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Author Index
Bavouzet MP , INRIA Rocquencourt, MATHFI project
chorro , cermsem
A
Romain Abraham, Université René Descartes (Paris 5)
Radoslaw Adamczak, University of Warsaw
- Volume 13, 2008 - Articles
A tail inequality for suprema of unbounded empirical processes with applications to Markov chains
Abstract
Stefan Adams, Max Planck Institute for Mathematics in the Sciences
- Volume 11, 2006 - Articles
Large systems of path-repellent Brownian motions in a trap at positive temperature
Abstract
Aureli Alabert, Universitat Autònoma de Barcelona
- Volume 9, 2004 - Articles
Stochastic differential equations with boundary conditions driven by a Poisson noise
Abstract
Marie Albenque, LIAFA, Université Paris 7
Tom K Alberts, Courant Instituteo of Mathematical Sciences
David Aldous, University of California, Berkeley
Gnedin Alexander, Utrecht University
Gerold Alsmeyer, Inst. Math. Statistics, Dept. Math. and Computer Science, University of Münster
- Volume 11, 2006 - Articles
A Stochastic Fixed Point Equation Related to Weighted Branching with Deterministic Weights
Abstract
Oswaldo Alves, Universidade Federal de Goias
gideon amir, University of Toronto
Omer Angel, UBC
Stefan Ankirchner, Humboldt Uiversitaet Berlin
John A. D. Appleby, Dublin City University, Ireland
- Volume 8, 2003 - Articles
Exponential Asymptotic Stability of Linear Ito-Volterra Equation with Damped Stochastic Perturbations
Abstract
Miguel A. Arcones, State University of New York
- Volume 4, 1999 - Articles
Weak Convergence for the Row Sums of a Triangular Array of Empirical Processes Indexed by a Manageable Triangular Array of Functions
Abstract
- Volume 2, 1997 - Articles
The Law of the Iterated Logarithm for a Triangular Array of Empirical Processes
Abstract
Louis-Pierre Arguin, Courant Institute, NYU
Ery Arias-Castro, University of California, San Diego
Teppei Ariyoshi, Tokio Marine & Nichido Fire Insurance Co., Ltd.
begyn arnaud, Laboratoire de statistiques et probabilites, Universite Paul Sabatier
Rami Atar, Technion - Israel Institute of Technology
- Volume 7, 2002 - Articles
Stability Properties of Constrained Jump-Diffusion Processes
Abstract
- Volume 6, 2001 - Articles
Invariant Wedges for a Two-Point Reflecting Brownian Motion and the ``Hot Spots'' Problem
Abstract
Siva R Athreya, Indian Statistical Institute, Bangalore
B
Albrecht Böttcher, TU Chemnitz
Seid Bahlali, University Med Khider, Algeria
Zhi-Dong Bai, National University of Singapore
Marton Balazs, BUTE, Inst. of Mathematics
- Volume 11, 2006 - Articles
Cube root fluctuations for the corner growth model associated to the exclusion process
Abstract
Andrew D Barbour, Universitat Zurich
Martin T. Barlow, University of British Columbia
- Volume 6, 2001 - Articles
Transition Density Asymptotics for Some Diffusion Processes with Multi-Fractal Structures
Abstract
Julien Barral, INRIA Rocquencourt, France
- Volume 9, 2004 - Articles
Multifractal Analysis of a Class of Additive Processes with Correlated Non-Stationary Increments
Abstract
Franck Barthe, Institut de Mathematiques
Anne-Laure Basdevant, Université Paris VI
Richard F Bass, University of Connecticut
- Volume 11, 2006 - Articles
Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks
Abstract
Richard F. Bass, University of Connecticut
Andreas Basse, Department of Mathematical Sciences, University of Aarhus
Fabrice Baudoin, Institut de mathématiques, Toulouse
Erik J Baurdoux, London School of Economics
Luisa Beghin, University of Rome "La Sapienza"
Samir Belhaouari, EPFL
Vladimir Belitsky, Universidade de São Paulo
- Volume 7, 2002 - Articles
Diffusion and Scattering of Shocks in the Partially Asymmetric Simple Exclusion Process
Abstract
Steven L. Bell, University of California, San Diego
- Volume 10, 2005 - Articles
Dynamic Scheduling of a Parallel Server System in Heavy Traffic with Complete Resource Pooling: Asymptotic Optimality of a Threshold Policy
Abstract
Gérard Ben Arous, Ecole Normale Supérieure
- Volume 1, 1996 - Articles
Metastability of the Three Dimensional Ising Model on a Torus at Very Low Temperatures
Abstract
Itai Benjamini, The Weizmann Institute of Science
Julien Berestycki, université de Provence, France
- Volume 9, 2004 - Articles
Exchangeable Fragmentation-Coalescence Processes and their Equilibrium Measures
Abstract
Nathanael Berestycki, University of Cambridge
Noam Berger, University of California, Los Angeles
Daniela Bertacchi, Universita` di Milano-Bicocca
Jean Bertoin, Université Paris VI
- Volume 9, 2004 - Articles
Asymptotic Laws for Nonconservative Self-similar Fragmentations
Abstract
- Volume 5, 2000 - Articles
Two Coalescents Derived from the Ranges of Stable Subordinators
Abstract
- Volume 2, 1997 - Articles
Cauchy's Principal Value of Local Times of Lévy Processes with no Negative Jumps via Continuous Branching Processes
Abstract
Corinne Berzin, LabSad, Université Pierre Mendès-France
Hakima Bessaih, University Dini, Pisa
Alessandra Bianchi, Weierstrass Institute for Applied Analysis and Stochastics (WIAS)
John D Biggins, University of Sheffield
Matthias Birkner, Weierstrass Institute for Applied Analysis and Stochastics, Germany
Marek Biskup, UCLA
Jochen Blath, University of Oxford, UK
Sergey G Bobkov, University of Minnesota
- Volume 12, 2007 - Articles
Large deviations and isoperimetry over convex probability measures
with heavy tails
Abstract
Stefano Bonaccorsi, Università di Trento
Charles Bordenave, Université de Toulouse & CNRS
- Volume 13, 2008 - Articles
On the birth-and-assassination process, with an application to scotching a rumor in a network
Abstract
Alexei Borodin, Caltech
Arup Bose, Indian Statistical Institute
Bruno Bouchard, Université Paris 6 and CREST, France
- Volume 10, 2005 - Articles
On the Hedging of American Options in Discrete Time with Proportional Transaction Costs
Abstract
Brahim Boufoussi, Cadi Ayyad University
Xavier Bressaud, Institut de Mathématiques de Luminy
Philippe Briand, IRMAR, Université Rennes 1
- Volume 13, 2008 - Articles
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.
