VOL. 32 · NO. 1B | January 2004
Front Matter
Ann. Probab. 32 (1B), (January 2004) Open Access
No abstract available
Ann. Probab. 32 (1B), (January 2004) Open Access
No abstract available
Marco Fuhrman, Gianmario Tessitore
Ann. Probab. 32 (1B), 607-660, (January 2004) DOI: 10.1214/aop/1079021459 Open Access
KEYWORDS: Backward stochastic differential equations, partial differential equations in infinite-dimensional spaces, Hamilton--Jacobi--Bellman equation, stochastic optimal control in infinite horizon, 60H30, 35R15, 93E20, 49L99
Chih-Chung Chang, Claudio Landim, Tzong-Yow Lee
Ann. Probab. 32 (1B), 661-691, (January 2004) DOI: 10.1214/aop/1079021460 Open Access
KEYWORDS: Exclusion process, Hydrodynamic limit, large deviations, occupation time, 60F10
Jean-Baptiste Bardet, Gérard Ben Arous
Ann. Probab. 32 (1B), 692-729, (January 2004) DOI: 10.1214/aop/1079021461 Open Access
KEYWORDS: Coupled map lattices, large deviations, Thermodynamic formalism, 60F10, 37A50, 37L60
Peter Becker-Kern, Mark M. Meerschaert, Hans-Peter Scheffler
Ann. Probab. 32 (1B), 730-756, (January 2004) DOI: 10.1214/aop/1079021462 Open Access
KEYWORDS: Continuous time random walk, Functional limit theorem, fractional derivative, operator stable law, 60G50, 60F17, 60H30, 82C31
Erwin Lutwak, Deane Yang, Gaoyong Zhang
Ann. Probab. 32 (1B), 757-774, (January 2004) DOI: 10.1214/aop/1079021463 Open Access
KEYWORDS: Blaschke--Santaló inequality, Rényi entropy, dual mixed volumes, 60D05, 94A17, 52A40
Krzysztof Burdzy, Zhen-Qing Chen, John Sylvester
Ann. Probab. 32 (1B), 775-804, (January 2004) DOI: 10.1214/aop/1079021464 Open Access
KEYWORDS: Reflecting Brownian motion, time-dependent domain, Local time, Skorohod decomposition, heat equation with boundary conditions, time-inhomogeneous strong Markov process, probabilistic representation, Time-reversal, Feynman--Kac formula, Girsanov transform, 60H30, 60J45, 35K20, 60J50, 60J60
Christophe Bahadoran
Ann. Probab. 32 (1B), 805-854, (January 2004) DOI: 10.1214/aop/1079021465 Open Access
KEYWORDS: Conservative particle system, local perturbation, Hydrodynamic limit, Scalar conservation law, modified entropy condition, boundary condition, nonentropy solution, 60K35, 82C22, 35L65, 35L67
Cédric Bernardin
Ann. Probab. 32 (1B), 855-879, (January 2004) DOI: 10.1214/aop/1079021466 Open Access
KEYWORDS: Exclusion process, occupation time of a site, invariance principle, 60K35, 60F05
Francis Comets, Ofer Zeitouni
Ann. Probab. 32 (1B), 880-914, (January 2004) DOI: 10.1214/aop/1079021467 Open Access
KEYWORDS: Random walk in random environment, Law of Large Numbers, Kalikow's condition, nestling walk, Mixing, 60K40, 82D30
Persi Diaconis, Eddy Mayer-Wolf, Ofer Zeitouni, Martin P. W. Zerner
Ann. Probab. 32 (1B), 915-938, (January 2004) DOI: 10.1214/aop/1079021468 Open Access
KEYWORDS: partitions, coagulation, fragmentation, Invariant measures, Poisson--Dirichlet, 60K35, 60J27, 60G55
Gregory F. Lawler, Oded Schramm, Wendelin Werner
Ann. Probab. 32 (1B), 939-995, (January 2004) DOI: 10.1214/aop/1079021469 Open Access
KEYWORDS: Loop-erased random walk, uniform spanning trees, stochastic Loewner evolution, 82B41
Amir Dembo, Nina Gantert, Ofer Zeitouni
Ann. Probab. 32 (1B), 996-1029, (January 2004) DOI: 10.1214/aop/1079021470 Open Access
KEYWORDS: Random walk in random environment, large deviations, holding times, 60J15, 60F10, 82C44, 60J80
Peter Bank, Nicole El Karoui
Ann. Probab. 32 (1B), 1030-1067, (January 2004) DOI: 10.1214/aop/1079021471 Open Access
KEYWORDS: Representation problem for optional processes, singular control, Optimal stopping, Gittins index, Skorohod problem, inhomogeneous convexity, 60G07, 60G40, 60H25
Robert C. Dalang, Olivier Lévêque
Ann. Probab. 32 (1B), 1068-1099, (January 2004) DOI: 10.1214/aop/1079021472 Open Access
KEYWORDS: Stochastic partial differential equations, isotropic Gaussian noise, Hyperbolic equations, 60H15, 60G15, 35R60
Sandra Cerrai, Michael Röckner
Ann. Probab. 32 (1B), 1100-1139, (January 2004) DOI: 10.1214/aop/1079021473 Open Access
KEYWORDS: large deviations, Stochastic partial differential equations, Invariant measures, Multiplicative noise, 60F10, 60H15
Daniel Hug, Matthias Reitzner, Rolf Schneider
Ann. Probab. 32 (1B), 1140-1167, (January 2004) DOI: 10.1214/aop/1079021474 Open Access
KEYWORDS: Poisson hyperplane process, hyperplane tessellation, zero cell, Crofton cell, typical cell, asymptotic shape, D. G. Kendall's conjecture, 60D05, 52A22
Frank Ball, Peter Neal
Ann. Probab. 32 (1B), 1168-1200, (January 2004) DOI: 10.1214/aop/1079021475 Open Access
KEYWORDS: epidemic models, local and global mixing, Poisson convergence, random graph, positively related, coupling, 60F05, 92D30, 60K35, 05C80
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