1.
|
The Mean of a Maximum Likelihood Estimator Associated with the Brownian Bridge Gao, Fuchang; University of Idaho
|
2.
|
Random Walks that Avoid Their Past Convex Hull Angel, Omer; Weizmann Institute of Science - Benjamini, Itai; Weizmann Institute of Science - Virág, Bálint; MIT
|
3.
|
SLE and Triangles Dubédat, Julien; Université Paris-Sud
|
4.
|
Central Limit Theorems for the Products of Random Matrices Sampled by a Random Walk Duheille-Bienvenue, Frédérique; Université Claude Bernard - Lyon 1 - Guillotin-Plantard, Nadine; Université Claude Bernard - Lyon 1
|
5.
|
Computation of Greeks for Barrier and Lookback Options Using Malliavin Calculus Gobet, Emmanuel; Centre de Mathématiques Appliquées - Kohatsu-Higa, Arturo; Universitat Pompeu Fabra
|
6.
|
Mixing Time of the Rudvalis Shuffle Wilson, David Bruce; Microsoft Research
|
7.
|
Excited Random Walk Benjamini, Itai; Weizmann Institute, Rehovot 76100, Israel - Wilson, David Bruce; Microsoft Research
|
8.
|
A System of Differential Equations for the Airy Process Tracy, Craig A; University of California, Davis - Widom, Harold; University of California, Santa Cruz
|
9.
|
Smoothness of the law of the supremum of the fractional Brownian motion Zaïdi, Noureddine Lanjri; Université Ibn Tofaïl, Kénitra, Maroc - Nualart, David; Universitat de Barcelona
|
10.
|
Microscopic structure of a decreasing shock for the asymmetric $k$-step exclusion process Guiol, Herve; IMA-EPFL - Ravishankar, Krishnamurthi; SUNY, College at New Paltz - Saada, Ellen; CNRS Rouen
|