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Author Index

A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z


Bavouzet MP , INRIA Rocquencourt, MATHFI project

chorro , cermsem

A
Romain Abraham, Université René Descartes (Paris 5)

Aureli Alabert, Universitat Autònoma de Barcelona
  • Volume 9, 2004 - Articles
    Stochastic differential equations with boundary conditions driven by a Poisson noise
    Abstract


David Aldous, University of California, Berkeley

Gerold Alsmeyer, Inst. Math. Statistics, Dept. Math. and Computer Science, University of Münster
  • Volume 11, 2006 - Articles
    A Stochastic Fixed Point Equation Related to Weighted Branching with Deterministic Weights
    Abstract


Oswaldo Alves, Universidade Federal de Goias

John A. D. Appleby, Dublin City University, Ireland
  • Volume 8, 2003 - Articles
    Exponential Asymptotic Stability of Linear Ito-Volterra Equation with Damped Stochastic Perturbations
    Abstract


Miguel A. Arcones, State University of New York
  • Volume 4, 1999 - Articles
    Weak Convergence for the Row Sums of a Triangular Array of Empirical Processes Indexed by a Manageable Triangular Array of Functions
    Abstract

  • Volume 2, 1997 - Articles
    The Law of the Iterated Logarithm for a Triangular Array of Empirical Processes
    Abstract


Teppei Ariyoshi, Tokio Marine & Nichido Fire Insurance Co., Ltd.

begyn arnaud, Laboratoire de statistiques et probabilites, Universite Paul Sabatier

Rami Atar, Technion - Israel Institute of Technology
  • Volume 7, 2002 - Articles
    Stability Properties of Constrained Jump-Diffusion Processes
    Abstract

  • Volume 6, 2001 - Articles
    Invariant Wedges for a Two-Point Reflecting Brownian Motion and the ``Hot Spots'' Problem
    Abstract


B
Albrecht Böttcher, TU Chemnitz

Seid Bahlali, University Med Khider, Algeria

Zhi-Dong Bai, National University of Singapore

Andrew D Barbour, Universitat Zurich

Martin T. Barlow, University of British Columbia
  • Volume 6, 2001 - Articles
    Transition Density Asymptotics for Some Diffusion Processes with Multi-Fractal Structures
    Abstract


Julien Barral, INRIA Rocquencourt, France
  • Volume 9, 2004 - Articles
    Multifractal Analysis of a Class of Additive Processes with Correlated Non-Stationary Increments
    Abstract


Richard F. Bass, University of Connecticut
  • Volume 10, 2005 - Articles
    An Almost Sure Invariance Principle for Renormalized Intersection Local Times
    Abstract

  • Volume 1, 1996 - Articles
    Eigenvalue Expansions for Brownian Motion with an Application to Occupation Times
    Abstract

  • Volume 1, 1996 - Articles
    Uniqueness for the Skorokhod Equation with Normal Reflection in Lipschitz Domains
    Abstract


Vladimir Belitsky, Universidade de São Paulo
  • Volume 7, 2002 - Articles
    Diffusion and Scattering of Shocks in the Partially Asymmetric Simple Exclusion Process
    Abstract


Steven L. Bell, University of California, San Diego
  • Volume 10, 2005 - Articles
    Dynamic Scheduling of a Parallel Server System in Heavy Traffic with Complete Resource Pooling: Asymptotic Optimality of a Threshold Policy
    Abstract


Gérard Ben Arous, Ecole Normale Supérieure
  • Volume 1, 1996 - Articles
    Metastability of the Three Dimensional Ising Model on a Torus at Very Low Temperatures
    Abstract


Itai Benjamini, The Weizmann Institute of Science

Julien Berestycki, université de Provence, France
  • Volume 9, 2004 - Articles
    Exchangeable Fragmentation-Coalescence Processes and their Equilibrium Measures
    Abstract


Jean Bertoin, Université Paris VI
  • Volume 9, 2004 - Articles
    Asymptotic Laws for Nonconservative Self-similar Fragmentations
    Abstract

  • Volume 5, 2000 - Articles
    Two Coalescents Derived from the Ranges of Stable Subordinators
    Abstract

