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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


Martinez Miguel
  • Volume 14, 2009 - Articles
    On mean numbers of passage times in small balls of discretized Itô processes
    Abstract


Loic Chaumont, Universite Pierre et Marie Curie

Wolfgang König, Technical University Berlin

Rafal Latala, Warsaw University
  • Volume 13, 2008 - Articles
    A Regeneration Proof of the Central Limit Theorem for Uniformly Ergodic Markov Chains
    Abstract


Giovanni Peccati, Universite Pierre et Marie Curie, France

A
Josh Abramson, University of California, Berkeley

Robert J. Adler, Technion - Israel Institute of Technology

elie E.F. aidekon, Technische universiteit eindhoven
  • Volume 15, 2010 - Articles
    Tail asymptotics for the total progeny of the critical killed branching random walk
    Abstract


Aureli Alabert, Universitat Autònoma de Barcelona
  • Volume 11, 2006 - Articles
    Linear stochastic differential-algebraic equations with constant coefficients
    Abstract


Tom Alberts, New York University

J.M.P. Albin, Chalmers University of Technology, Sweden

David J. Aldous, University of California, Berkeley

Larbi Alili, ETH Zurich

Roland Alkemper, Johannes-Gutenberg Universität Mainz, Germany
  • Volume 12, 2007 - Articles
    GRAPHICAL REPRESENTATION OF SOME DUALITY RELATIONS IN STOCHASTIC POPULATION MODELS
    Abstract


Gideon Amir, University of Toronto

Jenny Andersson, Chalmers University of Technology

Kyprianou Andreas, University of Bath

Peter Andrew, University of Utrecht
  • Volume 11, 2006 - Articles
    A Proof from `First Principles' of Kesten's Result for the Probabilities with which a Subordinator Hits Points.
    Abstract


Christophe Andrieu, University of Bristol

Omer Angel, University of British Columbia, Canada

John A. D. Appleby, Dublin City University
  • Volume 9, 2004 - Articles
    Oscillation and Non-oscillation in Solutions of Nonlinear Stochastic Delay Differential Equations
    Abstract

  • Volume 7, 2002 - Articles
    Almost Sure Stability of Linear Ito-Volterra Equations with Damped Stochastic Perturbations
    Abstract


Miguel A. Arcones, University of Texas

Louis-Pierre Arguin, Princeton University

Rami Atar, Technion - Israel Institute of Technology

Yves Atchade, University of Michigan

Siva Athreya, University of British Columbia

Stefano Attanasio, Scuola Normale Superiore
  • Volume 15, 2010 - Articles
    Stochastic flows of diffeomorphisms for one-dimensional SDE with discontinuous drift
    Abstract


Frank Aurzada, TU Berlin

B
Agnes Backhausz, Eotvos Lorand University, Department of Probability and Statistics

Khaled Bahlali, IMATH, USTV, Toulon
  • Volume 7, 2002 - Articles
    Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
    Abstract


Dominique Bakry, LSP, Univ. toulouse 3
  • Volume 13, 2008 - Articles
    A simple proof of the Poincaré inequality for a large class of probability measures
    Abstract


Raluca Balan, University of Ottawa, Canada

Raluca M Balan, University of Ottawa

Paolo Baldi, Universita i Roma
  • Volume 12, 2007 - Articles
    On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
    Abstract


Antar Bandyopadhyay, University of California, Berkeley
  • Volume 6, 2001 - Articles
    How to Combine Fast Heuristic Markov Chain Monte Carlo with Slow Exact Sampling
    Abstract


David Barbato, Università di Pisa, Italy

Viorel Barbu, University of Iasi (Romania)
  • Volume 16, 2011 - Articles
    A Reflection Type Problem for the Stochastic 2-D Navier-Stokes Equations with Periodic Conditions
    Abstract


Martin Barlow, University of British Columbia

Franck Barthe, LSP, Univ. toulouse 3
  • Volume 13, 2008 - Articles
    A simple proof of the Poincaré inequality for a large class of probability measures
    Abstract


Yuliy Baryshnikov, University of Osnabrueck

Aniran Basak, Stanford Universi

Richard F. Bass, University of Connecticut

Fabrice Baudoin, Université Paris 6 et Paris 7

Witold Bednorz, Warsaw University
  • Volume 13, 2008 - Articles
    A Regeneration Proof of the Central Limit Theorem for Uniformly Ergodic Markov Chains
    Abstract


Vincent Beffara, UMPA

Iddo Ben-Ari, University of Connecticut

Itai Benjamini, Weizmann Institute of Science

Jean Berard, Université de Lyon

Göran Bergqvist, Linköping University

Patrice Bertail, Laboratory of Statistics, CREST and MODALX, University Paris X, France

Jean Bertoin, Universite Pierre et Marie Curie

J. D. Biggins, The University of Sheffield, UK

Matthias Birkner, Weierstrass Institute for Applied Analysis and Stochastics, Germany
  • Volume 9, 2004 - Articles
    A Condition for Weak Disorder for Directed Polymers in Random Environment
    Abstract