Abstract
Erik I Broman, Chalmers University of Technology
- Volume 13, 2008 - Articles
Large-N Limit of Crossing Probabilities, Discontinuity, and Asymptotic Behavior of Threshold Values in Mandelbrot's Fractal Percolation Process
Abstract
Rachel M Brouwer, CWI
Jean-Bernard Bru
- Volume 11, 2006 - Articles
Large systems of path-repellent Brownian motions in a trap at positive temperature
Abstract
Wlodzimierz Bryc, University of Cincinnati
Amarjit Budhiraja, University of North Carolina
Amarjit Singh Budhiraja, University of North Carolina at Chapel Hill
- Volume 8, 2003 - Articles
Large Deviations for the Emprirical Measures of Reflecting Brownian Motion and Related Constrained Processes in $R_+$
Abstract
Krzysztof Burdzy, University of Washington
- Volume 1, 1996 - Articles
Eigenvalue Expansions for Brownian Motion with an Application to Occupation Times
Abstract
C
Michael Camarri, University of California, Berkeley
- Volume 5, 2000 - Articles
Limit Distributions and Random Trees Derived from the Birthday Problem with Unequal Probabilities
Abstract
Federico Camia, Vrije Universiteit Amsterdam
- Volume 13, 2008 - Articles
Large-N Limit of Crossing Probabilities, Discontinuity, and Asymptotic Behavior of Threshold Values in Mandelbrot's Fractal Percolation Process
Abstract
Nicoletta Cancrini, Università: dell'Aquila, Italy
Marcella Capaldo, University of Oxford, UK
Marek Capinski, Jagiellonian University
pietro caputo, Universita Roma Tre
Francesco Caravenna, Universitaet Zuerich
Philippe Carmona, Université de Nantes
Marzio Cassandro, Dipartimento di Fisica, universita di Roma La Sapienza, Italy
Eric Cator, Delft University of Technology
Patrick Cattiaux, Ecole Polytechnique et MODALX
Raphaël Cerf, Université Paris Sud
- Volume 1, 1996 - Articles
Metastability of the Three Dimensional Ising Model on a Torus at Very Low Temperatures
Abstract
Filippo Cesi, Università di Roma ``La Sapienza
Mireille Chaleyat-Maurel, Université de Paris VI
Loïc Chaumont, LAREMA - Université d'Angers
B. Chauvin, Université de Versailles, France
Guan-Yu Chen, Department of Applied Mathematics, National Chiao Tung University
Xia Chen, University of Tennessee, USA
- Volume 10, 2005 - Articles
Large Deviations for Local Times of Stable Processes and Stable Random Walks in 1 Dimension
Abstract
Zhenqing Chen, University of Washington
Patrick Cheridito, ETH Zurich
Kwok Pui Choi, National University of Singapore
pierre ml collet, cnrs
- Volume 13, 2008 - Articles
Random perturbations of stochastic processes with unbounded variable length memory
Abstract
Fulvia Confortola, Politecnico di Milano
- Volume 13, 2008 - Articles
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.
Abstract
Joseph G. Conlon, University of Michigan
Daniel Conus, Ecole Polytechnique Fédérale
François COQUET
- Volume 12, 2007 - Articles
Convergence of values in optimal stopping and convergence of optimal stopping times
Abstract
Laure Coutin, Laboratoire de Statistique et Probabilités, Université Paul Sabatier
Alexander M.G. Cox, University of Bath
M. Cranston, University of Rochester
David A Croydon, University of Warwick
- Volume 13, 2008 - Articles
Random walks on Galton-Watson trees with infinite variance offspring distribution conditioned to survive
Abstract
Endre Csáki, Hungarian Academy of Sciences
Nigel J. Cutland, University of Hull
Jaksa Cvitanić, California Institute of Technology, USA
D
Paolo Dai Pra, Università di Padova, Italy
- Volume 10, 2005 - Articles
Logarithmic Sobolev Inequality for Zero--Range Dynamics: Independence of the Number of Particles
Abstract
Robert C. Dalang, Ecole Polytechnique Fédérale
Fraser A Daly, University of Nottingham
R. W. R. Darling, National Security Agency
Sebastien Darses, University Paris 6
Ian M Davies, Swansea University
Ian M. Davies, University of Wales, Swansea
Youri Davydov, University Lille 1
Donald A. Dawson, Carleton University
- Volume 8, 2003 - Articles
State Dependent Multitype Spatial Branching Processes and their Longtime Behavior
Abstract
- Volume 7, 2002 - Articles
Mutually Catalytic Branching in The Plane: Infinite Measure States
Abstract
- Volume 6, 2001 - Articles
Superprocesses with Dependent Spatial Motion and General Branching Densities
Abstract
- Volume 4, 1999 - Articles
Hierarchically Interacting Fleming-Viot Processes With Selection and Mutation: Multiple Space Time Scale Analysis and Quasi-Equilibria
Abstract
- Volume 1, 1996 - Articles
Multiple Space-Time Scale Analysis For Interacting Branching Models
Abstract
Donald A. Dawson, Carleton University
A. de La Pradelle, Université Paris VI
Arnaud de La Pradelle, Université Pierre-et-Marie-Curie
Emilio De Santis, University of Roma "La Sapienza"
- Volume 6, 2001 - Articles
Strict Inequality for Phase Transition between Ferromagnetic and Frustrated Systems
Abstract
Dante DeBlassie, Texas A&M University
Maria Deijfen, Stockholm University, Sweden
P. Del Moral, Univ. P. Sabatier
Freddy Delbaen, ETH Zürich, Switzerland
Jean-Francois Delmas
Amir Dembo, Stanford University
Frank den Hollander, Mathematical Institute, Leiden University
Laurent Denis, Université du Maine, France
Steffen Dereich, TU Berlin
Persi Diaconis, Stanford University
Zach Dietz, Tulane University
Sergei Dobrynin, Delft University of Technology
Klaus Dohmen, Humboldt-Universitaet zu Berlin
- Volume 4, 1999 - Articles
Improved Inclusion-Exclusion Identities and Inequalities Based on a Particular Class of Abstract Tubes
Abstract
Ronald A. Doney, Department of Mathematics, University of Manchester, UK
Julia Dony, Free University of Brussels (VUB)
- Volume 11, 2006 - Articles
Weighted uniform consistency of kernel density estimators with general bandwidth sequences
Abstract
Marco E. Dozzi, Nancy University
Alexander Drewitz, TU Berlin
Paul Dupuis, Brown University
- Volume 8, 2003 - Articles
Large Deviations for the Emprirical Measures of Reflecting Brownian Motion and Related Constrained Processes in $R_+$
Abstract
Richard Durrett, Cornell University
Rick Durrett, Cornell University
E
Peter Eichelsbacher, University of Bochum
