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作者：Jiao, Ying; Kharroubi, Idris; Huyen Pham
作者单位：Universite Paris Cite; Universite PSL; Universite Paris-Dauphine; Institut Polytechnique de Paris; ENSAE Paris
摘要：We study an optimal investment problem under contagion risk in a financial model subject to multiple jumps and defaults. The global market information is formulated as a progressive enlargement of a default-free Brownian filtration, and the dependence of default times is modeled by a conditional density hypothesis. In this Ito-jump process model, we give a decomposition of the corresponding stochastic control problem into stochastic control problems in the default-free filtration, which are de...
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作者：Goldstein, Larry
作者单位：University of Southern California
摘要：Applying Stein's method, an inductive technique and size bias coupling yields a Berry-Esseen theorem for normal approximation without the usual restriction that the coupling be bounded. The theorem is applied to counting the number of vertices in the Erdos-Renyi random graph of a given degree.
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作者：Daskalakis, Constantinos; Roch, Sebastien
作者单位：Massachusetts Institute of Technology (MIT); University of California System; University of California Los Angeles; University of California System; University of California Los Angeles
摘要：We present an efficient phylogenetic reconstruction algorithm allowing insertions and deletions which provably achieves a sequence-length requirement (or sample complexity) growing polynomially in the number of taxa. Our algorithm is distance-based, that is, it relies on pairwise sequence comparisons. More importantly, our approach largely bypasses the difficult problem of multiple sequence alignment.