Anders Bjorner, Royal Institute of Technology

Jochen Blath, TU Berlin

Sergey G Bobkov, University of Minnesota

Thierry Bodineau, Université Pierre et Marie Curie, France

Daniel Boivin, Université de Bretagne Sud

Tomasz Bojdecki, Institute of Mathematics, University of Warsaw
  • Volume 15, 2010 - Articles
    Particle systems with quasi-homogeneous initial states and their occupation time fluctuations
    Abstract


Erwin Bolthausen, Universit
  • Volume 16, 2011 - Articles
    Recursions and tightness for the maximum of the discrete, two dimensional Gaussian Free Field
    Abstract


Charles Bordenave, CNRS and University of Toulouse

Martin Borecki, TU Berlin
  • Volume 15, 2010 - Articles
    Localization for (1+1)-dimensional pinning models with (∇ + Δ)-interaction
    Abstract


Konstantin Borovkov, University of Melbourne

Arup Bose, Indian Statistical Institute

Mireille BOSSY, INRIA Sophia Antipolis Méditérannée
  • Volume 14, 2009 - Articles
    On mean numbers of passage times in small balls of discretized Itô processes
    Abstract


Thomas R Boucher, Plymouth State University
  • Volume 12, 2007 - Articles
    Asymptotic variance of functionals of discrete-time Markov chains via the Drazin inverse.
    Abstract


Brahim Boufoussi, Department of Mathematics, Cadi Ayyad University FSSM

Paul Bourgade, LPMA, Paris 6

Solesne Bourguin, Université Paris 1

Jean-Christophe Breton, Laboratoire Mathématiques, Image et Applications
  • Volume 13, 2008 - Articles
    Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
    Abstract


Philippe Briand, Université Rennes 1

Wlodek Bryc, University of Cincinnati
  • Volume 12, 2007 - Articles
    Asymptotic results for empirical measures of weighted sums of independent random variables
    Abstract


Chris Burdzy, University of Washington

Krzysztof Burdzy, University of Washington

Zaeem Burq, University of Melbourne

Björn Böttcher, TU Dresden

C
Francesco Caravenna, Università di Milano-Bicocca, Italy

Francesco Caravenna, University of Padova
  • Volume 15, 2010 - Articles
    Localization for (1+1)-dimensional pinning models with (∇ + Δ)-interaction
    Abstract


Niclas Carlsson, Abo Akademi University, Finland

Philippe Carmona, Université Paul Sabatier

Philippe Carmona, Université de Nantes

Rene Carmona, Princeton University

Patrick Cattiaux, LSP, Univ. toulouse 3
  • Volume 13, 2008 - Articles
    A simple proof of the Poincaré inequality for a large class of probability measures
    Abstract


Pedro José Catuogno, Universidade Estadual de Campinas, Brazil

Djalil Chafaï, Université Paris-Est Marne-la-Vallée

Arijit Chakrabarty, Indian Institute of Science
  • Volume 15, 2010 - Articles
    Central Limit Theorem for truncated heavy tailed Banach valued random vectors
    Abstract


Philippe Chassaing, Institut Elie Cartan

Sourav Chatterjee, University of California at Berkeley

Juan Ruiz de Chavez, UAM-I

Yu-Ting Chen, Institute of Mathematics, Academia Sinica, Taipei, Taiwan

Zhen-Qing Chen, University of Washington, USA
  • Volume 10, 2005 - Articles
    When Does a Randomly Weighted Self-normalized Sum Converge in Distribution?
    Abstract

  • Volume 10, 2005 - Articles
    Acknowledgment of Priority: When Does a Randomly Weighted Self-normalized Sum Converge in Distribution?     (Elect. Comm. in Probab. 10 (2005), 70--81)
    Abstract

  • Volume 10, 2005 - Articles
    Editorial Board for Volume 10 (2005)
    Abstract

  • Volume 3, 1998 - Articles
    Weak Convergence of Reflected Brownian Motions
    Abstract


Pavel Chigansky, The Weizmann Institute of Science

Pavel Chigansky, The Hebrew University

Sergei Chobanyan, Georgian Academy of Sciences, Georgia

Hyemi Choi, Chonbuk National University, Korea

Henri Comman, University of Santiago de Chile

Joseph G. Conlon, University of Michigan

François Coquet, Université Rennes 1
  • Volume 5, 2000 - Articles
    A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation
    Abstract


Olivier Couronné, Universite Paris-Ouest

Laure Coutin, Université Paul Sabatier

Michael Cranston, University of California at Irvine

Endre Csáki, Hungarian Academy of Sciences
  • Volume 9, 2004 - Articles
    Invariance Principles for Ranked Excursion Lengths and Heights
    Abstract

  • Volume 4, 1999 - Articles
    Capacity Estimates, Boundary Crossings and the Ornstein-Uhlenbeck Process in Wiener Space
    Abstract


Nicolas Curien, DMA Ens Paris

D
Mirko D'Ovidio, Sapienza University of Rome
  • Volume 15, 2010 - Articles
    Explicit solutions to fractional differential equations via generalized gamma convolution
    Abstract


Giuseppe Da Prato, Scuoal Normale Superiore Pisa
  • Volume 16, 2011 - Articles
    A Reflection Type Problem for the Stochastic 2-D Navier-Stokes Equations with Periodic Conditions
    Abstract


Sandrine Dallaporta, Institut de Mathématiques de Toulouse
  • Volume 16, 2011 - Articles
    A note on the Central Limit Theorem for the Eigenvalue Counting Function of Wigner Matrices
    Abstract