Uwe Einmahl, Free University of Brussels (VUB)
- Volume 11, 2006 - Articles
Weighted uniform consistency of kernel density estimators with general bandwidth sequences
Abstract
Nathalie Eisenbaum, Universités Paris 6 et 7, France
Nathanaël Enriquez, Université Paris 6
Alison M. Etheridge, University of Oxford
Pierre Etoré, IECN, UHP Nancy I, France
- Volume 11, 2006 - Articles
On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients
Abstract
Steven N. Evans, University of California at Berkeley
Steven Neil Evans, University of California at Berkeley
F
Alessandra Faggionato, Department of Mathematics. University La Sapienza, Rome. Italy
- Volume 13, 2008 - Articles
Random walks and exclusion processes among random conductances on random infinite clusters: homogenization and hydrodynamic limit
Abstract
Albert Fannjiang, University of California, Davis
Mathieu Faure, Universit'e de Marne La Vall'ee
Chunrong Feng, Loughborough University
- Volume 12, 2007 - Articles
A Generalized Ito's Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals
Abstract
shui feng, McMaster University
- Volume 12, 2007 - Articles
Large deviations for Dirichlet processes and Poisson-Dirichlet distribution with two parameters
Abstract
Roberto Fernández, Universidade de São Paulo
P.A. Ferrari, Universidade de Säo Paulo
Patrik L Ferrari, WIAS Berlin
D. Feyel, Université Evry
Denis F Feyel, Université d'Evry
James Allen Fill, The Johns Hopkins University
- Volume 6, 2001 - Articles
Mixing Times for Markov Chains on Wreath Products and Related Homogeneous Spaces
Abstract
P. J. Fitzsimmons, University of California, San Diego
Patrick J Fitzsimmons, UCSD
- Volume 8, 2003 - Articles
Homogeneous Random Measures and Strongly Supermedian Kernels of a Markov Process
Abstract
Franco Flandoli, Università di Pisa
Klaus Fleischmann, Weierstrass Institute for Applied Analysis and Stochastics
L. R. G. Fontes, Universidade de Säo Paulo
Nicolas Fournier, Université Paris Est
- Volume 13, 2008 - Articles
Smoothness of the law of some one-dimensional jumping S.D.E.s with non-constant rate of jump
Abstract
Merkl Franz, University of Leiden, The Netherlands
- Volume 13, 2008 - Articles
Bounding a Random Environment
Bounding a Random Environment for Two-dimensional Edge-reinforced Random Walk
Abstract
Alan Freeman, Dublin City University, Ireland
- Volume 8, 2003 - Articles
Exponential Asymptotic Stability of Linear Ito-Volterra Equation with Damped Stochastic Perturbations
Abstract
Masatoshi Fukushima, Kansai University
- Volume 4, 1999 - Articles
On Semi-Martingale Characterizations of Functionals of Symmetric Markov Processes
Abstract
G
Juergen Gaertner, TU Berlin, Institute for Mathematics
Antonio Galves, Universidade de São Paulo
David J Galvin, University of Pennsylvania
Murali Ganapathy, Google Inc
Ayalvadi J Ganesh, Microsoft Research
- Volume 10, 2005 - Articles
Sample Path Large Deviations Principles for Poisson Shot Noise Processes and Applications
Abstract
Fuchang Gao, University of Idaho
Pavel V. Gapeev, WIAS Berlin
Olivier Garet, Université d'Orléans, France
Olivier Garet, Institut Elie Cartan Nancy
- Volume 13, 2008 - Articles
First-passage competition with different speeds: positive density for both species is impossible
Abstract
eric gautier, Yale University and CREST
- Volume 12, 2007 - Articles
Stochastic nonlinear Schrõdinger equations driven by a fractional noise, Well-posedness, large deviations and support
Abstract
Veronique Gayrard, CNRS
Jochen Geiger, Universität Frankfurt
Ronald K. Getoor, University of California, San Diego
Giambattista Giacomin, University Paris 7 - D. Diderot
Cristian Giardina, Eurandom, Postbus 513, 5600 MB Eindhoven, the Netherlands
Lee R Gibson, University of Louisville
Peccati Giovanni, Université Paris VI
- Volume 12, 2007 - Articles
Stable convergence of generalized L2 stochastic integrals and
the principle of conditioning
Abstract
Alexander V. Gnedin, Rijksuniversiteit Utrecht, The Netherlands
Sharad Goel, Standford University, USA
Christina A Goldschmidt, Statistical Laboratory and Pembroke College, University of Cambridge
Christina A Goldschmidt, Department of Statistics, University of Oxford
- Volume 13, 2008 - Articles
Asymptotics of the allele frequency spectrum associated with the Bolthausen-Sznitman coalescent
Abstract
Ilya Ya Goldsheid, University of London
Luis G. Gorostiza, Centro de Investigacion y de Estudios Avanzados, Mexico D.F., Mexico
Mihai Gradinaru, Institut de Math\'ematiques \'Elie Cartan, Universit\'e Henri Poincar\'e
- Volume 8, 2003 - Articles
Approximation at First and Second Order of $m$-order Integrals of the Fractional Brownian Motion and of Certain Semimartingales
Abstract
Janko Gravner, University of California, Davis
Andreas Greven, Universitat Erlangen-Nurnberg
- Volume 8, 2003 - Articles
State Dependent Multitype Spatial Branching Processes and their Longtime Behavior
Abstract
- Volume 4, 1999 - Articles
Hierarchically Interacting Fleming-Viot Processes With Selection and Mutation: Multiple Space Time Scale Analysis and Quasi-Equilibria
Abstract
- Volume 4, 1999 - Articles
The Longtime Behavior of Branching Random Walk in a Catalytic Medium
Abstract
- Volume 1, 1996 - Articles
Time-Space Analysis of the Cluster-Formation in Interacting Diffusions
Abstract
- Volume 1, 1996 - Articles
Multiple Space-Time Scale Analysis For Interacting Branching Models
Abstract
Robert C. Griffiths, University of Oxford
Ilie A Grigorescu, University of Miami
Sergei Grudsky, CINVESTAV del I.P.N.
Raby Guerbaz, Cadi Ayyad University
H
Bénédi Haas, Université Pierre et Marie Curie
- Volume 9, 2004 - Articles
The Genealogy of Self-similar Fragmentations with Negative Index as a Continuum Random Tree
Abstract
Olle Haggstrom, Chalmers University of Technology, Sweden
Said Hamadène, Universite du Maine
- Volume 8, 2003 - Articles
Reflected Backward Stochastic Differential Equation with Jumps and Random Obstacle
Abstract
Ben M Hambly, University of Oxford
- Volume 12, 2007 - Articles
Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric alpha stable processes.
