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Ito Formula and Local Time for the Fractional Brownian Sheet
Tudor, Ciprian A.; Laboratoire de Probabilit'{e}s, Universit'{e} de Paris 6 - Viens, Frederi G.; Purdue University

Formato:	Peer-reviewed Article,
Enlaces:	Using the techniques of the stochastic calculus of variations for Gaussian processes, we derive an It^{o} formula for the fractional Brownian sheet with Hurst parameters bigger than $1/2$. As an application, we give a stochastic integral representation for the local…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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Computation of Moments for the Length of the OneDimensional ISE Support
Delmas, Jean-Francois; École des Ponts

Formato:	Peer-reviewed Article,
Enlaces:	We consider in this paper the support $[L',R']$ of the one dimensional Integrated Super Brownian Excursion. We determine the distribution of $(R',L')$ through a modified Laplace transform. Then we give an explicit value for the first two moments of $R'$…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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Excited Random Walk on Trees
Volkov, Stanislav; University of Bristol, UK

Formato:	Peer-reviewed Article,
Enlaces:	We consider a nearest-neighbor stochastic process on a rooted tree $G$ which goes toward the root with probability $1-\varepsilon$ when it visits a vertex for the first time. At all other times it behaves like a simple random walk on…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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Some Non-Linear S.P.D.E's That Are Second Order In Time
Dalang, Robert C.; Ecole Polytechnique Fédérale - Mueller, Carl; University of Rochester

Formato:	Peer-reviewed Article,
Enlaces:	We extend J.B. Walsh's theory of martingale measures in order to deal with stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation, and driven by spatially homogeneous Gaussian noise. For…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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Reflected Backward Stochastic Differential Equation with Jumps and Random Obstacle
Hamadène, Said; Universite du Maine - Ouknine, Youssef; Universite Cadi Ayyad

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we give a solution for the one-dimensional reflected backward stochastic differential equation when the noise is driven by a Brownian motion and an independent Poisson point process. We prove existence and uniqueness of the solution in using…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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Fractional Ornstein-Uhlenbeck processes
Cheridito, Patrick; ETH Zurich - Kawaguchi, Hideyuki; Keio University and Sumitomo Mitsui Banking Corporation - Maejima, Makoto; Keio University

Formato:	Peer-reviewed Article,
Enlaces:	The classical stationary Ornstein-Uhlenbeck process can be obtained in two different ways. On the one hand, it is a stationary solution of the Langevin equation with Brownian motion noise. On the other hand, it can be obtained from Brownian motion…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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On Convergence of Population Processes in Random Environments to the Stochastic Heat Equation with Colored Noise
Sturm, Anja; Technische Universität Berlin

Formato:	Peer-reviewed Article,
Enlaces:	We consider the stochastic heat equation with a multiplicative colored noise term on the real space for dimensions greater or equal to 1. First, we prove convergence of a branching particle system in a random environment to this stochastic heat…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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The Norm of the Product of a Large Matrix and a Random Vector
Böttcher, Albrecht; TU Chemnitz - Grudsky, Sergei; CINVESTAV del I.P.N.

Formato:	Peer-reviewed Article,
Enlaces:	Given a real or complex $n \times n$ matrix $A_n$, we compute the expected value and the variance of the random variable $\\| A_n x\\|^2/\\| A_n \\|^2$, where $x$ is uniformly distributed on the unit sphere of $R^n$ or $C^n$.…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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Competing Species Superprocesses with Infinite Variance
Fleischmann, Klaus; Weierstrass Institute for Applied Analysis and Stochastics - Mytnik, Leonid; Technion - Israel Institute of Technology

Formato:	Peer-reviewed Article,
Enlaces:	We study pairs of interacting measure-valued branching processes (superprocesses) with alpha-stable migration and $(1+\beta)$-branching mechanism. The interaction is realized via some killing procedure. The collision local time for such processes is constructed as a limit of approximating collision local times.…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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10.

