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Articles
Stephen Buckley
Electron. Commun. Probab. 18, 1-11, (2013) DOI: 10.1214/ECP.v18-2525
KEYWORDS: heat kernel, Random walk in random environment, Random conductances, 60G50, 60J27, 05C81
Yu-Ting Chen, Yuan-Chung Sheu, Ming-Chi Chang
Electron. Commun. Probab. 18, 1-8, (2013) DOI: 10.1214/ECP.v18-2017
KEYWORDS: Hyper-exponential jump-diffusion process, two-sided exit problem, first passage functional, 60J75, 91G99
Daniel Berend, Aryeh Kontorovich
Electron. Commun. Probab. 18, 1-7, (2013) DOI: 10.1214/ECP.v18-2359
KEYWORDS: missing mass, Hoeffding inequality, measure concentration, 60F10, 39B72
Makoto Katori, Hideki Tanemura
Electron. Commun. Probab. 18, 1-16, (2013) DOI: 10.1214/ECP.v18-2554
KEYWORDS: Dyson model, H-transform, complex Brownian motions, entire functions, conformal martingales, Determinantal process, tightness, noncolliding property, 60J70, 60G44, 82C22, 32A15, 15A52
Pascal Maillard
Electron. Commun. Probab. 18, 1-9, (2013) DOI: 10.1214/ECP.v18-2390
KEYWORDS: stable distribution, point process, random measure, Branching Brownian motion, Branching random walk, 60G55, 60G57
J. Armando Dominguez-Molina, Víctor Pérez-Abreu, Alfonso Rocha-Arteaga
Electron. Commun. Probab. 18, 1-14, (2013) DOI: 10.1214/ECP.v18-2113
KEYWORDS: Infinitely divisible random matrix, matrix subordinator, Bercovici-Pata bijection, matrix semimartingale, matrix compound Poisson, 60B20, 60E07, 60G51, 60G57
Christophe Ley, Yvik Swan
Electron. Commun. Probab. 18, 1-14, (2013) DOI: 10.1214/ECP.v18-2578
KEYWORDS: generalized Fisher information, magic factors, Pinsker's inequality, probability metrics, Stein's density approach, 60F05, 94A17
Luigi Bianchi
Electron. Commun. Probab. 18, 1-12, (2013) DOI: 10.1214/ECP.v18-2382
KEYWORDS: SPDE, Shell models, dyadic model, tree dyadic model, q-matrix, fluid dynamics, Girsanov’s transform, Multiplicative noise, 60H15, 35Q31, 35R60, 60J28, 76B03
Olivier Garet, Régine Marchand
Electron. Commun. Probab. 18, 1-15, (2013) DOI: 10.1214/ECP.v18-2438
KEYWORDS: Branching random walk, random environment, survival, Critical behavior, renormalization, block construction, 60K35, 82B43
Zbigniew Michna
Electron. Commun. Probab. 18, 1-6, (2013) DOI: 10.1214/ECP.v18-2236
KEYWORDS: Lévy process, distribution of the supremum of a stochastic process, $\alpha$-stable Lévy process, 60G51, 60G52, 60G70
Hermine Biermé, Yann Demichel, Anne Estrade
Electron. Commun. Probab. 18, 1-13, (2013) DOI: 10.1214/ECP.v18-1939
KEYWORDS: Random field, Poisson random measure, Poisson point process, fractional Brownian field, Fractional process, Chentsov field, Hurst index, 60G60, 60D05, 60G55, 62M40, 62F10
Raphael Meiners, Anselm Reichenbachs
Electron. Commun. Probab. 18, 1-11, (2013) DOI: 10.1214/ECP.v18-2377
KEYWORDS: random energy model, Free energy, Moderate deviations, large deviations, 60F10, 82B44
Bálint Tóth
Electron. Commun. Probab. 18, 1-4, (2013) DOI: 10.1214/ECP.v18-2366
KEYWORDS: CLT, Markov process, Martingale approximation
Sabine Jansen, Noemi Kurt
Electron. Commun. Probab. 18, 1-15, (2013) DOI: 10.1214/ECP.v18-2194
KEYWORDS: Markov processes, Duality, interacting particle systems, graphical representation, annihilation, selection, 60K35