Abstract
Ben M Hambly, University of Oxford
Jan Hannig, Colorado State University
Jan Hannig, Colorado State University
ERIKA HAUSENBLAS, UNIVERSITY OF SALZBURG
- Volume 10, 2005 - Articles
Existence, Uniqueness and Regularity of Parabolic SPDEs Driven by Poisson Random Measure
Abstract
Matthias K. Heck, HypoVereinsbank
- Volume 6, 2001 - Articles
The Principle of Large Deviations for Martingale Additive Functionals of Recurrent Markov Processes
Abstract
Deborah Heicklen, Lockhead-Martin
Joachim Hermisson, University of Vienna
Andrew Heunis, University of Waterloo
Matthias Heveling, Karlsruhe University
Masanori Hino, Kyoto University
Pawel Hitczenko, North Carolina State University
- Volume 3, 1998 - Articles
Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables
Abstract
Christopher Hoffman, University of Washington, USA
Mark P. Holmes, U. Auckland
- Volume 13, 2008 - Articles
Convergence of lattice trees to super-Brownian motion above the critical dimension
Abstract
Susan Holmes, Stanford University
Alexander E Holroyd, Department of Mathematics, University of British Columbia
Gerard Hooghiemstra, Delft University of Technology
Christian Houdre, houdre@math.gatech.edu
- Volume 13, 2008 - Articles
Concentration of the Spectral Measure for Large Random Matrices with Stable Entries
Abstract
Yueyun Hu, Universite Paris VI
- Volume 10, 2005 - Articles
On the Increments of the Principal Value of Brownian Local Time
Abstract
- Volume 5, 2000 - Articles
The Laws of Chung and Hirsch for Cauchy's Principal Values Related to Brownian Local Times
Abstract
Zhishui Hu, University of Science and Technology of China
- Volume 12, 2007 - Articles
Edgeworth expansions for a sample sum from a finite set of independent random variables
Abstract
Hsien-Kuei Hwang, Academia Sinica
I
Takashi Ichinose, Kanazawa University
- Volume 5, 2000 - Articles
The Norm Estimate of the Difference Between the Kac Operator and Schrödinger Semigroup II: The General Case Including the Relativistic Case
Abstract
E. Iglói, L. Kossuth University
Endre Iglói
- Volume 10, 2005 - Articles
A Rate-Optimal Trigonometric Series Expansion of the Fractional Brownian Motion
Abstract
Peter Imkeller, Humboldt Uiversitaet Berlin
B.Gail Ivanoff, University of Ottawa
Roey Izkovsky, Weizmann Institute of Science
J
Saul Jacka, University of Warwick
- Volume 7, 2002 - Articles
Examples of Convergence and Non-convergence of Markov Chains Conditioned Not To Die
Abstract
Adam Jakubowski, Nicholas Copernicus University
Svante Janson, Uppsala University
Mairesse Jean, CNRS - Universite Paris 7
Kurt Johansson
Johan Jonasson, Chalmers University of Technology
- Volume 6, 2001 - Articles
On Disagreement Percolation and Maximality of the Critical Value for iid Percolation
Abstract
Liza A Jones, University of Oxford
- Volume 12, 2007 - Articles
Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric alpha stable processes.
Abstract
K
Wolfgang König, BRIMS, Hewlett-Packard Laboratories
- Volume 7, 2002 - Articles
Non-Colliding Random Walks, Tandem Queues, and Discrete Orthogonal Polynomial Ensembles
Abstract
Gerald Kager, Technische Universität Berlin
- Volume 2, 1997 - Articles
Generation of One-Sided Random Dynamical Systems by Stochastic Differential Equations
Abstract
Min Kang, North Carolina State University
MIN KANG, North Carolina State University
Hideyuki Kawaguchi, Keio University and Sumitomo Mitsui Banking Corporation
Wilfrid S Kendall, University of Warwick
Harry Kesten, Cornell University
Harry Kesten, Cornell University
Boris A Khoruzhenko, University of London
Davar Khoshnevisan, University of Utah
Kyeong-Hun Kim, University of Utah
Kyeong-Hun Kim, Korea University
T. Klein, Université de Versailles, France
Thierry Klein, Universite Paul Sabatier
Achim Klenke, Universität Erlangen - Nürnberg
Wolfgang Koenig
- Volume 11, 2006 - Articles
Large systems of path-repellent Brownian motions in a trap at positive temperature
Abstract
Vassili N. Kolokoltsov, Nottingham Trent University
- Volume 7, 2002 - Articles
Transience and Non-explosion of Certain Stochastic Newtonian Systems
Abstract
- Volume 6, 2001 - Articles
Small Diffusion and Fast Dying Out Asymptotics for Superprocesses as Non-Hamiltonian Quasiclassics for Evolution Equations
Abstract
Tomasz Komorowski, UMCS
Wolfgang D Konig, University of Leipzig
Ioannis Kontoyiannis, Brown University
- Volume 10, 2005 - Articles
Large Deviations Asymptotics and the Spectral Theory of Multiplicatively Regular Markov Processes
Abstract
P. Ekkehard Kopp, University of Hull
Elena Kosygina, Baruch College and the CUNY Graduate Center
- Volume 13, 2008 - Articles
Positively and negatively excited random walks on integers, with branching processes
Abstract
M. A. Kouritzin, University of Alberta
Michael A. Kouritzin, Department of Mathematical and Statistical Sciences, University of Alberta
- Volume 9, 2004 - Articles
Nonliner Filtering for Reflecting Diffusions in Random Enviroments via Nonparametric Estimation
Abstract
Michael J. Kozdron, University of Regina, Canada
- Volume 10, 2005 - Articles
Estimates of Random Walk Exit Probabilities and Application to Loop-Erased Random Walk
Abstract
Gady Kozma, Tel Aviv University
N. V. Krylov, University of Minnesota
- Volume 5, 2000 - Articles
SPDEs in Lq( ( 0, tau] , Lp ) Spaces
Abstract
- Volume 4, 1999 - Articles
Approximating Value Functions for Controlled Degenerate Diffusion Processes by Using Piece-Wise Constant Policies
Abstract
N.V. Krylov, University of Minnesota
- Volume 9, 2004 - Articles
Quasiderivatives and Interior Smoothness of Harmonic Functions Associated with Degenerate Diffusion Processes
Abstract
Rafal Kulik, University of Ottawa
- Volume 13, 2008 - Articles
Sums of extreme values of subordinated long-range dependent sequences: moving averages with finite variance
Abstract
Christoph Kulske, University of Groningen
- Volume 13, 2008 - Articles
The Posterior metric and the Goodness
of Gibbsianness
for transforms of Gibbs measures
Abstract
Takashi Kumagai, Kyoto University
- Volume 6, 2001 - Articles
Transition Density Asymptotics for Some Diffusion Processes with Multi-Fractal Structures
Abstract
Michael Kuppe, ETH Zürich, Switzerland
Irina Kurkova, Université de Paris VI (Pierre et Marie Curie), France
Thomas G Kurtz, University of Wisconsin-Madison
- Volume 12, 2007 - Articles
The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities
Abstract
Thomas G. Kurtz, University of Wisconsin, Madison
- Volume 6, 2001 - Articles
Stationary Solutions and Forward Equations for Controlled and Singular Martingale Problems
Abstract
- Volume 3, 1998 - Articles
Martingale Problems for Conditional Distributions of Markov Processes
Abstract
Stanislaw Kwapien, Warsaw University