  • Volume 2, 1997 - Articles
    Cauchy's Principal Value of Local Times of Lévy Processes with no Negative Jumps via Continuous Branching Processes
    Abstract


Corinne Berzin, LabSad, Université Pierre Mendès-France

Hakima Bessaih, University Dini, Pisa

John D Biggins, University of Sheffield

Matthias Birkner, Weierstrass Institute for Applied Analysis and Stochastics, Germany

Jochen Blath, University of Oxford, UK

Bruno Bouchard, Université Paris 6 and CREST, France
  • Volume 10, 2005 - Articles
    On the Hedging of American Options in Discrete Time with Proportional Transaction Costs
    Abstract


Xavier Bressaud, Institut de Mathématiques de Luminy

Wlodzimierz Bryc, University of Cincinnati

Amarjit Budhiraja, University of North Carolina

Amarjit Singh Budhiraja, University of North Carolina at Chapel Hill
  • Volume 8, 2003 - Articles
    Large Deviations for the Emprirical Measures of Reflecting Brownian Motion and Related Constrained Processes in $R_+$
    Abstract


Krzysztof Burdzy, University of Washington
  • Volume 1, 1996 - Articles
    Eigenvalue Expansions for Brownian Motion with an Application to Occupation Times
    Abstract


C
Michael Camarri, University of California, Berkeley
  • Volume 5, 2000 - Articles
    Limit Distributions and Random Trees Derived from the Birthday Problem with Unequal Probabilities
    Abstract


Nicoletta Cancrini, Università: dell'Aquila, Italy

Marcella Capaldo, University of Oxford, UK

Marek Capinski, Jagiellonian University

Francesco Caravenna, Universitaet Zuerich

Philippe Carmona, Université de Nantes

Marzio Cassandro, Dipartimento di Fisica, universita di Roma La Sapienza, Italy

Raphaël Cerf, Université Paris Sud
  • Volume 1, 1996 - Articles
    Metastability of the Three Dimensional Ising Model on a Torus at Very Low Temperatures
    Abstract


Filippo Cesi, Università di Roma ``La Sapienza

Mireille Chaleyat-Maurel, Université de Paris VI

Loïc Chaumont, LPMA - Université Paris 6

B. Chauvin, Université de Versailles, France

Xia Chen, University of Tennessee, USA
  • Volume 10, 2005 - Articles
    Large Deviations for Local Times of Stable Processes and Stable Random Walks in 1 Dimension
    Abstract


Zhenqing Chen, University of Washington

Patrick Cheridito, ETH Zurich

Kwok Pui Choi, National University of Singapore

Joseph G. Conlon, University of Michigan

Laure Coutin, Laboratoire de Statistique et Probabilités, Université Paul Sabatier

M. Cranston, University of Rochester

Endre Csáki, Hungarian Academy of Sciences

Nigel J. Cutland, University of Hull

Jaksa Cvitanić, California Institute of Technology, USA

D
Paolo Dai Pra, Università di Padova, Italy
  • Volume 10, 2005 - Articles
    Logarithmic Sobolev Inequality for Zero--Range Dynamics: Independence of the Number of Particles
    Abstract


Robert C. Dalang, Ecole Polytechnique Fédérale
  • Volume 8, 2003 - Articles
    Some Non-Linear S.P.D.E's That Are Second Order In Time
    Abstract

  • Volume 4, 1999 - Articles
    Extending the Martingale Measure Stochastic Integral With Applications to Spatially Homogeneous S.P.D.E.'s
    Abstract


R. W. R. Darling, National Security Agency

Ian M. Davies, University of Wales, Swansea

Donald A. Dawson, Carleton University
  • Volume 8, 2003 - Articles
    State Dependent Multitype Spatial Branching Processes and their Longtime Behavior
    Abstract

  • Volume 7, 2002 - Articles
    Mutually Catalytic Branching in The Plane: Infinite Measure States
    Abstract

  • Volume 6, 2001 - Articles
    Superprocesses with Dependent Spatial Motion and General Branching Densities
    Abstract

