On the global maximum of the solution to a stochastic heat equation with compact-support initial data |
Mohammud Foondun and Davar Khoshnevisan
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Markov Chain Approximation of Jump-diffusion Stochastic Master Equations |
Clement Pellegrini
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Transience/Recurrence and the speed of a one-dimensional random walk in a "have your cookie and eat it" environment |
Ross George Pinsky
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On the short time asymptotic of the stochastic Allen-Cahn equation |
Hendrik Weber
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Connectivity Bounds for the Vacant set of Random Interlacements |
Vladas Sidoravicius and Alain-Sol Sznitman
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The Arcsine law as the limit of the internal DLA cluster generated by Sinai's walk |
Nathanaël Enriquez, Cyrille Lucas, and Francois Simenhaus
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| Heat kernel for random walk trace on Z3 and Z4 |
Daisuke Shiraishi
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Explicit parametrix and local limit theorems for some degenerate diffusion processes |
Valentin Konakov, Stéphane Menozzi, and Stanislav Molchanov
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Continuous Differentiability of Renormalized Intersection Local Times in R1 |
Jay S. Rosen
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Penalisation of a stable Levy process involving its one-sided supremum |
Kouji Yano, Yuko Yano, and Marc Yor
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Central and non-central limit theorems for weighted power variations of fractional Brownian motion |
Ivan Nourdin, David Nualart, and Ciprian Tudor
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Reversed Dirichlet environment and directional transience of random walks in Dirichlet random environment |
Christophe Sabot and Laurent Tournier
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Entropy of Random Walk Range |
Amir Yehudayoff, Itai Benjamini, Gady Kozma, and Ariel Yadin
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Lower large deviations for maximal flows through a box in first passage percolation |
Raphaël Rossignol and Marie Théret
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Couplings, attractiveness and hydrodynamics for conservative particle sytems |
Thierry Gobron and Ellen Saada
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On Wiener-Hopf factors for stable processes |
Piotr Graczyk and Tomasz Jakubowski
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A stochastic min-driven coalescence process and its hydrodynamical limit |
Anne-Laure Basdevant, James Norris, Philippe Laurencot, and Clement Rau
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Long-range self-avoiding walk converges to alpha-stable processes |
Markus Heydenreich
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Adaptive Dantzig density estimation |
Karine Bertin, Erwan Le Pennec, and Vincent Rivoirard
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The triangle and the open triangle |
Gady Kozma
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Limit theorem for random walk in weakly dependent random scenery |
Nadine Guillotin-Plantard and Clémentine Prieur
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Uniqueness and Approximate Computation of Optimal Incomplete Transportation Plans |
Eustasio del Barrio, Pedro Cesar Alvarez-Esteban, Juan Antonio Cuesta-Albertos, and Carlos Matran
|
Annealed upper tails for the energy of a polymer |
Amine Asselah
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Intermittency and Aging for the Symbiotic Branching Model |
Frank Aurzada, Leif Döring
|
Stochastic representations of derivatives of solutions of one dimensional parabolic variational inequalities with Neumann boundary conditions |
Mireille Bossy, Mamadou Cisse, and Denis Talay
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A non asymptotic variance theorem for unnormalized Feynman-Kac particle models |
Frédéric Cerou, Pierre Del Moral, and Arnaud Guyader
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Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times |
Dasha Loukianov, Oleg Loukianov, and Eva Locherbach
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Lipschitzian Norm Estimate of One-Dimensional Poisson Equations |
Djellout Hacene and Wu Liming
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Limiting Curlicue Measures for Theta Sums |
Francesco Cellarosi
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Asymptotics for the survival probability in a killed branching random walk |
Nina Gantert, Yueyun Hu, and Zhan Shi
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Hiding a constant drift |
Vilmos Prokaj, Miklós Rásonyi, Walter Schachermayer
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Brownian motion with respect to time-changing Riemannian metrics, applications to Ricci flow |
Koléhè Abdoulaye Coulibaly
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Windings of planar random walks and averaged Dehn function |
Bruno Schapira and Robert Young
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Disorder relevance at marginality and critical point shift |
Fabio Toninelli, Giambattista Giacomin, and Hubert Lacoin
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Adaptive tests of homogeneity for a Poisson process |
Beatrice Laurent, Magalie Fromont, and Patricia Reynaud-Bouret
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Conservation property of symmetric jump processes |
Toshihiro Uemura and Jun Masamune
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Process-level quenched large deviations for random walk in random environment |
Firas Rassoul-Agha and Timo Seppalainen
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An integral test for the transience of a Brownian path with limited local time |
Itai Benjamini and Nathanael Berestycki
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On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions |
Adrien Richou, Freddy Delbaen, and Ying Hu
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Limits of determinantal processes near a tacnode |
Maurice Duits and Alexei Borodin
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Disorder relevance for the random walk pinning model in d=3 |
Matthias Birkner and Rongfeng Sun
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Variance decay for functionals of the environment viewed by the particle |
Jean-Christophe Mourrat
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Limit laws of transient excited random walks on integers |
Elena Kosygina and Thomas Mountford
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Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion |
Martin Hairer and Natesh S Pillai
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Maximal Displacement for Bridges of Random Walks in a Random Environment |
Nina Gantert and Jonathon Peterson
|
The Monotone Cumulants |
Hayato Saigo and Takahiro Hasebe
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Poincare inequality and exponential integrability of hitting times for a linear diffusion |
Dasha Loukianova, Oleg Loukianov, and Shiqi Song
|
Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space |
Viorel Barbu, Giuseppe Da Prato, and Luciano Tubaro
|
Variational Representations for Continuous Time Processes |
Amarjit Budhiraja, Paul Dupuis, Vasileios Maroulas
|
Second-order asymptotic expansion for a nonsynchronous covariation estimator
|
Arnak Dalalyan and Nakahiro Yoshida
|
Zero bias transformation and asymptotic expansions |
Ying Jiao
|
Sampling the Fermi statistics and other conditional product measures |
Alexandre Gaudilliere and Julien Reygner
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Adaptive estimation of the conditional intensity of marker-dependent counting processes |
Fabienne Comte, Stéphane Gaïffas, and Agathe Guilloux
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Scaling limit of the random walk among random traps on Z^d |
Jean-Christophe Mourrat |
The local relaxation flow approach to universality of the local
statistics for random matrices |
Laszlo Erdos, Benjamin Schlein, Horng-Tzer Yau, and Jun Yin
|
Strong solutions for stochastic differential equations with jumps |
Leonid Mytnik and Zenghu Li
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