- Volume 3, 1998 - Articles
Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables
Abstract
Andreas E Kyprianou, Bath University
Andreas E Kyprianou, University of Bath
- Volume 13, 2008 - Articles
Special, conjugate and complete scale functions for spectrally negative Lévy processes
Abstract
L
Matthias L"owe, Fakult"at f"ur Mathematik,
Universit"at M"unster,
Einsteinstrass e 62,
D
- Volume 9, 2004 - Articles
Reconstructing a Multicolor Random Scenery seen along a Random Walk Path with Bounded Jumps
Abstract
Jean-Maxime Labarbe, LMV, Université de Versailles Saint-Quentin en Yvelines
- Volume 12, 2007 - Articles
Asymptotics of Bernoulli random walks, bridges, excursions and meanders with a given number of peaks
Abstract
Aime Lachal, Institut National des Sciences Appliquèes de Lyon, France
- Volume 8, 2003 - Articles
Distributions of Sojourn Time, Maximum and Minimum for Pseudo-Processes Governed by Higher-Order Heat-Type Equations
Abstract
Aimé Lachal, INSA de Lyon
- Volume 12, 2007 - Articles
First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation ∂u/∂t
=± ∂Nu/∂xN
Abstract
Amaury Lambert, Université Pierre et Marie Curie
- Volume 6, 2001 - Articles
The Joint Law of Ages and Residual Lifetimes for Two Schemes of Regenerative Sets
Abstract
Amaury Lambert, University Paris 6
- Volume 12, 2007 - Articles
Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct
Abstract
Damien Lamberton, Université Paris-Est
Gunter Last, Karlsruhe University
Gregory F. Lawler, Duke University and Cornell University
Y. Le Jan, Université de Paris, Sud
José Rafael Le'on, Universidad Central de Venezuelz
Michel Ledoux, Université Toulouse
- Volume 10, 2005 - Articles
Distributions of Invariant Ensembles from the Classical Orthogonal Polynimials: the Discrete Case
Abstract
- Volume 9, 2004 - Articles
Differential Operators and Spectral Distributions of Invariant Ensembles from the Classical Orthogonal Polynomials. The Continuous Case
Abstract
Tzong-Yow Lee, University of Maryland
Antoine Lejay, INRIA Lorraine
- Volume 7, 2002 - Articles
On the Convergence of Stochastic Integrals Driven by Processes Converging on account of a Homogenization Property
Abstract
Antoine J. Lejay, Projet OMEGA, INRIA Lorraine
Jüri Lember, University of Tartu
Florencia Leonardi, Universidade de Sao Paulo
- Volume 13, 2008 - Articles
Random perturbations of stochastic processes with unbounded variable length memory
Abstract
Wenbo V. Li, University of Delaware
- Volume 3, 1998 - Articles
Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables
Abstract
Zenghu Li, Beijing Normal University
- Volume 6, 2001 - Articles
Superprocesses with Dependent Spatial Motion and General Branching Densities
Abstract
Lozada-Chang Li-Vang
Wen-Qi Liang, Academia Sinica
- Volume 6, 2001 - Articles
Limit Theorems for the Number of Maxima in Random Samples from Planar Regions
Abstract
Xiao Xin Liao, University of Strathclyde
- Volume 1, 1996 - Articles
Almost Sure Exponential Stability of Neutral Differential Difference Equations with Damped Stochastic Perturbations
Abstract
Tye Lidman, University of California at Berkeley
Vlada Limic, University of British Columbia
Werner Linde, FSU Jena
R. Liptser, Tel Aviv University
- Volume 4, 1999 - Articles
Moderate Deviations Type Evaluation for Integral Functionals of Diffusion Processes
Abstract
Sergey V. Lototsky, University of Southern California
- Volume 6, 2001 - Articles
Linear Stochastic Parabolic Equations, Degenerating on the Boundary of a Domain
Abstract
Guy Louchard, ULB
Malwina J Luczak, London School of Economics
S. J. Luo, FinancialCAD Corp.
Owen D. Lyne, University of Nottingham
Russell Lyons, Indiana University
M
Peter Mörters, Technische Universität Berlin, Universität Kaiserslautern
- Volume 4, 1999 - Articles
Small Scale Limit Theorems for the Intersection Local Times of Brownian Motion
Abstract
Yutao Ma, Universite de La Rochelle
Faïza Maaouia, HypoVereinsbank
- Volume 6, 2001 - Articles
The Principle of Large Deviations for Martingale Additive Functionals of Recurrent Markov Processes
Abstract
Claudio Macci, Universita degli Studi di Roma
- Volume 10, 2005 - Articles
Sample Path Large Deviations Principles for Poisson Shot Noise Processes and Applications
Abstract
Fábio Machado, Universidade de São Paulo
Makoto Maejima, Keio University
Mylène Maida, Université Paris-Sud
- Volume 12, 2007 - Articles
Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles
Abstract
GREGORY MAILLARD, Laboratoire de mathematiques Raphael Salem, Universite de Rouen
Peter Major, Renyi Mathematical Institute of the Hungarian Academy of Sciences
Xuerong Mao, University of Strathclyde
- Volume 1, 1996 - Articles
Almost Sure Exponential Stability of Neutral Differential Difference Equations with Damped Stochastic Perturbations
Abstract
Régine Marchand, Institut Elie Cartan Nancy
- Volume 13, 2008 - Articles
First-passage competition with different speeds: positive density for both species is impossible
Abstract
Jean-Francois Marckert, LaBRI, Université Bordeaux 1
Nevena Maric, Syracuse University
Carlo Marinelli, Universitaet Bonn
Miguel Ángel Marmolejo, Universidad del Valle
- Volume 9, 2004 - Articles
Stochastic differential equations with boundary conditions driven by a Poisson noise
Abstract
James B. Martin, CNRS and Université Paris 7, France
fabio martinelli, Universita Roma Tre
Federica Masiero, Dipartimento di Matematica e Applicazioni, Universita` degli Studi di Milano-Bi
- Volume 12, 2007 - Articles
Regularizing properties for transition semigroups and semilinear parabolic
equations in Banach spaces
Abstract
Anis Matoussi, Université du Maine
Hiroyuki Matsumoto, Nagoya University
Heinrich Matzinger, Georgia Tech,
School of Mathematics
Atlanta, GA 30332 0160,
USA
- Volume 9, 2004 - Articles
Reconstructing a Multicolor Random Scenery seen along a Random Walk Path with Bounded Jumps
Abstract
Duerre Maximilian, Mathematisches Institut der Universität München
- Volume 11, 2006 - Articles
Existence of multi-dimensional infinite volume self-organized critical forest-fire models
Abstract
Eddy Mayer-Wolf, Technion
- Volume 7, 2002 - Articles
Asymptotics of Certain Coagulation-Fragmentation Processes and Invariant Poisson-Dirichlet Measures
Abstract
Ravi R Mazumdar, University of Waterloo
- Volume 13, 2008 - Articles
Comparison Results for Reflected Jump-diffusions in the Orthant with Variable Reflection Directions and Stability Applications
Abstract
Colin McDiarmid, University of Oxford
Pedro J Mendez, Universidad de Costa Rica
Mikhail Menshikov, University of Durham
Franz Merkl, Leiden University
- Volume 9, 2004 - Articles
Reconstructing a Multicolor Random Scenery seen along a Random Walk Path with Bounded Jumps
Abstract
Glenn MERLET, LIAFA CNRS-Paris 7
