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Author Index
Bavouzet MP , INRIA Rocquencourt, MATHFI project
chorro , cermsem
A
Romain Abraham, Université René Descartes (Paris 5)
Radoslaw Adamczak, University of Warsaw
- Volume 13, 2008 - Articles
A tail inequality for suprema of unbounded empirical processes with applications to Markov chains
Abstract
Stefan Adams, Max Planck Institute for Mathematics in the Sciences
- Volume 11, 2006 - Articles
Large systems of path-repellent Brownian motions in a trap at positive temperature
Abstract
Aureli Alabert, Universitat Autònoma de Barcelona
- Volume 9, 2004 - Articles
Stochastic differential equations with boundary conditions driven by a Poisson noise
Abstract
Marie Albenque, LIAFA, Université Paris 7
Tom K Alberts, Courant Instituteo of Mathematical Sciences
David Aldous, University of California, Berkeley
Gnedin Alexander, Utrecht University
Gerold Alsmeyer, Inst. Math. Statistics, Dept. Math. and Computer Science, University of Münster
- Volume 11, 2006 - Articles
A Stochastic Fixed Point Equation Related to Weighted Branching with Deterministic Weights
Abstract
Oswaldo Alves, Universidade Federal de Goias
Omer Angel, UBC
Stefan Ankirchner, Humboldt Uiversitaet Berlin
John A. D. Appleby, Dublin City University, Ireland
- Volume 8, 2003 - Articles
Exponential Asymptotic Stability of Linear Ito-Volterra Equation with Damped Stochastic Perturbations
Abstract
Miguel A. Arcones, State University of New York
- Volume 4, 1999 - Articles
Weak Convergence for the Row Sums of a Triangular Array of Empirical Processes Indexed by a Manageable Triangular Array of Functions
Abstract
- Volume 2, 1997 - Articles
The Law of the Iterated Logarithm for a Triangular Array of Empirical Processes
Abstract
Ery Arias-Castro, University of California, San Diego
Teppei Ariyoshi, Tokio Marine & Nichido Fire Insurance Co., Ltd.
begyn arnaud, Laboratoire de statistiques et probabilites, Universite Paul Sabatier
Rami Atar, Technion - Israel Institute of Technology
- Volume 7, 2002 - Articles
Stability Properties of Constrained Jump-Diffusion Processes
Abstract
- Volume 6, 2001 - Articles
Invariant Wedges for a Two-Point Reflecting Brownian Motion and the ``Hot Spots'' Problem
Abstract
B
Albrecht Böttcher, TU Chemnitz
Seid Bahlali, University Med Khider, Algeria
Zhi-Dong Bai, National University of Singapore
Marton Balazs, BUTE, Inst. of Mathematics
- Volume 11, 2006 - Articles
Cube root fluctuations for the corner growth model associated to the exclusion process
Abstract
Andrew D Barbour, Universitat Zurich
Martin T. Barlow, University of British Columbia
- Volume 6, 2001 - Articles
Transition Density Asymptotics for Some Diffusion Processes with Multi-Fractal Structures
Abstract
Julien Barral, INRIA Rocquencourt, France
- Volume 9, 2004 - Articles
Multifractal Analysis of a Class of Additive Processes with Correlated Non-Stationary Increments
Abstract
Franck Barthe, Institut de Mathematiques
Anne-Laure Basdevant, Université Paris VI
Richard F Bass, University of Connecticut
- Volume 11, 2006 - Articles
Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks
Abstract
Richard F. Bass, University of Connecticut
Andreas Basse, Department of Mathematical Sciences, University of Aarhus
Fabrice Baudoin, Institut de mathématiques, Toulouse
Erik J Baurdoux, London School of Economics
Luisa Beghin, University of Rome "La Sapienza"
Samir Belhaouari, EPFL
Vladimir Belitsky, Universidade de São Paulo
- Volume 7, 2002 - Articles
Diffusion and Scattering of Shocks in the Partially Asymmetric Simple Exclusion Process
Abstract
Steven L. Bell, University of California, San Diego
- Volume 10, 2005 - Articles
Dynamic Scheduling of a Parallel Server System in Heavy Traffic with Complete Resource Pooling: Asymptotic Optimality of a Threshold Policy
Abstract
Gérard Ben Arous, Ecole Normale Supérieure
- Volume 1, 1996 - Articles
Metastability of the Three Dimensional Ising Model on a Torus at Very Low Temperatures
Abstract
Itai Benjamini, The Weizmann Institute of Science
Julien Berestycki, université de Provence, France
- Volume 9, 2004 - Articles
Exchangeable Fragmentation-Coalescence Processes and their Equilibrium Measures
