# Pre-prints in Probability

Percolation and isoperimetry on roughly transitive graphs. E. Candellero & A. Teixeira, arxiv.org/abs/1507.07765.

Oil and water: a two-type internal aggregation model. E. Candellero, S. Ganguly, C. Hoffman, & L. Levine, arxiv.org/abs/1408.0776.

Coupling the Kolmogorov Diffusion: maximality and efficiency considerations, S.Banerjee, & W.S.Kendall. http://arxiv.org/abs/1506.04804

Rigidity for Markovian Maximal Couplings of Elliptic Diffusions. S.Banerjee, & W.S.Kendall. http://arxiv.org/abs/1412.2647

From Random Lines to Metric Spaces, W.S.Kendall. http://arxiv.org/abs/1403.1156

Return to the Poissonian City. WS Kendall. http://arxiv.org/abs/1309.7645

Coupling, local times, immersions. WS Kendall. http://arxiv.org/abs/1212.1670

Rubber Bands, Pursuit Games and Shy Couplings. M Bramson, K Burdzy, WS Kendall. http://arxiv.org/abs/1207.0597

Coupling and tracking of regime-switching martingales A Mijatovic (with Saul Jacka) http://arxiv.org/abs/1209.0180

Mirror and synchronous couplings of geometric Brownian motions A Mijatovic (with Saul Jacka and Dejan Širaj) http://arxiv.org/abs/1304.1999

Markov chain approximations for transition densities of Levy processes A Mijatovic (with Matija Vidmar and Saul Jacka) http://arxiv.org/abs/1211.0476

On the loss of the semimartingale property at the hitting time of a level A Mijatovic (with Mikhail Urusov) http://arxiv.org/abs/1304.1377

David A. Croydon, Alexander Fribergh and Takashi Kumagai, "Biased random walk on critical Galton-Watson trees conditioned to survive",

arxiv.org/abs/1203.4078

A. Mijatovic, M. Urusov, Convergence of Integral Functionals of One-Dimensional Diffusions, http://ecp.ejpecp.org/article/view/1825

A. Jacquier, M. Keller-Ressel and A. Mijatovic, Large deviations and stochastic volatility with jumps: symptotic implied volatility for affine models, http://arxiv.org/abs/1108.3998

A. Mijatovic, M. Urusov, A note on a paper by Wong and Heyde, to appear in Journal of Applied Probability, http://arxiv.org/abs/1105.3918

On the limit distributions of continuous-state branching processes with immigration (M. Keller-Ressel A. Mijatovic) http://arxiv.org/abs/1103.5605

Martingale property of generalized stochastic exponentials, by A.Mijatovic, N. Novak and M. Urusov http://arxiv.org/abs/1010.0969

A note on delta hedging in markets with jumps, by A. Mijatovic and M. Urusov http://arxiv.org/abs/1103.4965

*On the drawdown of completely asymmetric Levy processes*, A. Mijatovic and M.R. Pistorius

*Muntz linear transforms of Brownian motion*(with L Alili and C-T Wu). (2011)

Electron. J. Probab. 19 (2014), no. 36, 1–15. This is available online at http://ejp.ejpecp.org/article/view/2424

*Convergence of mixing times for sequences of random walks on finite graphs*(with B. M. Hambly and T. Kumagai). (2011)

*Utility theory front to back - inferring utility from agents' choices*http://arxiv.org/abs/1101.3572

*Limit theorems for empirical Fréchet means of independent and non-identically distributed manifold-valued random variables*, http://arxiv.org/abs/1102.0228

*Constructing Time-Homogeneous generalised diffusions consistent with Optimal Stopping Values*, http://arxiv.org/abs/1005.0160

*Maximising functionals of the joint law of the maximum and terminal value in the Skorohod embedding problem*http://arxiv.org/abs/1012.3909

*Critical random graphs: limiting constructions and distributional properties*, Electronic Journal of Probability 15 (2010), Paper no. 25, pp.741-775. http://wrap.warwick.ac.uk/5782/

*The continuum limit of critical random graphs, Probability Theory and Related Fields*, to appear (available Online First) http://wrap.warwick.ac.uk/44359/

*Continuously monitored barrier options under Markov processes*, to appear in Mathematical Finance, http://www2.imperial.ac.uk/~amijatov/PDFs/barriermc.pdf

*Deterministic criteria for the absence of arbitrage in diffusion models*, to appear in Finance and Stochastics, http://www2.imperial.ac.uk/~amijatov/PDFs/arb.pdf

