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Turbulent Diffusion in Markovian FlowsAlbert Fannjiang and Tomasz Komorowski · The Annals of Applied Probability · 1999
An Invariance Principle for Diffusion in TurbulenceAlbert Fannjiang and Tomasz Komorowski · The Annals of Probability · 1999
Correction: An Invariance Principle for Diffusion in TurbulenceAlbert C. Fannjiang and Tomasz Komorowski · The Annals of Probability · 2002
A Martingale Approach to Homogenization of Unbounded Random FlowsAlbert Fannjiang and Tomasz Komorowski · The Annals of Probability · 1997
Diffusive and Nondiffusive Limits of Transport in Nonmixing FlowsAlbert Fannjiang and Tomasz Komorowski · SIAM Journal on Applied Mathematics · 2001-2002
Frozen Path Approximation for Turbulent Diffusion and Fractional Brownian Motion in Random FlowsAlbert Fannjiang and Tomasz Komorowski · SIAM Journal on Applied Mathematics · 2003
A theory of bond portfoliosEkeland, Ivar; Taflin, Erik · The Annals of Applied Probability · 2005
The Pricing of the American OptionRavi Myneni · The Annals of Applied Probability · 1992
Stability of Generalized Jackson NetworksS. P. Meyn and D. Down · The Annals of Applied Probability · 1994
Optimal arbitrage under model uncertaintyFernholz, Daniel; Karatzas, Ioannis · The Annals of Applied Probability · 2011
Backward-Forward Stochastic Differential EquationsAntonelli, Fabio · The Annals of Applied Probability · 1993
Asymptotics of robust utility maximizationKnispel, Thomas · The Annals of Applied Probability · 2012
Utility maximization in incomplete marketsHu, Ying; Imkeller, Peter; Müller, Matthias · The Annals of Applied Probability · 2005
Propagation of chaos in neural fieldsTouboul, Jonathan · The Annals of Applied Probability · 2014