Berry-Esseen Bounds for the Number of Maxima in Planar Regions
Bai, Zhi-Dong; National University of Singapore and Northeast Normal University - Hwang, Hsien-Kuei; Academia Sinica, Taipei - Tsai, Tsung-Hsi; Academia Sinica, Taipei

Formato:	Peer-reviewed Article,
Enlaces:	We derive the optimal convergence rate $O(n^{-1/4})$ in the central limit theorem for the number of maxima in random samples chosen uniformly at random from the right equilateral triangle with two sides parallel to the axes, the hypotenuse with the…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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11.

Brownian Motion on Compact Manifolds: Cover Time and Late Points
Dembo, Amir; Stanford University - Peres, Yuval; University of California, Berkeley - Rosen, Jay; College of Staten Island, CUNY

Formato:	Peer-reviewed Article,
Enlaces:	Let $M$ be a smooth, compact, connected Riemannian manifold of dimension $d>2$ and without boundary. Denote by $T(x,r)$ the hitting time of the ball of radius $r$ centered at $x$ by Brownian motion on $M$. Then, $C_r(M)=\sup_{x \in M} T(x,r)$…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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12.

Clustering Behavior of a Continuous-Sites Stepping-Stone Model with Brownian Migration
Zhou, Xiaowen; Department of Mathematics and Statistics, Concordia university

Formato:	Peer-reviewed Article,
Enlaces:	Clustering behavior is studied for a continuous-sites stepping-stone model with Brownian migration. It is shown that, if the model starts with the same mixture of different types of individuals over each site, then it will evolve in a way such…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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13.

Homogeneous Random Measures and Strongly Supermedian Kernels of a Markov Process
Fitzsimmons, Patrick J.; UCSD - Getoor, Ronald K.; UCSD

Formato:	Peer-reviewed Article,
Enlaces:	The potential kernel of a positive left additive functional (of a strong Markov process $X$) maps positive functions to strongly supermedian functions and satisfies a variant of the classical domination principle of potential theory. Such a kernel $V$ is called…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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14.

Large Deviation Principle for a Stochastic Heat Equation With Spatially Correlated Noise
Marquez-Carreras, David; Universitat de Barcelona - Sarra, Monica; Universitat de Barcelona

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we prove a large deviation principle (LDP) for a perturbed stochastic heat equation defined on $[0,T]\times [0,1]^d$. This equation is driven by a Gaussian noise, white in time and correlated in space. Firstly, we show the Holder…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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15.

Comparison Theorems for Small Deviations of Random Series
Gao, Fuchang; University of Idaho - Hannig, Jan; Colorado State University - Torcaso, Fred; Johns Hopkins University

Formato:	Peer-reviewed Article,
Enlaces:	Let ${\xi_n}$ be a sequence of i.i.d. positive random variables with common distribution function $F(x)$. Let ${a_n}$ and ${b_n}$ be two positive non-increasing summable sequences such that ${\prod_{n=1}^{\infty}(a_n/b_n)}$ converges. Under some mild assumptions on $F$, we prove the following comparison…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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16.

Laplace Transforms via Hadamard Factorization
Gao, Fuchang; University of Idaho - Hannig, Jan; Colorado State University - Lee, Tzong-Yow; University of Maryland - Torcaso, Fred; The Johns Hopkins University

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we consider the Laplace transforms of some random series, in particular, the random series derived as the squared $L_2$ norm of a Gaussian stochastic process. Except for some special cases, closed form expressions for Laplace transforms are,…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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17.

Large Deviations for the Emprirical Measures of Reflecting Brownian Motion and Related Constrained Processes in $R_+$
Budhiraja, Amarjit; University of North Carolina at Chapel Hill - Dupuis, Paul; Brown University

Formato:	Peer-reviewed Article,
Enlaces:	We consider the large deviations properties of the empirical measure for one dimensional constrained processes, such as reflecting Brownian motion, the M/M/1 queue, and discrete time analogues. Because these processes do not satisfy the strong stability assumptions that are usually…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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18.