Abstract
Nathanael Berestycki, University of Cambridge
Noam Berger, University of California, Los Angeles
Daniela Bertacchi, Universita` di Milano-Bicocca
Jean Bertoin, Université Paris VI
- Volume 9, 2004 - Articles
Asymptotic Laws for Nonconservative Self-similar Fragmentations
Abstract
- Volume 5, 2000 - Articles
Two Coalescents Derived from the Ranges of Stable Subordinators
Abstract
- Volume 2, 1997 - Articles
Cauchy's Principal Value of Local Times of Lévy Processes with no Negative Jumps via Continuous Branching Processes
Abstract
Corinne Berzin, LabSad, Université Pierre Mendès-France
Hakima Bessaih, University Dini, Pisa
John D Biggins, University of Sheffield
Matthias Birkner, Weierstrass Institute for Applied Analysis and Stochastics, Germany
Marek Biskup, UCLA
Jochen Blath, University of Oxford, UK
Sergey G Bobkov, University of Minnesota
- Volume 12, 2007 - Articles
Large deviations and isoperimetry over convex probability measures
with heavy tails
Abstract
Stefano Bonaccorsi, Università di Trento
Alexei Borodin, Caltech
Arup Bose, Indian Statistical Institute
Bruno Bouchard, Université Paris 6 and CREST, France
- Volume 10, 2005 - Articles
On the Hedging of American Options in Discrete Time with Proportional Transaction Costs
Abstract
Brahim Boufoussi, Cadi Ayyad University
Xavier Bressaud, Institut de Mathématiques de Luminy
Philippe Briand, IRMAR, Université Rennes 1
- Volume 13, 2008 - Articles
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.
Abstract
Erik I Broman, Chalmers University of Technology
- Volume 13, 2008 - Articles
Large-N Limit of Crossing Probabilities, Discontinuity, and Asymptotic Behavior of Threshold Values in Mandelbrot's Fractal Percolation Process
Abstract
Rachel M Brouwer, CWI
Jean-Bernard Bru
- Volume 11, 2006 - Articles
Large systems of path-repellent Brownian motions in a trap at positive temperature
Abstract
Wlodzimierz Bryc, University of Cincinnati
Amarjit Budhiraja, University of North Carolina
Amarjit Singh Budhiraja, University of North Carolina at Chapel Hill
- Volume 8, 2003 - Articles
Large Deviations for the Emprirical Measures of Reflecting Brownian Motion and Related Constrained Processes in $R_+$
Abstract
Krzysztof Burdzy, University of Washington
- Volume 1, 1996 - Articles
Eigenvalue Expansions for Brownian Motion with an Application to Occupation Times
Abstract
C
Michael Camarri, University of California, Berkeley
- Volume 5, 2000 - Articles
Limit Distributions and Random Trees Derived from the Birthday Problem with Unequal Probabilities
Abstract
Federico Camia, Vrije Universiteit Amsterdam
- Volume 13, 2008 - Articles
Large-N Limit of Crossing Probabilities, Discontinuity, and Asymptotic Behavior of Threshold Values in Mandelbrot's Fractal Percolation Process
Abstract
Nicoletta Cancrini, Università: dell'Aquila, Italy
Marcella Capaldo, University of Oxford, UK
Marek Capinski, Jagiellonian University
pietro caputo, Universita Roma Tre
Francesco Caravenna, Universitaet Zuerich
Philippe Carmona, Université de Nantes
Marzio Cassandro, Dipartimento di Fisica, universita di Roma La Sapienza, Italy
Eric Cator, Delft University of Technology
Patrick Cattiaux, Ecole Polytechnique et MODALX
Raphaël Cerf, Université Paris Sud
- Volume 1, 1996 - Articles
Metastability of the Three Dimensional Ising Model on a Torus at Very Low Temperatures
Abstract
Filippo Cesi, Università di Roma ``La Sapienza
Mireille Chaleyat-Maurel, Université de Paris VI
Loïc Chaumont, LAREMA - Université d'Angers
B. Chauvin, Université de Versailles, France
Guan-Yu Chen, Department of Applied Mathematics, National Chiao Tung University
Xia Chen, University of Tennessee, USA
- Volume 10, 2005 - Articles
Large Deviations for Local Times of Stable Processes and Stable Random Walks in 1 Dimension
Abstract
Zhenqing Chen, University of Washington
Patrick Cheridito, ETH Zurich
Kwok Pui Choi, National University of Singapore
pierre ml collet, cnrs
- Volume 13, 2008 - Articles
Random perturbations of stochastic processes with unbounded variable length memory
Abstract
Fulvia Confortola, Politecnico di Milano
- Volume 13, 2008 - Articles
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.
