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Aproximadamente 559 registro(s) hasta el momento: (journal)

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Recurso libre

Stochastic Weak Attractor for a Dissipative Euler Equation
Bessaih, Hakima; University Dini, Pisa

Formato:	Peer-reviewed Article,
Enlaces:	In this paper a nonautonomous dynamical system is considered, a stochastic one that is obtained from the dissipative Euler equation subject to a stochastic perturbation, an additive noise. Absorbing sets have been defined as sets that depend on time and…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

Martingales on Random Sets and the Strong Martingale Property
Sharpe, Michael J.; University of California, San Diego

Formato:	Peer-reviewed Article,
Enlaces:	Let $X$ be a process defined on an optional random set. The paper develops two different conditions on $X$ guaranteeing that it is the restriction of a uniformly integrable martingale. In each case, it is supposed that $X$ is the…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

Limit Distributions and Random Trees Derived from the Birthday Problem with Unequal Probabilities
Camarri, Michael; University of California, Berkeley - Pitman, Jim; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	Given an arbitrary distribution on a countable set, consider the number of independent samples required until the first repeated value is seen. Exact and asymptotic formulae are derived for the distribution of this time and of the times until subsequent…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

Two Coalescents Derived from the Ranges of Stable Subordinators
Bertoin, Jean; Université Paris VI - Pitman, Jim; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	Let $M_\alpha$ be the closure of the range of a stable subordinator of index $\alpha\in ]0,1[$. There are two natural constructions of the $M_{\alpha}$'s simultaneously for all $\alpha\in ]0,1[$, so that $M_{\alpha}\subseteq M_{\beta}$ for $0< \alpha < \beta < 1$:…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

Limsup Random Fractals
Khoshnevisan, Davar; University of Utah - Peres, Yuval; University of California, Berkeley - Xiao, Yimin; University of Utah

Formato:	Peer-reviewed Article,
Enlaces:	Orey and Taylor (1974) introduced sets of ``fast points'' where Brownian increments are exceptionally large, ${\rm F}(\lambda):=\{ t\in[0,1]: \limsup_{h\to 0}{ \| X(t+h)-X(t)\| / \sqrt{ 2h\|\log h\|}} \ge \lambda\}$. They proved that for $\lambda \in (0,1]$, the Hausdorff dimension of ${\rm…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

The Norm Estimate of the Difference Between the Kac Operator and Schrödinger Semigroup II: The General Case Including the Relativistic Case
Ichinose, Takashi; Kanazawa University - Takanobu, Satoshi; Kanazawa University

Formato:	Peer-reviewed Article,
Enlaces:	More thorough results than in our previous paper in Nagoya Math. J. are given on the $L_p$-operator norm estimates for the Kac operator $e^{-tV/2} e^{-tH_0} e^{-tV/2}$ compared with the Schrödinger semigroup $e^{-t(H_0+V)}$. The Schrödinger operators $H_0+V$ to be treated in…
Fecha:	2000-01-01
Recurso:	Electronic journal of probability

Recurso libre

Stochastic differential equations with boundary conditions driven by a Poisson noise
Alabert, Aureli; Universitat Autònoma de Barcelona - Marmolejo, Miguel Angel; Universidad del Valle

Formato:	Peer-reviewed Article,
Enlaces:	We consider one-dimensional stochastic differential equations with a boundary condition, driven by a Poisson process. We study existence and uniqueness of solutions and the absolute continuity of the law of the solution. In the case when the coefficients are linear,…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

An asymptotic expansion for the discrete harmonic potential
Kozma, Gady; Tel Aviv University - Schreiber, Ehud; Tel Aviv University

Formato:	Peer-reviewed Article,
Enlaces:	We give two algorithms that allow to get arbitrary precision asymptotics for the harmonic potential of a random walk.
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

Small-time Behaviour of Lévy Processes
Doney, Ronald A.; Department of Mathematics, University of Manchester, UK

Formato:	Peer-reviewed Article,
Enlaces:	In this paper a necesary and sufficient condition is established for the probability that a Lévy process is positive at time $t$ to tend to 1 as $t$ tends to 0. This condition is expressed in terms of the characteristics…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

10.