Long-Memory Stable Ornstein-Uhlenbeck Processes
Maejima, Makoto; Department of Mathematics, Keio University - Yamamoto, Kenji; Department of Mathematics, Keio University

Formato:	Peer-reviewed Article,
Enlaces:	The solution of the Langevin equation driven by a Lévy process noise has been well studied, under the name of Ornstein-Uhlenbeck type process. It is a stationary Markov process. When the noise is fractional Brownian motion, the covariance of the…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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19.

Exponential Asymptotic Stability of Linear Ito-Volterra Equation with Damped Stochastic Perturbations
Appleby, John A. D.; Dublin City University, Ireland - Freeman, Alan; Dublin City University, Ireland

Formato:	Peer-reviewed Article,
Enlaces:	This paper studies the convergence rate of solutions of the linear Ito-Volterra equation $$ dX(t) = \left(AX(t) + \int_{0}^{t} K(t-s)X(s),ds\right)\,dt + \Sigma(t)\,dW(t) \tag{1} $$ where $K$ and $\Sigma$ are continuous matrix-valued functions defined on $\mathbb{R}^{+}$, and $(W(t))_{t \geq 0}$ is…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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20.

Degenerate Variance Control in the One-dimensional Stationary Case
Ocone, Daniel L; Rutgers University - Weerasinghe, Ananda; Iowa State University

Formato:	Peer-reviewed Article,
Enlaces:	We study the problem of stationary control by adaptive choice of the diffusion coefficient in the case that control degeneracy is allowed and the drift admits a unique, asymptotically stable equilibrium point. We characterize the optimal value and obtain it…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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21.

BSDEs with two reflecting barriers driven by a Brownian motion and Poisson noise and related Dynkin game
Hamadene, Said; Universite du Maine, France - Hassani, Mohammed; Universite du Maine, France

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we study BSDEs with two reflecting barriers driven by a Brownian motion and an independent Poisson process. We show the existence and uniqueness of $local$ and global solutions. As an application we solve the related zero-sum Dynkin…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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22.

Brownian local minima, random dense countable sets and random equivalence classes
Tsirelson, Boris; Tel Aviv University

Formato:	Peer-reviewed Article,
Enlaces:	A random dense countable set is characterized (in distribution) by independence and stationarity. Two examples are `Brownian local minima' and `unordered infinite sample'. They are identically distributed. A framework for such concepts, proposed here, includes a wide class of random…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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23.

On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients
Etoré, Pierre; IECN, UHP Nancy I, France

Formato:	Peer-reviewed Article,
Enlaces:	In this paper, we provide a scheme for simulating one-dimensional processes generated by divergence or non-divergence form operators with discontinuous coefficients. We use a space bijection to transform such a process in another one that behaves locally like a Skew…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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24.

Sharp asymptotic behavior for wetting models in (1+1)-dimension
Caravenna, Francesco; Universitaet Zuerich, Switzerland - Giacomin, Giambattista; Universite' Paris 7, France - Zambotti, Lorenzo; Politecnico di Milano, Italy

Formato:	Peer-reviewed Article,
Enlaces:	We consider continuous and discrete (1+1)-dimensional wetting models which undergo a localization/delocalization phase transition. Using a simple approach based on Renewal Theory we determine the precise asymptotic behavior of the partition function, from which we obtain the scaling limits of…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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25.

Fragmentation of Ordered Partitions and Intervals
Basdevant, Anne-Laure; Université Paris VI

Formato:	Peer-reviewed Article,
Enlaces:	Fragmentation processes of exchangeable partitions have already been studied by several authors. This paper deals with fragmentations of exchangeable compositions, i.e. partitions of $\mathbb{N}$ in which the order of the blocks matters. We will prove that such a fragmentation is…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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26.

