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Ann. Inst. H. Poincaré Probab. Statist. 47 (2), (May 2011)
No abstract available
Ann. Inst. H. Poincaré Probab. Statist. 47 (2), (May 2011)
No abstract available
Articles
Anne-Laure Basdevant, Philippe Laurençot, James R. Norris, Clément Rau
Ann. Inst. H. Poincaré Probab. Statist. 47 (2), 329-357, (May 2011) DOI: 10.1214/09-AIHP349
KEYWORDS: Stochastic coalescence, Min-driven clustering, Hydrodynamical limit, 82C22, 60K35, 60H10, 34A34, 34C11
P. C. Álvarez-Esteban, E. del Barrio, J. A. Cuesta-Albertos, C. Matrán
Ann. Inst. H. Poincaré Probab. Statist. 47 (2), 358-375, (May 2011) DOI: 10.1214/09-AIHP354
KEYWORDS: Incomplete mass transportation problem, Multivariate distributions, Optimal transportation plan, similarity, Trimming, uniqueness, Trimmed probability, CLT, 49Q20, 60A10, 60B10, 28A50
Frank Aurzada, Leif Döring
Ann. Inst. H. Poincaré Probab. Statist. 47 (2), 376-394, (May 2011) DOI: 10.1214/09-AIHP356
KEYWORDS: Ageing, Interacting diffusions, Intermittency, Mutually catalytic branching model, Parabolic Anderson model, Symbiotic branching model, 60K35, 60J55
Mireille Bossy, Mamadou Cissé, Denis Talay
Ann. Inst. H. Poincaré Probab. Statist. 47 (2), 395-424, (May 2011) DOI: 10.1214/10-AIHP357
KEYWORDS: Forward backward SDEs with refections, Feynman–Kac formulae, Derivatives of the flows of reflected SDEs and BSDEs, 60H10, 60H30, 35K55
Eva Löcherbach, Dasha Loukianova, Oleg Loukianov
Ann. Inst. H. Poincaré Probab. Statist. 47 (2), 425-449, (May 2011) DOI: 10.1214/10-AIHP359
KEYWORDS: diffusion process, recurrence, Additive functionals, ergodic theorem, Polynomial convergence, hitting times, Kac formula, Deviations inequalities, 60F99, 60J55, 60J60
Hacene Djellout, Liming Wu
Ann. Inst. H. Poincaré Probab. Statist. 47 (2), 450-465, (May 2011) DOI: 10.1214/10-AIHP360
KEYWORDS: Poisson equations, Transportation–information inequalities, Concentration and isoperimetric inequalities, 47B38, 60E15, 60J60, 34L15, 35P15
Francesco Cellarosi
Ann. Inst. H. Poincaré Probab. Statist. 47 (2), 466-497, (May 2011) DOI: 10.1214/10-AIHP361
KEYWORDS: Theta sums, Curlicues, Limiting distribution, Continued fractions with even partial quotients, Renewal-type limit theorems, 37E05, 11K50, 11J70, 28D05, 60F99, 60K05
Vilmos Prokaj, Miklós Rásonyi, Walter Schachermayer
Ann. Inst. H. Poincaré Probab. Statist. 47 (2), 498-514, (May 2011) DOI: 10.1214/10-AIHP363
KEYWORDS: Brownian motion with drift, stochastic integral, Enlargement of filtration, 60H05, 60G44, 60J65, 60G05, 60H10
Koléhè A. Coulibaly-Pasquier
Ann. Inst. H. Poincaré Probab. Statist. 47 (2), 515-538, (May 2011) DOI: 10.1214/10-AIHP364
Itai Benjamini, Nathanaël Berestycki
Ann. Inst. H. Poincaré Probab. Statist. 47 (2), 539-558, (May 2011) DOI: 10.1214/10-AIHP371
KEYWORDS: Brownian motion, Conditioning, Local time, Entropic repulsion, Integral test, transience, recurrence, 60G17, 60J65, 60K37
Freddy Delbaen, Ying Hu, Adrien Richou
Ann. Inst. H. Poincaré Probab. Statist. 47 (2), 559-574, (May 2011) DOI: 10.1214/10-AIHP372
KEYWORDS: Backward stochastic differential equations, Generator of quadratic growth, Unbounded terminal condition, Uniqueness result, Nonlinear Feynman–Kac formula, 60H10
Elena Kosygina, Thomas Mountford
Ann. Inst. H. Poincaré Probab. Statist. 47 (2), 575-600, (May 2011) DOI: 10.1214/10-AIHP376
KEYWORDS: excited random walk, limit theorem, Stable law, branching process, diffusion approximation, 60K37, 60F05, 60J80, 60J60
M. Hairer, N. S. Pillai
Ann. Inst. H. Poincaré Probab. Statist. 47 (2), 601-628, (May 2011) DOI: 10.1214/10-AIHP377
KEYWORDS: ergodicity, fractional Brownian motion, Hörmander’s theorem, 60H10, 60G10, 60H07, 26A33
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