Ely Merzbach, Bar-Ilan University
Marouen MESSAOUD, IXIS and INRIA Rocquencourt
Sean P Meyn, University of Illinois, Urbana-Champaign
- Volume 10, 2005 - Articles
Large Deviations Asymptotics and the Spectral Theory of Multiplicatively Regular Markov Processes
Abstract
Brahim Mezerdi, University Med Khider, Algeria
L. Miclo, Univ. P. Sabatier
Grégory Miermont, CNRS & LM-Orsay, Université de Paris-Sud
- Volume 13, 2008 - Articles
Radius and profile of random planar maps with faces of arbitrary degrees
Abstract
- Volume 9, 2004 - Articles
The Genealogy of Self-similar Fragmentations with Negative Index as a Continuum Random Tree
Abstract
- Volume 6, 2001 - Articles
Ordered Additive Coalescent and Fragmentations Associated to Lévy Processes with No Positive Jumps
Abstract
R. Mikulevicius, Vilnius University
Remigijus Mikulevicius
- Volume 10, 2005 - Articles
On Cauchy-Dirichlet Problem in Half-Space for Linear Integro-Differential Equations in Weighted Hoelder Spaces
Abstract
Hassani Mohammed, Universite du Maine, France
- Volume 11, 2006 - Articles
BSDEs with two reflecting barriers driven by a Brownian motion and Poisson noise and related Dynkin game
Abstract
Ilya Molchanov, University of Bern
Ravi Montenegro, University of Massachusetts Lowell, USA
Stephen Montgomery-Smith, University of Missouri
Benjamin J. Morris, U. Calif., Davis
Thomas S. Mountford, University of California, Los Angeles
Carl Mueller, University of Rochester
Carl E Mueller, University of Rochester
Sebastian Müller, TU Graz
- Volume 13, 2008 - Articles
A criterion for transience of multidimensional branching random walk in random environment
Abstract
Leonid Mytnik, Technion - Israel Institute of Technology
Leonid Mytnik, Technion
David M\'arquez-carreras, Universitat de Barcelona
- Volume 8, 2003 - Articles
Large Deviation Principle for a Stochastic Heat Equation With Spatially Correlated Noise
Abstract
Martin Möhle, University of Tübingen, Germany
N
Ali Naddaf, University of Michigan
Jamal Najim, Université Paris 10-Nanterre
Erkan Nane, Purdue university
Andreas Neuenkirch, Johann Wolfgang Goethe-Universität Frankfurt
Jörg Neunhäuserer, TFH Berlin
Kunio Nishioka, Tokyo Metropolitan University
Pierre Nolin, Courant Institute (NYU)
Eric J. G. Nordenstam, Swedish Royal Institute of Technology (KTH)
Ivan Nourdin, Institut de Math'ematiques 'Elie Cartan, Universit'e Henri Poincar'e
- Volume 8, 2003 - Articles
Approximation at First and Second Order of $m$-order Integrals of the Fractional Brownian Motion and of Certain Semimartingales
Abstract
Ivan Nourdin, Université Paris 6
krzysztof nowicki, Department of Statistics, Lund University
- Volume 12, 2007 - Articles
Uniformly Accurate Quantile Bounds Via The Truncated Moment Generating Function: The Symmetric Case
Abstract
David Nualart, Universitty of Kansas
Eulalia Nualart, Universite de Paris 6
O
Neil O'Connell, BRIMS, Hewlett-Packard Laboratories
- Volume 7, 2002 - Articles
Non-Colliding Random Walks, Tandem Queues, and Discrete Orthogonal Polynomial Ensembles
Abstract
Jan K Obloj, Imperial College London
Daniel L Ocone, Rutgers University
Cyril ODASSO
- Volume 11, 2006 - Articles
Spatial smoothness of the stationary solutions of the 3D Navier--Stokes equations
Abstract
Alex A Opoku, University of Groningen
- Volume 13, 2008 - Articles
The Posterior metric and the Goodness
of Gibbsianness
for transforms of Gibbs measures
Abstract
Youssef Ouknine, Universite Cadi Ayyad
- Volume 8, 2003 - Articles
Reflected Backward Stochastic Differential Equation with Jumps and Random Obstacle
Abstract
P
Gilles Pagès, Université Paris 6
Igor Pak, Yale University
Dmitry Panchenko, Massachusetts Institute of Technology, USA
- Volume 10, 2005 - Articles
A Central Limit Theorem for Weighted Averages of Spins in the High Temperature Region of the Sherrington-Kirkpatrick Model
Abstract
Juan Carlos Pardo Millan, Laboratoire de Probabilités et modèles aléatoires
Magda Peligrad, University of Cincinnati
Robin Pemantle, University of Pennsylvania
Juho Pennanen, University of Helsinki
Mathew D. Penrose, University of Bath
Yuval Peres, University of California, Berkeley
Edwin A. Perkins, The University of British Columbia
- Volume 13, 2008 - Articles
Degenerate stochastic differential equations arising from catalytic branching networks
Abstract
- Volume 10, 2005 - Articles
Competing super-Brownian motions as limits of interacting particle systems
Abstract
- Volume 9, 2004 - Articles
Countable Systems of Degenerate Stochastic Differential Equations with Applications to Super-Markov Chains
Abstract
- Volume 7, 2002 - Articles
Mutually Catalytic Branching in The Plane: Infinite Measure States
Abstract
- Volume 3, 1998 - Articles
Collision Local Times, Historical Stochastic Calculus, and Competing Species
Abstract
Evangelia Petrou, TU Berlin
Peter Pfaffelhuber, University of Freiburg
Jean Picard, Labo. de Mathématiques, Université Blaise Pascal
- Volume 11, 2006 - Articles
Brownian excursions, stochastic integrals, and representation of Wiener functionals
Abstract
Pierre Picco, CPT-CNRS
Francisco J Piera, University of Chile
- Volume 13, 2008 - Articles
Comparison Results for Reflected Jump-diffusions in the Orthant with Variable Reflection Directions and Stability Applications
Abstract
Iosif (none) Pinelis, Michigan Technological University
Vladas Pipiras, University of North Carolina
Jim Pitman, University of California, Berkeley
Mathieu Plante
Serguei Popov, Universidade de São Paulo
Gustavo Posta, Politecnico di Milano, Italy
- Volume 10, 2005 - Articles
Logarithmic Sobolev Inequality for Zero--Range Dynamics: Independence of the Number of Particles
Abstract
- Volume 10, 2005 - Articles
Equilibrium Fluctuations for a One-Dimensional Interface in the Solid on Solid Approximation
Abstract
Henrikas Pragarauskas
- Volume 10, 2005 - Articles
On Cauchy-Dirichlet Problem in Half-Space for Linear Integro-Differential Equations in Weighted Hoelder Spaces
Abstract
Timothy M Prescott, UCLA
Catherine J Price, Lehmann brothers
Nicolas Privault, Universite de La Rochelle
Zbigniew Puchala, Wroclaw University
Anatolii A. Puhalskii, University of Colorado at Denver, USA and Institute for Problems in Information,
R
Kavita Ramanan, Carnegie Mellon University
Krishnamurthi Ravishankar, SUNY-New Paltz
frank fhj redig, Mathematical Institute Leiden university
Gesine D Reinert, University of Oxford
Goncalo JN Reis, Humboldt Uiversitaet Berlin
David Revelle, UC Berkeley
David W Reynolds, Dublin City University
Brian Rider, University of Colorado, Boulder
Victor Rivero, Centro de Investigación en Matemáticas, Mexico
- Volume 13, 2008 - Articles
Special, conjugate and complete scale functions for spectrally negative Lévy processes
Abstract