Svante Janson
Electron. Commun. Probab. 18, 1-8, (2013) DOI: 10.1214/ECP.v18-2330
KEYWORDS: Brownian motion, parabolic drift, Chernoff's distribution, 60J65
Tomasz Tkocz
Electron. Commun. Probab. 18, 1-7, (2013) DOI: 10.1214/ECP.v18-2484
KEYWORDS: random matrices, circular unitary ensemble, tensor product, Sine point process, Poisson point process, 60B20, 15B52
Wolfgang Loehr
Electron. Commun. Probab. 18, 1-10, (2013) DOI: 10.1214/ECP.v18-2268
KEYWORDS: space of metric measure spaces, Gromov-Prohorov metric, Gromov's box-metric, Gromov-weak topology, real tree, coding trees by excursions, Lusin topology on excursions, 60B05, 60B10
Ryan O'Donnell, Karl Wimmer
Electron. Commun. Probab. 18, 1-12, (2013) DOI: 10.1214/ECP.v18-1961
KEYWORDS: Boolean functions, KKL, Cayley graphs, Schreier graphs, log-Sobolev constant, Orlicz norms, 68Q87, 28A99, 05A20
Mikko Stenlund
Electron. Commun. Probab. 18, 1-13, (2013) DOI: 10.1214/ECP.v18-2336
KEYWORDS: Balanced random environment, local limit theorem, Nash inequality, 60K37, 60F15, 82C41, 82D30, 35K15
Martin Ondrejat, Jan Seidler
Electron. Commun. Probab. 18, 1-6, (2013) DOI: 10.1214/ECP.v18-2548
KEYWORDS: progressive measurability, modification, 60G07
Hanbing Liu, Juan Yang
Electron. Commun. Probab. 18, 1-10, (2013) DOI: 10.1214/ECP.v18-2374
Wiktor Ejsmont
Electron. Commun. Probab. 18, 1-12, (2013) DOI: 10.1214/ECP.v18-2356
KEYWORDS: Free Meixner law, conditional expectation, free cumulants, Laha-Lukacs theorem, noncommutative regression, 46L54, 46L53
Olivier Devillers, Marc Glisse, Xavier Goaoc, Guillaume Moroz, Matthias Reitzner
Electron. Commun. Probab. 18, 1-8, (2013) DOI: 10.1214/ECP.v18-2469
KEYWORDS: computational geometry, Convex hull, Complexity, 60D05, 52A22
Stefan Tappe
Electron. Commun. Probab. 18, 1-13, (2013) DOI: 10.1214/ECP.v18-2392
KEYWORDS: Stochastic partial differential equation, mild solution, martingale solution, Pathwise uniqueness, 60H15, 60H10
Charles Bordenave
Electron. Commun. Probab. 18, 1-8, (2013) DOI: 10.1214/ECP.v18-2340
KEYWORDS: Euclidean random matrices, Marcenko-Pastur distribution, Log-concave distribution, 60B20, 15A18‎
Myriam Fradon
Electron. Commun. Probab. 18, 1-13, (2013) DOI: 10.1214/ECP.v18-2730
KEYWORDS: Skorokhod Equation, hard core interaction, geometrical constraints, Local time, 60K35, 60J55, 60H10
Ion Nechita, Clément Pellegrini
Electron. Commun. Probab. 18, 1-13, (2013) DOI: 10.1214/ECP.v18-2426
KEYWORDS: quantum states, unitary Brownian motion, 39A50, 81P45
Itai Benjamini, Hilary Finucane, Romain Tessera
Electron. Commun. Probab. 18, 1-8, (2013) DOI: 10.1214/ECP.v18-2519
KEYWORDS: random walks on groups, recurrence/transience, semi-group, 05C81
Dario Trevisan
Electron. Commun. Probab. 18, 1-9, (2013) DOI: 10.1214/ECP.v18-2314
KEYWORDS: Malliavin calculus, BV functions, 60H07, 28C20
Fraser Daly
Electron. Commun. Probab. 18, 1-12, (2013) DOI: 10.1214/ECP.v18-2751
KEYWORDS: compound Poisson approximation, Stein's method, (negative) association, Runs, urn model with overflow, Extremes, 62E17
Dario Trevisan
Electron. Commun. Probab. 18, 1-7, (2013) DOI: 10.1214/ECP.v18-2587
KEYWORDS: Peano phenomena, SDEs, Local time, 60H10, 34A12, 60J55, 60J65
Daniel Valesin, Thomas Mountford
