Averaging of Hamiltonian flows with an ergodic component.
Dmitry Dolgopyat, Leonid Koralov
págs. 1999-2049
Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations.
Martin Hairer, Jonathan C. Mattingly
págs. 2050-2091
Weak solutions for forward-backward SDEs-a martingale problem approach.
Jin Ma, Jianfeng Zhang, Ziyu Zheng
págs. 2092-2125
Concentration inequalities for dependent random variables via the martingale method.
Leonid (Aryeh) Kontorovich, Kavita Ramanan
págs. 2126-2158
Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion.
Ivan Nourdin
págs. 2159-2175
Some local approximations of Dawson-Watanabe superprocesses.
Olav Kallenberg
págs. 2176-2214
págs. 2215-2234
págs. 2235-2279
págs. 2280-2310
On pathwise uniqueness for reflecting Brownian motion in C1+y domains.
Richard F. Bass, Krzysztof Burdzy
págs. 2311-2331
Existence, uniqueness and approximation of a stochastic Schrödinger equation: The diffusive case.
Clément Pellegrini
págs. 2332-2353
Transient random walks on a strip in a random environment.
Alexander Roitershtein
págs. 2354-2387
Pinning and wetting transition for (1+1)-dimensional fields with Lapplacian interaction.
Francesco Caravenna, Jean-Dominique Deuschel
págs. 2388-2433
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