Cyril Roberto, Università di Roma 3, Italy
Cyril Roberto, Université de Marne La Vallée
Gareth O. Roberts, University of Cambridge
- Volume 1, 1996 - Articles
Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes
Abstract
John Robinson, The University of Sydney
- Volume 12, 2007 - Articles
Edgeworth expansions for a sample sum from a finite set of independent random variables
Abstract
Sébastien Roch, École Polytechnique
- Volume 7, 2002 - Articles
Non-Colliding Random Walks, Tandem Queues, and Discrete Orthogonal Polynomial Ensembles
Abstract
Adrian Roellin, University of Oxford
- Volume 13, 2008 - Articles
Symmetric and centered binomial approximation of sums of locally dependent random variables
Abstract
Sylvie Roelly, Potsdam University
- Volume 13, 2008 - Articles
Limit theorems for conditioned multitype Dawson-Watanabe processes and Feller diffusions
Abstract
Silke W.W. Rolles, Technical University of Munich
- Volume 13, 2008 - Articles
Bounding a Random Environment
Bounding a Random Environment for Two-dimensional Edge-reinforced Random Walk
Abstract
Tomasz Rolski, Wroclaw University
Marco Romito, Università di Firenze
- Volume 6, 2001 - Articles
Statistically Stationary Solutions to the 3D Navier-Stokes Equations do not show Singularities
Abstract
Jay Rosen, College of Staten Island, CUNY
Jeffrey S. Rosenthal, University of Toronto
- Volume 1, 1996 - Articles
Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes
Abstract
A Rouault, Université de Versailles, France
B. Rozovskii, University of Southern California
Uwe Rösler, Math. Seminar, University of Kiel
- Volume 11, 2006 - Articles
A Stochastic Fixed Point Equation Related to Weighted Branching with Deterministic Weights
Abstract
S
Christophe Sabot, Université Lyon 1
hamadene Said, Universite du Maine, France
- Volume 11, 2006 - Articles
BSDEs with two reflecting barriers driven by a Brownian motion and Poisson noise and related Dynkin game
Abstract
Akira Sakai, EURANDOM, The Netherlands
- Volume 9, 2004 - Articles
Gaussian Scaling for the Critical Spread-out Contact Process above the Upper Critical Dimension
Abstract
Laurent Saloff-Coste, Department of Mathematics, Cornell University
Anish Sarkar, Indian Statistical Institute (Delhi Centre)
M`onica Sarr`a, Universitat de Barcelona
- Volume 8, 2003 - Articles
Large Deviation Principle for a Stochastic Heat Equation With Spatially Correlated Noise
Abstract
Mladen Svetoslavov Savov, The University of Manchester
Gunter M. Schütz, Forschungszentrum Jülich
- Volume 7, 2002 - Articles
Diffusion and Scattering of Shocks in the Partially Asymmetric Simple Exclusion Process
Abstract
Gideon Schechtman, The Weizmann Institute of Science
- Volume 3, 1998 - Articles
Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables
Abstract
Michael Scheutzow, Technische Universität Berlin
- Volume 2, 1997 - Articles
Generation of One-Sided Random Dynamical Systems by Stochastic Differential Equations
Abstract
R.L. Schilling, University of Sussex
Thomas Schlumprecht, Texas A&M University
- Volume 3, 1998 - Articles
Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables
Abstract
Tom Schmitz, ETH Zurich
Clyde H. Schoolfield, Jr., Harvard University
- Volume 6, 2001 - Articles
Mixing Times for Markov Chains on Wreath Products and Related Homogeneous Spaces
Abstract
Oded Schramm, Microsoft Research
Ehud Schreiber, Tel Aviv University
Dominic Schuhmacher, Universität Zürich, Switzerland
Jason Schweinsberg, University of California, Berkeley
Jason Ross Schweinsberg, University of California, San Diego
Thomas SELLKE, Purdue University
Arnab Sen, University of California, Berkeley
Arindam Sengupta, Indian Statistical Institute
Timo Seppäläinen, Iowa State University
- Volume 1, 1996 - Articles
A Microscopic Model for the Burgers Equation and Longest Increasing Subsequences
Abstract
Timo Seppalainen, University of Wisconsin-Madison, Mathematics Dept.
- Volume 11, 2006 - Articles
Cube root fluctuations for the corner growth model associated to the exclusion process
Abstract
Laurent Serlet, Université René Descartes (Paris 5)
Sunder Sethuraman, Iowa State University, USA
Sunder Sethuraman, Iowa State University
Qi-Man Shao, University of Oregon and National University of Singapore
Michael J. Sharpe, University of California, San Diego
Scott Roger Sheffield, Microsoft Research
Zhan Shi, Université de Paris VI
Narn-Rueih Shieh, National Taiwan University
- Volume 4, 1999 - Articles
Small Scale Limit Theorems for the Intersection Local Times of Brownian Motion
Abstract
Tokuzo Shiga, Tokyo Institute of Technology
- Volume 11, 2006 - Articles
Infinitely divisible random probability distributions with an application to a random motion in a random environment
Abstract
Vladas Sidoravicius, IMPA
Arvind Singh, Université Paris VI
Renming Song, University of Illinois
- Volume 11, 2006 - Articles
Two-sided Estimates on the Density of the Feynman-Kac Semigroups of Stable-like Processes
Abstract
Dario Spanò, University of Oxford
V. Spokoiny, Weierstrass Institute for Applied Analysis and Stochastics
- Volume 4, 1999 - Articles
Moderate Deviations Type Evaluation for Integral Functionals of Diffusion Processes
Abstract
David Steinsaltz, University of California, Berkeley
- Volume 4, 1999 - Articles
Random Time Changes for Sock-Sorting and Other Stochastic Process Limit Theorems
Abstract
Richard H. Stockbridge, University of Kentucky
- Volume 6, 2001 - Articles
Stationary Solutions and Forward Equations for Controlled and Singular Martingale Problems
Abstract
L. Stoica, University of Bucharest, Romania
Anja Sturm, Technische Universität Berlin
Chun Su, University of Science an Technology of China
Francis Edward Su, Harvey Mudd College
Zhonggen Su, Zhejiang University
Rongfeng Sun, EURANDOM
Wei Sun, Department of Mathematics and Statistics, Concordia University
- Volume 9, 2004 - Articles
Nonliner Filtering for Reflecting Diffusions in Random Enviroments via Nonparametric Estimation
Abstract
Jan M. Swart, UTIA
T
Christiane Takacs, Universität Linz
Satoshi Takanobu, Kanazawa University
- Volume 5, 2000 - Articles
The Norm Estimate of the Difference Between the Kac Operator and Schrödinger Semigroup II: The General Case Including the Relativistic Case
Abstract
Hiroshi Tanaka
- Volume 11, 2006 - Articles
Infinitely divisible random probability distributions with an application to a random motion in a random environment
Abstract
Qihe Tang, Department of Statistics and Actuarial Science, The University of Iowa
- Volume 11, 2006 - Articles
Insensitivity to Negative Dependence of the Asymptotic Behavior of Precise Large Deviations
Abstract
Setsuo Taniguchi, Kyushu University
Murad S TAQQU, Boston University
- Volume 12, 2007 - Articles