On Infection Spreading and Competition between Independent Random Walks
Kurkova, Irina; Université de Paris VI (Pierre et Marie Curie), France - Popov, Serguei; Universidade de São Paulo, Brasil - Vachkovskaia, M.; Universidade de Campinas, Brasil

Formato:	Peer-reviewed Article,
Enlaces:	We study the models of competition and spreading of infection for infinite systems of independent random walks. For the competition model, we investigate the question whether one of the spins prevails with probability one. For the infection spreading, we give…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

11.

Quasiderivatives and Interior Smoothness of Harmonic Functions Associated with Degenerate Diffusion Processes
Krylov, N.V.; University of Minnesota

Formato:	Peer-reviewed Article,
Enlaces:	Proofs and two applications of two general results are given concerning the problem of establishing interior smoothness of probabilistic solutions of elliptic degenerate equations.
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

12.

Countable Systems of Degenerate Stochastic Differential Equations with Applications to Super-Markov Chains
Bass, Richard F; University of Connecticut, USA - Perkins, Edwin A.; The University of British Columbia

Formato:	Peer-reviewed Article,
Enlaces:	We prove well-posedness of the martingale problem for an infinite-dimensional degenerate elliptic operator under appropriate Hölder continuity conditions on the coefficients. These martingale problems include large population limits of branching particle systems on a countable state space in which the…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

13.

Exchangeable Fragmentation-Coalescence Processes and their Equilibrium Measures
Berestycki, Julien; Université de Provence, France

Formato:	Peer-reviewed Article,
Enlaces:	We define and study a family of Markov processes with state space the compact set of all partitions of $N$ that we call exchangeable fragmentation-coalescence processes. They can be viewed as a combination of homogeneous fragmentation as defined by Bertoin…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

14.

Chains with Complete Connections and One-Dimensional Gibbs Measures
Fernandez, Roberto; Laboratoire de mathematiques Raphael Salem, Universite de Rouen - Maillard, Gregory; Laboratoire de mathematiques Raphael Salem, Universite de Rouen

Formato:	Peer-reviewed Article,
Enlaces:	We discuss the relationship between one-dimensional Gibbs measures and discrete-time processes (chains). We consider finite-alphabet (finite-spin) systems, possibly with a grammar (exclusion rule). We establish conditions for a stochastic process to define a Gibbs measure and vice versa. Our conditions…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

15.

Level Sets of Multiparameter Brownian Motions
Nualart, Eulalia; Université de Paris 6 - Mountford, Thomas S.; Ecole Polytechnique Fédérale de Lausanne

Formato:	Peer-reviewed Article,
Enlaces:	We use Girsanov's theorem to establish a conjecture of Khoshnevisan, Xiao and Zhong that $\phi(r) = r^{N-d/2} (\log \log (\frac{1}{r}))^{d/2}$ is the exact Hausdorff measure function for the zero level set of an $N$-parameter $d$-dimensional additive Brownian motion. We extend…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

16.

A non-uniform bound for translated Poisson approximation
Barbour, Andrew D; Universitat Zurich - Choi, Kwok Pui; National University of Singapore

Formato:	Peer-reviewed Article,
Enlaces:	Let $X_1, \ldots , X_n$ be independent, integer valued random variables, with $p^{\text{th}}$ moments, $p >2$, and let $W$ denote their sum. We prove bounds analogous to the classical non-uniform estimates of the error in the central limit theorem, but…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

17.

Brownian Bridge Asymptotics for Random $p$-Mappings
Aldous, David; University of California, Berkeley - Miermont, Gregory; Ecole Normale Superieure - Pitman, Jim; University of California, Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	The Joyal bijection between doubly-rooted trees and mappings can be lifted to a transformation on function space which takes tree-walks to mapping-walks. Applying known results on weak convergence of random tree walks to Brownian excursion, we give a conceptually simpler…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

18.

The Genealogy of Self-similar Fragmentations with Negative Index as a Continuum Random Tree
Haas, Bénédicte; Université Pierre et Marie Curie - Miermont, Grégory; DMA, Ecole Normale Supérieure, et Université Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	We encode a certain class of stochastic fragmentation processes, namely self-similar fragmentation processes with a negative index of self-similarity, into a metric family tree which belongs to the family of Continuum Random Trees of Aldous. When the splitting times of…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

19.

