VOL. 27 · NO. 5 | October 2017
 
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Frontmatter
Ann. Appl. Probab. 27 (5), (October 2017) Open Access
No abstract available
Ann. Appl. Probab. 27 (5), (October 2017) Open Access
No abstract available
Articles
Alison Etheridge, Nic Freeman, Sarah Penington, Daniel Straulino
Ann. Appl. Probab. 27 (5), 2605-2645, (October 2017) DOI: 10.1214/16-AAP1245 Open Access
KEYWORDS: 92B05, 60G99, Population genetics, Branching Brownian motion, natural selection, coalescing, branching, Spatial Lambda–Fleming–Viot process
Allan Sly, Yumeng Zhang
Ann. Appl. Probab. 27 (5), 2646-2674, (October 2017) DOI: 10.1214/16-AAP1253 Open Access
KEYWORDS: mixing time, Glauber dynamics, graph colorings, reconstruction problem, 60J10
Uriel Feige, Michael Krivelevich, Daniel Reichman
Ann. Appl. Probab. 27 (5), 2675-2697, (October 2017) DOI: 10.1214/16-AAP1254 Open Access
KEYWORDS: Bootstrap percolation, minimal contagious set, Random graphs, 05C80, 60K35, 60C05
Ben Hambly, Sean Ledger
Ann. Appl. Probab. 27 (5), 2698-2752, (October 2017) DOI: 10.1214/16-AAP1256 Open Access
KEYWORDS: McKean–Vlasov problem, nonlinear SPDE, Skorokhod M1 topology, 60H15, 60H30, 60F15
Christian Bayer, Ulrich Horst, Jinniao Qiu
Ann. Appl. Probab. 27 (5), 2753-2806, (October 2017) DOI: 10.1214/16-AAP1265 Open Access
KEYWORDS: limit order book, Functional limit theorem, Stochastic partial differential equation, 60B11, 90B22, 91B70
Nicolas Fournier, Benjamin Jourdain
Ann. Appl. Probab. 27 (5), 2807-2861, (October 2017) DOI: 10.1214/16-AAP1267 Open Access
KEYWORDS: Keller–Segel equation, Stochastic particle systems, propagation of chaos, Bessel processes, 65C35, 35K55, 60H10
Rami Atar, Asaf Cohen
Ann. Appl. Probab. 27 (5), 2862-2906, (October 2017) DOI: 10.1214/16-AAP1269 Open Access
KEYWORDS: Moderate deviations, heavy traffic, risk-sensitive cost, differential games, 49N70, 60F10, 60K25, 93E20
Benoît Laslier, Jean-François Laslier
Ann. Appl. Probab. 27 (5), 2907-2925, (October 2017) DOI: 10.1214/16-AAP1271 Open Access
KEYWORDS: learning, tournament, urn process, 60J20, 91A22, 91E40
Elchanan Mossel, Sebastien Roch
Ann. Appl. Probab. 27 (5), 2926-2955, (October 2017) DOI: 10.1214/16-AAP1273 Open Access
KEYWORDS: Phylogenetics, coalescent theory, sequence-length requirement, 60K35, 92D15
Andrea Ghiglietti, Anand N. Vidyashankar, William F. Rosenberger
Ann. Appl. Probab. 27 (5), 2956-3003, (October 2017) DOI: 10.1214/16-AAP1274 Open Access
KEYWORDS: Clinical trials, crossing times, harmonic moments, last exit times, generalized Pólya urn, target allocation, 60F15, 60F05, 60E20, 60G99, 68Q87, 97K50
Michel Benaïm, Florian Bouguet, Bertrand Cloez
Ann. Appl. Probab. 27 (5), 3004-3049, (October 2017) DOI: 10.1214/17-AAP1275 Open Access
KEYWORDS: Markov chain, Markov process, asymptotic pseudotrajectory, quantitative ergodicity, Random walk, bandit algorithm, decreasing step Euler scheme, 60J10, 60J25, 60B10
Francesco Caravenna, Rongfeng Sun, Nikos Zygouras
Ann. Appl. Probab. 27 (5), 3050-3112, (October 2017) DOI: 10.1214/17-AAP1276 Open Access
KEYWORDS: Directed polymer, pinning model, polynomial chaos, Disordered system, Fourth moment theorem, marginal disorder relevance, Stochastic heat equation, 82B44, 82D60, 60K35
Leif Döring, Achim Klenke, Leonid Mytnik
Ann. Appl. Probab. 27 (5), 3113-3152, (October 2017) DOI: 10.1214/17-AAP1277 Open Access
KEYWORDS: Finite systems scheme, Interacting diffusions, meanfield limit, Mutually catalytic branching, 60K35, 60J80, 60J60, 60J75, 60F05, 60H20
Miryana Grigorova, Peter Imkeller, Elias Offen, Youssef Ouknine, Marie-Claire Quenez
Ann. Appl. Probab. 27 (5), 3153-3188, (October 2017) DOI: 10.1214/17-AAP1278 Open Access
KEYWORDS: backward stochastic differential equation, reflected backward stochastic differential equation, Optimal stopping, $f$-expectation, strong optional supermartingale, Mertens’ decomposition, dynamic risk measure, strong $\mathcal{E}^{f}$-supermartingale, 60G40, 93E20, 60H30, 60G07, 47N10‎
Patrick W. Dondl, Michael Scheutzow
Ann. Appl. Probab. 27 (5), 3189-3200, (October 2017) DOI: 10.1214/17-AAP1279 Open Access
KEYWORDS: Interfaces, heterogeneous media, Random media, asymptotic behavior of nonnegative solutions, 34F05, 60H10
Rainer Buckdahn, Juan Li, Jin Ma
Ann. Appl. Probab. 27 (5), 3201-3245, (October 2017) DOI: 10.1214/17-AAP1280 Open Access
KEYWORDS: Conditional mean-field SDEs, non-Markovian stochastic control system, Nonlinear filtering, stochastic maximum principle, mean-field backward SDEs, 60H10, 60H30, 93E03, 93E11, 93E20
Shankar Bhamidi, Remco van der Hofstad, Gerard Hooghiemstra
Ann. Appl. Probab. 27 (5), 3246-3253, (October 2017) DOI: 10.1214/17-AAP1291 Open Access
KEYWORDS: Flows, random graph, first passage percolation, hopcount, central limit theorem, configuration model, 60C05, 05C80, 90B15
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