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Articles
Philippe Briand, Bernard Delyon, Jean Mémin
Electron. Commun. Probab. 6, 1-14, (2001) DOI: 10.1214/ECP.v6-1030
KEYWORDS: Backward stochastic differential equation (BSDE), stabilityof BSDEs, weak convergence of filtrations, discretization, 60H10, 60Fxx
Michael Marcus, Jan Rosinski
Electron. Commun. Probab. 6, 15-29, (2001) DOI: 10.1214/ECP.v6-1031
KEYWORDS: Infinitely divisible random variables, stochastic integrals, 60E07, 60E15, 60H05
Rami Atar, Siva Athreya, Min Kang
Electron. Commun. Probab. 6, 31-38, (2001) DOI: 10.1214/ECP.v6-1032
KEYWORDS: Ballistic, Deposition, Diffusion limited aggregation, 60K35
Giambattista Giacomin, Gustavo Posta
Electron. Commun. Probab. 6, 39-53, (2001) DOI: 10.1214/ECP.v6-1033
KEYWORDS: Inhomogeneous Symmetric Random Walks, Heat kernel estimates, Recurrence-Transience, hitting probabilities, Wiener test, Paley-Zygmund inequality, 60J25, 60J75, 82B41
Dmitriy Panchenko
Electron. Commun. Probab. 6, 55-65, (2001) DOI: 10.1214/ECP.v6-1034
KEYWORDS: concentration of measure, Empirical processes, 60E15, 28A35
Jan Swart
Electron. Commun. Probab. 6, 67-71, (2001) DOI: 10.1214/ECP.v6-1035
KEYWORDS: Stochastic differential equation, pathwise uniqueness / strong uniqueness, diffusion process
B. Hambly, James Martin, Neil O'Connell
Electron. Commun. Probab. 6, 73-77, (2001) DOI: 10.1214/ECP.v6-1036
KEYWORDS: Pitman's representation, three-dimensional Bessel process, telegrapher's equation, queue, Burke's theorem, quasireversibility, 60J10, 60J27, 60J45, 60K25
Antar Bandyopadhyay, David Aldous
Electron. Commun. Probab. 6, 79-89, (2001) DOI: 10.1214/ECP.v6-1037
KEYWORDS: Confidence interval, exact sampling, Markov chain Monte Carlo, 60J10, 62M05, 68W20
Konstantin Borovkov, Zaeem Burq
Electron. Commun. Probab. 6, 91-94, (2001) DOI: 10.1214/ECP.v6-1038
KEYWORDS: Skip-free Lévy process, first crossing time, Change of measure, 60G51
Jean Bertoin, Marc Yor
Electron. Commun. Probab. 6, 95-106, (2001) DOI: 10.1214/ECP.v6-1039
KEYWORDS: Self-similar Markov process, subordinator, exponential functional, 60J30
Wolfgang König, Neil O'Connell
Electron. Commun. Probab. 6, 107-114, (2001) DOI: 10.1214/ECP.v6-1040
KEYWORDS: Wishart and Laguerre ensembles and processes, eigenvalues as diffusions, non-colliding squared Bessel processes, 15A52, 60J65, 62E10
Oded Schramm
Electron. Commun. Probab. 6, 115-120, (2001) DOI: 10.1214/ECP.v6-1041
KEYWORDS: SLE, Cardy, conformal invariance, 60K35, 30C35
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