A Singular Parabolic Anderson Model
Mueller, Carl E; University of Rochester - Tribe, Roger; University of Warwick

Formato:	Peer-reviewed Article,
Enlaces:	We consider the heat equation with a singular random potential term. The potential is Gaussian with mean 0 and covariance given by a small constant times the inverse square of the distance. Solutions exist as singular measures, under suitable assumptions…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

20.

Differential Operators and Spectral Distributions of Invariant Ensembles from the Classical Orthogonal Polynomials. The Continuous Case
Ledoux, Michel; Université de Toulouse

Formato:	Peer-reviewed Article,
Enlaces:	Following the investigation by U. Haagerup and S. Thorbjornsen, we present a simple differential approach to the limit theorems for empirical spectral distributions of complex random matrices from the Gaussian, Laguerre and Jacobi Unitary Ensembles. In the framework of abstract…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

21.

Percolation Transition for Some Excursion Sets
Garet, Olivier; Université d'Orléans, France

Formato:	Peer-reviewed Article,
Enlaces:	We consider a random field $(X_n)_{n\in\mathbb{Z}^d}$ and investigate when the set $A_h=\{k\in\mathbb{Z}^d; \vert X_k\vert \ge h\}$ has infinite clusters. The main problem is to decide whether the critical level $$h_c=\sup\{h\in R : P(A_h\text{ has an infinite cluster })>0\}$$ is neither…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

22.

Hierarchical Equilibria of Branching Populations
Dawson, Donald A.; Carleton University - Gorostiza, Luis G.; Centro de Investigacion y de Estudios Avanzados, Mexico D.F., Mexico - Wakolbinger, Anton; Goethe Universitat, Frankfurt am Main, Germany

Formato:	Peer-reviewed Article,
Enlaces:	Abstract. The objective of this paper is the study of the equilibrium behavior of a population on the hierarchical group $\Omega_N$ consisting of families of individuals undergoing critical branching random walk and in addition these families also develop according to…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

23.

Coupling Iterated Kolmogorov Diffusions
Kendall, Wilfrid S; University of Warwick - Price, Catherine J.; Lehman Brothers

Formato:	Peer-reviewed Article,
Enlaces:	The Kolmogorov-1934 diffusion is the two-dimensional diffusion generated by real Brownian motion and its time integral. In this paper we construct successful co-adapted couplings for iterated Kolmogorov diffusions defined by adding iterated time integrals as further components to the original…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

24.

Intrinsic Coupling on Riemannian Manifolds and Polyhedra
von Renesse, Max-K.; Technical University Berlin

Formato:	Peer-reviewed Article,
Enlaces:	Starting from a central limit theorem for geometric random walks we give an elementary construction of couplings between Brownian motions on Riemannian manifolds. This approach shows that cut locus phenomena are indeed inessential for Kendall's and Cranston's stochastic proof of…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

25.

Reconstructing a Multicolor Random Scenery seen along a Random Walk Path with Bounded Jumps
Loewe, Matthias; University Muenster - Matzinger, Heinrich; Georgia Tech - Merkl, Franz; Leiden University

Formato:	Peer-reviewed Article,
Enlaces:	Kesten noticed that the scenery reconstruction method proposed by Matzinger in his PhD thesis relies heavily on the skip-free property of the random walk. He asked if one can still reconstruct an i.i.d. scenery seen along the path of a…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

26.

Multifractal Analysis of a Class of Additive Processes with Correlated Non-Stationary Increments
Barral, Julien; INRIA Rocquencourt, France - Véhel, Jacques Lévy; NRIA Rocquencourt, France

Formato:	Peer-reviewed Article,
Enlaces:	We consider a family of stochastic processes built from infinite sums of independent positive random functions on $R_+$. Each of these functions increases linearly between two consecutive negative jumps, with the jump points following a Poisson point process on $R_+$.…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

27.