Electron. Commun. Probab. 18, 1-12, (2013) DOI: 10.1214/ECP.v18-2479
KEYWORDS: threshold contact process, Random graphs, boolean networks, interacting particle systems
Fabienne Castell, Nadine Guillotin-Plantard, Françoise Pène, Bruno Schapira
Electron. Commun. Probab. 18, 1-7, (2013) DOI: 10.1214/ECP.v18-2444
KEYWORDS: Stable process, Random scenery, First passage time, One-sided barrier problem, One-sided exit problem, Survival exponent, 60F05, 60F17, 60G15, 60G18, 60K37
Sidi Mohamed Ould Aly
Electron. Commun. Probab. 18, 1-6, (2013) DOI: 10.1214/ECP.v18-2035
KEYWORDS: CIR process, Sensitivity, 65C30, 62P05
Johan Jonasson
Electron. Commun. Probab. 18, 1-6, (2013) DOI: 10.1214/ECP.v18-2045
KEYWORDS: Srinivasan sampling, negative association, Reimer's inequality, 60C05, 60K35
Jana Klicnarova, Dalibor Volny
Electron. Commun. Probab. 18, 1-8, (2013) DOI: 10.1214/ECP.v18-2780
KEYWORDS: stationary process, Martingale approximation, nonadapted version, 60G10
Domenico Marinucci, Giovanni Peccati
Electron. Commun. Probab. 18, 1-10, (2013) DOI: 10.1214/ECP.v18-2400
KEYWORDS: Random processes, isotropy, Mean-Square Continuity, 60G05, 60G60
Jan Swart
Electron. Commun. Probab. 18, 1-12, (2013) DOI: 10.1214/ECP.v18-2471
KEYWORDS: Cancellative system, interface tightness, Duality, Coexistence, Neuhauser-Pacala model, affine voter model, rebellious voter model, balancing selection, branching, annihilation, parity preservation, 82C22, 60K35, 92D25, 82C24
Alexander Sokol
Electron. Commun. Probab. 18, 1-8, (2013) DOI: 10.1214/ECP.v18-2312
KEYWORDS: martingale, exponential martingale, uniform integrability, Novikov, optimal, Poisson process, 60G44
Amichai Lampert, Assaf Shapira
Electron. Commun. Probab. 18, 1-9, (2013) DOI: 10.1214/ECP.v18-2431
KEYWORDS: Random walk, Speed, Environment, 60G50
Jean Bertoin, Marc Yor
Electron. Commun. Probab. 18, 1-7, (2013) DOI: 10.1214/ECP.v18-2700
KEYWORDS: pure jump process, increasing process, change of variables, subordinator, extended infinitesimal generator, 60J75, 60G51, 60J35
Daniel Hackmann, Alexey Kuznetsov
Electron. Commun. Probab. 18, 1-5, (2013) DOI: 10.1214/ECP.v18-2757
KEYWORDS: Stable processes, supremum, Mellin transform, continued fractions, 60G52
Kenneth Alexander
Electron. Commun. Probab. 18, 1-6, (2013) DOI: 10.1214/ECP.v18-2763
KEYWORDS: Random walk, Stochastic control, 60G50, 93E20
Emmanuel Rio
Electron. Commun. Probab. 18, 1-11, (2013) DOI: 10.1214/ECP.v18-2659
KEYWORDS: McDiarmid inequality, concentration inequality, Hoeffding inequality, Vajda's tight lower bound, 60E15
Jing Cui, Litan Yan
Electron. Commun. Probab. 18, 1-12, (2013) DOI: 10.1214/ECP.v18-2858
KEYWORDS: Neutral stochastic partial differential equations, Exponential stability, infinite delay, 93E15, 34K50, 60H15
Florin Spinu
Electron. Commun. Probab. 18, 1-8, (2013) DOI: 10.1214/ECP.v18-2568
KEYWORDS: Brownian motion, Hurwitz zeta, 60J65
Sotirios Sabanis
Electron. Commun. Probab. 18, 1-10, (2013) DOI: 10.1214/ECP.v18-2824
KEYWORDS: Euler approximations, rate of convergence, local Lipschitz condition, monotonicity condition, 60H35
Ju-Yi Yen, Marc Yor
Electron. Commun. Probab. 18, 1-5, (2013) DOI: 10.1214/ECP.v18-2178
KEYWORDS: Az\'{e}ma exponential result, excursion, Skorokhod embedding, 60G46, 60G48