Sébastien Darses, Boston University

Amites Dasgupta, Indian Statistical Institute

Coupier David, Laboratoire Paul Painlevé, UMR 8524, Université Lille 1

Arnaud de La Fortelle, Mines Paris

Victor H de la Pe{~n}a, Columbia University

Bernardo Nunes Borge de Lima, UFMG, Belo Horizonte

Dante DeBlassie, Texas A&M University

Arnaud Debussche, IRMAR, ENS Cachan Bretagne, CNRS, UEB

Manon Defosseux, MAP5
  • Volume 16, 2011 - Articles
    Generalized Laguerre Unitary Ensembles and an interacting particles model with a wall
    Abstract


Maria Deijfen, Stockholm University
  • Volume 11, 2006 - Articles
    Stationary random graphs on Z with prescribed iid degrees and finite mean connections
    Abstract


Maria Deijfen, Stockholm University
  • Volume 14, 2009 - Articles
    Stationary random graphs with prescribed iid degrees on a spatial Poisson process
    Abstract


Bernard Delyon, Université Rennes 1

Amir Dembo, Stanford University

Nizar Demni, Rennes 1 University

Andrej Depperschmidt, University of Freiburg

Jean-Marc Derrien, Université de Bretagne Sud

Jean-Dominique Deuschel, Technische Universit"{a}t Berlin
  • Volume 16, 2011 - Articles
    Recursions and tightness for the maximum of the discrete, two dimensional Gaussian Free Field
    Abstract


Luc Devroye, McGill University

Ton AB Dieker, Georgia Institute of Technology
  • Volume 14, 2009 - Articles
    Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
    Abstract


Dmitry Dolgopyat, University of Maryland

Zhao Dong, Institute of Applied Mathematics, Academy of Mathematics and Systems Sciences, Academia Sinica, P.R.China
  • Volume 16, 2011 - Articles
    Invariant measures of stochastic 2D Navier-Stokes equation driven by α-stable processes
    Abstract


Julien Dubédat, Université Paris-Sud

Maximilian Duerre
  • Volume 11, 2006 - Articles
    Uniqueness of multi-dimensional infinite volume self-organized critical forest-fire models
    Abstract


Frédérique Duheille-Bienvenue, Université Claude Bernard - Lyon 1
  • Volume 8, 2003 - Articles
    Central Limit Theorems for the Products of Random Matrices Sampled by a Random Walk
    Abstract


Thomas S.A. Duquesne, University Paris 6

Hanna Döring, TU Berlin

E
Maren Eckhoff, Technical University of Munich
  • Volume 14, 2009 - Articles
    Uniqueness of the mixing measure for a random walk in a random environment on the positive integers
    Abstract


Peter Eichelsbacher, Professor

Romuald Elie, Université Paris Dauphine
  • Volume 16, 2011 - Articles
    A note on existence and uniqueness for solutions of multidimensional reflected BSDEs
    Abstract


Nathanael Enriquez, Universite Paris 10

Abdelhadi Es-Sarhir, TU (Berlin)

Steven N. Evans, University of California at Berkeley

F
Franco Fagnola, Università di Genova

Ming Fang

Chad Fargason, Duke University

Shui Feng, McMaster University

Lisandro J Fermín, Universite Paris-Sud and Universidad Central de Venezuela

Roberto Fernandez, University of Utrecht

Patrik L Ferrari, Bonn University

D. Feyel, Université Evry

Raul Fierro, Universidad Catolica de Valparaiso

James Allen Fill, The Johns Hopkins University

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

Patrick J Fitzsimmons, UC San Diego

Markus Flury, Universität

Joaquin Fontbona, Universidad de Chile
  • Volume 15, 2010 - Articles
    Measurability of optimal transportation and strong coupling of martingale measures
    Abstract


Marco Formentin, University of Bochum
  • Volume 14, 2009 - Articles
    A symmetric entropy bound on the non-reconstruction regime of Markov chains on Galton-Watson trees
    Abstract


Peter J. Forrester, University of Melbourne

Ragnar Freij, Chalmers University of Technology

Sacha Friedli, IMPA, Rio de Janeiro

Sacha Friedli, UFMG

Takahiko Fujita, Graduate School of Commerce and management, Hitotsubashi University

Ryoki Fukushima, University of Zurich
  • Volume 14, 2009 - Articles
    From the Lifshitz tail to the quenched survival asymptotics in the trapping problem
    Abstract


Tadahisa Funaki, Graduate School of Mathematical Sciences, The University of Tokyo

G
Onno van Gaans, Leiden University
  • Volume 11, 2006 - Articles
    Invariant measures for stochastic Cauchy problems with asymptotically unstable drift semigroup
    Abstract


Sandro Gallo, Universidade Estadual de Campinas

Fuchang Gao, University of Idaho
  • Volume 8, 2003 - Articles
    The Mean of a Maximum Likelihood Estimator Associated with the Brownian Bridge
    Abstract


Fuchang Gao, University of Idaho
  • Volume 13, 2008 - Articles
    Entropy Estimate for k-Monotone Functions via Small Ball Probability of Integrated Brownian Motions
    Abstract


Fuqing Gao, Wuhan University
  • Volume 14, 2009 - Articles
    Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift
    Abstract


Emmanuelle Gautherat, Laboratory of Statistics, CREST and Economic Faculty of Reims, France

Nicos Georgiou, UW-Madison

Lucas Gerin, Universite Paris-Ouest

Subhankar Ghosh, University of Southern California

Giambattista Giacomin, Universitè Paris 7 and Laboratoire de Probabilités et Modèles Aléatoires C.N.R.S.