Abstract
Joseph G. Conlon, University of Michigan
Daniel Conus, Ecole Polytechnique Fédérale
François COQUET
- Volume 12, 2007 - Articles
Convergence of values in optimal stopping and convergence of optimal stopping times
Abstract
Laure Coutin, Laboratoire de Statistique et Probabilités, Université Paul Sabatier
Alexander M.G. Cox, University of Bath
M. Cranston, University of Rochester
David A Croydon, University of Warwick
- Volume 13, 2008 - Articles
Random walks on Galton-Watson trees with infinite variance offspring distribution conditioned to survive
Abstract
Endre Csáki, Hungarian Academy of Sciences
Nigel J. Cutland, University of Hull
Jaksa Cvitanić, California Institute of Technology, USA
D
Paolo Dai Pra, Università di Padova, Italy
- Volume 10, 2005 - Articles
Logarithmic Sobolev Inequality for Zero--Range Dynamics: Independence of the Number of Particles
Abstract
Robert C. Dalang, Ecole Polytechnique Fédérale
Fraser A Daly, University of Nottingham
R. W. R. Darling, National Security Agency
Sebastien Darses, University Paris 6
Ian M Davies, Swansea University
Ian M. Davies, University of Wales, Swansea
Youri Davydov, University Lille 1
Donald A. Dawson, Carleton University
- Volume 8, 2003 - Articles
State Dependent Multitype Spatial Branching Processes and their Longtime Behavior
Abstract
- Volume 7, 2002 - Articles
Mutually Catalytic Branching in The Plane: Infinite Measure States
Abstract
- Volume 6, 2001 - Articles
Superprocesses with Dependent Spatial Motion and General Branching Densities
Abstract
- Volume 4, 1999 - Articles
Hierarchically Interacting Fleming-Viot Processes With Selection and Mutation: Multiple Space Time Scale Analysis and Quasi-Equilibria
Abstract
- Volume 1, 1996 - Articles
Multiple Space-Time Scale Analysis For Interacting Branching Models
Abstract
Donald A. Dawson, Carleton University
A. de La Pradelle, Université Paris VI
Arnaud de La Pradelle, Université Pierre-et-Marie-Curie
Emilio De Santis, University of Roma "La Sapienza"
- Volume 6, 2001 - Articles
Strict Inequality for Phase Transition between Ferromagnetic and Frustrated Systems
Abstract
Dante DeBlassie, Texas A&M University
Maria Deijfen, Stockholm University, Sweden
P. Del Moral, Univ. P. Sabatier
Freddy Delbaen, ETH Zürich, Switzerland
Jean-Francois Delmas
Amir Dembo, Stanford University
Frank den Hollander, Mathematical Institute, Leiden University
Laurent Denis, Université du Maine, France
Steffen Dereich, TU Berlin
Persi Diaconis, Stanford University
Zach Dietz, Tulane University
Sergei Dobrynin, Delft University of Technology
Klaus Dohmen, Humboldt-Universitaet zu Berlin
- Volume 4, 1999 - Articles
Improved Inclusion-Exclusion Identities and Inequalities Based on a Particular Class of Abstract Tubes
Abstract
Ronald A. Doney, Department of Mathematics, University of Manchester, UK
Julia Dony, Free University of Brussels (VUB)
- Volume 11, 2006 - Articles
Weighted uniform consistency of kernel density estimators with general bandwidth sequences
Abstract
Marco E. Dozzi, Nancy University
Paul Dupuis, Brown University
- Volume 8, 2003 - Articles
Large Deviations for the Emprirical Measures of Reflecting Brownian Motion and Related Constrained Processes in $R_+$
Abstract
Richard Durrett, Cornell University
Rick Durrett, Cornell University
E
Peter Eichelsbacher, University of Bochum
Uwe Einmahl, Free University of Brussels (VUB)
- Volume 11, 2006 - Articles
Weighted uniform consistency of kernel density estimators with general bandwidth sequences
