Annals of Applied Probability

Article	Citations
On the convergence of closed-loop Nash equilibria to the mean field game limit	40
Coupling and convergence for Hamiltonian Monte Carlo	37
Global $C^{1}$ regularity of the value function in optimal stopping problems	26
Adaptive Euler–Maruyama method for SDEs with nonglobally Lipschitz drift	24
High-dimensional central limit theorems by Stein’s method	16
Geometric ergodicity of the Bouncy Particle Sampler	16
Viscosity solutions to parabolic master equations and McKean–Vlasov SDEs with closed-loop controls	15
Stability of martingale optimal transport and weak optimal transport	15
Nonasymptotic bounds for sampling algorithms without log-concavity	14
Lower bounds for trace reconstruction	14
Coexistence of localized Gibbs measures and delocalized gradient Gibbs measures on trees	13
Hamilton–Jacobi equations for finite-rank matrix inference	13
The coalescent structure of continuous-time Galton–Watson trees	13
Hypocoercivity of piecewise deterministic Markov process-Monte Carlo	13
Stochastic methods for the neutron transport equation I: Linear semigroup asymptotics	13
Precise asymptotics: Robust stochastic volatility models	13
Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes	13
Pathwise McKean–Vlasov theory with additive noise	12
Stochastic methods for the neutron transport equation II: Almost sure growth	12
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case	12
Zero-sum path-dependent stochastic differential games in weak formulation	12
A classification of the dynamics of three-dimensional stochastic ecological systems	12
Imaginary multiplicative chaos: Moments, regularity and connections to the Ising model	11
Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes	11
Indefinite stochastic linear-quadratic optimal control problems with random coefficients: Closed-loop representation of open-loop optimal controls	11

Mean-field Markov decision processes with common noise and open-loop controls	10
Nonparametric estimation for linear SPDEs from local measurements	10
Me, myself and I: A general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents	10
Statistical thresholds for tensor PCA	10
Applications of mesoscopic CLTs in random matrix theory	10
Long time dynamics for interacting oscillators on graphs	10
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems	10
On a rough perturbation of the Navier–Stokes system and its vorticity formulation	9
Nonlinear large deviations: Beyond the hypercube	9
A weak solution theory for stochastic Volterra equations of convolution type	9
Square permutations are typically rectangular	9
Mixing time and cutoff for the weakly asymmetric simple exclusion process	9
Asymptotic theory of sparse Bradley–Terry model	9
Global well-posedness of the 3D Navier–Stokes equations perturbed by a deterministic vector field	9
Estimating processes in adapted Wasserstein distance	8
Approximation bounds for random neural networks and reservoir systems	8
Functional limit theorems for non-Markovian epidemic models	8
On the limitations of single-step drift and minorization in Markov chain convergence analysis	8
Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples	8
Linear-quadratic control for a class of stochastic Volterra equations: Solvability and approximation	8
Sensitivity analysis for rare events based on Rényi divergence	8
Particles systems and numerical schemes for mean reflected stochastic differential equations	8
Thermalisation for small random perturbations of dynamical systems	7
Bounds for the asymptotic distribution of the likelihood ratio	7
Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems	7
Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates	7
Trading with small nonlinear price impact	7
A simple Fourier analytic proof of the AKT optimal matching theorem	7
Portfolio liquidation under factor uncertainty	6
On the exit time from open sets of some semi-Markov processes	6
Submodular mean field games: Existence and approximation of solutions	6
Weak quantitative propagation of chaos via differential calculus on the space of measures	6
A lower bound on the queueing delay in resource constrained load balancing	6
General selection models: Bernstein duality and minimal ancestral structures	6
Nearly optimal central limit theorem and bootstrap approximations in high dimensions	6
From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains	6
Optimal real-time detection of a drifting Brownian coordinate	6
Constrained stochastic LQ control with regime switching and application to portfolio selection	6
Optimal position targeting via decoupling fields	5
Wasserstein-based methods for convergence complexity analysis of MCMC with applications	5
A second order analysis of McKean–Vlasov semigroups	5
Markov selection for the stochastic compressible Navier–Stokes system	5
Crank–Nicolson scheme for stochastic differential equations driven by fractional Brownian motions	5
Graphon mean field systems	5
Regenerative properties of the linear Hawkes process with unbounded memory	5
Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control	5
A coupling approach for the convergence to equilibrium for a collisionless gas	5
Computing the partition function of the Sherrington–Kirkpatrick model is hard on average	5
Approximation of fractional local times: Zero energy and derivatives	5
Large deviations for the empirical measure of the zig-zag process	5