Parabolic SPDEs Degenerating on the Boundary of Non-Smooth Domain
Kim, Kyeong-Hun; Korea University

Formato:	Peer-reviewed Article,
Enlaces:	Degenerate stochastic partial differential equations of divergence and non-divergence forms are considered in non-smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces, and Holder estimates of the solutions are presented.
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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27.

Random Walks in a Dirichlet Environment
Sabot, Christophe; Université Lyon 1 - Enriquez, Nathanaël; Université Paris 6

Formato:	Peer-reviewed Article,
Enlaces:	This paper states a law of large numbers for a random walk in a random iid environment on $Z^d$, where the environment follows some Dirichlet distribution. Moreover, we give explicit bounds for the asymptotic velocity of the process and also…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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28.

Curvilinear Integrals Along Enriched Paths
Feyel, Denis; Université d'Evry - de La Pradelle, Arnaud; Université Pierre-et-Marie-Curie

Formato:	Peer-reviewed Article,
Enlaces:	Inspired by the fundamental work of T.J. Lyons, we develop a theory of curvilinear integrals along a new kind of enriched paths in $R^d$. We apply these methods to the fractional Brownian Motion, and prove a support theorem for SDE…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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29.

Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks
Bass, Richard F; University of Connecticut - Chen, Xia; University of Tennessee - Rosen, Jay; College of Staten Island, CUNY

Formato:	Peer-reviewed Article,
Enlaces:	We study moderate deviations for the renormalized self-intersection local time of planar random walks. We also prove laws of the iterated logarithm for such local times.
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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30.

Eigenvalues of GUE Minors
Johansson, Kurt; Swedish Royal Institute of Technology (KTH) - Nordenstam, Eric; Swedish Royal Institute of Technology (KTH)

Formato:	Peer-reviewed Article,
Enlaces:	Consider an infinite random matrix $H=(h_{ij})_{0 < i,j}$ picked from the Gaussian Unitary Ensemble (GUE). Denote its main minors by $H_i=(h_{rs})_{1\leq r,s\leq i}$ and let the $j$:th largest eigenvalue of $H_i$ be $\mu^i_j$. We show that the configuration of all…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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31.

Branching Random Walk with Catalysts
Kesten, Harry; Cornell University - Sidoravicius, Vladas; IMPA

Formato:	Peer-reviewed Article,
Enlaces:	Shnerb et al. (2000), (2001) studied the following system of interacting particles on $\Bbb Z^d$: There are two kinds of particles, called $A$-particles and $B$-particles. The $A$-particles perform continuous time simple random walks, independently of each other. The jumprate of…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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32.

Approximation at First and Second Order of $m$-order Integrals of the Fractional Brownian Motion and of Certain Semimartingales
Gradinaru, Mihai; Institut de Math'ematiques 'Elie Cartan, Universit'e Henri Poincar'e - Nourdin, Ivan; Institut de Math'ematiques 'Elie Cartan, Universit'e Henri Poincar'e

Formato:	Peer-reviewed Article,
Enlaces:	Let $X$ be the fractional Brownian motion of any Hurst index $H\in (0,1)$ (resp. a semimartingale) and set $\alpha=H$ (resp. $\alpha=\frac{1}{2}$). If $Y$ is a continuous process and if $m$ is a positive integer, we study the existence of the…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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33.

Distributions of Sojourn Time, Maximum and Minimum for Pseudo-Processes Governed by Higher-Order Heat-Type Equations
Lachal, Aime; Institut National des Sciences Appliquées de Lyon, France

Formato:	Peer-reviewed Article,
Enlaces:	The higher-order heat-type equation $ \partial u/\partial t=\pm\partial^{n} u/ \partial x^{n} $ has been investigated by many authors. With this equation is associated a pseudo-process $(X_t)_{t\ge 0}$ which is governed by a signed measure. In the even-order case, Krylov (1960)…
Fecha:	2003-01-01
Recurso:	Electronic journal of probability

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34.

