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Articles
Robert Dalang, Carl Mueller
Electron. J. Probab. 8, 1-21, (2003) DOI: 10.1214/EJP.v8-123
KEYWORDS: Stochastic wave equation, stochastic beam equation, spatially homogeneous Gaussian noise, Stochastic partial differential equations, 60H15, 35R60, 35L05
Said Hamadène, Youssef Ouknine
Electron. J. Probab. 8, 1-20, (2003) DOI: 10.1214/EJP.v8-124
KEYWORDS: backward stochastic differential equation, Penalization, Poisson point process, martingale representation theorem, integral-differential mixed control, 60F10, 60JH20, 60H99
Patrick Cheridito, Hideyuki Kawaguchi, Makoto Maejima
Electron. J. Probab. 8, 1-14, (2003) DOI: 10.1214/EJP.v8-125
KEYWORDS: fractional Brownian motion, Langevin equation, long-range dependence, selfsimilar processes, Lampertitransformation, 60H10, 60G15, 60G18, 45F05‎
Donald Dawson, Andreas Greven
Electron. J. Probab. 8, 1-93, (2003) DOI: 10.1214/EJP.v8-126
KEYWORDS: Spatial branching processes with interaction, multitype branching processes with type-interaction, Historical process, Universality, coupling of multidimensional processes, coalescing random walks in singular random environment, 60K35, 60G57, 60J80
Harry Kesten, Vladas Sidoravicius
Electron. J. Probab. 8, 1-51, (2003) DOI: 10.1214/EJP.v8-127
KEYWORDS: Branching random walk, survival, extinction, 60K35, 60J80
Anja Sturm
Electron. J. Probab. 8, 1-39, (2003) DOI: 10.1214/EJP.v8-129
KEYWORDS: heat equation, colored noise, Stochastic partial differential equation, Superprocess, weak convergence, particle representation, random environment, existence theorem, 60H15, 60K35, 60K37, 60J80, 60F05
Albrecht Böttcher, Sergei Grudsky
Electron. J. Probab. 8, 1-29, (2003) DOI: 10.1214/EJP.v8-132
KEYWORDS: condition number, matrix norm, Random vector, Toeplitz matrix, 60H30, 15A60, 47B35, 65F35
Klaus Fleischmann, Leonid Mytnik
Electron. J. Probab. 8, 1-59, (2003) DOI: 10.1214/EJP.v8-136
KEYWORDS: Superprocess with killing, competing superprocesses, interactive superprocesses, superprocess with immigration, measure-valued branching, interactive branching, state-dependent branching, collision measure, Collision local time, Martingale problem, 60K35, 60G57, 60J80
Zhi-Dong Bai, Hsien-Kuei Hwang, Tsung-Hsi Tsai
Electron. J. Probab. 8, 1-26, (2003) DOI: 10.1214/EJP.v8-137
KEYWORDS: dominance, maximal points, central limit theorem, Berry-Esseen bound, local limit theorem, method of moments
Patrick Fitzsimmons, Ronald Getoor
Electron. J. Probab. 8, 1-54, (2003) DOI: 10.1214/EJP.v8-142
KEYWORDS: homogeneous random measure, additive functional, Kuznetsov measure, potential kernel, characteristic measure, strongly supermedian, smooth measure, 60J55, 60J45, 60J40
Xiaowen Zhou
Electron. J. Probab. 8, 1-15, (2003) DOI: 10.1214/EJP.v8-141
KEYWORDS: stepping-stone model, clustering, coalescing Brownian motion, 60G17, 60J25, 60K35
David Marquez-Carreras, Monica Sarra
Electron. J. Probab. 8, 1-39, (2003) DOI: 10.1214/EJP.v8-146
KEYWORDS: Stochastic partial differential equation, Stochastic heat equation, Gaussian noise, large deviation principle, 60H07, 60H15, 35R60
Fuchang Gao, Jan Hannig, Tzong-Yow Lee, Fred Torcaso
Electron. J. Probab. 8, 1-20, (2003) DOI: 10.1214/EJP.v8-151
KEYWORDS: Small ball probability, Laplace transforms, Hadamard's factorization theorem, 60G15
Ciprian Tudor, Frederi Viens
Electron. J. Probab. 8, 1-31, (2003) DOI: 10.1214/EJP.v8-155
KEYWORDS: Fractional Brownian sheet, Ito formula, Local time, Tanaka formula, Malliavin calculus, 60H07, 60G18, 60G15, 60J55
Amir Dembo, Yuval Peres, Jay Rosen
Electron. J. Probab. 8, 1-14, (2003) DOI: 10.1214/EJP.v8-139
KEYWORDS: Brownian motion, Manifold, Cover time, Wiener sausage, 60J65
Amarjit Budhiraja, Paul Dupuis
Electron. J. Probab. 8, 1-46, (2003) DOI: 10.1214/EJP.v8-154
KEYWORDS: Markov process, constrained process, large deviations, empirical measure, stability, Reflecting Brownian motion, 60F10, 60J25, 93E20
Jean-Francois Delmas
Electron. J. Probab. 8, 1-15, (2003) DOI: 10.1214/EJP.v8-161
KEYWORDS: ISE, Brownian snake, 60J55, 60J65, 60J80, 60G57
Mihai Gradinaru, Ivan Nourdin
Electron. J. Probab. 8, 1-26, (2003) DOI: 10.1214/EJP.v8-166
KEYWORDS: 60H05, 60F15, 60F05, 60J65, 60G15
Makoto Maejima, Kenji Yamamoto
Electron. J. Probab. 8, 1-18, (2003) DOI: 10.1214/EJP.v8-168
KEYWORDS: 60H10, 60G10, 60G18
Aime Lachal
Electron. J. Probab. 8, 1-53, (2003) DOI: 10.1214/EJP.v8-178
KEYWORDS: 60G20, 60J25
Fuchang Gao, Jan Hannig, Fred Torcaso
Electron. J. Probab. 8, 1-17, (2003) DOI: 10.1214/EJP.v8-147
KEYWORDS: small deviation, Random series, Bounded variation, 60G50, 60E15, 60G15
John Appleby, Alan Freeman
Electron. J. Probab. 8, 1-22, (2003) DOI: 10.1214/EJP.v8-179
KEYWORDS: 60H10, 60H20, 34K20, 45D05
Stanislav Volkov
Electron. J. Probab. 8, 1-15, (2003) DOI: 10.1214/EJP.v8-180
KEYWORDS: 60J10, 60K35
Daniel Ocone, Ananda Weerasinghe
Electron. J. Probab. 8, 1-27, (2003) DOI: 10.1214/EJP.v8-181
KEYWORDS: Stochastic control, stationary control, degenerate variance control, 93E20, 60G35
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