*On the martingale property of certain local martingales*, to appear in PTRF, http://arxiv.org/abs/0905.3701

*Shy Couplings, CAT(0) Spaces, and the Lion and Man*, http://arxiv.org/abs/1007.3199

*Exotic derivatives under stochastic volatility models with jumps*

*Spectral asymptotics for stable trees*

http://www2.warwick.ac.uk/fac/sci/statistics/staff/academic/croydon/research/spectral9.pdf

*Scaling limit for the random walk on the giant component of the critical random graph*

http://www2.warwick.ac.uk/fac/sci/statistics/staff/academic/croydon/research/scaling_limit_for_random_walk_on_giant_component_of_critical_random_graph.pdf

*Minimising the time to a decision*, http://arxiv.org/abs/0911.5413

*Maximum of Dyson Brownian motion and non-colliding systems with boundary*(with Borodin, Ferrair, Praehofer and Sasamoto), http://arxiv.org/abs/0905.3989

*Geodesics and flows in a Poissonian city*, http://arxiv.org/abs/0910.5115

*Random walk on the range of random walk*

*Recovering a time-homogeneous stock price process from perpetual option prices*, http://arxiv.org/abs/0903.4833

*Parameter Estimation for Rough Differential Equations*, http://arxiv.org/abs/0812.3102

*Exponential functionals of Brownian motion and class one Whittaker functions*, http:arxiv.org/abs/0809.2506

*Maximum likelihood drift estimation for multiscale diffusions*, http://arxiv.org/abs/0806.3248

*Further results on some singular linear stochastic differential equations*

*Coupling-cutoffs for random walks on the hypercube*, http://arxiv.org/abs/0802.2641

*Continuous crystals and Duistermaat-Heckman measure for Coexter groups*, http://arxiv.org/abs/0804.2356

*Optimal co-adapted coupling for the symmetric random walk on the hypercube*, http://arxiv.org/abs/0801.1220

*Random walks on Galton-Watson trees with infinite variance offspring distribution conditioned to survive*

*Pathwise inequalities of the local time: applications to Skorokhod embeddings and optimal stopping*

*An explicit solution for an optimal stopping/optimal control problem which models an asset sale*

*No-arbitrage and closure results for trading cones with transaction costs*, http://arxiv.org/abs/math/0602178

*The noisy veto-voter model: a recursive distributional equation on [0,1]*, http://arxiv.org/abs/0804.3943

*The M/M/1 queue is Bernoulli*, http://arxiv.org/abs/0804.3935

*Interlaced processes on the circle*, http://arxiv.org/abs/0804.3142

*Local limit theorems for sequences of simple random walks on graphs*

*Dynamics for the Brownian web and the erosion flow*, math.PR/0702542

WS Kendall and DJ Aldous, *Short-length routes in low-cost networks via Poisson line patterns*, http://arxiv.org/abs/math/0701140. Now appeared in Advances in Applied Probability, Volume 40, Number 1 (March 2008), 1-21

*Perfect Simulation for a Class of Positive Recurrent Markov Chains*, http://arxiv.org/abs/math/0601174. Now appeared in Ann. Appl. Probab. Volume 17, Number 3 (2007), 781-808, Also

*Correction. Perfect simulation for a class of positive recurrent Markov chains*, http://arxiv.org/abs/0711.0804. Ann. Appl. Probab. Volume 17, Number 5-6 (2007), 1808-1810

*Coupling all the Lévy stochastic areas of multidimensional Brownian motion*, http://arxiv.org/abs/math/0512336. Now appeared in Ann. Probab. Volume 35, Number 3 (2007), 935-953

*The Central Limit Theorem for the Smoluchovski Coalgulation Model*, http://arXiv.org/abs/0708.0329

*Generalized Continuous-Time Random Walks (CTRW), Subordination by Hitting Times and Fractional Dynamics*, http://arXiv.org/abs/0706.1928

*Nonlinear Markov Semigroups and Interacting Levy Type Processes*, INRIA Research Report RR-5932, URL http://www2.warwick.ac.uk/fac/sci/statistics/staff/academic-research/kolokoltsov/nonlinearmarkov.pdf, published in Journ. Stat. Physics 126:3 (2007), 585-642

*Consistent families of Brownian motions and stochastic flows of kernels*, math.PR/0611292

*Perpertual American Options in Incomplete Markets: the infinitely divisible case*

*Optimal Timing for an Asset Sale in an Incomplete Market*

*Some remarks on first passage of Levy processes, the American put and pasting principles*