Daniel Rudolf, Mario Ullrich
Electron. Commun. Probab. 18, 1-8, (2013) DOI: 10.1214/ECP.v18-2507
KEYWORDS: spectral gap, positivity, lazy, hit-and-run, Metropolis, 60J05
Hugo Duminil-Copin, Cyrille Lucas, Ariel Yadin, Amir Yehudayoff
Electron. Commun. Probab. 18, 1-8, (2013) DOI: 10.1214/ECP.v18-2862
KEYWORDS: IDLA, Random walk, percolation, 60G50, 60K35
Gilles Wainrib
Electron. Commun. Probab. 18, 1-12, (2013) DOI: 10.1214/ECP.v18-1975
KEYWORDS: averaging principle, slow-fast, Stochastic differential equation, periodic averaging, inhomogeneous Markov process, 70K70, 65C30
Boris Tsirelson
Electron. Commun. Probab. 18, 1-13, (2013) DOI: 10.1214/ECP.v18-2719
KEYWORDS: Moderate deviation, uniform renewal theorem, renewal-reward, 60F10, 60K05, 60K15
Omer Friedland, Ohad Giladi
Electron. Commun. Probab. 18, 1-7, (2013) DOI: 10.1214/ECP.v18-2633
KEYWORDS: 60B20, 15B52
Emmanuel Rio
Electron. Commun. Probab. 18, 1-6, (2013) DOI: 10.1214/ECP.v18-2690
KEYWORDS: Hoeffding inequality, Azuma inequality, Discrete time martingales, McDiarmid inequality, 60E15
Ron Peled, Wojciech Samotij, Amir Yehudayoff
Electron. Commun. Probab. 18, 1-9, (2013) DOI: 10.1214/ECP.v18-2796
KEYWORDS: Random Lipschitz functions, rooted trees, 05C60, 60C05, 82B41
Stéphane Laurent
Electron. Commun. Probab. 18, 1-11, (2013) DOI: 10.1214/ECP.v18-2766
KEYWORDS: Standard filtration, Cosy filtration, 60G05, 60J10
Cyril Labbé
Electron. Commun. Probab. 18, 1-13, (2013) DOI: 10.1214/ECP.v18-2508
KEYWORDS: Continuous-state branching process, drift, quasi-stationary distribution, Q-process, regular variation, 60J80, 60F05
Omer Angel, Alexander Holroyd, James Martin, Peter Winkler, David Wilson
Electron. Commun. Probab. 18, 1-13, (2013) DOI: 10.1214/ECP.v18-2275
KEYWORDS: coupling, coloring, 60J10
Dmitry Ostrovsky
Electron. Commun. Probab. 18, 1-16, (2013) DOI: 10.1214/ECP.v18-2445
KEYWORDS: Multiple gamma function, Infinite divisibility, Selberg Integral, Mellin transform, 11M32, 30D05, 33B15, 41A60, 60E07, 60E10
Paul Chleboun, Fabio Martinelli
Electron. Commun. Probab. 18, 1-9, (2013) DOI: 10.1214/ECP.v18-2516
KEYWORDS: north-east model, kinetically constrained spin models, mixing time, 60J10, 60J27, 60J28
Hee-Jin Moon, Chang-Ho Han, Yong-Kab Choi
Electron. Commun. Probab. 18, 1-9, (2013) DOI: 10.1214/ECP.v18-2417
KEYWORDS: linearly positive quadrant dependence, linearly negative quadrant dependence, stationary random field, Law of the iterated logarithm, 60F10, 60F15, 60G17, 60G60
Angelos Dassios, Hongbiao Zhao
Electron. Commun. Probab. 18, 1-13, (2013) DOI: 10.1214/ECP.v18-2717
KEYWORDS: Contagion risk, Stochastic intensity model, self-exciting point process, Hawkes process, Hawkes process with exponentially decaying intensity, exact simulation, Monte Carlo simulation, 60G55, 60H35, 65C05, 60G17
Zhe Yang, Robert Elliott
Electron. Commun. Probab. 18, 1-10, (2013) DOI: 10.1214/ECP.v18-2415
KEYWORDS: Generalized anticipated BSDEs, Duality, continuous dependence property, Comparison theorem, 60H10, 93E03
Auguste Aman, Abouo Elouaflin, Mamadou Diop
Electron. Commun. Probab. 18, 1-15, (2013) DOI: 10.1214/ECP.v18-2223
KEYWORDS: Backward doubly SDEs, Stochastic partial differential equation, stochastic viscosity, 60H15, 60H20, 60H30
