Colección: TEMAS

Temas Cantidad
26B20, 26B35, 34A26, 46N30, 53A04,60G15, 60H10.1
35Q30 ; 76D051
60 G 18, 60 G 51, 60 B 10.1
60B12, 60F15, 62G071
60C05; 60K35; 60F051
60E07; 60E10; 60J801
60F10; 60J55; 60J651
60F10; 60J65; 82B10; 82B261
60F99, 60F10, 60H07, 39B621
60G15, 60G17, 28A801
60G15; 28A80; 47B061
60G181
60G35; 41A25; 94A291
60G40; 35R35; 45G10; 60J60; 91B281
60G55; 15A52; 52C201
60G57; 60J80; 60K351
60H05; 60J651
60H07;60J75; 65C051
60H10;60G17, 60G071
60H15; 35R601
60J10 ; 60J501
60J10; 05A15; 60J651
60J25; 60G091
60J25; 60K351
60J27;60F101
60J451
60J60, 65C1
60J65, 60K991
60K35, 82B24, 82B41, 60F171
60K35; 60F10; 82B411
60K35; 60J50;35K151
60K35; 82B431
60K35; 82C431
60K35;82B431
60K37, 82D301
60K37,82D301
60K37; 60G57; 60G09;60E071
60K401
82B27, 60K35, 82B43, 60D05, 30C351
82C28;82C22;60J60;60J801
90B15, 60J851
91A15, 60G40, 91A601
AMS subject classification (2000): 15A52; 60F05.1
Backward stochastic differential equation ; Poisson measure ; Dynkin game ; Mokobodzki's condition1
Brownian excursions; Malliavin calculus; stochastic integrals; stochastic integral representation; anticipating calculus1
Brownian motion, symmetric $alpha$-stable process, $alpha$-time Brownian motion, local time, Chung's law, Kesten's law.1
Brownian motion; local minimum; point process; equivalence relation1
Brownian sheet, sectorial local nondeterminism, image, Salem sets, multiple points, Hausdorff dimension, packing dimension.1
Catalyst, reactant, superprocess, critical scaling, refined law of large numbers, catalytic branching, stable medium, random environment, supercritical dimension, generalised stable Ornstein-Uhlenbeck process, index jump, parabolic Anderson model with sta1
Central limit theorem; the Costin-Lebowitz-Soshnikov theorem; Eigenvalues; RH problems; Sample covariance matrices1
Competing growth; graphs; coexistence1
Consistent variation; (lower/upper) negative dependence; partial sum; precise large deviations; uniform asymptotics; (upper) Matuszewska index1
Convex concentration inequalities, forward-backward stochastic calculus, deviation inequalities, Clark formula, Brownian motion, jump processes1
Curvilinear integrals, H"older continuity, rough paths, stochastic integrals, stochastic differential equations, fractional Brownian motion.1
Diffusions in a random environment, ballistic behavior, Condition $(T)$1
Discounted optimal stopping problem; finite horizon; geometric Brownian motion; maximum process; parabolic free-boundary problem; smooth fit; normal reflection; a nonlinear Volterra integral equation of the second kind; boundary surface; a change-of-varia1
Fleming-Viot, propagation of chaos, tagged particle,1
Gaussian random fields; fractional Brownian motion; fractal measures; Kolmogorov numbers; metric entropy1
Hammersley's process; second class particles; rarefaction fan1
High-resolution quantization; complexity; stochastic process; entropy; distortion rate function1
Interacting Brownian motions; Brownian intersection local times; large deviations; occupation measure; Gross-Pitaevskii formula1
Interval fragmentation; exchangeable compositions1
Last-passage; simple exclusion; cube root asymptotics; competition interface; Burke's theorem; rarefaction fan1
Malliavin calculus ; Monte-Carlo algorithm ; Euler scheme ; compound Poisson process; sensitivity analysis ; European options ; Asian options1
Monte Carlo methods, random walk, Skew Brownian motion, one-dimensional process, divergence form operator,1
No aplica2
Primary 60F10; Secondary 60E151
Primary 60J65; Secondary 60B99; 60D05; 60G551
Primary 60K35; 82C20; 82C221
Primary: 60E15, 60J65; secondary: 60E05, 60G15, 60G50, 60J301
Primary: 60J45; 60J35; Secondary: 60J55; 60J57; 60J75; 60G51; 60G521
Random Walk; Maximal Excursion; Generating Function; Comb; Brownian Motion1
Random Walks, Random Environments, Dirichlet Laws, Reinforced Random Walks1
Random matrices; Tiling problems;1
Reinforced Random Walk ; learning ; Markov ; multiple-level ; martingale1
Renormalization, catalytic Wright-Fisher diffusion, embedded particle system, extinction, unbounded growth, interacting diffusions, universality.1
SPDEs degenerating on the boundary; weighted Sobolev spaces1
Self-similar Markov process, L'evy process, Lamperti representation, last passage time, time reversal, integral test, law of the iterated logarithm.1
Small-world networks, shortest path length, branching process1
Spatial coagulation model; post-gelation behavior; stochastic particle systems1
Stable processes; stable-like processes; Kato class; Feynman-Kacsemigroups; continuous additive functionals; continuous additivefunctionals of zero energy; purely discontinuous additivefunctionals.1
Stochastic fixed point equation; weighted branching process; infinite divisibility; L'evy measure; Choquet-Deny theorem; stable distribution1
Stochastic three-dimensional Navier-Stokes equations, invariant measure,1
Wetting Transition; Critical Wetting; delta-Pinning Model; Renewal Theory; Fluctuation Theory for Random Walks1
bootstrap percolation; cellular automaton; metastability; finite-size scaling1
coalescent; $la$-coalescent; structured coalescent; limit theorems, coalescing random walks1
continuous-time Markov chain, law of large numbers, central limittheorem, large deviations, entropy production, time-reversed process1
continuum scaling limit, percolation, SLE, conformal invariance1
forest-fires, self-organised criticality, cluster size distribution1
forest-fires; self-organized criticality; forest-fire model; existence; well-defined1
intersection local time; moderate deviations; planar random walks; large deviations; Brownian motion; Gagliardo-Nirenberg; law of the iterated logarith1
kernel density estimator; weighted uniform consistency; convergence rates; uniform in bandwidth; empirical process1
percolation; transience; wedges1
random probability distribution ; infinite divisibility ; random environment ; Lévy-Khintchin representation ; Lévy-Itô représentation1
reflected diffusions; Skorokhod problem; submartingale problem; stochastic differential equations1
supermartingales; martingales; upper bounds; probability inequalities; generalized moments1
voter model interface, coalescing random walks, Brownian web, invariance principle1