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Interacting partially directed self-avoiding walk: a probabilistic perspectiveCarmona, Philippe; Nguyen, Gia Bao; Pétrélis, Nicolas; Torri, Niccolò · Journal of Physics A: Mathematical and Theoretical · 2018
The discrete-time parabolic Anderson model with heavy-tailed potentialCaravenna, Francesco; Carmona, Philippe; Pétrélis, Nicolas · Annales de l'Institut Henri Poincaré, Probabilités et Statistiques · 2012
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