Volume 40; Issue 4

The Annals of Probability

Volume 40; Issue 4
1

A spatial version of the Itô–Stratonovich correction

Year:
2012
Language:
english
File:
PDF, 329 KB
english, 2012
3

GENERALIZED SELF-INTERSECTION LOCAL TIME FOR A SUPERPROCESS OVER A STOCHASTIC FLOW

Year:
2012
Language:
english
File:
PDF, 2.37 MB
english, 2012
4

A SPATIAL VERSION OF THE ITÔ-STRATONOVICH CORRECTION

Year:
2012
Language:
english
File:
PDF, 2.17 MB
english, 2012
5

THE CONVEX MINORANT OF A LÉVY PROCESS

Year:
2012
Language:
english
File:
PDF, 2.70 MB
english, 2012
6

BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH ROUGH DRIVERS

Year:
2012
Language:
english
File:
PDF, 2.31 MB
english, 2012
10

WIGNER CHAOS AND THE FOURTH MOMENT

Year:
2012
Language:
english
File:
PDF, 4.04 MB
english, 2012
11

TIGHT MARKOV CHAINS AND RANDOM COMPOSITIONS

Year:
2012
Language:
english
File:
PDF, 2.20 MB
english, 2012
12

Generalized self-intersection local time for a superprocess over a stochastic flow

Year:
2012
Language:
english
File:
PDF, 398 KB
english, 2012
14

Wigner chaos and the fourth moment

Year:
2012
Language:
english
File:
PDF, 566 KB
english, 2012
15

Backward stochastic differential equations with rough drivers

Year:
2012
Language:
english
File:
PDF, 340 KB
english, 2012
17

Tight Markov chains and random compositions

Year:
2012
Language:
english
File:
PDF, 350 KB
english, 2012
21

The convex minorant of a Lévy process

Year:
2012
Language:
english
File:
PDF, 370 KB
english, 2012