  • Volume 4, 1999 - Articles
    Hierarchically Interacting Fleming-Viot Processes With Selection and Mutation: Multiple Space Time Scale Analysis and Quasi-Equilibria
    Abstract

  • Volume 1, 1996 - Articles
    Multiple Space-Time Scale Analysis For Interacting Branching Models
    Abstract


Donald A. Dawson, Carleton University

A. de La Pradelle, Université Paris VI

Emilio De Santis, University of Roma "La Sapienza"
  • Volume 6, 2001 - Articles
    Strict Inequality for Phase Transition between Ferromagnetic and Frustrated Systems
    Abstract


Maria Deijfen, Stockholm University, Sweden

P. Del Moral, Univ. P. Sabatier

Freddy Delbaen, ETH Zürich, Switzerland

Jean-Francois Delmas

Amir Dembo, Stanford University

Laurent Denis, Université du Maine, France

Persi Diaconis, Stanford University

Klaus Dohmen, Humboldt-Universitaet zu Berlin
  • Volume 4, 1999 - Articles
    Improved Inclusion-Exclusion Identities and Inequalities Based on a Particular Class of Abstract Tubes
    Abstract


Ronald A. Doney, Department of Mathematics, University of Manchester, UK

Paul Dupuis, Brown University
  • Volume 8, 2003 - Articles
    Large Deviations for the Emprirical Measures of Reflecting Brownian Motion and Related Constrained Processes in $R_+$
    Abstract


Richard Durrett, Cornell University

E
Nathalie Eisenbaum, Universités Paris 6 et 7, France

Alison M. Etheridge, University of Oxford

Pierre Etoré, IECN, UHP Nancy I, France
  • Volume 11, 2006 - Articles
    On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients
    Abstract


Steven N. Evans, University of California at Berkeley

F
Albert Fannjiang, University of California, Davis

Mathieu Faure, Universit'e de Marne La Vall'ee

Roberto Fernández, Universidade de São Paulo

P.A. Ferrari, Universidade de Säo Paulo

D. Feyel, Université Evry

James Allen Fill, The Johns Hopkins University
  • Volume 6, 2001 - Articles
    Mixing Times for Markov Chains on Wreath Products and Related Homogeneous Spaces
    Abstract


P. J. Fitzsimmons, University of California, San Diego

Patrick J Fitzsimmons, UCSD
  • Volume 8, 2003 - Articles
    Homogeneous Random Measures and Strongly Supermedian Kernels of a Markov Process
    Abstract


Franco Flandoli, Università di Pisa

Klaus Fleischmann, Weierstrass Institute for Applied Analysis and Stochastics

L. R. G. Fontes, Universidade de Säo Paulo

Alan Freeman, Dublin City University, Ireland
  • Volume 8, 2003 - Articles
    Exponential Asymptotic Stability of Linear Ito-Volterra Equation with Damped Stochastic Perturbations
    Abstract


Masatoshi Fukushima, Kansai University
  • Volume 4, 1999 - Articles
    On Semi-Martingale Characterizations of Functionals of Symmetric Markov Processes
    Abstract


G
Antonio Galves, Universidade de São Paulo

Ayalvadi J Ganesh, Microsoft Research
  • Volume 10, 2005 - Articles
    Sample Path Large Deviations Principles for Poisson Shot Noise Processes and Applications
    Abstract


Fuchang Gao, University of Idaho

Olivier Garet, Université d'Orléans, France

Jochen Geiger, Universität Frankfurt

Ronald K. Getoor, University of California, San Diego

Alexander V. Gnedin, Rijksuniversiteit Utrecht, The Netherlands

Sharad Goel, Standford University, USA

Christina A Goldschmidt, Statistical Laboratory and Pembroke College, University of Cambridge

Ilya Ya Goldsheid, University of London

Luis G. Gorostiza, Centro de Investigacion y de Estudios Avanzados, Mexico D.F., Mexico

Mihai Gradinaru, Institut de Math\'ematiques \'Elie Cartan, Universit\'e Henri Poincar\'e
  • Volume 8, 2003 - Articles
    Approximation at First and Second Order of $m$-order Integrals of the Fractional Brownian Motion and of Certain Semimartingales
    Abstract