A Stochastic Fixed Point Equation Related to Weighted Branching with Deterministic Weights
Alsmeyer, Gerold; Inst. Math. Statistics, Dept. Math. and Computer Science, University of Münster - Rösler, Uwe; Math. Seminar, University of Kiel

Formato:	Peer-reviewed Article,
Enlaces:	For real numbers $C,T_{1},T_{2},...$ we find all solutions $\mu$ to the stochastic fixed point equation $W \sim\sum_{j\ge 1}T_{j}W_{j}+C$, where $W,W_{1},W_{2},...$ are independent real-valued random variables with distribution $\mu$ and $\sim$ means equality in distribution. All solutions are infinitely divisible. The…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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35.

Mixing Time Bounds via the Spectral Profile
Goel, Sharad; Standford University, USA - Montenegro, Ravi; University of Massachusetts Lowell, USA - Tetali, Prasad; Georgia Institute of Technology, USA

Formato:	Peer-reviewed Article,
Enlaces:	On complete, non-compact manifolds and infinite graphs, Faber-Krahn inequalities have been used to estimate the rate of decay of the heat kernel. We develop this technique in the setting of finite Markov chains, proving upper and lower $L^{\infty}$ mixing time…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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36.

Insensitivity to Negative Dependence of the Asymptotic Behavior of Precise Large Deviations
Tang, Qihe; Department of Statistics and Actuarial Science, The University of Iowa

Formato:	Peer-reviewed Article,
Enlaces:	Since the pioneering works of C.C. Heyde, A.V. Nagaev, and S.V. Nagaev in 1960's and 1970's, the precise asymptotic behavior of large-deviation probabilities of sums of heavy-tailed random variables has been extensively investigated by many people, but mostly it is…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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37.

Two-sided Estimates on the Density of the Feynman-Kac Semigroups of Stable-like Processes
Song, Renming; University of Illinois

Formato:	Peer-reviewed Article,
Enlaces:	In this paper we establish two-sided estimates for the density of the Feynman-Kac semigroups of stable-like processes with potentials given by signed measures belonging to the Kato class. We also provide similar estimates for the densities of two other kinds…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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38.

Brownian excursions, stochastic integrals, and representation of Wiener functionals
Picard, Jean; Labo. de Mathématiques, Université Blaise Pascal

Formato:	Peer-reviewed Article,
Enlaces:	A stochastic calculus similar to Malliavin's calculus is worked out for Brownian excursions. The analogue of the Malliavin derivative in this calculus is not a differential operator, but its adjoint is (like the Skorohod integral) an extension of the Itô…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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39.

Recurrence of Reinforced Random Walk on a Ladder
Sellke, Thomas; Purdue University

Formato:	Peer-reviewed Article,
Enlaces:	Consider reinforced random walk on a graph that looks like a doubly infinite ladder. All edges have initial weight 1, and the reinforcement convention is to add $\delta > 0$ to the weight of an edge upon first crossing, with…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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40.

Computation of Greeks using Malliavin's calculus in jump type market models
Bavouzet, Marie Pierre; INRIA Rocquencourt, MATHFI project - Messaoud, Marouen; IXIS and INRIA Rocquencourt

Formato:	Peer-reviewed Article,
Enlaces:	We use the Malliavin calculus for Poisson processes in order to compute sensitivities for European and Asian options with underlying following a jump type diffusion. The main point is to settle an integration by parts formula (similar to the one…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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41.

Tagged Particle Limit for a Fleming-Viot Type System
Grigorescu, Ilie A.; University of Miami - Kang, Min; North Carolina State University

Formato:	Peer-reviewed Article,
Enlaces:	We consider a branching system of $N$ Brownian particles evolving independently in a domain $D$ during any time interval between boundary hits. As soon as one particle reaches the boundary it is killed and one of the other particles splits…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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42.

The spatial $\Lambda$-coalescent
Limic, Vlada; University of British Columbia - Sturm, Anja; University of Delaware

Formato:	Peer-reviewed Article,
Enlaces:	This paper extends the notion of the $\Lambda$-coalescent of Pitman (1999) to the spatial setting. The partition elements of the spatial $\Lambda$-coalescent migrate in a (finite) geographical space and may only coalesce if located at the same site of the…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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43.

