-WHITT REGIME: TAIL ASYMPTOTICS AND SCALING OF EXTREMA 3
STABILITY CONDITIONS FOR A DISCRETE-TIME DECENTRALISED MEDIUM ACCESS ALGORITHM 3
IMPROVED BOUNDS FOR SPARSE RECOVERY FROM SUBSAMPLED RANDOM CONVOLUTIONS 3
BEATING THE OMEGA CLOCK: AN OPTIMAL STOPPING PROBLEM WITH RANDOM TIME-HORIZON UNDER SPECTRALLY NEGATIVE LEVY MODELS 3
FREIDLIN-WENTZELL LDP IN PATH SPACE FOR MCKEAN-VLASOV EQUATIONS AND THE FUNCTIONAL ITERATED LOGARITHM LAW 3
A GENERAL CONTINUOUS-STATE NONLINEAR BRANCHING PROCESS 3
APPROXIMATION OF STABLE LAW IN WASSERSTEIN-1 DISTANCE BY STEIN'S METHOD 3
AFFINE PROCESSES BEYOND STOCHASTIC CONTINUITY 3
LIMIT THEOREMS FOR BETTI NUMBERS OF EXTREME SAMPLE CLOUDS WITH APPLICATION TO PERSISTENCE BARCODES 3
DYNAMICS OF A PLANAR COULOMB GAS 3
TAIL MEASURE AND SPECTRAL TAIL PROCESS OF REGULARLY VARYING TIME SERIES 2
EXTINCTION IN LOWER HESSENBERG BRANCHING PROCESSES WITH COUNTABLY MANY TYPES 2