Atar, Rami; Cohen, Asaf Serve the shortest queue and Walsh Brownian motion. (English) Zbl 1409.60037 Ann. Appl. Probab. 29, No. 1, 613-651 (2019). MSC: 60F05 93E03 60K25 60J65 60J70 PDF BibTeX XML Cite \textit{R. Atar} and \textit{A. Cohen}, Ann. Appl. Probab. 29, No. 1, 613--651 (2019; Zbl 1409.60037) Full Text: DOI arXiv Euclid OpenURL
Bartl, Daniel Exponential utility maximization under model uncertainty for unbounded endowments. (English) Zbl 1419.91285 Ann. Appl. Probab. 29, No. 1, 577-612 (2019). MSC: 91B16 49L20 60G42 91G80 PDF BibTeX XML Cite \textit{D. Bartl}, Ann. Appl. Probab. 29, No. 1, 577--612 (2019; Zbl 1419.91285) Full Text: DOI arXiv Euclid OpenURL
Cox, Alexander M. G.; Kinsley, Sam M. Robust hedging of options on a leveraged exchange traded fund. (English) Zbl 1409.60064 Ann. Appl. Probab. 29, No. 1, 531-576 (2019). MSC: 60G40 91G20 60G44 60J60 PDF BibTeX XML Cite \textit{A. M. G. Cox} and \textit{S. M. Kinsley}, Ann. Appl. Probab. 29, No. 1, 531--576 (2019; Zbl 1409.60064) Full Text: DOI arXiv Euclid OpenURL
Peskir, Goran Continuity of the optimal stopping boundary for two-dimensional diffusions. (English) Zbl 1409.60066 Ann. Appl. Probab. 29, No. 1, 505-530 (2019). MSC: 60G40 60J60 60H30 35K20 35J25 35R35 PDF BibTeX XML Cite \textit{G. Peskir}, Ann. Appl. Probab. 29, No. 1, 505--530 (2019; Zbl 1409.60066) Full Text: DOI Euclid OpenURL
Xu, Lihu Approximation of stable law in Wasserstein-1 distance by Stein’s method. (English) Zbl 1448.60062 Ann. Appl. Probab. 29, No. 1, 458-504 (2019). MSC: 60F05 60E07 60G50 60G52 PDF BibTeX XML Cite \textit{L. Xu}, Ann. Appl. Probab. 29, No. 1, 458--504 (2019; Zbl 1448.60062) Full Text: DOI arXiv Euclid OpenURL
Wang, Andi Q.; Kolb, Martin; Roberts, Gareth O.; Steinsaltz, David Theoretical properties of quasi-stationary Monte Carlo methods. (English) Zbl 1408.60072 Ann. Appl. Probab. 29, No. 1, 434-457 (2019). MSC: 60J60 65C05 60J70 PDF BibTeX XML Cite \textit{A. Q. Wang} et al., Ann. Appl. Probab. 29, No. 1, 434--457 (2019; Zbl 1408.60072) Full Text: DOI arXiv Euclid OpenURL
Gracar, Peter; Stauffer, Alexandre Multi-scale Lipschitz percolation of increasing events for Poisson random walks. (English) Zbl 1408.60038 Ann. Appl. Probab. 29, No. 1, 376-433 (2019). MSC: 60G55 60K35 PDF BibTeX XML Cite \textit{P. Gracar} and \textit{A. Stauffer}, Ann. Appl. Probab. 29, No. 1, 376--433 (2019; Zbl 1408.60038) Full Text: DOI arXiv Euclid OpenURL
Benaïm, Michel; Strickler, Edouard Random switching between vector fields having a common zero. (English) Zbl 1437.60044 Ann. Appl. Probab. 29, No. 1, 326-375 (2019). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60J25 34A37 37H15 37A50 92D30 PDF BibTeX XML Cite \textit{M. Benaïm} and \textit{E. Strickler}, Ann. Appl. Probab. 29, No. 1, 326--375 (2019; Zbl 1437.60044) Full Text: DOI arXiv Euclid OpenURL
Muirhead, S.; Pymar, R.; Dos Santos, R. S. The Bouchaud-Anderson model with double-exponential potential. (English) Zbl 1416.82034 Ann. Appl. Probab. 29, No. 1, 264-325 (2019). MSC: 82C44 60H25 PDF BibTeX XML Cite \textit{S. Muirhead} et al., Ann. Appl. Probab. 29, No. 1, 264--325 (2019; Zbl 1416.82034) Full Text: DOI arXiv Euclid OpenURL
Burdzy, Krzysztof; Gauthier, Carl-Erik Knudsen gas in flat tire. (English) Zbl 1409.60048 Ann. Appl. Probab. 29, No. 1, 217-263 (2019). MSC: 60F17 37D50 60G40 60G42 60G44 60J05 60J25 PDF BibTeX XML Cite \textit{K. Burdzy} and \textit{C.-E. Gauthier}, Ann. Appl. Probab. 29, No. 1, 217--263 (2019; Zbl 1409.60048) Full Text: DOI arXiv Euclid OpenURL
Hefter, Mario; Herzwurm, André; Müller-Gronbach, Thomas Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients. (English) Zbl 07039124 Ann. Appl. Probab. 29, No. 1, 178-216 (2019). MSC: 65C30 60H10 PDF BibTeX XML Cite \textit{M. Hefter} et al., Ann. Appl. Probab. 29, No. 1, 178--216 (2019; Zbl 07039124) Full Text: DOI arXiv Euclid OpenURL
Crisan, Dan; McMurray, Eamon Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction. (English) Zbl 1418.60094 Ann. Appl. Probab. 29, No. 1, 130-177 (2019). MSC: 60H30 60H10 60H07 34F05 35K55 35K65 PDF BibTeX XML Cite \textit{D. Crisan} and \textit{E. McMurray}, Ann. Appl. Probab. 29, No. 1, 130--177 (2019; Zbl 1418.60094) Full Text: DOI arXiv Euclid OpenURL
Nadtochiy, Sergey; Shkolnikov, Mykhaylo Particle systems with singular interaction through hitting times: application in systemic risk modeling. (English) Zbl 1417.35204 Ann. Appl. Probab. 29, No. 1, 89-129 (2019). Reviewer: Rodica Luca (Iaşi) MSC: 35Q91 35B65 35K20 82C22 91G80 35B44 PDF BibTeX XML Cite \textit{S. Nadtochiy} and \textit{M. Shkolnikov}, Ann. Appl. Probab. 29, No. 1, 89--129 (2019; Zbl 1417.35204) Full Text: DOI arXiv Euclid OpenURL
Yilmaz, Atilla; Zeitouni, Ofer Nonconvex homogenization for one-dimensional controlled random walks in random potential. (English) Zbl 1415.60121 Ann. Appl. Probab. 29, No. 1, 36-88 (2019). MSC: 60K37 93E20 35B27 35F20 PDF BibTeX XML Cite \textit{A. Yilmaz} and \textit{O. Zeitouni}, Ann. Appl. Probab. 29, No. 1, 36--88 (2019; Zbl 1415.60121) Full Text: DOI arXiv Euclid OpenURL
Bayraktar, Erhan; Budhiraja, Amarjit; Cohen, Asaf Rate control under heavy traffic with strategic servers. (English) Zbl 1409.60131 Ann. Appl. Probab. 29, No. 1, 1-35 (2019). MSC: 60K25 91A07 60K35 93E20 60H30 60F17 PDF BibTeX XML Cite \textit{E. Bayraktar} et al., Ann. Appl. Probab. 29, No. 1, 1--35 (2019; Zbl 1409.60131) Full Text: DOI arXiv Euclid OpenURL