Janko Gravner, University of California, Davis

Andreas Greven, Universitat Erlangen-Nurnberg
  • Volume 8, 2003 - Articles
    State Dependent Multitype Spatial Branching Processes and their Longtime Behavior
    Abstract

  • Volume 4, 1999 - Articles
    Hierarchically Interacting Fleming-Viot Processes With Selection and Mutation: Multiple Space Time Scale Analysis and Quasi-Equilibria
    Abstract

  • Volume 4, 1999 - Articles
    The Longtime Behavior of Branching Random Walk in a Catalytic Medium
    Abstract

  • Volume 1, 1996 - Articles
    Time-Space Analysis of the Cluster-Formation in Interacting Diffusions
    Abstract

  • Volume 1, 1996 - Articles
    Multiple Space-Time Scale Analysis For Interacting Branching Models
    Abstract


Ilie A Grigorescu, University of Miami

Sergei Grudsky, CINVESTAV del I.P.N.

H
Bénédi Haas, Université Pierre et Marie Curie
  • Volume 9, 2004 - Articles
    The Genealogy of Self-similar Fragmentations with Negative Index as a Continuum Random Tree
    Abstract


Olle Haggstrom, Chalmers University of Technology, Sweden

Said Hamadène, Universite du Maine
  • Volume 8, 2003 - Articles
    Reflected Backward Stochastic Differential Equation with Jumps and Random Obstacle
    Abstract


Jan Hannig, Colorado State University

Jan Hannig, Colorado State University

ERIKA HAUSENBLAS, UNIVERSITY OF SALZBURG
  • Volume 10, 2005 - Articles
    Existence, Uniqueness and Regularity of Parabolic SPDEs Driven by Poisson Random Measure
    Abstract


Matthias K. Heck, HypoVereinsbank
  • Volume 6, 2001 - Articles
    The Principle of Large Deviations for Martingale Additive Functionals of Recurrent Markov Processes
    Abstract


Deborah Heicklen, Lockhead-Martin

Masanori Hino, Kyoto University

Pawel Hitczenko, North Carolina State University
  • Volume 3, 1998 - Articles
    Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables
    Abstract


Christopher Hoffman, University of Washington, USA

Susan Holmes, Stanford University

Yueyun Hu, Universite Paris VI
  • Volume 10, 2005 - Articles
    On the Increments of the Principal Value of Brownian Local Time
    Abstract

  • Volume 5, 2000 - Articles
    The Laws of Chung and Hirsch for Cauchy's Principal Values Related to Brownian Local Times
    Abstract


Hsien-Kuei Hwang, Academia Sinica

I
Takashi Ichinose, Kanazawa University
  • Volume 5, 2000 - Articles
    The Norm Estimate of the Difference Between the Kac Operator and Schrödinger Semigroup II: The General Case Including the Relativistic Case
    Abstract


E. Iglói, L. Kossuth University

Endre Iglói
  • Volume 10, 2005 - Articles
    A Rate-Optimal Trigonometric Series Expansion of the Fractional Brownian Motion
    Abstract


J
Saul Jacka, University of Warwick
  • Volume 7, 2002 - Articles
    Examples of Convergence and Non-convergence of Markov Chains Conditioned Not To Die
    Abstract


Adam Jakubowski, Nicholas Copernicus University

Mairesse Jean, CNRS - Universite Paris 7

Johan Jonasson, Chalmers University of Technology
  • Volume 6, 2001 - Articles
    On Disagreement Percolation and Maximality of the Critical Value for iid Percolation
    Abstract


K
Wolfgang König, BRIMS, Hewlett-Packard Laboratories
  • Volume 7, 2002 - Articles
    Non-Colliding Random Walks, Tandem Queues, and Discrete Orthogonal Polynomial Ensembles
    Abstract


Gerald Kager, Technische Universität Berlin
  • Volume 2, 1997 - Articles
    Generation of One-Sided Random Dynamical Systems by Stochastic Differential Equations
    Abstract