Asymptotic Distributions and Berry-Esseen Bounds for Sums of Record Values
Shao, Qi-Man; University of Oregon and National University of Singapore - Su, Chun; University of Science an Technology of China - Wei, Gang; Hong Kong Baptist University

Formato:	Peer-reviewed Article,
Enlaces:	Let $\{U_n, n \geq 1\}$ be independent uniformly distributed random variables, and $\{Y_n, n \geq 1\}$ be independent and identically distributed non-negative random variables with finite third moments. Denote $S_n = \sum_{i=1}^n Y_i$ and assume that $ (U_1, \cdots, U_n)$…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

28.

Nonliner Filtering for Reflecting Diffusions in Random Enviroments via Nonparametric Estimation
Kouritzin, Michael A.; University of Alberta, Canada - Sun, Wei; University of Alberta and Concordia University, Canada - Xiong, Jie; University of Tennessee

Formato:	Peer-reviewed Article,
Enlaces:	We study a nonlinear filtering problem in which the signal to be estimated is a reflecting diffusion in a random environment. Under the assumption that the observation noise is independent of the signal, we develop a nonparametric functional estimation method…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

29.

Asymptotic Laws for Nonconservative Self-similar Fragmentations
Bertoin, Jean; Université Paris VI - Gnedin, Alexander V.; Rijksuniversiteit Utrecht, The Netherlands

Formato:	Peer-reviewed Article,
Enlaces:	We consider a self-similar fragmentation process in which the generic particle of mass $x$ is replaced by the offspring particles at probability rate $x^\alpha$, with positive parameter $\alpha$. The total of offspring masses may be both larger or smaller than…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

30.

A General Analytical Result for Non-linear SPDE's and Applications
Denis, Laurent; Université du Maine, France - Stoica, L.; University of Bucharest, Romania

Formato:	Peer-reviewed Article,
Enlaces:	Using analytical methods, we prove existence uniqueness and estimates for s.p.d.e. of the type $$ du_t+Au_tdt+f ( t,u_t ) dt+R g(t, u_t ) dt=h(t,x,u_t) dB_t, $$ where $A$ is a linear non-negative self-adjoint (unbounded) operator, $f$ is a nonlinear function…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

31.

The Beurling Estimate for a Class of Random Walks
Lawler, Gregory F; Cornell University - Limic, Vlada; University of British Columbia

Formato:	Peer-reviewed Article,
Enlaces:	An estimate of Beurling states that if $K$ is a curve from $0$ to the unit circle in the complex plane, then the probability that a Brownian motion starting at $-\varepsilon$ reaches the unit circle without hitting the curve is…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

32.

Mixing Times for Random Walks on Finite Lamplighter Groups
Peres, Yuval; University of California - Revelle, David; University of California

Formato:	Peer-reviewed Article,
Enlaces:	Given a finite graph $G$, a vertex of the lamplighter graph $G^\diamondsuit=\mathbb {Z}_2 \wr G$ consists of a zero-one labeling of the vertices of $G$, and a marked vertex of $G$. For transitive $G$ we show that, up to constants,…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

33.

Gaussian Scaling for the Critical Spread-out Contact Process above the Upper Critical Dimension
van der Hofstad, Remco; Eindhoven University of Technology, The Netherlands - Sakai, Akira; EURANDOM, The Netherlands

Formato:	Peer-reviewed Article,
Enlaces:	We consider the critical spread-out contact process in $Z^d$ with $d\geq1$, whose infection range is denoted by $L\geq1$. The two-point function $\tau_t(x)$ is the probability that $x\in Z^d$ is infected at time $t$ by the infected individual located at the…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

34.

On Some Degenerate Large Deviation Problems
Puhalskii, Anatolii A.; University of Colorado at Denver, USA and Institute for Problems in Information,

Formato:	Peer-reviewed Article,
Enlaces:	This paper concerns the issue of obtaining the large deviation principle for solutions of stochastic equations with possibly degenerate coefficients. Specifically, we explore the potential of the methodology that consists in establishing exponential tightness and identifying the action functional via…
Fecha:	2004-01-01
Recurso:	Electronic journal of probability

Recurso libre

35.