Sebastian Mentemeier
Electron. Commun. Probab. 18, 1-7, (2013) DOI: 10.1214/ECP.v18-2629
KEYWORDS: Choquet-Deny Lemma, Markov random walks, Products of random matrices, 60K15, 60B15, 46A55
Dainius Dzindzalieta
Electron. Commun. Probab. 18, 1-5, (2013) DOI: 10.1214/ECP.v18-2814
KEYWORDS: Gaussian, vertex isoperimetric, deviation from the mean, Inequalities‎, Hamming, probability metric space, 60E15, 60A10
Kaspar Stucki
Electron. Commun. Probab. 18, 1-10, (2013) DOI: 10.1214/ECP.v18-2837
KEYWORDS: Gibbs point process, percolation, Boolean model, Conditional intensity, 60G55, 60K35
René Carmona, François Delarue
Electron. Commun. Probab. 18, 1-15, (2013) DOI: 10.1214/ECP.v18-2446
KEYWORDS: FBSDEs, Mean Field Interactions, 93E20, 60H30, 60H10, 60F99
Anirban Basak, Amir Dembo
Electron. Commun. Probab. 18, 1-19, (2013) DOI: 10.1214/ECP.v18-2466
KEYWORDS: random matrices, Limiting spectral distribution, Haar measure, Brown measure, Free convolution, Stieltjes transform, Schwinger-Dyson equation, 46L53, 60B10, 60B20
Klaus Dohmen
Electron. Commun. Probab. 18, 1-4, (2013) DOI: 10.1214/ECP.v18-2357
KEYWORDS: Bonferroni inequality, chordal graph, clique complex, independence number, 60E15, 60C05, 05A20, 05C10
Nikola Sandrić
Electron. Commun. Probab. 18, 1-13, (2013) DOI: 10.1214/ECP.v18-2802
KEYWORDS: characteristics of a semimartingale, electrical network, L\'evy measure, L\'evy process, Random walk, recurrence, transience, 60G17, 60G50, 60G51
Clément Foucart
Electron. Commun. Probab. 18, 1-10, (2013) DOI: 10.1214/ECP.v18-2838
Harry Crane
Electron. Commun. Probab. 18, 1-14, (2013) DOI: 10.1214/ECP.v18-2872
KEYWORDS: Markov branching model, homogeneous fragmentation process, splitting rule, dislocation measure, sampling consistency, Exchangeable random partition, weighted tree, Random tree, 60J80, 60G09, 60C05
David Nualart, Fangjun Xu
Electron. Commun. Probab. 18, 1-10, (2013) DOI: 10.1214/ECP.v18-2761
KEYWORDS: ractional Brownian motion, central limit theorem, Local time, method of moments, 60F05, 60G22
Takashi Kumagai, Ofer Zeitouni
Electron. Commun. Probab. 18, 1-12, (2013) DOI: 10.1214/ECP.v18-2632
KEYWORDS: Gaussian free field, fractal graphs, 60G15, 28A80
Francesco Caravenna, Frank den Hollander
Electron. Commun. Probab. 18, 1-15, (2013) DOI: 10.1214/ECP.v18-2874
KEYWORDS: Smoothing Inequality, Disordered Polymer, pinning model, Copolymer Model, Disorder Tilt, Disorder Shift, 60K35, 82B44, 82D60
Chris Cannings, Jonathan Jordan
Electron. Commun. Probab. 18, 1-5, (2013) DOI: 10.1214/ECP.v18-2518
KEYWORDS: Random graphs, preferential attachment, Random walk, 05C82
Elizabeth Meckes, Mark Meckes
Electron. Commun. Probab. 18, 1-13, (2013) DOI: 10.1214/ECP.v18-2551
KEYWORDS: Uniform random matrices, spectral measure, Wasserstein distance, Logarithmic Sobolev inequality, 60B20, 60B15, 60E15, 60F05
Hui He, Nana Luan
Electron. Commun. Probab. 18, 1-13, (2013) DOI: 10.1214/ECP.v18-2781
KEYWORDS: Galton-Watson trees, branching processes, L\'evy trees, contour functions, Scaling limit, 60J80
Patrizia Berti, Luca Pratelli, Pietro Rigo
Electron. Commun. Probab. 18, 1-12, (2013) DOI: 10.1214/ECP.v18-2793
KEYWORDS: Convergence of probability measures, Perfect probability measure, Separable probability measure, Skorohod representation theorem, Uniform distance, 60B10, 60A05, 60A10