Min Kang, North Carolina State University

Hideyuki Kawaguchi, Keio University and Sumitomo Mitsui Banking Corporation

Wilfrid S Kendall, University of Warwick

Harry Kesten, Cornell University

Boris A Khoruzhenko, University of London

Davar Khoshnevisan, University of Utah

Kyeong-Hun Kim, University of Utah

T. Klein, Université de Versailles, France

Achim Klenke, Universität Erlangen - Nürnberg

Vassili N. Kolokoltsov, Nottingham Trent University
  • Volume 7, 2002 - Articles
    Transience and Non-explosion of Certain Stochastic Newtonian Systems
    Abstract

  • Volume 6, 2001 - Articles
    Small Diffusion and Fast Dying Out Asymptotics for Superprocesses as Non-Hamiltonian Quasiclassics for Evolution Equations
    Abstract


Tomasz Komorowski, UMCS

Ioannis Kontoyiannis, Brown University
  • Volume 10, 2005 - Articles
    Large Deviations Asymptotics and the Spectral Theory of Multiplicatively Regular Markov Processes
    Abstract


P. Ekkehard Kopp, University of Hull

M. A. Kouritzin, University of Alberta

Michael A. Kouritzin, Department of Mathematical and Statistical Sciences, University of Alberta
  • Volume 9, 2004 - Articles
    Nonliner Filtering for Reflecting Diffusions in Random Enviroments via Nonparametric Estimation
    Abstract


Michael J. Kozdron, University of Regina, Canada
  • Volume 10, 2005 - Articles
    Estimates of Random Walk Exit Probabilities and Application to Loop-Erased Random Walk
    Abstract


Gady Kozma, Tel Aviv University

N. V. Krylov, University of Minnesota
  • Volume 5, 2000 - Articles
    SPDEs in Lq( ( 0, tau] , Lp ) Spaces
    Abstract

  • Volume 4, 1999 - Articles
    Approximating Value Functions for Controlled Degenerate Diffusion Processes by Using Piece-Wise Constant Policies
    Abstract


N.V. Krylov, University of Minnesota
  • Volume 9, 2004 - Articles
    Quasiderivatives and Interior Smoothness of Harmonic Functions Associated with Degenerate Diffusion Processes
    Abstract


Takashi Kumagai, Kyoto University
  • Volume 6, 2001 - Articles
    Transition Density Asymptotics for Some Diffusion Processes with Multi-Fractal Structures
    Abstract


Michael Kuppe, ETH Zürich, Switzerland

Irina Kurkova, Université de Paris VI (Pierre et Marie Curie), France

Thomas G. Kurtz, University of Wisconsin, Madison
  • Volume 6, 2001 - Articles
    Stationary Solutions and Forward Equations for Controlled and Singular Martingale Problems
    Abstract

  • Volume 3, 1998 - Articles
    Martingale Problems for Conditional Distributions of Markov Processes
    Abstract


Stanislaw Kwapien, Warsaw University
  • Volume 3, 1998 - Articles
    Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables
    Abstract


Andreas E Kyprianou, Heriot-Watt University

L
Matthias L"owe, Fakult"at f"ur Mathematik, Universit"at M"unster, Einsteinstrass e 62, D
  • Volume 9, 2004 - Articles
    Reconstructing a Multicolor Random Scenery seen along a Random Walk Path with Bounded Jumps
    Abstract


Aime Lachal, Institut National des Sciences Appliquèes de Lyon, France
  • Volume 8, 2003 - Articles
    Distributions of Sojourn Time, Maximum and Minimum for Pseudo-Processes Governed by Higher-Order Heat-Type Equations
    Abstract


Amaury Lambert, Université Pierre et Marie Curie
  • Volume 6, 2001 - Articles
    The Joint Law of Ages and Residual Lifetimes for Two Schemes of Regenerative Sets
    Abstract


Gregory F. Lawler, Duke University and Cornell University

Y. Le Jan, Université de Paris, Sud

José Rafael Le'on, Universidad Central de Venezuelz

Michel Ledoux, Université Toulouse
  • Volume 10, 2005 - Articles
    Distributions of Invariant Ensembles from the Classical Orthogonal Polynimials: the Discrete Case
    Abstract

