Volume 44; Issue 4

The Annals of Probability

Volume 44; Issue 4
1

Mixed Gaussian processes: A filtering approach

Cai, Chunhao, Chigansky, Pavel, Kleptsyna, Marina
Journal:
The Annals of Probability
Year:
2016
Language:
english
File:
PDF, 361 KB
english, 2016
2

Density analysis of BSDEs

Mastrolia, Thibaut, Possamaï, Dylan, Réveillac, Anthony
Journal:
The Annals of Probability
Year:
2016
Language:
english
File:
PDF, 372 KB
english, 2016
3

Liouville Brownian motion

Garban, Christophe, Rhodes, Rémi, Vargas, Vincent
Journal:
The Annals of Probability
Year:
2016
Language:
english
File:
PDF, 320 KB
english, 2016
4

Matricial model for the free multiplicative convolution

Cébron, Guillaume
Journal:
The Annals of Probability
Year:
2016
Language:
english
File:
PDF, 453 KB
english, 2016
8

Limits of spiked random matrices II

Bloemendal, Alex, Virág, Bálint
Journal:
The Annals of Probability
Year:
2016
Language:
english
File:
PDF, 393 KB
english, 2016
11

Hafnians, perfect matchings and Gaussian matrices

Rudelson, Mark, Samorodnitsky, Alex, Zeitouni, Ofer
Journal:
The Annals of Probability
Year:
2016
Language:
english
File:
PDF, 283 KB
english, 2016
12

An infinite-dimensional approach to path-dependent Kolmogorov equations

Flandoli, Franco, Zanco, Giovanni
Journal:
The Annals of Probability
Year:
2016
Language:
english
File:
PDF, 391 KB
english, 2016
13

On large deviations of coupled diffusions with time scale separation

Puhalskii, Anatolii A.
Journal:
The Annals of Probability
Year:
2016
Language:
english
File:
PDF, 710 KB
english, 2016