Browse by: Author name - Classification - Keywords - Nature

XLVI: 01, 1-32, LNM 2123 (2014)
BOCHAROV, Sergey; HARRIS, Simon C.
Branching random walk in an homogeneous breeding potential (Theory of branching processes)
This articles studies the explosion and non-explosion of the population described by a branching random walk, as well as the behavior of the rightmost particle.
Keywords: Branching random walk, explosion
Nature: Original
XLVI: 02, 33-59, LNM 2123 (2014)
KYPRIANOU, A.E.; PÉREZ, J.-L.; REN, Y.X.
The backbone decomposition for spatially dependent supercritical superprocesses (Theory of branching processes)
Keywords: Superprocesses
Nature: Original
XLVI: 03, 61-70, LNM 2123 (2014)
BEZNEA, Lucian; CÎMPEAN, Iulian
On Bochner-Kolmogorov theorem (Theory of branching processes)
Keywords: Bochner-Kolmogorov theorem, space of finite configurations, space of fragmentation sizes
Nature: Original
XLVI: 04, 71-103, LNM 2123 (2014)
FRANCHI, Jacques
Small Time Asymptotics for an Example of Strictly Hypoelliptic Heat Kernel (Stochastic analysis)
Nature: Original
XLVI: 05, 105-123, LNM 2123 (2014)
COULIBALY-PASQUIER, ; Koléhè, A.
Onsager-Machlup functional for uniformly elliptic time-inhomogeneous diffusion (Stochastic analysis)
Nature: Original
XLVI: 06, 125-193, LNM 2123 (2014)
GENG, Xi; QIAN, Zhongmin; YANG, Danyu
$G$-Brownian Motion as Rough Paths and Differential Equations Driven by $G$-Brownian Motion (Stochastic analysis)
This article studies stochastic differential equations driven by the $G$-Brownian motion in the context of rough paths theory
Keywords: rough path, $G$-Brownian motion
Nature: Original
XLVI: 10, 195-205, LNM 2123 (2014)
BAILLEUL, Ismaël
Flows driven by Banach space-valued rough paths (Miscellanea)
This article gives a quick proof of the existence of a solution to a rough differential equations by constructing directly its associated flow. Bound on the solutions, which are valid in an infinite dimensional setting, are also given
Keywords: rough paths
Nature: Original
XLVI: 07, 207-230, LNM 2123 (2014)
LÉONARD, Christian
Some properties of path measures (Theory of processes)
Keywords: unbounded measure, conditional expectation, relative entropy, stochastic processes, Schrödinger problem
Nature: Original
XLVI: 08, 231-292, LNM 2123 (2014)
CATTIAUX, Patrick; GUILLIN, Arnaud
Semi Log-Concave Markov Diffusions (Theory of processes)
Nature: Original
XLVI: 09, 293-315, LNM 2123 (2014)
MARINELLI, Carlo; RÖCKNER, Michael
On maximal inequalities for purely discontinuous martingales in infinite dimensions
Nature: Original
XLVI: 11, 317-331, LNM 2123 (2014)
SCHACHERMAYER, Walter
Nature: Original
XLVI: 12, 333-343, LNM 2123 (2014)
KYPRIANOU, A.E.; WATSON, A.R.
Potentials of stable processes
Nature: Original
XLVI: 13, 345-357, LNM 2123 (2014)
LETEMPLIER, Julien; SIMON, Thomas
Unimodality of hitting times for stable processes (Theory of stable processes)
This article shows that the hitting times of points of a real $\alpha$-stable Lévy process are unimodal random variables
Keywords: $\alpha$-stable Lévy process, self-decomposability, Kanter random variable, size-bias
Nature: Original
XLVI: 14, 359-375, LNM 2123 (2014)
ROSENBAUM, Mathieu; YOR, Marc
On the law of a triplet associated with the pseudo-Brownian bridge (Theory of Brownian motion)
This article gives a remarkable identity in law which relates the Brownian motion, its local time, and the the inverse of its local time
Keywords: Brownian motion, pseudo-Brownian bridge, Bessel process, local time, hitting times, scaling, uniform sampling, Mellin transform
Nature: Original
XLVI: 15, 377-394, LNM 2123 (2014)
BROSSARD, Jean; ÉMERY, Michel; LEURIDAN, Christophe
Skew-product decomposition of planar Brownian motion and complementability
Nature: Original
XLVI: 16, 395-400, LNM 2123 (2014)
PROKAJ, Vilmos
On the exactness of the Lévy-transformation
Nature: Original
XLVI: 17, 401-410, LNM 2123 (2014)
CHANG, Yinshan
Multi-occupation field generates the Borel-sigma-field of loops
Nature: Original
XLVI: 18, 411-459, LNM 2123 (2014)
VAN HANDEL, Ramon
Ergodicity, Decisions, and Partial Information
Nature: Original
XLVI: 19, 461-472, LNM 2123 (2014)
SERLET, Laurent
Invariance principle for the random walk conditioned to have a few zeroes
Nature: Original
XLVI: 20, 473-479, LNM 2123 (2014)
TREVISIAN, Dario
A short proof of Stein's universal multiplier theorem
This article gives an alternative proof of the Stein's universal multiplier theorem, which gives some $L^p\to L^p$ bounds on operators constructed from self-adjoint Markovian semigroups. This approach relies purely on martingales arguments and avoid the complex interpolation approach from harmonic analysis.
Keywords: semigroups, Littewood-Paley
Nature: New proof of known result
XLVI: 21, 481-512, LNM 2123 (2014)
NAJNUDEL, Joseph; NIKEGHBALI, Ashkan
On a flow of operators associated to virtual permutations
Nature: Original