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…

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…

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…

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…

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.…

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

The goal of this paper is to define and study a notion of fractional Brownian motion on a Lie group. We define it as at the solution of a stochastic differential equation driven by a linear fractional Brownian motion. We…

We give a self-contained and detailed presentation of Kesten's results that allow to relate critical and near-critical percolation on the triangular lattice. They constitute an important step in the derivation of the exponents describing the near-critical behavior of this model.…

It has hitherto been known that in a transitive unimodular graph, each tree in the wired spanning forest has only one end a.s. We dispense with the assumptions of transitivity and unimodularity, replacing them with a much broader condition on…

We give new formulas on the total number of born particles in the stable birth-and-assassination process, and prove that it has a heavy-tailed distribution. We also establish that this process is a scaling limit of a process of rumor scotching…