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Showing 1998 · math.PRShow all
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math.PR1998★ 76 cited
Scaling Limits for Minimal and Random Spanning Trees in Two Dimensions
Michael Aizenman, Almut Burchard, Charles M. Newman +1
A general formulation is presented for continuum scaling limits of stochastic spanning trees. A spanning tree is expressed in this limit through a consistent collection of subtrees…
math.PR1998★ 1 cited
Time Dynamics of Probability Measure and Hedging of Derivatives
S. Esipov, I. Vaysburd
We analyse derivative securities whose value is NOT a deterministic function of an underlying which means presence of a basis risk at any time. The key object of our analysis is co…