Temas
Cantidad
15A52, 60J27, 60J65, 60J45, 60K251 26C05; 60J651 35P99, 60J651 60C051 60E15, 28A351 60E99, 60E15, 46A551 60G35, 91B281 60J601 60J651 60K35 60K37 60G501 60K35 82B20 82B261 60K35, 60J80, 60J351 93E201 Absolutely continuous stochastic process, mass transportation problem, Salisbury's problem, Markov control, zero-noise limit1 Backward stochastic differential equations (BSDE), locally Lipschitzfunction.1 Black-Scholes formula, Meyer-Tanaka formula,semimartingales.1 Brownian motion, reflection1 Brownian motion; Brownian bridge; Canonical decomposition;Volterra transform.1 Central limit theorem, lognormal distribution, productsof sums of iid rv's, records, U-statistics1 Concentration of measure, empirical processes1 Diffusion processes, Exponential analogue of Pitman's 2M-X theorem.1 Fleming-Viot process, large deviations, quasi-potential.1 GUE, eigenvalues of random matrices, Hermitian Brownianmotion, non-colliding Brownian motions, Weyl chamber, queues in series,Burke's theorem, reversibility, Pitman's representation theorem, Charlierensemble.1 Hard-core model, Widom-Rowlinson model, Gibbsmeasures, monotonic phase transition, site-random-cluster model.1 Inclusion-exclusion principle, close-to-independent events.1 Markov chain Monte Carlo, Fill's algorithm, perfect sampling, exact sampling, rejection sampling,stochastic monotonicity, partially ordered set,monotone coupling, absolutely continuous Markov kernel,regularity conditions.1 Markov chain, convergence rate, mixing time, drift condition, minorisation condition, total variation distance.1 Mathematics6 No aplica1 Nodal line, reflected Brownian motion, mirror coupling, eigenfunction, Neumann problem1 Primary 60F10; secondary 92D10.1 Primary 60H10, 60H20, 34K20; Secondary 45D05.1 Primary 60J05; secondary 62M05.1 Primary 60K37, secondary 60F15.2 Primary: 60H10.1 Primary: 60J10, 68U20;secondary: 60G40, 65C05, 65C10, 65C40.1 Random environment with stationary conductances;Geodesics in first-passage percolation model; Reversible random walks on$Z^2$;Recurrence and transience.1 Random walk in random environment, RWRE,law of large numbers.1 Stochastic functional-differential equations, Ito-Volterra equations, uniform asymptotic stability, almost sure stability, pathwise stability, simulated annealing.1 Subdiagonal distribution, almost uniform distribution, exchangeable random order.1 spatial structure, interaction, superprocess, locationdependent branching1 tightness, t-statistic, self-normalized sum1