Stable convergence of generalized L2 stochastic integrals and
the principle of conditioning
Abstract
Murad S. Taqqu, Boston University
Jesse E Taylor, Oxford University
András Telcs, IMC
Emmanuel Teman, Université Paris 6, France
- Volume 10, 2005 - Articles
On the Hedging of American Options in Discrete Time with Proportional Transaction Costs
Abstract
G. Terdik, L. Kossuth University
Prasad Tetali, Georgia Institute of Technology
Cabanal-Duvillard Thierry, Université Paris 5
Samy Tindel, Université Nancy 1
Sandrine TOLDO, IRMAR, Antenne de Bretagne de l'ENS Cachan
- Volume 12, 2007 - Articles
Convergence of values in optimal stopping and convergence of optimal stopping times
Abstract
fabio lucio toninelli, ENS Lyon
Fabio Lucio Toninelli, ENS LYON
Fred Torcaso, Johns Hopkins University
Giovanni Luca Torrisi, Istituto per le Applicazioni del Calcolo "Mauro Picone"
- Volume 10, 2005 - Articles
Sample Path Large Deviations Principles for Poisson Shot Noise Processes and Applications
Abstract
Balint Toth
Roger Tribe, University of Warwick
Tsung-Hsi Tsai, Academia Sinica
Boris Tsirelson, Tel Aviv University
- Volume 11, 2006 - Articles
Brownian local minima, random dense countable sets and
random equivalence classes
Abstract
Ciprian A. Tudor, Laboratoire de Probabilit'{e}s, Universit'{e} de Paris 6
Tatyana S. Turova, Lund University, Sweden
Johan H Tykesson, Chalmers University of Technology
- Volume 12, 2007 - Articles
The number of unbounded components in the Poisson Boolean model of continuum percolation in hyperbolic space
Abstract
A. E. Tyukov, University of Sussex
U
Kôhei Uchiyama, Tokyo Institute of Technology
- Volume 12, 2007 - Articles
Asymptotic Estimates Of The Green Functions And Transition Probabilities For Markov Additive Processes
Abstract
V
Jacques Lèvy Vèhel, NRIA Rocquencourt, France
- Volume 9, 2004 - Articles
Multifractal Analysis of a Class of Additive Processes with Correlated Non-Stationary Increments
Abstract
M. Vachkovskaia, Universidade de Campinas, Brasil
G. Valiukevicius, Vilnius University
Glauco Valle, UFRJ
Remco van der Hofstad, Eindhoven University of Technology, The Netherlands
- Volume 9, 2004 - Articles
Gaussian Scaling for the Critical Spread-out Contact Process above the Upper Critical Dimension
Abstract
Remco W. van der Hofstad, Eindhoven University of Technology
Srinivasa S.R. Varadhan, New York University - Courant Institute
Maria Eulalia Vares, CBPF, Rio de Janeiro, Brasil
Balint Veto
Frederi G. Viens, Purdue University
Balint Virag, University of Toronto
Stanislav Volkov, University of Bristol, UK
Stanislav Volkov, University of Bristol
max von renesse, Technical University Berlin
Jochen Voss, University of Warwick
W
Vitali Wachtel, Weierstrass Institute for Applied Analysis and Stochastics, Berlin
- Volume 11, 2006 - Articles
Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst
Abstract
Anton Wakolbinger, Johann Wolfgang Goethe-Universität
John B. Walsh, University of British Columbia
Hao Wang, University of Oregon
- Volume 6, 2001 - Articles
Superprocesses with Dependent Spatial Motion and General Branching Densities
Abstract
Qiying WANG, School of Maths and Stats, University of Sydney
Jon Warren, University of Warwick
Ananda Weerasinghe, Iowa State University
Gang Wei, Hong Kong Baptist University
mathilde weill, DMA-ENS
- Volume 12, 2007 - Articles
Asymptotics for rooted bipartite planar maps and scaling limits of two-type spatial trees
Abstract
Volker Wellmann, BNP Paribas
Wendelin Werner, Université Paris-Sud and IUF
David W White, Belmont University
David Williams, University of Nottingham
Ruth J. Williams, University of California, San Diego
- Volume 10, 2005 - Articles
Dynamic Scheduling of a Parallel Server System in Heavy Traffic with Complete Resource Pooling: Asymptotic Optimality of a Threshold Policy
Abstract
David B Wilson, Microsoft
David Windisch, ETH Zurich
Anita Winter, Universität Erlangen-Nürnberg
- Volume 7, 2002 - Articles
Multiple Scale Analysis of Spatial Branching Processes under the Palm Distribution
Abstract
Wagner Wolfgang
Julien Worms, Universit'e de Marne La Vall'ee
Dongsheng Wu, Michigan State University
Li-Chau Wu, Institute of Mathematics, Academia Sinica, Taipei, Taiwan
- Volume 10, 2005 - Articles
The Time for a Critical Nearest Particle System to reach Equilibrium starting with a large Gap
Abstract
X
Yimin Xiao, University of Utah
Yimin Xiao, Mishigan State University
Jie Xiong, University of Tennessee
- Volume 9, 2004 - Articles
Nonliner Filtering for Reflecting Diffusions in Random Enviroments via Nonparametric Estimation
Abstract
- Volume 7, 2002 - Articles
Mutually Catalytic Branching in The Plane: Infinite Measure States
Abstract
Hua Xu, School of Mathematics, Georgia Tech.
- Volume 13, 2008 - Articles
Concentration of the Spectral Measure for Large Random Matrices with Stable Entries
Abstract
Mingyu XU, Institute of Applied Mathematics, Beijing
Y
Ariel Yadin, Weizmann Institute
Kemji Yamamoto, Department of Mathematics, Keio University
Amir Yehudayoff, Weizmann Institute
Hyek Yoo, University of Minnesota
Marc Yor, Université Pierre et Marie Curie
Yakubovich Yuri, PDMI, St.Petersburg, Russia
Z
Iljana Zähle, Universität Erlangen-Nürnberg
Lorenzo Zambotti, University of Paris 6, France
Ofer Zeitouni, Technion
- Volume 7, 2002 - Articles
Asymptotics of Certain Coagulation-Fragmentation Processes and Invariant Poisson-Dirichlet Measures
Abstract
- Volume 4, 1999 - Articles
Thick Points for Transient Symmetric Stable Processes
Abstract
Vaidotas Zemlys, Vilnius University
- Volume 13, 2008 - Articles
A Hölderian FCLT for some multiparameter summation process of independent non-identically distributed random variables
Abstract
Martin P.W. Zerner, University of Tuebingen
- Volume 13, 2008 - Articles
Positively and negatively excited random walks on integers, with branching processes
Abstract
Martin P.W. Zerner, Stanford University
- Volume 7, 2002 - Articles
Asymptotics of Certain Coagulation-Fragmentation Processes and Invariant Poisson-Dirichlet Measures
Abstract
Dapeng Zhan
Jianfeng Zhang, University of Southern California
Yu Zhang, University of Colorado
Huaizhong Zhao, Loughborough University
- Volume 12, 2007 - Articles
A Generalized Ito's Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals
Abstract
Xiaowen Zhou, Department of Mathematics and Statistics
- Volume 8, 2003 - Articles
Clustering Behavior of a Continuous-Sites Stepping-Stone Model with Brownian Migration
Abstract
Giacomo Ziglio, Università di Trento
Joel Zinn, Texas A&M University
- Volume 3, 1998 - Articles
Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables
Abstract
Dmitri Znamenski, EURANDOM
Sergei Zuyev, University of Strathclyde
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