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Annales de l'I.H.P. Probabilités et statistiques
Tome 47 (2011)
Sommaire du
Fascicule no. 1
Reversed Dirichlet environment and directional transience of random walks in Dirichlet environment
Sabot, Christophe
;
Tournier, Laurent
p. 1-8
On Wiener-Hopf factors for stable processes
Graczyk, Piotr
;
Jakubowski, Tomasz
p. 9-19
Long-range self-avoiding walk converges to
α
-stable processes
Heydenreich, Markus
p. 20-42
Adaptive Dantzig density estimation
Bertin, K.
;
Le Pennec, E.
;
Rivoirard, V.
p. 43-74
The triangle and the open triangle
Kozma, Gady
p. 75-79
Annealed upper tails for the energy of a charged polymer
Asselah, Amine
p. 80-110
Asymptotics for the survival probability in a killed branching random walk
Gantert, Nina
;
Hu, Yueyun
;
Shi, Zhan
p. 111-129
Windings of planar random walks and averaged Dehn function
Schapira, Bruno
;
Young, Robert
p. 130-147
Disorder relevance at marginality and critical point shift
Giacomin, Giambattista
;
Lacoin, Hubert
;
Toninelli, Fabio Lucio
p. 148-175
Adaptive tests of homogeneity for a Poisson process
Fromont, M.
;
Laurent, B.
;
Reynaud-Bouret, P.
p. 176-213
Process-level quenched large deviations for random walk in random environment
Rassoul-Agha, Firas
;
Seppäläinen, Timo
p. 214-242
Limits of determinantal processes near a tacnode
Borodin, Alexei
;
Duits, Maurice
p. 243-258
Disorder relevance for the random walk pinning model in dimension 3
Birkner, Matthias
;
Sun, Rongfeng
p. 259-293
Variance decay for functionals of the environment viewed by the particle
Mourrat, Jean-Christophe
p. 294-327
Sommaire du
Fascicule no. 2
A stochastic min-driven coalescence process and its hydrodynamical limit
Basdevant, Anne-Laure
;
Laurençot, Philippe
;
Norris, James R.
;
Rau, Clément
p. 329-357
Uniqueness and approximate computation of optimal incomplete transportation plans
Álvarez-Esteban, P. C.
;
del Barrio, E.
;
Cuesta-Albertos, J. A.
;
Matrán, C.
p. 358-375
Intermittency and ageing for the symbiotic branching model
Aurzada, Frank
;
Döring, Leif
p. 376-394
Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions
Bossy, Mireille
;
Cissé, Mamadou
;
Talay, Denis
p. 395-424
Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times
Löcherbach, Eva
;
Loukianova, Dasha
;
Loukianov, Oleg
p. 425-449
Lipschitzian norm estimate of one-dimensional Poisson equations and applications
Djellout, Hacene
;
Wu, Liming
p. 450-465
Limiting curlicue measures for theta sums
Cellarosi, Francesco
p. 466-497
Hiding a constant drift
Prokaj, Vilmos
;
Rásonyi, Miklós
;
Schachermayer, Walter
p. 498-514
Brownian motion with respect to time-changing riemannian metrics, applications to Ricci flow
Coulibaly-Pasquier, Koléhè A.
p. 515-538
An integral test for the transience of a brownian path with limited local time
Benjamini, Itai
;
Berestycki, Nathanaël
p. 539-558
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
Delbaen, Freddy
;
Hu, Ying
;
Richou, Adrien
p. 559-574
Limit laws of transient excited random walks on integers
Kosygina, Elena
;
Mountford, Thomas
p. 575-600
Ergodicity of hypoelliptic SDEs driven by fractional brownian motion
Hairer, M.
;
Pillai, N. S.
p. 601-628
Sommaire du
Fascicule no. 3
A nonasymptotic theorem for unnormalized Feynman-Kac particle models
Cérou, F.
;
Del Moral, P.
;
Guyader, A.
p. 629-649
Conservation property of symmetric jump processes
Masamune, Jun
;
Uemura, Toshihiro
p. 650-662
Maximal displacement for bridges of random walks in a random environment
Gantert, Nina
;
Peterson, Jonathon
p. 663-678
Spectral gaps and exponential integrability of hitting times for linear diffusions
Loukianov, Oleg
;
Loukianova, Dasha
;
Song, Shiqi
p. 679-698
Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space II
Barbu, Viorel
;
Da Prato, Giuseppe
;
Tubaro, Luciano
p. 699-724
Variational representations for continuous time processes
Budhiraja, Amarjit
;
Dupuis, Paul
;
Maroulas, Vasileios
p. 725-747
Second-order asymptotic expansion for a non-synchronous covariation estimator
Dalalyan, Arnak
;
Yoshida, Nakahiro
p. 748-789
Sampling the Fermi statistics and other conditional product measures
Gaudillière, A.
;
Reygner, J.
p. 790-812
Scaling limit of the random walk among random traps on
ℤ
d
Mourrat, Jean-Christophe
p. 813-849
Excursions of diffusion processes and continued fractions
Comtet, Alain
;
Tourigny, Yves
p. 850-874
(Homogeneous) markovian bridges
Vigon, Vincent
p. 875-916
A Ciesielski-Taylor type identity for positive self-similar Markov processes
Kyprianou, A. E.
;
Patie, P.
p. 917-928
Sommaire du
Fascicule no. 4
Giant vacant component left by a random walk in a random
d
-regular graph
Černý, Jiří
;
Teixeira, Augusto
;
Windisch, David
p. 929-968
Ageing in the parabolic Anderson model
Mörters, Peter
;
Ortgiese, Marcel
;
Sidorova, Nadia
p. 969-1000
Green functions for killed random walks in the Weyl chamber of Sp(4)
Raschel, Kilian
p. 1001-1019
Mixing time for the Ising model : a uniform lower bound for all graphs
Ding, Jian
;
Peres, Yuval
p. 1020-1028
Multiparameter multifractional brownian motion : local nondeterminism and joint continuity of the local times
Ayache, Antoine
;
Shieh, Narn-Rueih
;
Xiao, Yimin
p. 1029-1054
Strong solutions for stochastic differential equations with jumps
Li, Zenghu
;
Mytnik, Leonid
p. 1055-1067
Invariant random fields in vector bundles and application to cosmology
Malyarenko, Anatoliy
p. 1068-1095
Exponential functionals of brownian motion and class-one Whittaker functions
Baudoin, Fabrice
;
O’Connell, Neil
p. 1096-1120
Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations
Stojkovic, I.
;
van Gaans, O.
p. 1121-1146
On the coupling property of Lévy processes
Schilling, René L.
;
Wang, Jian
p. 1147-1159
The monotone cumulants
Hasebe, Takahiro
;
Saigo, Hayato
p. 1160-1170
Adaptive estimation of the conditional intensity of marker-dependent counting processes
Comte, F.
;
Gaïffas, S.
;
Guilloux, A.
p. 1171-1196
Irregular sampling and central limit theorems for power variations : the continuous case
Hayashi, Takaki
;
Jacod, Jean
;
Yoshida, Nakahiro
p. 1197-1218
Testing stationary processes for independence
Morvai, Gusztáv
;
Weiss, Benjamin
p. 1219-1225