  • Volume 9, 2004 - Articles
    Differential Operators and Spectral Distributions of Invariant Ensembles from the Classical Orthogonal Polynomials. The Continuous Case
    Abstract


Tzong-Yow Lee, University of Maryland

Antoine Lejay, INRIA Lorraine
  • Volume 7, 2002 - Articles
    On the Convergence of Stochastic Integrals Driven by Processes Converging on account of a Homogenization Property
    Abstract


Antoine J. Lejay, Projet OMEGA, INRIA Lorraine

Wenbo V. Li, University of Delaware
  • Volume 3, 1998 - Articles
    Hypercontractivity and Comparison of Moments of Iterated Maxima and Minima of Independent Random Variables
    Abstract


Zenghu Li, Beijing Normal University
  • Volume 6, 2001 - Articles
    Superprocesses with Dependent Spatial Motion and General Branching Densities
    Abstract


Lozada-Chang Li-Vang

Wen-Qi Liang, Academia Sinica
  • Volume 6, 2001 - Articles
    Limit Theorems for the Number of Maxima in Random Samples from Planar Regions
    Abstract


Xiao Xin Liao, University of Strathclyde
  • Volume 1, 1996 - Articles
    Almost Sure Exponential Stability of Neutral Differential Difference Equations with Damped Stochastic Perturbations
    Abstract


Vlada Limic, University of British Columbia

R. Liptser, Tel Aviv University
  • Volume 4, 1999 - Articles
    Moderate Deviations Type Evaluation for Integral Functionals of Diffusion Processes
    Abstract


Sergey V. Lototsky, University of Southern California
  • Volume 6, 2001 - Articles
    Linear Stochastic Parabolic Equations, Degenerating on the Boundary of a Domain
    Abstract


S. J. Luo, FinancialCAD Corp.

Owen D. Lyne, University of Nottingham

M
Peter Mörters, Technische Universität Berlin, Universität Kaiserslautern
  • Volume 4, 1999 - Articles
    Small Scale Limit Theorems for the Intersection Local Times of Brownian Motion
    Abstract


Faïza Maaouia, HypoVereinsbank
  • Volume 6, 2001 - Articles
    The Principle of Large Deviations for Martingale Additive Functionals of Recurrent Markov Processes
    Abstract


Claudio Macci, Universita degli Studi di Roma
  • Volume 10, 2005 - Articles
    Sample Path Large Deviations Principles for Poisson Shot Noise Processes and Applications
    Abstract


Fábio Machado, Universidade de São Paulo

Makoto Maejima, Keio University

GREGORY MAILLARD, Laboratoire de mathematiques Raphael Salem, Universite de Rouen

Xuerong Mao, University of Strathclyde
  • Volume 1, 1996 - Articles
    Almost Sure Exponential Stability of Neutral Differential Difference Equations with Damped Stochastic Perturbations
    Abstract


Jean-Francois Marckert, Université de Versailles, France

Miguel Ángel Marmolejo, Universidad del Valle
  • Volume 9, 2004 - Articles
    Stochastic differential equations with boundary conditions driven by a Poisson noise
    Abstract


James B. Martin, CNRS and Université Paris 7, France

Hiroyuki Matsumoto, Nagoya University

Heinrich Matzinger, Georgia Tech, School of Mathematics Atlanta, GA 30332 0160, USA
  • Volume 9, 2004 - Articles
    Reconstructing a Multicolor Random Scenery seen along a Random Walk Path with Bounded Jumps
    Abstract


Eddy Mayer-Wolf, Technion
  • Volume 7, 2002 - Articles
    Asymptotics of Certain Coagulation-Fragmentation Processes and Invariant Poisson-Dirichlet Measures
    Abstract


Franz Merkl, Leiden University
  • Volume 9, 2004 - Articles
    Reconstructing a Multicolor Random Scenery seen along a Random Walk Path with Bounded Jumps
    Abstract


