VOL. 24 · NO. 2 | April 1996
Franco Flandoli
Ann. Probab. 24 (2), 547-558, (April 1996) DOI: 10.1214/aop/1039639354 Open Access
KEYWORDS: Stochastic partial differential equations, Stochastic flows, 60H15, 60H25, 35R60
L. Chayes, G. Swindle
Ann. Probab. 24 (2), 559-598, (April 1996) DOI: 10.1214/aop/1039639355 Open Access
KEYWORDS: Particle systems, Exclusion process, Stefan’s equation, 60K35, 60H15
C. Landim
Ann. Probab. 24 (2), 599-638, (April 1996) DOI: 10.1214/aop/1039639356 Open Access
KEYWORDS: Particle systems, hydrodynamical behavior, Conservation laws, large deviations, 60K35, 82C22, 82C24
Douglas Blount
Ann. Probab. 24 (2), 639-659, (April 1996) DOI: 10.1214/aop/1039639357 Open Access
KEYWORDS: reaction-diffusion model, Stochastic partial differential equation, diffusion process, 60K35, 60H15, 60B10, 60J60
Achim Klenke
Ann. Probab. 24 (2), 660-697, (April 1996) DOI: 10.1214/aop/1039639358 Open Access
KEYWORDS: Interacting diffusions, infinite particle systems, Coalescing random walks, 60K35
Peter Donnelly, Thomas G. Kurtz
Ann. Probab. 24 (2), 698-742, (April 1996) DOI: 10.1214/aop/1039639359 Open Access
KEYWORDS: Fleming-Viot process, measure-valued diffusion, exchangeability, coupling, sample-path properties, ergodicity, genealogical processes, the coalescent, 60J25, 60K35, 60J70, 60J80, 92D10
L. Overbeck
Ann. Probab. 24 (2), 743-760, (April 1996) DOI: 10.1214/aop/1039639360 Open Access
KEYWORDS: nonlinear martingale problems, McKean-Vlasov processes, branching measure-valued diffusions, Superprocesses, 60G57, 60K35, 60J80
Davar Khoshnevisan, Thomas M. Lewis, Zhan Shi
Ann. Probab. 24 (2), 761-787, (April 1996) DOI: 10.1214/aop/1039639361 Open Access
KEYWORDS: Brownian motion, Bessel processes, transience, Random walk, 60J65, 60G17, 60J15, 60F05
J. M. P. Albin
Ann. Probab. 24 (2), 788-824, (April 1996) DOI: 10.1214/aop/1039639362 Open Access
KEYWORDS: Extrema, Gaussian process, Gaussian random field, Entropy, Esscher transform, stationary process, Ornstein-Uhlenbeck process, probability on Hilbert space, 60F10, 60G10, 60G15, 60G60, 60G70
Keisuke Hara
Ann. Probab. 24 (2), 825-837, (April 1996) DOI: 10.1214/aop/1039639363 Open Access
KEYWORDS: Brownian motion, Riemannian manifold, Wiener functional, Exit time, exit position, 58G32, 60H10
C. Houdré, M. T. Lacey
Ann. Probab. 24 (2), 838-856, (April 1996) DOI: 10.1214/aop/1039639364 Open Access
KEYWORDS: Spherical means, a.s. convergence, stationary process, homogeneous field, Calderón-Zygmund kernel, unitary group, 60F15, 60G10, 60G60, 60G12, 47A35
K. Marton
Ann. Probab. 24 (2), 857-866, (April 1996) DOI: 10.1214/aop/1039639365 Open Access
KEYWORDS: measure concentration, Isoperimetric inequality, Markov chains, $\bar{d}$-distance, informational divergence, 60F10, 60G70, 60G05
Irene Klein, Walter Schachermayer
Ann. Probab. 24 (2), 867-881, (April 1996) DOI: 10.1214/aop/1039639366 Open Access
KEYWORDS: Halmos-Savage theorem, equivalent martingale measure, Asymptotic arbitrage, large financial markets, mathematical finance, 90A09, 60G44, 46N10, 47N10‎, 60H05, 62B20
Lester Dubins, Jacob Feldman, Meir Smorodinsky, Boris Tsirelson
Ann. Probab. 24 (2), 882-904, (April 1996) DOI: 10.1214/aop/1039639367 Open Access
KEYWORDS: Brownian filtration, equivalent measure, decreasing sequence of measurable partitions, 60J65, 28C20, 60G07, 60H10
Jacob Feldman, Boris Tsirelson
Ann. Probab. 24 (2), 905-911, (April 1996) DOI: 10.1214/aop/1039639368 Open Access
KEYWORDS: Brownian filtration, equivalent measure, bounded density, decreasing sequence of measurable partitions, 60J65, 28C20, 60G07, 60H10
J. Feldman
Ann. Probab. 24 (2), 912-915, (April 1996) DOI: 10.1214/aop/1039639369 Open Access
KEYWORDS: decreasing sequence of measurable partitions, reverse filtration, 60G07
Peter W. Glynn, Sean P. Meyn
Ann. Probab. 24 (2), 916-931, (April 1996) DOI: 10.1214/aop/1039639370 Open Access
KEYWORDS: Markov chain, Markov process, Poisson equation, Liapounov function, Foster's criterion, functional central limit theorem, Perturbation theory, 68M20, 60J10
S. Aspandiiarov, R. Iasnogorodski, M. Menshikov
Ann. Probab. 24 (2), 932-960, (April 1996) DOI: 10.1214/aop/1039639371 Open Access
KEYWORDS: Passage-time, recurrence classification, reflected random walks, 60G42, 60J10, 60J60
R. A. Doney
Ann. Probab. 24 (2), 961-970, (April 1996) DOI: 10.1214/aop/1039639372 Open Access
KEYWORDS: Stable processes, spectrally negative, Subordinators, increase time, 60J30, 60G17
William E. Pruitt, S. James Taylor
Ann. Probab. 24 (2), 971-986, (April 1996) DOI: 10.1214/aop/1039639373 Open Access
KEYWORDS: Lévy process, Hausdorff dimension, Packing dimension, 60J30, 28A75
Carl Dou, Martin Hildebrand
Ann. Probab. 24 (2), 987-1000, (April 1996) DOI: 10.1214/aop/1039639374 Open Access
KEYWORDS: Random walk, finite groups, enumeration, upper bound lemma, 60B15, 60J15, 05A18
Yuval Roichman
Ann. Probab. 24 (2), 1001-1011, (April 1996) DOI: 10.1214/aop/1039639375 Open Access
KEYWORDS: Random walk, finite groups, diameters, Cayley graphs, 60B15, 60J15, 05C25, 05C12
Wolfgang König
Ann. Probab. 24 (2), 1012-1035, (April 1996) DOI: 10.1214/aop/1039639376 Open Access
KEYWORDS: central limit theorem, self-avoiding and self-repellent random walk, Ergodic Markov chains, large deviations, 60F05, 58E30, 60F10, 60J15
Peter Antal, Agoston Pisztora
Ann. Probab. 24 (2), 1036-1048, (April 1996) DOI: 10.1214/aop/1039639377 Open Access
KEYWORDS: graph distance, percolation, supercritical phase, large deviations, 60K35, 82B43
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