Abstract
Nathalie Eisenbaum, Universités Paris 6 et 7, France
Nathanaël Enriquez, Université Paris 6
Alison M. Etheridge, University of Oxford
Pierre Etoré, IECN, UHP Nancy I, France
- Volume 11, 2006 - Articles
On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients
Abstract
Steven N. Evans, University of California at Berkeley
Steven Neil Evans, University of California at Berkeley
F
Albert Fannjiang, University of California, Davis
Mathieu Faure, Universit'e de Marne La Vall'ee
Chunrong Feng, Loughborough University
- Volume 12, 2007 - Articles
A Generalized Ito's Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals
Abstract
shui feng, McMaster University
- Volume 12, 2007 - Articles
Large deviations for Dirichlet processes and Poisson-Dirichlet distribution with two parameters
Abstract
Roberto Fernández, Universidade de São Paulo
P.A. Ferrari, Universidade de Säo Paulo
Patrik L Ferrari, WIAS Berlin
D. Feyel, Université Evry
Denis F Feyel, Université d'Evry
James Allen Fill, The Johns Hopkins University
- Volume 6, 2001 - Articles
Mixing Times for Markov Chains on Wreath Products and Related Homogeneous Spaces
Abstract
P. J. Fitzsimmons, University of California, San Diego
Patrick J Fitzsimmons, UCSD
- Volume 8, 2003 - Articles
Homogeneous Random Measures and Strongly Supermedian Kernels of a Markov Process
Abstract
Franco Flandoli, Università di Pisa
Klaus Fleischmann, Weierstrass Institute for Applied Analysis and Stochastics
L. R. G. Fontes, Universidade de Säo Paulo
Nicolas Fournier, Université Paris Est
- Volume 13, 2008 - Articles
Smoothness of the law of some one-dimensional jumping S.D.E.s with non-constant rate of jump
Abstract
Merkl Franz, University of Leiden, The Netherlands
- Volume 13, 2008 - Articles
Bounding a Random Environment
Bounding a Random Environment for Two-dimensional Edge-reinforced Random Walk
Abstract
Alan Freeman, Dublin City University, Ireland
- Volume 8, 2003 - Articles
Exponential Asymptotic Stability of Linear Ito-Volterra Equation with Damped Stochastic Perturbations
Abstract
Masatoshi Fukushima, Kansai University
- Volume 4, 1999 - Articles
On Semi-Martingale Characterizations of Functionals of Symmetric Markov Processes
Abstract
G
Juergen Gaertner, TU Berlin, Institute for Mathematics
Antonio Galves, Universidade de São Paulo
David J Galvin, University of Pennsylvania
Murali Ganapathy, Google Inc
Ayalvadi J Ganesh, Microsoft Research
- Volume 10, 2005 - Articles
Sample Path Large Deviations Principles for Poisson Shot Noise Processes and Applications
Abstract
Fuchang Gao, University of Idaho
Pavel V. Gapeev, WIAS Berlin
Olivier Garet, Université d'Orléans, France
eric gautier, Yale University and CREST
- Volume 12, 2007 - Articles
Stochastic nonlinear Schrõdinger equations driven by a fractional noise, Well-posedness, large deviations and support
Abstract
Jochen Geiger, Universität Frankfurt
Ronald K. Getoor, University of California, San Diego
Giambattista Giacomin, University Paris 7 - D. Diderot
Cristian Giardina, Eurandom, Postbus 513, 5600 MB Eindhoven, the Netherlands
Lee R Gibson, University of Louisville
Peccati Giovanni, Université Paris VI
- Volume 12, 2007 - Articles
Stable convergence of generalized L2 stochastic integrals and
the principle of conditioning
Abstract
Alexander V. Gnedin, Rijksuniversiteit Utrecht, The Netherlands
Sharad Goel, Standford University, USA