PAGES Gilles, Univ. Paris 6

Evarist Giné, University of Connecticut

Alexander Gnedin, Utrecht University

Emmanuel Gobet, Centre de Mathématiques Appliquées
  • Volume 8, 2003 - Articles
    Computation of Greeks for Barrier and Lookback Options Using Malliavin Calculus
    Abstract


Christina A Goldschmidt, Department of Statistics, University of Oxford

Larry Goldstein, University of Southern California

Patrícia C. Gonçalves, CMAT - U. Minho

Luis G Gorostiza, Centro de Investigacion y de Estudios Avanzados, Mexico
  • Volume 15, 2010 - Articles
    Particle systems with quasi-homogeneous initial states and their occupation time fluctuations
    Abstract


Nathael Gozlan

Svend-Erik Graversen, Aarhus University
  • Volume 16, 2011 - Articles
    Representations of Urbanik's classes and multiparameter Ornstein-Uhlenbeck processes
    Abstract


Andreas Greven, Universitat Erlangen-Nurnberg

Philip S. Griffin, Syracuse University

Geoffrey Grimmett, Cambridge University

Gustaf Gripenberg, aalto University
  • Volume 16, 2011 - Articles
    White and colored Gaussian noises as limits of sums of random dilations and translations of a single function
    Abstract


Stanislav Grishin, Princeton University

Piet Groeneboom, Delft University of Technology

Arnaud GUILLIN, LATP, Univ. Aix-Marseille 1
  • Volume 13, 2008 - Articles
    A simple proof of the Poincaré inequality for a large class of probability measures
    Abstract


Nadine Guillotin, Université Claude Bernard - Lyon 1

Nadine Guillotin-Plantard, Université Claude Bernard - Lyon 1
  • Volume 8, 2003 - Articles
    Central Limit Theorems for the Products of Random Matrices Sampled by a Random Walk
    Abstract


Nadine Guillotin-Plantard, Université Lyon 1

Herve Guiol, IMA-EPFL
  • Volume 8, 2003 - Articles
    Microscopic structure of a decreasing shock for the asymmetric $k$-step exclusion process
    Abstract


Alice Guionnet, Ecole Normale Superieure

Adityanand Guntuboyina, Yale University
  • Volume 14, 2009 - Articles
    Concentration of the spectral measure of large Wishart matrices with dependent entries
    Abstract


Ori Gurel-Gurevich, Microsoft Research

Friedrich Götze, Universitat Bielefeld

H
Olle Häggström, Chalmers University of Technology and Goteborg University
  • Volume 7, 2002 - Articles
    A Monotonicity Result for Hard-core and Widom-Rowlinson Models on Certain d-dimensional Lattices
    Abstract


Olle Haggstrom, Chalmers University of Technology

Olle Haggstrom, Chalmers University of Technology

Marjorie G Hahn, Tufts University
  • Volume 16, 2011 - Articles
    On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations
    Abstract


B. M. Hambly, University of Oxford
  • Volume 6, 2001 - Articles
    Pitman's 2M-X Theorem for Skip-Free Random Walks with Markovian Increments
    Abstract


Alan Hammond, U.C. Berkeley, USA

Kenji Handa, Saga University

Keisuke Hara
  • Volume 9, 2004 - Articles
    Finite dimensional determinants as characteristic functions of quadratic Wiener functionals
    Abstract


LUSCHGY Harald, Univ. Trier

Hugo Harari-Kermadec, ENS-Cachan

John W Harris, University of Bristol

Simon C Harris, University of Bath

Takahiro Hasebe, Kyoto University

Enkelejd Hashorva, University of Bern, Switzerland

Rajat Subhra Hazra, Indian Statistical Institute, Kolkata

Hadrian Heil, Universität Tübingen

Marcelo Richard Hilário, IMPA

Martin V. Hildebrand, University at Albany, SUNY

Tim Hobson, University of Warwick, UK
  • Volume 10, 2005 - Articles
    On the Duality between Coalescing Brownian Particles and the Heat Equation Driven by Fisher-Wright Noise
    Abstract


Michael A. Hoegele, University Potsdam
  • Volume 16, 2011 - Articles
    Asymptotic first exit times of the Chafee-Infante equation with small heavy-tailed Lévy noise
    Abstract


Reinhard Hoepfner, Johannes Gutenberg Universitaet Mainz
  • Volume 14, 2009 - Articles
    An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps
    Abstract


Katrin Hofmann-Credner, Ruhr University Bochum
  • Volume 13, 2008 - Articles
    Wigner theorems for random matrices with dependent entries: Ensembles associated to symmetric spaces and sample covariance matrices
    Abstract