Marouen MESSAOUD, IXIS and INRIA Rocquencourt

Sean P Meyn, University of Illinois, Urbana-Champaign
  • Volume 10, 2005 - Articles
    Large Deviations Asymptotics and the Spectral Theory of Multiplicatively Regular Markov Processes
    Abstract


Brahim Mezerdi, University Med Khider, Algeria

L. Miclo, Univ. P. Sabatier

Grégory Miermont, DMA, Ecole Normale Supérieure, et Université Paris VI
  • Volume 9, 2004 - Articles
    The Genealogy of Self-similar Fragmentations with Negative Index as a Continuum Random Tree
    Abstract

  • Volume 6, 2001 - Articles
    Ordered Additive Coalescent and Fragmentations Associated to Lévy Processes with No Positive Jumps
    Abstract


R. Mikulevicius, Vilnius University

Remigijus Mikulevicius
  • Volume 10, 2005 - Articles
    On Cauchy-Dirichlet Problem in Half-Space for Linear Integro-Differential Equations in Weighted Hoelder Spaces
    Abstract


Hassani Mohammed, Universite du Maine, France
  • Volume 11, 2006 - Articles
    BSDEs with two reflecting barriers driven by a Brownian motion and Poisson noise and related Dynkin game
    Abstract


Ravi Montenegro, University of Massachusetts Lowell, USA

Stephen Montgomery-Smith, University of Missouri

Thomas S. Mountford, University of California, Los Angeles

Carl Mueller, University of Rochester

Carl E Mueller, University of Rochester

Leonid Mytnik, Technion - Israel Institute of Technology

David M\'arquez-carreras, Universitat de Barcelona
  • Volume 8, 2003 - Articles
    Large Deviation Principle for a Stochastic Heat Equation With Spatially Correlated Noise
    Abstract


Martin Möhle, University of Tübingen, Germany

N
Ali Naddaf, University of Michigan

Jamal Najim, Université Paris 10-Nanterre

Kunio Nishioka, Tokyo Metropolitan University

Ivan Nourdin, Institut de Math'ematiques 'Elie Cartan, Universit'e Henri Poincar'e
  • Volume 8, 2003 - Articles
    Approximation at First and Second Order of $m$-order Integrals of the Fractional Brownian Motion and of Certain Semimartingales
    Abstract


David Nualart, Universitty of Kansas

Eulalia Nualart, Universite de Paris 6

O
Neil O'Connell, BRIMS, Hewlett-Packard Laboratories
  • Volume 7, 2002 - Articles
    Non-Colliding Random Walks, Tandem Queues, and Discrete Orthogonal Polynomial Ensembles
    Abstract


Daniel L Ocone, Rutgers University

Youssef Ouknine, Universite Cadi Ayyad
  • Volume 8, 2003 - Articles
    Reflected Backward Stochastic Differential Equation with Jumps and Random Obstacle
    Abstract


P
Igor Pak, Yale University

Dmitry Panchenko, Massachusetts Institute of Technology, USA
  • Volume 10, 2005 - Articles
    A Central Limit Theorem for Weighted Averages of Spins in the High Temperature Region of the Sherrington-Kirkpatrick Model
    Abstract


Magda Peligrad, University of Cincinnati

Robin Pemantle, University of Pennsylvania

Yuval Peres, University of California, Berkeley

Edwin A. Perkins, The University of British Columbia
  • Volume 10, 2005 - Articles
    Competing super-Brownian motions as limits of interacting particle systems
    Abstract

  • Volume 9, 2004 - Articles
    Countable Systems of Degenerate Stochastic Differential Equations with Applications to Super-Markov Chains
    Abstract

  • Volume 7, 2002 - Articles
    Mutually Catalytic Branching in The Plane: Infinite Measure States
    Abstract

  • Volume 3, 1998 - Articles
    Collision Local Times, Historical Stochastic Calculus, and Competing Species
    Abstract


Jean Picard, Labo. de Mathématiques, Université Blaise Pascal
  • Volume 11, 2006 - Articles
    Brownian excursions, stochastic integrals, and representation of Wiener functionals
    Abstract


Pierre Picco, CPT-CNRS

Jim Pitman, University of California, Berkeley

Serguei Popov, Universidade de São Paulo