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Annales de l'I.H.P. Probabilités et statistiques
Tome 41 (2005)
Sommaire du
Fascicule no. 1
Regularity properties of the diffusion coefficient for a mean zero exclusion process
Sued, M.
p. 1-33
On the rate of convergence in the central limit theorem for martingale difference sequences
Ouchti, Lahcen
p. 35-43
Regularity of the diffusion coefficient matrix for the lattice gas with energy
Nagahata, Yukio
p. 45-67
Large deviations for invariant measures of stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term
Cerrai, Sandra
;
Röckner, Michael
p. 69-105
Perturbed Skorohod equations and perturbed reflected diffusion processes
Doney, R. A.
;
Zhang, T.
p. 107-121
Sommaire du
Fascicule no. 2
Stochastic integration with respect to Volterra processes
Decreusefond, L.
p. 123-149
Gaussian fluctuations of eigenvalues in the GUE
Gustavsson, Jonas
p. 151-178
Théorème local pour chaînes de Markov de probabilité de transition quasi-compacte. Applications aux chaînes
V
-géométriquement ergodiques et aux modèles itératifs
Hervé, Loïc
p. 179-196
Uniqueness for reflecting brownian motion in lip domains
Bass, Richard F.
;
Burdzy, Krzysztof
;
Chen, Zhen-Qing
p. 197-235
Mobility and Einstein relation for a tagged particle in asymmetric mean zero random walk with simple exclusion
Loulakis, Michail
p. 237-254
Sommaire du
Fascicule no. 3
Extremal quantum states in coupled systems
Parthasarathy, K. R.
p. 257-268
A non-linear Riesz respresentation in probabilistic potential theory
El Karoui, Nicole
;
Föllmer, Hans
p. 269-283
On certain almost brownian filtrations
Émery, M.
p. 285-305
Stochastic flows associated to coalescent processes II : stochastic differential equations
Bertoin, Jean
;
Le Gall, Jean-François
p. 307-333
Properties of perpetual integral functionals of brownian motion with drift
Salminen, Paavo
;
Yor, Marc
p. 335-347
Decoherence of quantum Markov semigroups
Rebolledo, Rolando
p. 349-373
Itô calculus and quantisation of Lie bialgebras
Hudson, R. L.
p. 375-390
From
(
n
+
1
)
-level atom chains to
n
-dimensional noises
Attal, Stéphane
;
Pautrat, Yan
p. 391-407
Analysis of a Bose-Einstein Markov chain
Diaconis, Persi
p. 409-418
Poisson point processes attached to symmetric diffusions
Fukushima, Masatoshi
;
Tanaka, Hiroshi
p. 419-459
Vervaat et Lévy
Fourati, Sonia
p. 461-478
Finite utility on financial markets with asymmetric information and structure properties of the price dynamics
Ankirchner, Stefan
;
Imkeller, Peter
p. 479-503
Dilation of a class of quantum dynamical semigroups with unbounded generators on UHF algebras
Goswami, Debashish
;
Sahu, Lingaraj
;
Sinha, Kalyan B.
p. 505-522
The approximate Euler method for Lévy driven stochastic differential equations
Jacod, Jean
;
Kurtz, Thomas G.
;
Méléard, Sylvie
;
Protter, Philip
p. 523-558
Continuous-time mean-risk portfolio selection
Jin, Hanqing
;
Yan, Jia-An
;
Zhou, Xun Yu
p. 559-580
Quantum stochastic convolution cocycles I
Lindsay, J. Martin
;
Skalski, Adam G.
p. 581-604
The smallest
g
-supermartingale and reflected BSDE with single and double
L
2
obstacles
Peng, Shige
;
Xu, Mingyu
p. 605-630
Sommaire du
Fascicule no. 4
Stochastic calculus and martingales on trees
Picard, Jean
p. 631-683
Glauber dynamics of continuous particle systems
Kondratiev, Yuri
;
Lytvynov, Eugene
p. 685-702
Approximations of the brownian rough path with applications to stochastic analysis
Friz, Peter
;
Victoir, Nicolas
p. 703-724
Small deviations for fractional stable processes
Lifshits, Mikhail
;
Simon, Thomas
p. 725-752
Characterization of equality in the correlation inequality for convex functions, the
U
-conjecture
Hargé, Gilles
p. 753-765
The voter model with anti-voter bonds
Gantert, Nina
;
Löwe, Matthias
;
Steif, Jeffrey E.
p. 767-780
m
-order integrals and generalized Itô’s formula ; the case of a fractional brownian motion with any Hurst index
Gradinaru, Mihai
;
Nourdin, Ivan
;
Russo, Francesco
;
Vallois, Pierre
p. 781-806
Fluctuations in a
p
-spin interaction model
Knöpfel, Holger
;
Löwe, Matthias
p. 807-815
Sommaire du
Fascicule no. 5
Non-linear Neumann's condition for the heat equation : a probabilistic representation using catalytic super-brownian motion
Delmas, Jean-François
;
Vogt, Pascal
p. 817-849
Two-dimensional Poisson trees converge to the brownian web
Ferrari, P. A.
;
Fontes, L. R. G.
;
Wu, Xian-Yuan
p. 851-858
Forward estimation for ergodic time series
Morvai, Gusztáv
;
Weiss, Benjamin
p. 859-870
On an invariance principle for phase separation lines
Greenberg, Lev
;
Ioffe, Dmitry
p. 871-885
On the speed of a planar random walk avoiding its past convex hull
Zerner, Martin P. W.
p. 887-900
Exponential asymptotics for intersection local times of stable processes and random walks
Chen, Xia
;
Rosen, Jay
p. 901-928
Last exit times for transient semistable processes
Sato, Ken-Iti
;
Watanabe, Toshiro
p. 929-951
Thick points for the Cauchy process
Daviaud, Olivier
p. 953-970
Sommaire du
Fascicule no. 6
Large deviations of Markov chains indexed by random trees
Dembo, Amir
;
Mörters, Peter
;
Sheffield, Scott
p. 971-996
Berry-Esseen theorem and local limit theorem for non uniformly expanding maps
Gouëzel, Sébastien
p. 997-1024
Remarks on ergodicity and invariant occupation measure in branching diffusions with immigration
Höpfner, Reinhard
;
Löcherbach, Eva
p. 1025-1047
Stochastic integral of divergence type with respect to fractional brownian motion with Hurst parameter
H
∈
(
0
,
1
2
)
Cheridito, Patrick
;
Nualart, David
p. 1049-1081
Eigenvalues of Hermite and Laguerre ensembles : large beta asymptotics
Dumitriu, Ioana
;
Edelman, Alan
p. 1083-1099
Green kernel estimates and the full Martin boundary for random walks on lamplighter groups and Diestel-Leader graphs
Brofferio, Sara
;
Woess, Wolfgang
p. 1101-1123