Mark P Holmes, University of Auckland

Alexander E. Holroyd, University of California, Berkeley

Gerard Hooghiemstra, Technical University Delft

Robert D Hough, Stanford University

Elton P. Hsu, Northwestern University
  • Volume 2, 1997 - Articles
    Martingale Representation and a Simple Proof of Logarithmic Sobolev Inequalities on Path Spaces
    Abstract


Ying Hu, Université Rennes 1
  • Volume 5, 2000 - Articles
    A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation
    Abstract


Yueyun Hu, Universite Paris VI

Wei Huang
  • Volume 12, 2007 - Articles
    A note on the invariance principle of the product of sums of random variables
    Abstract


Friedrich Hubalek, Vienna University of Technology
  • Volume 16, 2011 - Articles
    A convergent series representation for the density of the supremum of a stable process
    Abstract


Wilfried Huss, Graz University of Technology

Martin Hutzenthaler, Universität München, Germany

Olle Häggström, Mathematical Sciences, Chalmers University of Technology

I
Irina Ignatiouk-Robert, UMR CNRS 8088, departement de Mathemetiques, Universite de Cergy-Pontoise

Alex Iksanov, National Taras Shevchenko University of Kiev
  • Volume 12, 2007 - Articles
    A probabilistic proof of a weak limit law for the number of cuts needed to isolate the root of a random recursive tree
    Abstract


Alexander Iksanov, National T. Shevchenko University of Kiev
  • Volume 15, 2010 - Articles
    Exponential Moments of First Passage Times and Related Quantities for Random Walks
    Abstract


Jacques Istas, Université Pierre Mendès-France

J
Antal A J&aacure;rai, Carleton University, Canada
  • Volume 9, 2004 - Articles
    A Bound for the Distribution of the Hitting Time of Arbitrary Sets by Random Walk
    Abstract


Peter Jagers, Chalmers University of Technology and University of Gothenburg
  • Volume 13, 2008 - Articles
    General branching processes conditioned on extinction are still branching processes
    Abstract


najim jamal, CNRS and Télécom Paristech

Svante Janson, Uppsala University

Svante Janson, Uppsala University
  • Volume 14, 2009 - Articles
    Standard representation of multivariate functions on a general probability space
    Abstract


Kalvis M. Jansons, University College London
  • Volume 2, 1997 - Articles
    The Distribution of Time Spent by a Standard Excursion Above a Given Level, with Applications to Ring Polymers near a Discontinuity in Potential
    Abstract

  • Volume 1, 1996 - Articles
    Excursions Into a New Duality Relation for Diffusion Processes
    Abstract


Milton D. Jara, Paris Dauphine

Antal A. Jarai, Carleton University

Le Gall Jean-Francois, Ecole normale superieure de Paris

Terence Jegaraj, University of New South Wales

Hui Jiang
  • Volume 14, 2009 - Articles
    Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift
    Abstract


Thomas Jyh-Ming Jiang, National Chengchi University
  • Volume 13, 2008 - Articles
    Distribution of a random functional of a Ferguson-Dirichlet process over the unit sphere
    Abstract


Johan Jonasson, Chalmers University of Technology

Owen D Jones, University of Melbourne
  • Volume 16, 2011 - Book/Media Reviews
    A characterisation of, and hypothesis test for, continuous local martingales
    PDF


Céline Jost, University of Helsinki
  • Volume 12, 2007 - Articles
    A note on ergodic transformations of self-similar Volterra Gaussian processes
    Abstract


Paul H Jung, Sogang University

Stefan Junglen, University of Trier
  • Volume 16, 2011 - Articles
    Quantization Balls and Asymptotics of Quantization Radii for Probability Distributions with Radial Exponential Tails
    Abstract


K
Wolfgang König, BRIMS, HP Labs
  • Volume 6, 2001 - Articles
    Eigenvalues of the Laguerre Process as Non-Colliding Squared Bessel Processes
    Abstract


Zakhar Kabluchko, Goettingen University

Wouter Kager, VU University

Jeff Kahn, Rutgers University, USA

Ingemar Kaj, Uppsala University

Min Kang, Northwestern University

Ioannis Karatzas, Intech Investment Management, Columbia University

Vladislav Kargin, Stanford University

Haya Kaspi, Technion Institute

Makoto Katori, Chuo university

Conall Kelly, Dublin City University, Dublin, Ireland
  • Volume 9, 2004 - Articles
    Oscillation and Non-oscillation in Solutions of Nonlinear Stochastic Delay Differential Equations
    Abstract


Wilfrid S. Kendall, University of Warwick

David Kessler, Bar-Ilan University

Harry Kesten, Cornell University
  • Volume 9, 2004 - Articles
    A Bound for the Distribution of the Hitting Time of Arbitrary Sets by Random Walk
    Abstract


Harry Kesten, Cornell University

Tämur Ali Khan, Johann Wolfgang Goethe Universität, Germany

Idris Kharroubi, Université Paris Dauphine
  • Volume 16, 2011 - Articles
    A note on existence and uniqueness for solutions of multidimensional reflected BSDEs
    Abstract


Oleksiy Khorunzhiy, University of Versailles, France

Davar Khoshnevisan, University of Utah

Rüdiger Kiesel, University of London
  • Volume 2, 1997 - Articles
    Strong Laws and Summability for Sequences of $phi$-Mixing Random Variables in Banach Spaces
    Abstract


