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,
explosionNature: 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: SuperprocessesNature: 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 sizesNature: 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 motionNature: 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 pathsNature: 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 problemNature: 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 dimensionsNature: Original
XLVI: 11, 317-331, LNM 2123 (2014)
SCHACHERMAYER, Walter
Admissible Trading Strategies under Transaction CostsNature: Original
XLVI: 12, 333-343, LNM 2123 (2014)
KYPRIANOU, A.E.;
WATSON, A.R.
Potentials of stable processesNature: 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-biasNature: 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 transformNature: Original
XLVI: 15, 377-394, LNM 2123 (2014)
BROSSARD, Jean;
ÉMERY, Michel;
LEURIDAN, Christophe
Skew-product decomposition of planar Brownian motion and complementabilityNature: Original
XLVI: 16, 395-400, LNM 2123 (2014)
PROKAJ, Vilmos
On the exactness of the Lévy-transformationNature: Original
XLVI: 17, 401-410, LNM 2123 (2014)
CHANG, Yinshan
Multi-occupation field generates the Borel-sigma-field of loopsNature: Original
XLVI: 18, 411-459, LNM 2123 (2014)
VAN HANDEL, Ramon
Ergodicity, Decisions, and Partial InformationNature: Original
XLVI: 19, 461-472, LNM 2123 (2014)
SERLET, Laurent
Invariance principle for the random walk conditioned to have a few zeroesNature: Original
XLVI: 20, 473-479, LNM 2123 (2014)
TREVISIAN, Dario
A short proof of Stein's universal multiplier theoremThis 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-PaleyNature: New proof of known result
XLVI: 21, 481-512, LNM 2123 (2014)
NAJNUDEL, Joseph;
NIKEGHBALI, Ashkan
On a flow of operators associated to virtual permutationsNature: Original