Corrections to "On Lévy processes conditioned to stay positive"
Chaumont, Loïc; LAREMA - Université d'Angers - Doney, Ronald Arthur; Department of Mathematics, University of Manchester

Formato:	Peer-reviewed Article,
Enlaces:	We correct two errors of omission in our paper, On Lévy processes conditioned to stay positive. Electron. J. Probab. 10, (2005), no. 28, 948--961. Math. Review 2006h:60079.
Fecha:	2008-01-01
Recurso:	Electronic journal of probability

Recurso libre

36.

Local Energy Statistics in Directed Polymers
Kurkova, Irina; Université de Paris VI (Pierre et Marie Curie), France

Formato:	Peer-reviewed Article,
Enlaces:	Recently, Bauke and Mertens conjectured that the local statistics of energies in random spin systems with discrete spin space should, in most circumstances, be the same as in the random energy model. We show that this conjecture holds true as…
Fecha:	2008-01-01
Recurso:	Electronic journal of probability

Recurso libre

37.

Radius and profile of random planar maps with faces of arbitrary degrees
Miermont, Grégory; CNRS & LM-Orsay, Université de Paris-Sud - Weill, Mathilde; DMA, École Normale Supérieure

Formato:	Peer-reviewed Article,
Enlaces:	We prove some asymptotic results for the radius and the profile of large random planar maps with faces of arbitrary degrees. Using a bijection due to Bouttier, Di Francesco & Guitter between rooted planar maps and certain four-type trees with…
Fecha:	2008-01-01
Recurso:	Electronic journal of probability

Recurso libre

38.

Concentration of the Spectral Measure for Large Random Matrices with Stable Entries
Houdré, Christian; School of Mathematics, Georgia Tech. - Xu, Hua; School of Mathematics, Georgia Tech.

Formato:	Peer-reviewed Article,
Enlaces:	We derive concentration inequalities for functions of the empirical measure of large random matrices with infinitely divisible entries, in particular, stable or heavy tails ones. We also give concentration results for some other functionals of these random matrices, such as…
Fecha:	2008-01-01
Recurso:	Electronic journal of probability

Recurso libre

39.

Curve Crossing for the Reflected Levy Process at Zero and Infinity
Savov, Mladen Svetoslavov; The University of Manchester

Formato:	Peer-reviewed Article,
Enlaces:	Let $R_{t}=\sup_{0\leq s\leq t}X_{s}-X_{t}$ be a Levy process reflected in its maximum. We give necessary and sufficient conditions for finiteness of passage times above power law boundaries at infinity. Information as to when the expected passage time for $R_{t}$ is…
Fecha:	2008-01-01
Recurso:	Electronic journal of probability

Recurso libre

40.

Two-Player Knock 'em Down
Fill, James Allen; The Johns Hopkins University - Wilson, David B; Microsoft

Formato:	Peer-reviewed Article,
Enlaces:	We analyze the two-player game of Knock 'em Down, asymptotically as the number of tokens to be knocked down becomes large. Optimal play requires mixed strategies with deviations of order $\sqrt{n}$ from the naïve law-of-large numbers allocation. Upon rescaling by…
Fecha:	2008-01-01
Recurso:	Electronic journal of probability

Recurso libre

41.

A penalized bandit algorithm
Lamberton, Damien; Université Paris-Est - Pagès, Gilles; Université Paris 6

Formato:	Peer-reviewed Article,
Enlaces:	We study a two armed-bandit recursive algorithm with penalty. We show that the algorithm converges towards its ``target" although it always has a noiseless ``trap". Then, we elucidate the rate of convergence. For some choices of the parameters, we obtain…
Fecha:	2008-01-01
Recurso:	Electronic journal of probability

Recurso libre

42.

Bounding a Random Environment Bounding a Random Environment for Two-dimensional Edge-reinforced Random Walk
Merkl, Franz; University of Munich, Germany - Rolles, Silke W.W.; Technical University of Munich

Formato:	Peer-reviewed Article,
Enlaces:	We consider edge-reinforced random walk on the infinite two-dimensional lattice. The process has the same distribution as a random walk in a certain strongly dependent random environment, which can be described by random weights on the edges. In this paper,…
Fecha:	2008-01-01
Recurso:	Electronic journal of probability

Recurso libre

43.

