XLV: 01, 3-89, LNM 2078 (2013)
NOURDIN, Ivan
Lectures on Gaussian Approximations with Malliavin Calculus (
Limit Theorems)
Nature: Original
XLV: 02, 93-121, LNM 2078 (2013)
PROKAJ, Vilmos
Some Sufficient Conditions for the Ergodicity of the Lévy Transformation (
Theory of processes)
Keywords: Ergodic theory,
Lévy processNature: Original
XLV: 03, 123-139, LNM 2078 (2013)
LAURENT, Stéphane
Vershik's Intermediate Level Standardness Criterion and the Scale of an AutomorphismKeywords: Filtration,
Vershik standardness criterionNature: Original
XLV: 04, 141-157, LNM 2078 (2013)
DELLACHERIE, Claude;
ÉMERY, Michel
Filtrations Indexed by Ordinals; Application to a Conjecture of S. LaurentKeywords: FiltrationNature: Original
XLV: 05, 159-165, LNM 2078 (2013)
ÉMERY, Michel
A Planar Borel Set Which Divides Every Non-negligible Borel ProductKeywords: FiltrationNature: Original
XLV: 06, 167-180, LNM 2078 (2013)
BROSSARD, Jean;
LEURIDAN, Christophe
Characterising Ocone Local Martingales with Reflections (
Theory of processes)
Keywords: Ocone matingales,
reflection principleNature: Original
XLV: 07, 181-199, LNM 2078 (2013)
HASHIMOTO, Hiroya
Approximation and Stability of Solutions of SDEs Driven by a Symmetric $\alpha$-Stable Process with Non-Lipschitz Coefficients (
Theory of processes)
Keywords: $\alpha$-stable processes,
Euler-Maruyama approximation,
stability of solutionNature: Original
XLV: 08, 201-244, LNM 2078 (2013)
CUCHIERO, Christa;
TEICHMANN, Josef
Path Properties and Regularity of Affine Processes on General State Spaces (
Theory of processes)
Keywords: affine processes,
path properties,
regularity,
Markov semimartingalesNature: Original
XLV: 09, 245-275, LNM 2078 (2013)
JACOB, Emmanuel
Langevin Process Reflected on a Partially Elastic Boundary II (
Theory of processes)
Keywords: Langevin process,
second order reflection,
recurrent extension,
excursion measure,
stochastic differential equations,
$h$-transformNature: Original
XLV: 10, 277-300, LNM 2078 (2013)
DONEY, R. A.;
VAKEROUDIS, S.
Windings of Planar Stable Processes (
Theory of processes)
Keywords: Stable processes,
Lévy processes,
Brownian motion,
windings,
exit time from a cone,
Spitzer's Theorem,
skew-product representation,
Lamperti's relation,
Law of the Iterated Logarithm for small timesNature: Original
XLV: 11, 301-304, LNM 2078 (2013)
SOKOL, Alexander
An Elementary Proof that the First Hitting Time of an Open Set by a Jump Process is a Stopping Time (
Theory of processes)
Keywords: Stopping time,
Jump process,
First hitting timeNature: Original
XLV: 12, 305-322, LNM 2078 (2013)
DÖRING, Leif;
ROBERTS, Matthew I.
Catalytic Branching Processes via Spine Techniques and Renewal TheoryKeywords: Branching processes,
renewal theoremNature: Original
XLV: 13, 323-351, LNM 2078 (2013)
BOURGUIN, Solesne;
TUDOR, Ciprian A.
Malliavin Calculus and Self Normalized Sums (
Theory of processes)
Keywords: Malliavin calculus,
Stein's method,
self-normalized sums,
limit theorems,
multiple stochastic integrals,
chaos expansionsNature: Original
XLV: 14, 353-364, LNM 2078 (2013)
CATUOGNO, Pedro J.;
LEDESMA, Diego S.;
RUFFINO, Paulo R.
A Note on Stochastic Calculus in Vector Bundles (
Theory of processes)
Keywords: Vector bundles,
global analysis,
stochastic calculusNature: Original
XLV: 15, 365-400, LNM 2078 (2013)
PAGÈS, Gilles
Functional Co-monotony of Processes with Applications to Peacocks and Barrier Options (
Theory of processes)
Keywords: Co-monotony,
antithetic simulation method,
processes with independent increments,
Liouville processes,
fractional Brownian motion,
Asian options,
sensitivity,
barrier optionsNature: Original
XLV: 16, 401-431, LNM 2078 (2013)
NOREDDINE, Salim
Fluctuations of the Traces of Complex-Valued Random Matrices (
Non commutative probability theory)
Keywords: Random matrices,
Central limit theoremNature: Original
XLV: 17, 433-458, LNM 2078 (2013)
ORTMANN, Janosch
Functionals of the Brownian Bridge (
Non commutative probability theory)
Keywords: free Brownian bridge,
semicircular random variablesNature: Original
XLV: 18, 459-481, LNM 2078 (2013)
MICLO, Laurent;
MONMARCHÉ, Pierre
Étude spectrale minutieuse de processus moins indécis que les autres (
Theory of processes)
Keywords: Non-reversible Markov processes,convergence to equilibriumNature: Original
XLV: 19, 483-535, LNM 2078 (2013)
BARTHE, Franck;
BORDENAVE, Charles
Combinatorial Optimization Over Two Random Point SetsKeywords: combinatorial optimization,
minimal matching,
geometric probabilityNature: Original
XLV: 20, 537-558, LNM 2078 (2013)
KORTCHEMSKI, Igor
A Simple Proof of Duquesne's Theorem on Contour Processes of Conditioned Galton-Watson TreesKeywords: Conditioned Galton-Watson tree,
Stable continuous random tree,
Scaling limit,
Invariance principleNature: Original
