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
Electron. J. Probab. 19 (2014), no. 36, 1–15. This is available online at http://ejp.ejpecp.org/article/view/2424
http://www2.warwick.ac.uk/fac/sci/statistics/staff/academic/croydon/research/spectral9.pdf
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
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