Malliavin Calculus in Lévy spaces and Applications to Finance.
Petrou, Evangelia; TU Berlin

Formato:	Peer-reviewed Article,
Enlaces:	The main goal of this paper is to generalize the results of Fournie et al. [7] for markets generated by Lévy processes. For this reason we extend the theory of Malliavin calculus to provide the tools that are necessary for…
Fecha:	2008-01-01
Recurso:	Electronic journal of probability

Recurso libre

44.

Path properties of a class of locally asymptotically self similar processes
Boufoussi, Brahim; Cadi Ayyad University - Dozzi, Marco E.; Nancy University - Guerbaz, Raby; Cadi Ayyad University

Formato:	Peer-reviewed Article,
Enlaces:	Various paths properties of a stochastic process are obtained under mild conditions which allow for the integrability of the characteristic function of its increments and for the dependence among them. The main assumption is closely related to the notion of…
Fecha:	2008-01-01
Recurso:	Electronic journal of probability

Recurso libre

45.

Decay Rates of Solutions of Linear Stochastic Volterra Equations
Reynolds, David W; Dublin City University - Appleby, John A. D.; Dublin City University

Formato:	Peer-reviewed Article,
Enlaces:	The paper studies the exponential and non--exponential convergence rate to zero of solutions of scalar linear convolution Ito-Volterra equations in which the noise intensity depends linearly on the current state. By exploiting the positivity of the solution, various upper and…
Fecha:	2008-01-01
Recurso:	Electronic journal of probability

Recurso libre

46.

Urn-related random walk with drift $\rho x^\alpha / t^\beta$
Menshikov, Mikhail; University of Durham - Volkov, Stanislav; University of Bristol

Formato:	Peer-reviewed Article,
Enlaces:	We study a one-dimensional random walk whose expected drift depends both on time and the position of a particle. We establish a non-trivial phase transition for the recurrence vs. transience of the walk, and show some interesting applications to Friedman's…
Fecha:	2008-01-01
Recurso:	Electronic journal of probability

Recurso libre

47.

Semiclassical Analysis and a New Result for Poisson-Lévy Excursion Measures
Davies, Ian M; Swansea University

Formato:	Peer-reviewed Article,
Enlaces:	The Poisson-Levy excursion measure for the diffusion process with small noise satisfying the Ito equation $$ dX^{\varepsilon} = b(X^{\varepsilon}(t))dt + \sqrt\varepsilon\,dB(t) $$ is studied and the asymptotic behaviour in $\varepsilon$ is investigated. The leading order term is obtained exactly and…
Fecha:	2008-01-01
Recurso:	Electronic journal of probability

Recurso libre

48.

Hausdorff Dimension of the SLE Curve Intersected with the Real Line
Alberts, Tom; Courant Institute of Mathematical Sciences - Sheffield, Scott; Courant Institute of Mathematical Sciences

Formato:	Peer-reviewed Article,
Enlaces:	We establish an upper bound on the asymptotic probability of an $SLE(\kappa)$ curve hitting two small intervals on the real line as the interval width goes to zero, for the range $4 < \kappa < 8$. As a consequence we…
Fecha:	2008-01-01
Recurso:	Electronic journal of probability

Recurso libre

49.

A tail inequality for suprema of unbounded empirical processes with applications to Markov chains
Adamczak, Radoslaw; Polish Academy of Sciences

Formato:	Peer-reviewed Article,
Enlaces:	We present a tail inequality for suprema of empirical processes generated by variables with finite $\psi_\alpha$ norms and apply it to some geometrically ergodic Markov chains to derive similar estimates for empirical processes of such chains, generated by bounded functions.…
Fecha:	2008-01-01
Recurso:	Electronic journal of probability

Recurso libre

50.

Sobolev solution for semilinear PDE with obstacle under monotonicity condition
Matoussi, Anis; Université du Maine - Xu, Mingyu; Institute of Applied Mathematics, Beijing

Formato:	Peer-reviewed Article,
Enlaces:	We prove the existence and uniqueness of Sobolev solution of a semilinear PDE's and PDE's with obstacle under monotonicity condition. Moreover we give the probabilistic interpretation of the solutions in term of Backward SDE and reflected Backward SDE respectively
Fecha:	2008-01-01
Recurso:	Electronic journal of probability