David Nualart, Jason Swanson
Electron. Commun. Probab. 18, 1-11, (2013) DOI: 10.1214/ECP.v18-2840
KEYWORDS: fractional Brownian motion, cubic variation, convergence in law, 60G22, 60F17
Mark Rudelson, Roman Vershynin
Electron. Commun. Probab. 18, 1-9, (2013) DOI: 10.1214/ECP.v18-2865
KEYWORDS: subgaussian random variables, measure concentration
Martin Venker
Electron. Commun. Probab. 18, 1-12, (2013) DOI: 10.1214/ECP.v18-2864
KEYWORDS: Universality, $\beta$-ensembles, random matrices, Repulsion, 15B52, 60B20, 82C22
Yaozhong Hu, Fei Lu, David Nualart
Electron. Commun. Probab. 18, 1-8, (2013) DOI: 10.1214/ECP.v18-2986
KEYWORDS: non-degeneracy, Malliavin calculus, fractional Brownian motion, small deviation (small ball probability), 60H07, 60G22
Nadine Guillotin-Plantard, Yueyun Hu, Bruno Schapira
Electron. Commun. Probab. 18, 1-7, (2013) DOI: 10.1214/ECP.v18-2918
KEYWORDS: Random walk in random scenery, weak limit theorem, Law of the iterated logarithm, Brownian motion in Brownian Scenery, strong approximation, 60F05, 60G52
Omer Angel, Guillaume Chapuy, Nicolas Curien, Gourab Ray
Electron. Commun. Probab. 18, 1-8, (2013) DOI: 10.1214/ECP.v18-3037
KEYWORDS: Local limits, Unicellular maps, Lehmann-Walsh formula, 60B05, 60B10, 97K50
Matthew Roberts, Lee Zhao
Electron. Commun. Probab. 18, 1-10, (2013) DOI: 10.1214/ECP.v18-2784
KEYWORDS: evolutionary biology, trees, branching processes, increasing paths, 60J80, 60C05, 92D15
Jian Ding, Yuval Peres
Electron. Commun. Probab. 18, 1-6, (2013) DOI: 10.1214/ECP.v18-2765
KEYWORDS: mixing time, Sensitivity, geometric bounds, 60J10
Jinho Baik, Zhipeng Liu
Electron. Commun. Probab. 18, 1-10, (2013) DOI: 10.1214/ECP.v18-2952
Zhi Wang, Litan Yan, Xianye Yu
Electron. Commun. Probab. 18, 1-13, (2013) DOI: 10.1214/ECP.v18-2878
KEYWORDS: Fractional Brownian sheet, Random walks, Stochastic heat equation, weak convergence, 60B10, 60G15, 60H15
Eustasio del Barrio, Arnold Janssen, Markus Pauly
Electron. Commun. Probab. 18, 1-10, (2013) DOI: 10.1214/ECP.v18-2772
KEYWORDS: bootstrap, Infinitely divisible distributions, L{\'e}vy process, $m(n)$ out of $k(n)$ resampling, stable and semi-stable laws, St. Petersburg game, 60E07, 62F40, 60F05
Jacob van den Berg, Rene Conijn
Electron. Commun. Probab. 18, 1-9, (2013) DOI: 10.1214/ECP.v18-3065
KEYWORDS: Critical percolation, cluster size, 60K35
Hugo Duminil-Copin
Electron. Commun. Probab. 18, 1-9, (2013) DOI: 10.1214/ECP.v18-3163
KEYWORDS: planar percolation, near-critical regime, Surface tension, Wulff crystal, 82B20
Hiroki Masuda, Nakahiro Yoshida
Electron. Commun. Probab. 18, 1-10, (2013) DOI: 10.1214/ECP.v18-2726
KEYWORDS: Edgeworth expansion, mixing property, L¥'evy driven Ornstein-Uhlenbeck process, 60F05, 62E20
Dylan Possamaï, Guillaume Royer, Nizar Touzi
Electron. Commun. Probab. 18, 1-13, (2013) DOI: 10.1214/ECP.v18-2739
KEYWORDS: robust hedging, quasi-sure stochastic analysis, 93E20, 91B30, 91B28
Matthias Reitzner
Electron. Commun. Probab. 18, 1-7, (2013) DOI: 10.1214/ECP.v18-2851
KEYWORDS: Poisson point process, convex distance, large deviation inequality, 60F10, 60E15
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