Christina A Goldschmidt, Statistical Laboratory and Pembroke College, University of Cambridge
Christina A Goldschmidt, Department of Statistics, University of Oxford
- Volume 13, 2008 - Articles
Asymptotics of the allele frequency spectrum associated with the Bolthausen-Sznitman coalescent
Abstract
Ilya Ya Goldsheid, University of London
Luis G. Gorostiza, Centro de Investigacion y de Estudios Avanzados, Mexico D.F., Mexico
Mihai Gradinaru, Institut de Math\'ematiques \'Elie Cartan, Universit\'e Henri Poincar\'e
- Volume 8, 2003 - Articles
Approximation at First and Second Order of $m$-order Integrals of the Fractional Brownian Motion and of Certain Semimartingales
Abstract
Janko Gravner, University of California, Davis
Andreas Greven, Universitat Erlangen-Nurnberg
- Volume 8, 2003 - Articles
State Dependent Multitype Spatial Branching Processes and their Longtime Behavior
Abstract
- Volume 4, 1999 - Articles
Hierarchically Interacting Fleming-Viot Processes With Selection and Mutation: Multiple Space Time Scale Analysis and Quasi-Equilibria
Abstract
- Volume 4, 1999 - Articles
The Longtime Behavior of Branching Random Walk in a Catalytic Medium
Abstract
- Volume 1, 1996 - Articles
Time-Space Analysis of the Cluster-Formation in Interacting Diffusions
Abstract
- Volume 1, 1996 - Articles
Multiple Space-Time Scale Analysis For Interacting Branching Models
Abstract
Robert C. Griffiths, University of Oxford
Ilie A Grigorescu, University of Miami
Sergei Grudsky, CINVESTAV del I.P.N.
Raby Guerbaz, Cadi Ayyad University
H
Bénédi Haas, Université Pierre et Marie Curie
- Volume 9, 2004 - Articles
The Genealogy of Self-similar Fragmentations with Negative Index as a Continuum Random Tree
Abstract
Olle Haggstrom, Chalmers University of Technology, Sweden
Said Hamadène, Universite du Maine
- Volume 8, 2003 - Articles
Reflected Backward Stochastic Differential Equation with Jumps and Random Obstacle
Abstract
Ben M Hambly, University of Oxford
- Volume 12, 2007 - Articles
Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric alpha stable processes.
Abstract
Jan Hannig, Colorado State University
Jan Hannig, Colorado State University
ERIKA HAUSENBLAS, UNIVERSITY OF SALZBURG
- Volume 10, 2005 - Articles
Existence, Uniqueness and Regularity of Parabolic SPDEs Driven by Poisson Random Measure
Abstract
Matthias K. Heck, HypoVereinsbank
- Volume 6, 2001 - Articles
The Principle of Large Deviations for Martingale Additive Functionals of Recurrent Markov Processes
Abstract
Deborah Heicklen, Lockhead-Martin
Matthias Heveling, Karlsruhe University
Masanori Hino, Kyoto University
Pawel Hitczenko, North Carolina State University
- Volume 3, 1998 - Articles
Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables
Abstract
Christopher Hoffman, University of Washington, USA
Mark P. Holmes, U. Auckland
- Volume 13, 2008 - Articles
Convergence of lattice trees to super-Brownian motion above the critical dimension
Abstract
Susan Holmes, Stanford University
Alexander E Holroyd, Department of Mathematics, University of British Columbia
Gerard Hooghiemstra, Delft University of Technology
Christian Houdre, houdre@math.gatech.edu
- Volume 13, 2008 - Articles
Concentration of the Spectral Measure for Large Random Matrices with Stable Entries
Abstract
Yueyun Hu, Universite Paris VI
- Volume 10, 2005 - Articles
On the Increments of the Principal Value of Brownian Local Time
Abstract
- Volume 5, 2000 - Articles
The Laws of Chung and Hirsch for Cauchy's Principal Values Related to Brownian Local Times
