VOL. 44 · NO. 1 | January 2016
 
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Frontmatter
Ann. Probab. 44 (1), (January 2016)
No abstract available
Ann. Probab. 44 (1), (January 2016)
No abstract available
Articles
Ivan Nourdin, David Nualart, Giovanni Peccati
Ann. Probab. 44 (1), 1-41, (January 2016) DOI: 10.1214/14-AOP965
KEYWORDS: stable convergence, Malliavin calculus, fractional Brownian motion, 60F05, 60H07, 60G15
Mathias Beiglböck, Nicolas Juillet
Ann. Probab. 44 (1), 42-106, (January 2016) DOI: 10.1214/14-AOP966
KEYWORDS: Optimal transport, Convex order, Martingales, model-independence, 60G42, 49N05
Anthony Quas, Terry Soo
Ann. Probab. 44 (1), 107-130, (January 2016) DOI: 10.1214/14-AOP968
KEYWORDS: Sinai factor theorem, stochastic domination, monotone coupling, Burton–Rothstein, 37A35, 60G10, 60E15
Joaquin Fontbona, Benjamin Jourdain
Ann. Probab. 44 (1), 131-170, (January 2016) DOI: 10.1214/14-AOP969
KEYWORDS: long-time behavior, Stochastic differential equations, Bakry–Emery criterion, convex Sobolev inequalities, Time reversal, Girsanov theory, 60H10, 60H30, 37A35, 26D10, 35B40
Christoph Czichowsky, Walter Schachermayer
Ann. Probab. 44 (1), 171-205, (January 2016) DOI: 10.1214/14-AOP970
KEYWORDS: Komlós’s lemma, limits of nonnegative martingales, Fatou limit, optional strong supermartingales, predictable strong supermartingales, limits of stochastic integrals, convergence in probability at all finite stopping times, substitute for compactness, 60G48, 60H05
Luca Avena, Erwin Bolthausen, Christine Ritzmann
Ann. Probab. 44 (1), 206-234, (January 2016) DOI: 10.1214/14-AOP971
KEYWORDS: central limit theorem, convolution equations, self-avoiding random walks, 60K35, 60F05
S. C. Harris, M. Hesse, A. E. Kyprianou
Ann. Probab. 44 (1), 235-275, (January 2016) DOI: 10.1214/14-AOP972
KEYWORDS: Branching Brownian motion, backbone decomposition, large deviations, Multiplicative martingales, Additive martingales, 60J80, 60E10
Erwan Hillion, Oliver Johnson
Ann. Probab. 44 (1), 276-306, (January 2016) DOI: 10.1214/14-AOP973
KEYWORDS: Entropy, transportation of measures, Bernoulli sums, concavity, 60E15, 60K35, 94A17, 60D99
Jean-Baptiste Gouéré, Régine Marchand
Ann. Probab. 44 (1), 307-323, (January 2016) DOI: 10.1214/14-AOP974
KEYWORDS: percolation, continuum percolation, Boolean model, 60K35, 82B43
Xiaoqin Guo
Ann. Probab. 44 (1), 324-359, (January 2016) DOI: 10.1214/14-AOP975
KEYWORDS: Einstein relation, Random walks, random environment, perturbation, velocity, 60K37
Shanjian Tang, Wenning Wei
Ann. Probab. 44 (1), 360-398, (January 2016) DOI: 10.1214/14-AOP976
KEYWORDS: Backward stochastic partial differential equations, Backward stochastic differential equations, Hölder space, heat potential, 60H15, 35R60
M. Besalú, A. Kohatsu-Higa, S. Tindel
Ann. Probab. 44 (1), 399-443, (January 2016) DOI: 10.1214/14-AOP977
KEYWORDS: fractional Brownian motion, stochastic equations, density function estimates, 60G22, 34K50, 60H07
Raphaël Cerf, Matthias Gorny
Ann. Probab. 44 (1), 444-478, (January 2016) DOI: 10.1214/14-AOP978
KEYWORDS: Ising Curie–Weiss, Self-organized criticality, Laplace’s method, 60F05, 60K35
David Kelly, Ian Melbourne
Ann. Probab. 44 (1), 479-520, (January 2016) DOI: 10.1214/14-AOP979
KEYWORDS: Interpretation of stochastic integrals, Wong–Zakai approximation, uniform and nonuniform hyperbolicity, Rough paths, iterated invariance principle, 60H10, 37D20, 37D25, 37A50
Hermine Biermé, Agnès Desolneux
Ann. Probab. 44 (1), 521-543, (January 2016) DOI: 10.1214/14-AOP980
KEYWORDS: Shot noise, excursion set, stationary process, Poisson process, Characteristic function, Functions of bounded variation, coarea formula, 60G60, 60E10, 26B30, 28A75, 60G10, 60F05, 60E07
Xue-Mei Li
Ann. Probab. 44 (1), 544-566, (January 2016) DOI: 10.1214/14-AOP981
KEYWORDS: Horizontal flows, horizontal Brownian motions, vertical perturbation, Stochastic differential equations, homogenisation, geodesics, 60H10, 58J65, 37Hxx, 53B05
Ivan I. Gonzales-Gargate, Paulo R. Ruffino
Ann. Probab. 44 (1), 567-588, (January 2016) DOI: 10.1214/14-AOP982
KEYWORDS: averaging principle, foliated diffusion, rescaled stochastic systems, Stochastic flows, 60H10, 58J65, 58J37
Nicolas Fournier, Stéphane Mischler
Ann. Probab. 44 (1), 589-627, (January 2016) DOI: 10.1214/14-AOP983
KEYWORDS: Kinetic theory, Stochastic particle systems, propagation of chaos, Wasserstein distance, 80C40, 60K35
Dmitry Chelkak
Ann. Probab. 44 (1), 628-683, (January 2016) DOI: 10.1214/14-AOP985
KEYWORDS: Planar random walk, discrete potential theory, 39A12, 60G50
Peter K. Friz, Benjamin Gess, Archil Gulisashvili, Sebastian Riedel
Ann. Probab. 44 (1), 684-738, (January 2016) DOI: 10.1214/14-AOP986
KEYWORDS: Gaussian processes, Rough paths, Cameron–Martin regularity, random Fourier series, fractional stochastic heat equation, SPDE, 60G15, 60H15, 60G17, 42A32
Christina Goldschmidt, Bénédicte Haas
Ann. Probab. 44 (1), 739-805, (January 2016) DOI: 10.1214/14-AOP988
KEYWORDS: Self-similar fragmentations, extinction time, scaling limits, invariant measure, Markov renewal theory, spine decomposition, 60J25, 60G18
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