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The Hausdorff spectrum of a class of multifractal processesDecrouez, Geoffrey; Hambly, Ben; Jones, Owen Dafydd · Stochastic Processes and their Applications · 2015
A CLASS OF MULTIFRACTAL PROCESSES CONSTRUCTED USING AN EMBEDDED BRANCHING PROCESSGeoffrey Decrouez and Owen Dafydd Jones · The Annals of Applied Probability · 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