Abstract
Zhishui Hu, University of Science and Technology of China
- Volume 12, 2007 - Articles
Edgeworth expansions for a sample sum from a finite set of independent random variables
Abstract
Hsien-Kuei Hwang, Academia Sinica
I
Takashi Ichinose, Kanazawa University
- Volume 5, 2000 - Articles
The Norm Estimate of the Difference Between the Kac Operator and Schrödinger Semigroup II: The General Case Including the Relativistic Case
Abstract
E. Iglói, L. Kossuth University
Endre Iglói
- Volume 10, 2005 - Articles
A Rate-Optimal Trigonometric Series Expansion of the Fractional Brownian Motion
Abstract
Peter Imkeller, Humboldt Uiversitaet Berlin
B.Gail Ivanoff, University of Ottawa
Roey Izkovsky, Weizmann Institute of Science
J
Saul Jacka, University of Warwick
- Volume 7, 2002 - Articles
Examples of Convergence and Non-convergence of Markov Chains Conditioned Not To Die
Abstract
Adam Jakubowski, Nicholas Copernicus University
Svante Janson, Uppsala University
Mairesse Jean, CNRS - Universite Paris 7
Kurt Johansson
Johan Jonasson, Chalmers University of Technology
- Volume 6, 2001 - Articles
On Disagreement Percolation and Maximality of the Critical Value for iid Percolation
Abstract
Liza A Jones, University of Oxford
- Volume 12, 2007 - Articles
Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric alpha stable processes.
Abstract
K
Wolfgang König, BRIMS, Hewlett-Packard Laboratories
- Volume 7, 2002 - Articles
Non-Colliding Random Walks, Tandem Queues, and Discrete Orthogonal Polynomial Ensembles
Abstract
Gerald Kager, Technische Universität Berlin
- Volume 2, 1997 - Articles
Generation of One-Sided Random Dynamical Systems by Stochastic Differential Equations
Abstract
Min Kang, North Carolina State University
MIN KANG, North Carolina State University
Hideyuki Kawaguchi, Keio University and Sumitomo Mitsui Banking Corporation
Wilfrid S Kendall, University of Warwick
Harry Kesten, Cornell University
Harry Kesten, Cornell University
Boris A Khoruzhenko, University of London
Davar Khoshnevisan, University of Utah
Kyeong-Hun Kim, University of Utah
Kyeong-Hun Kim, Korea University
T. Klein, Université de Versailles, France
Thierry Klein, Universite Paul Sabatier
Achim Klenke, Universität Erlangen - Nürnberg
Wolfgang Koenig
- Volume 11, 2006 - Articles
Large systems of path-repellent Brownian motions in a trap at positive temperature
Abstract
Vassili N. Kolokoltsov, Nottingham Trent University
- Volume 7, 2002 - Articles
Transience and Non-explosion of Certain Stochastic Newtonian Systems
Abstract
- Volume 6, 2001 - Articles
Small Diffusion and Fast Dying Out Asymptotics for Superprocesses as Non-Hamiltonian Quasiclassics for Evolution Equations
Abstract
Tomasz Komorowski, UMCS
Wolfgang D Konig, University of Leipzig
Ioannis Kontoyiannis, Brown University
- Volume 10, 2005 - Articles
Large Deviations Asymptotics and the Spectral Theory of Multiplicatively Regular Markov Processes
Abstract
P. Ekkehard Kopp, University of Hull
M. A. Kouritzin, University of Alberta
Michael A. Kouritzin, Department of Mathematical and Statistical Sciences, University of Alberta
- Volume 9, 2004 - Articles
Nonliner Filtering for Reflecting Diffusions in Random Enviroments via Nonparametric Estimation
Abstract
Michael J. Kozdron, University of Regina, Canada
- Volume 10, 2005 - Articles
Estimates of Random Walk Exit Probabilities and Application to Loop-Erased Random Walk
Abstract
Gady Kozma, Tel Aviv Univer |