Peter Kink, Faculty for Computer and Information Sciences, University of Ljubljana

Fima Klebaner, University Melbourne

Kei Kobayashi, Tufts University
  • Volume 16, 2011 - Articles
    On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations
    Abstract


Arturo Kohatsu-Higa, Universitat Pompeu Fabra
  • Volume 8, 2003 - Articles
    Computation of Greeks for Barrier and Lookback Options Using Malliavin Calculus
    Abstract


Vladimir Koltchinskii, The University of New Mexico

Hitoshi Kondo, Department of Mathematics, Keio University

George Kordzakhia, University of California at Berkeley, USA

Angelo Efoevi Koudou, Institu Elie Cartan, Nancy, France

Yevgeniy Kovchegov, UCLA Mathematics Department, USA

Yevgeniy V Kovchegov, Oregon State University

Michael J Kozdron, University of Regina

Marina Kozlova, Abo Akademi University, Finland

Gady Kozma, The Weizmann Institute of Science

Maxim Krikun, IECN, Universite Nancy 1

Manjunath R Krishnapur, University of California, Berkeley
  • Volume 9, 2004 - Articles
    Recurrent Graphs where Two Independent Random Walks Collide Finitely Often
    Abstract


Christof Kuelske, University of Groningen
  • Volume 14, 2009 - Articles
    A symmetric entropy bound on the non-reconstruction regime of Markov chains on Galton-Watson trees
    Abstract

  • Volume 11, 2006 - Articles
    A simple fluctuation lower bound for a disordered massless random continuous spin model in d=2
    Abstract


Kun-Lin Kuo, National Chengchi University
  • Volume 13, 2008 - Articles
    Distribution of a random functional of a Ferguson-Dirichlet process over the unit sphere
    Abstract


Noemi Kurt, TU Berlin

Kazumasa Kuwada, Ochanomizu University

Alexey Kuznetsov, York University
  • Volume 16, 2011 - Articles
    A convergent series representation for the density of the supremum of a stable process
    Abstract


Sergei E. Kuznetsov, University of Colorado at Boulder

S. Kwapien, Warsaw University

Christoph Kühn, University of Frankfurt

Christoph Kühn, Goethe-University Frankfurt
  • Volume 16, 2011 - Articles
    Optional processes with non-exploding realized power variation along stopping times are làglàd
    Abstract


Andreas Eou Kyprianou, Heriot-Watt University

Holger Kösters, University of Bielefeld
  • Volume 13, 2008 - Articles
    On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix
    Abstract


L
Céline Labart, INRIA Paris Rocquencourt
  • Volume 13, 2008 - Articles
    Sharp estimates for the convergence of the density of the Euler scheme in small time
    Abstract


Hubert Lacoin, Università di Roma Tre

Andreas Nordvall Lagerås, Department of Mathematics, Stockholm University

Steven P Lalley, University of Chicago

Steven P. Lalley, Department of Statistics, University of Chicago

Rafal Latala, University of Warsaw

Stephan Lawi, .

Gregory F. Lawler, Duke University

Arnaud Le Ny, Université Paris Sud

Thanh Le Van, Department of Mathematics
  • Volume 12, 2007 - Articles
    On the strong law of large numbers for d-dimensional arrays of random variables
    Abstract


Michel Ledoux, University of Toulouse
  • Volume 2, 1997 - Articles
    Martingale Representation and a Simple Proof of Logarithmic Sobolev Inequalities on Path Spaces
    Abstract


Hannes Leeb, Yale University
  • Volume 14, 2009 - Articles
    Concentration of the spectral measure of large Wishart matrices with dependent entries
    Abstract


Antoine Lejay, INRIA

Christoph Leuenberger

Shlomo Levental, Michigan State University, USA

David A. Levin, University of Oregon, USA

Thomas M. Lewis, Furman University

Wenbo V. Li, University of Delaware
  • Volume 4, 1999 - Articles
    A Gaussian Correlation Inequality and its Applications to Small Ball Probabilities
    Abstract


Zenghu Li, Beijing Normal University

Ming Liao, Auburn University, USA

Vlada Limic, Cornell University

Fuming Lin
  • Volume 14, 2009 - Articles
    An Almost Sure Limit Theorem For the Maxima of Strongly Dependent Gaussian Sequences
    Abstract


Zheng-Yan Lin, Zhejiang University
  • Volume 12, 2007 - Articles
    Some LIL type results on the partial sums and trimmed sums with multidimensional indices
    Abstract


Torgny Lindvall, Chalmers and GU

Robert Liptser, Tel Aviv University

Wei Liu, University of Bielefeld
  • Volume 16, 2011 - Articles
    Existence and Uniqueness of Invariant Measures for Stochastic Evolution Equations with Weakly Dissipative Drifts
    Abstract


Wei-Dong Liu, Zhejiang University
  • Volume 12, 2007 - Articles
    Some LIL type results on the partial sums and trimmed sums with multidimensional indices
    Abstract


Carlangelo Liverani, Universito of Rome 2

Jaime A. Londono, Universidad EAFIT

Francisco Marcos Lopez-Garcia, Instituto de Matematicas, UNAM

Sana Louhichi, Universite Paris-sud
  • Volume 15, 2010 - Articles
    Explicit Conditions for the Convergence of Point Processes Associated to Stationary Arrays
    Abstract


