# Publications & Preprints

No. | Author(s) | Title | Preprint (arXiv) |
Publication (MathSciNet) |
---|---|---|---|---|

2010c01 | Cohen, David; Sigg, Magdalena | Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations | MR2909913 | |

2010c02 | Cohen, David | On the numerical discretisation of stochastic oscillators | - | MR2922170 |

2010c03 | Blath, Jochen; Kurt, Noemi | Survival and extinction of caring double-branching annihilating random walk | MR2802043 | |

2010c04 | Dhersin, Jean-Stéphane; Freund, Fabian; Siri-Jégousse, Arno; Yuan, Linglong | On the length of an external branch in the beta-coalescent | 1201.3983 | MR3027896 |

2010c05 | Depperschmidt, Andrej; Greven, Andreas; Pfaffelhuber, Peter | Marked metric measure spaces | 1101.4213 | MR2783338 |

2010c06 | Depperschmidt, Andrej; Greven, Andreas; Pfaffelhuber, Peter | Tree-valued Fleming-Viot dynamics with mutation and selection | 1101.0759 | MR3024977 |

2010c07 | Bovier, Anton; Gayrard, Véronique; Švejda, Adéla | Convergence to extremal processes in random environments and extremal ageing in SK models | 1201.2059 | MR3101847 |

2010c08 | Fontes, L. R. G.; Gava, R. J.; Gayrard, V. | The K-process on a tree as a scaling limit of the GREM-like trap model | 1202.4104 | MR3178499 |

2010c09 | Bezerra, S. C.; Fontes, L. R. G.; Gava, R. J.; Gayrard, V.; Mathieu, P. | Scaling limits and aging for asymmetric trap models on the complete graph and K processes | 1202.4101 | MR3069367 |

2010c10 | Aistleitner, Christoph; Hörmann, Siegfried | Upper and lower class separating sequences for Brownian motion with random argument | MR2853674 | |

2010c11 | Aistleitner, Christoph | Covering numbers, dyadic chaining and discrepancy | MR2846704 | |

2010c12 | Aistleitner, Christoph | Convergence of ∑ c_{k} f(k x) and the Lip α class |
MR2944730 | |

2010c13 | Aistleitner, Christoph; Fukuyama, Katusi | On the law of the iterated logarithm for trigonometric series with bounded gaps | - | MR3000556 |

2010c14 | Aistleitner, Christoph; Elsholtz, Christian | The central limit theorem for subsequences in probabilistic number theory | - | MR2994662 |

2010c15 | Arguin, Louis-Pierre; Bovier, Anton; Kistler, Nicola | Poissonian statistics in the extremal process of branching Brownian motion | 1010.2376 | MR2985174 |

2010c16 | Arguin, Louis-Pierre; Bovier, Anton; Kistler, Nicola | The extremal process of branching Brownian motion | 1103.2322 | MR3129797 |

2010c17 | Arguin, Louis-Pierre; Damron, Michael | Short-range spin glasses and random overlap structures | 1010.2677 | MR2793164 |

2010c18 | Kabluchko, Zakhar | The maximum of the Gaussian 1/f^{α}-noise in the case α<1 |
1010.1902 | |

2010c19 | Kabluchko, Zakhar | Persistence of competing systems of branching random walks | 1103.5865 | |

2010c20 | Klimovsky, Anton | High-dimensional Gaussian fields with isotropic increments seen through spin glasses | 1108.5300 | MR2915663 |

2010c21 | Arguin, Louis-Pierre; Zindy, Olivier | Poisson-Dirichlet statistics for the extremes of a log-correlated Gaussian field | 1203.4216 | MR3211001 |

2010c22 | Marinelli, Carlo; Nualart, Eulalia; Quer-Sardanyons, Lluís | Existence and regularity of the density for the solution to semilinear dissipative parabolic SPDEs | 1202.4610 | MR3102988 |

2010c23 | Nualart, Eulalia; Quer-Sardanyons, Lluís | Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension | 1010.2155 | MR2860455 |

2010c24 | Armendáriz, Inés; Grosskinsky, Stefan; Loulakis, Michail | Zero-range condensation at criticality | 0912.1793 | MR3071386 |

2010c25 | Bensoussan, A.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. | Linear quadratic mean field games | MR3489817 | |

2010c26 | Yam, S. C. P.; Yung, S. P.; Zhou, W. | Game call options revisited | MR3157693 | |

2010c27 | Cheung, K. C.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. | Optimal reinsurance under general law-invariant risk measures | - | MR3176019 |

2010c28 | Cheung, K. C.; Sung, K. C. J.; Yam, S. C. P.; Yung, S. P. | Risk-minimizing insurance protection for multivariate risks | - | appeared in Journal of Risk and Insurance, Vol 81, Issue 1, March 2014, pp 219–236 |

2010c29 | Cass, Thomas; Litterer, Christian; Lyons, Terry | Integrability and tail estimates for Gaussian rough differential equations | 1104.1813 | MR3112937 |

2010c30 | Chan, Gary; Liu, Andrea; Yam, S. C. P. | A sharper rate of convergence of generalized empirical Likelihood weights for incorporating auxiliary data information | ||

2010c31 | Cheung, K. C.; Liu, Andrea; Yam, S. C. P.; Yung, S. P. | Average value-at-risk minimizing reinsurance under Wang's premium principle with constraints | MR3058011 | |

2010c32 | Bensoussan, Alain; Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang | A class of non-zero-sum stochastic differential investment and reinsurance games | - | MR3237829 |

2010c33 | Wright, J. A.; Yam, S. C. P.; Yung, S. P. | A test for the equality of multiple Sharpe ratios | - | appeared in Journal of Risk, Vol 16, no. 4, pp 3-21 (April 2014) |

2010c34 | Tsai, Jonathan; Yam, S. C. P.; Zhou, Wang | Conformal invariance of the exploration path in 2-d critical bond percolation in the square lattice | 1112.2017 | |

2010c35 | Wong, W. K.; Wright, J. A.; Yam, S. C. P.; Yung, S. P. | A mixed Sharpe ratio | - | appeared in Risk and Decision Analysis, Vol 3, no. 1-2, pp 37-65 (2012) |

2010c36 | Wright, J. A.; Yam, S. C. P.; Yung, S. P. | Enlargement of filtration on Poisson space | ||

2010c37 | Chan, Kwun Chuen Gary; Yam, Sheung Chi Phillip | Oracle, multiple robust and multipurpose calibration in a missing response problem | - | MR3264551 |

2010c38 | Greven, Andreas; den Hollander, Frank; Kliem, Sandra; Klimovsky, Anton | Renormalisation of hierarchically interacting Cannings processes | 1209.1856 | MR3194010 |