Stein’s method for the Poisson–Dirichlet distribution and the Ewens sampling formula, with applications to Wright–Fisher models	5
PageRank’s behavior under degree correlations	5
Slow-fast systems with fractional environment and dynamics	5
Absence of WARM percolation in the very strong reinforcement regime	4
Induced idleness leads to deterministic heavy traffic limits for queue-based random-access algorithms	4
Conditional independence in max-linear Bayesian networks	4
Periodicity induced by noise and interaction in the kinetic mean-field FitzHugh–Nagumo model	4
A probabilistic approach to convex (ϕ)-entropy decay for Markov chains	4
Testing correlation of unlabeled random graphs	4
Quantitative two-scale stabilization on the Poisson space	4
Optimal subgraph structures in scale-free configuration models	4
Optimal investment and consumption with labor income in incomplete markets	4
Root finding algorithms and persistence of Jordan centrality in growing random trees	4
Correlated randomly growing graphs	4
Global-in-time mean-field convergence for singular Riesz-type diffusive flows	4
Point process convergence for the off-diagonal entries of sample covariance matrices	4
Propagation of minimality in the supercooled Stefan problem	4
Statistical inference for Bures–Wasserstein barycenters	4
Optimal corrector estimates on percolation cluster	4
Stochastic analysis of emergence of evolutionary cyclic behavior in population dynamics with transfer	4
Fluctuations in mean-field Ising models	4
Heavy traffic scaling limits for shortest remaining processing time queues with heavy tailed processing time distributions	4
An optimal transport problem with backward martingale constraints motivated by insider trading	4
GUE×GUE limit law at hard shocks in ASEP	4
High-dimensional limits of eigenvalue distributions for general Wishart process	4
Local geometry of the rough-smooth interface in the two-periodic Aztec diamond	4
Preferential attachment without vertex growth: Emergence of the giant component	4
The random connection model and functions of edge-marked Poisson processes: Second order properties and normal approximation	4
Regeneration-enriched Markov processes with application to Monte Carlo	4
Broadcasting on random recursive trees	4
Bulk eigenvalue fluctuations of sparse random matrices	4
Berry–Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression	3
Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation	3
Palm theory, random measures and Stein couplings	3
Modelling information flows by Meyer-$\sigma $-fields in the singular stochastic control problem of irreversible investment	3
On the asymptotic optimality of the comb strategy for prediction with expert advice	3
Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling	3
Quantum mean-field games	3
Correction terms for the height of weighted recursive trees	3
Cutoff for the square plaquette model on a critical length scale	3
Optimal Cheeger cuts and bisections of random geometric graphs	3
Counterexamples for optimal scaling of Metropolis–Hastings chains with rough target densities	3
Non-universal fluctuations of the empirical measure for isotropic stationary fields on S2×R	3
The planted matching problem: Phase transitions and exact results	3
Scaling limit of the homogenization commutator for Gaussian coefficient fields	3
How fragile are information cascades?	3
Conservative stochastic two-dimensional Cahn–Hilliard equation	3
Gambler’s ruin estimates on finite inner uniform domains	3
Polluted bootstrap percolation in three dimensions	3
Entropy dissipation estimates for inhomogeneous zero-range processes	3
On first order mean field game systems with a common noise	3
Regularization of multiplicative SDEs through additive noise	3
Adapted topologies and higher rank signatures	3
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise	3
Antithetic multilevel sampling method for nonlinear functionals of measure	3
Mean geometry for 2D random fields: Level perimeter and level total curvature integrals	3
Modified log-Sobolev inequalities for strong-Rayleigh measures	3
Homogeneous mappings of regularly varying vectors	3
Exact formulas for two interacting particles and applications in particle systems with duality	3
On Monte-Carlo methods in convex stochastic optimization	3
Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension	3
The symmetric coalescent and Wright–Fisher models with bottlenecks	3
Sample path large deviations for Lévy processes and random walks with Weibull increments	3
On the generating function of the Pearcey process	3
A new McKean–Vlasov stochastic interpretation of the parabolic-parabolic Keller–Segel model: The two-dimensional case	3
Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions	3
Barycentric Brownian bees	3
Semimartingales and shrinkage of filtration	3
Edgeworth expansion for Euler approximation of continuous diffusion processes	3
The interchange process on high-dimensional products	3
Robust one-bit compressed sensing with partial circulant matrices	3
Extended L-ensembles: A new representation for determinantal point processes	3
Cramér-type moderate deviation theorems for nonnormal approximation	3
Well-posedness and tamed schemes for McKean–Vlasov equations with common noise	3
Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier	3
Graphon-valued stochastic processes from population genetics	3
Functional large deviations for Cox processes and $\mathit{Cox}/G/\infty$ queues, with a biological application	3
Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence	3
Dynamical models for random simplicial complexes	3
Variance estimation in adaptive sequential Monte Carlo	3

Utility maximization via decoupling fields	3
Mixing times for the simple exclusion process with open boundaries	3
Conditional optimal stopping: A time-inconsistent optimization	3
Continuum models of directed polymers on disordered diamond fractals in the critical case	3
Algorithmic obstructions in the random number partitioning problem	3
Multiparameter Bernoulli factories	3
Mean-field games of finite-fuel capacity expansion with singular controls	3
Derivation of coupled KPZ-Burgers equation from multi-species zero-range processes	3
Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions	3
Chromosome painting: How recombination mixes ancestral colors	3
PageRank asymptotics on directed preferential attachment networks	3
The distributions under two species-tree models of the number of root ancestral configurations for matching gene trees and species trees	3