Nonmonotonic Coexistence Regions for the Two-Type Richardson Model on Graphs
Deijfen, Maria; Stockholm University, Sweden - Haggstrom, Olle; Chalmers University of Technology, Sweden

Formato:	Peer-reviewed Article,
Enlaces:	In the two-type Richardson model on a graph $G=(V,E)$, each vertex is at a given time in state $0$, $1$ or $2$. A $0$ flips to a $1$ (resp.\ $2$) at rate $\lambda_1$ ($\lambda_2$) times the number of neighboring $1$'s…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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44.

The Metastability Threshold for Modified Bootstrap Percolation in $d$ Dimensions
Holroyd, Alexander E; Department of Mathematics, University of British Columbia

Formato:	Peer-reviewed Article,
Enlaces:	In the modified bootstrap percolation model, sites in the cube $\{1,\ldots,L\}^d$ are initially declared active independently with probability $p$. At subsequent steps, an inactive site becomes active if it has at least one active nearest neighbour in each of the…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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45.

Convex Concentration Inequalities and Forward-Backward Stochastic Calculus
Klein, Thierry; Universite Paul Sabatier - Ma, Yutao; Universite de La Rochelle - Privault, Nicolas; Universite de La Rochelle

Formato:	Peer-reviewed Article,
Enlaces:	Given $(M_t)_{t\in \mathbb{R}_+}$ and $(M^_t)_{t\in \mathbb{R}_+}$ respectively a forward and a backward martingale with jumps and continuous parts, we prove that $E[\phi (M_t+M^_t)]$ is non-increasing in $t$ when $\phi$ is a convex function, provided the local characteristics of $(M_t)_{t\in \mathbb{R}_+}$…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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46.

Existence of multi-dimensional infinite volume self-organized critical forest-fire models
Maximilian, Duerre; Mathematisches Institut der Université München

Formato:	Peer-reviewed Article,
Enlaces:	Consider the following forest-fire model where the possible locations of trees are the sites of a cubic lattice. Each site has two possible states: 'vacant' or 'occupied'. Vacant sites become occupied according to independent rate 1 Poisson processes. Independently, at…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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47.

Spatial Smoothness of the Stationary Solutions of the $3D$ Navier-Stokes Equations
Odasso, Cyril; ENS Cachan, Ker Lann

Formato:	Peer-reviewed Article,
Enlaces:	Abstract. We consider stationary solutions of the three dimensional Navier--Stokes equations (NS3D) with periodic boundary conditions and driven by an external force which might have a deterministic and a random part. The random part of the force is white in…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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48.

Examples of Condition $(T)$ for Diffusions in a Random Environment
Schmitz, Tom; ETH Zurich

Formato:	Peer-reviewed Article,
Enlaces:	With the help of the methods developed in our previous article [Schmitz, to appear in Annales de l'I.H.P., in press], we highlight condition $(T)$ as a source of new examples of 'ballistic' diffusions in a random environment when $d>1$ ('ballistic'…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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49.

Some Properties of Annulus SLE
Zhan, Dapeng; U. C. Berkeley

Formato:	Peer-reviewed Article,
Enlaces:	An annulus SLEκ trace tends to a single point on the target circle, and the density function of the end point satisfies some differential equation. Some martingales or local martingales are found for annulus SLE4, SLE8 and SLE8/3. From the…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability

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50.

Behavior of a second class particle in Hammersley's process
Cator, Eric; Delft University of Technology - Dobrynin, Sergei; Delft University of Technology

Formato:	Peer-reviewed Article,
Enlaces:	In the case of a rarefaction fan in a non-stationary Hammersley process, we explicitly calculate the asymptotic behavior of the process as we move out along a ray, and the asymptotic distribution of the angle within the rarefaction fan of…
Fecha:	2006-01-01
Recurso:	Electronic journal of probability