Pierre-Yves Louis, Technische Universitat Berlin
  • Volume 9, 2004 - Articles
    Ergodicity of PCA: Equivalence between Spatial and Temporal Mixing Conditions
    Abstract


Gàbor Lugosi, Pompeu Fabra University, Spain

Dümbgen Lutz

M
Jean Mémin, Université Rennes 1

Tobias M¨ller, Tel Aviv University

Jan Maas, TU Delft

Motoya Machida, Tennessee Technological University
  • Volume 7, 2002 - Articles
    Fill's Algorithm for Absolutely Continuous Stochastically Monotone Kernels
    Abstract


Mokshay M Madiman, Yale University

Makoto Maejima, Keio University

Peter Major, Alfred Renyi Mathematical Institute of the Hungarian Academy of Sciences

Oleg V Makhnin, New Mexico Tech
  • Volume 13, 2008 - Articles
    Filtering and parameter estimation for a jump stochastic process with discrete observations
    Abstract


Avi Mandelbaum, Technion Institute

Martynas Manstavicius, University of Connecticut, USA

Philippe Marchal, Université Paris 6

Jean-François Marckert, CNRS, LabRI, Université de Bordeaux

Michael B. Marcus, The City College of CUNY

Domenico Marinucci, Universita di Roma
  • Volume 12, 2007 - Articles
    On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
    Abstract


Greg T Markowsky, Monash University
  • Volume 16, 2011 - Articles
    On the expected exit time of planar Brownian motion from simply connected domains
    Abstract


Klas Markström, Umea universitet
  • Volume 15, 2010 - Articles
    Closure Properties and Negatively Associated Measures violating the van den Berg-Kesten Inequality
    Abstract


James B Martin, Department of Statistics, University of Oxford

James B. Martin, Cambridge University
  • Volume 6, 2001 - Articles
    Pitman's 2M-X Theorem for Skip-Free Random Walks with Markovian Increments
    Abstract


Miguel MARTINEZ, Université Paris-Est Marne-la-Vallée, LAMA, UMR 8050 CNRS
  • Volume 14, 2009 - Articles
    On mean numbers of passage times in small balls of discretized Itô processes
    Abstract


Merle Mathieu, UBC Vancouver

Hiroyuki Matsumoto, Nagoya University
  • Volume 4, 1999 - Articles
    Some Changes of Probabilities Related to a Geometric Brownian Motion Version of Pitman's 2M-X Theorem
    Abstract


Anastasios Matzavinos, Iowa State University

Krishanu Maulik, Indian Statistical Institute

Ross S McVinish, Queensland University of Technology

Elizabeth S Meckes, Case Western Reserve University

Mark W Meckes, Case Western Reserve University

Matthias Meiners, Uppsala University
  • Volume 15, 2010 - Articles
    Exponential Moments of First Passage Times and Related Quantities for Random Walks
    Abstract


Yuri Mejia Miranda, University of British Columbia

Shahar Mendelson, The Australian National University

Stephane Menozzi, Laboratoire de Probabilités et Modèles Aléatoires. Université Paris Diderot
  • Volume 16, 2011 - Articles
    Parametrix techniques and martingale problems for some degenerate Kolmogorov equations
    Abstract


Debbah Mérouane, Alcatel-Lucent chair on flexible radio, SUPELEC

Grégory Miermont, Fondation des Sciences Mathématiques de Paris

Toshio Mikami, Hokkaido University
  • Volume 7, 2002 - Articles
    Optimal Control for Absolutely Continuous Stochastic Processes and the Mass Transportation Problem
    Abstract


Stanislav Molchanov, University of North Carolina at Charlotte

Ravi Montenegro, University of Massachusetts Lowell
  • Volume 12, 2007 - Articles
    Sharp edge, vertex, and mixed Cheeger type inequalities for finite Markov kernels
    Abstract


Francesco Morandin, Università degli Studi di Parma, Italy

Tamás F. Móri, Department of Probability Theory and Statistics, Eötvös Loránd University

J. Moriarty, University of Manchester
  • Volume 14, 2009 - Articles
    Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
    Abstract


Ben Morris, UC Davis

Carl E Mueller, University of Rochester
  • Volume 14, 2009 - Articles
    A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand
    Abstract


Axel Munk, Goettingen University

Sebastian Müller, Technische Universität Graz

Martin Möhle, University of Tübingen
  • Volume 16, 2011 - Articles
    Coalescent processes derived from some compound Poisson population models
    Abstract

  • Volume 12, 2007 - Articles
    A probabilistic proof of a weak limit law for the number of cuts needed to isolate the root of a random recursive tree
    Abstract


N
Genta Nakahara, Keio University

Makoto Nakashima, Kyoto University

Hariharan Narayanan, MIT

Eisenbaum Nathalie, CNRS

Jan van Neerven, Technical University of Delft
  • Volume 11, 2006 - Articles
    Invariant measures for stochastic Cauchy problems with asymptotically unstable drift semigroup
    Abstract


Ralph Neininger, Universität Freiburg

Jörg Neunhäuserer, TU Clausthal / TFH Berlin

Fournier Nicolas, Paris 12

saintier nicolas, University of Buenos Aires
  • Volume 12, 2007 - Articles
    A general stochastic target problem with jump diffusion and an application to a hedging problem for large investors
    Abstract


Ashkan Nikeghbali
  • Volume 14, 2009 - Articles
    The barnes G function and its relations with sums and products of generalized Gamma convolution variables
    Abstract


Ivan Nourdin, Laboratoire de Probabilités et Modèles Aléatoires

David Nualart, Kansas University

David Nualart, University of Kansas
  • Volume 15, 2010 - Articles
    Central limit theorem for the third moment in space of the Brownian local time increments
    Abstract


O
Neil O'Connell, BRIMS, HP Labs

Roberto I. Oliveira, IMPA

Wintenberger Olivier, CEREMADE

Tamer F Oraby, University of Cincinnati

Enza Orlandi, Universita di Roma Tre
  • Volume 11, 2006 - Articles
    A simple fluctuation lower bound for a disordered massless random continuous spin model in d=2
    Abstract


Marcel Ortgiese, TU Berlin

Adam Osekowski, University of Warsaw
  • Volume 16, 2011 - Articles
    On relaxing the assumption of differential subordination in some martingale inequalities
    Abstract

  • Volume 15, 2010 - Articles
    Sharp tail inequalities for nonnegative submartingales and their strong differential subordinates
    Abstract

  • Volume 14, 2009 - Articles
    Sharp maximal inequality for martingales and stochastic integrals
    Abstract

  • Volume 13, 2008 - Articles
    Sharp inequality for bounded submartingales and their differential subordinates
    Abstract


Yoshiki Otobe, Department of Mathematical Sciences, Shinshu University

Youssef Ouknine, Universite Cadi Ayyad

P
Soumik Pal, Cornell University

Zhidong Pan, Saginaw Valley State University

Dmitriy Panchenko, Texas A&M University

Guodong Pang, Columbia University

Juan Carlos Pardo, Department of mathematical science
  • Volume 13, 2008 - Articles
    On the rate of growth of Lévy processes with no positive jumps conditioned to stay positive
    Abstract


Bianchi Pascal, Télécom Paristech

Pierre Patie, Université Libre de Bruxelles
  • Volume 12, 2007 - Articles
    Two-sided exit problem for a Spectrally Negative α-Stable Ornstein-Uhlenbeck Process and the Wright's generalized hypergeometric functions
    Abstract


Giovanni Peccati, Université Paris VI

Sandrine Peche, Institut Fourier, Grenoble, France
  • Volume 13, 2008 - Articles
    On the lower bound of the spectral norm of symmetric random matrices with independent entries
    Abstract


Jan Pedersen, Aarhus University
  • Volume 16, 2011 - Articles
    Representations of Urbanik's classes and multiparameter Ornstein-Uhlenbeck processes
    Abstract


Shige Peng, Shandong University
  • Volume 5, 2000 - Articles
    A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation
    Abstract


D.B. Penman, University of Essex, UK

Yuval Peres, University of California, Berkeley

Victor Perez Abreu, CIMAT

Goran Peskir, The University of Manchester
  • Volume 13, 2008 - Articles
    The Law of the Hitting Times to Points by a Stable Lévy Process with No Negative Jumps
    Abstract


Gabor Pete, Microsoft Research
  • Volume 13, 2008 - Articles
    A note on percolation on Zd: isoperimetric profile via exponential cluster repulsion
    Abstract


Leonid Petrov, Department of Mathematics, Northeastern University

Peter Pfaffelhuber, University of Freiburg

Ian F. Pilizzotto, University of Michigan, USA

leandro pimentel, Ecole Polytechnique Federale de Lausanne

Jim Pitman, University of California, Berkeley

Jim Pitman, University of California - Berkeley

Jim Pitman, University of California, Berkeley

Serguei Popov, Universidade de São Paulo

Anna Posfai, University of Szeged

Gustavo Posta, Politecnico di Milano

Michael Prahofer, TU Munchen

Jacques Printems, Université Paris Est

Geoffrey Pritchard, University of Auckland

Nicolas Privault, City University of Hong Kong
  • Volume 14, 2009 - Articles
    Moment identities for Skorohod integrals on the Wiener space and applications
    Abstract


Eviatar Ben Procaccia, Weizmann Institute of science

Emily E. Puckette, Occidental College

M. Pycia, Warsaw University

Q
Jeremy Quastel, University of Toronto

R
olivier raimond, University Paris 10 (Nanterre)

Alejandro Ramirez, Pontificia Universidad Catolica de Chile

Jose Ramirez, Universidad de Costa RIca

Raj Rao, MIT
  • Volume 12, 2007 - Articles
    Multiplication of free random variables and the S-transform: the case of vanishing mean
    Abstract


Kilian RASCHEL, Universite Pierre et Marie Curie
  • Volume 15, 2010 - Articles
    Green functions and Martin compactification for killed random walks related to SU(3)
    Abstract


Firas Rassoul--Agha, Ohio State University, USA
  • Volume 10, 2005 - Articles
    On the Zero-One Law and the Law of Large Numbers for Random Walk in Mixing Random Environment
    Abstract


Krishnamurthi Ravishankar, SUNY, College at New Paltz
  • Volume 8, 2003 - Articles
    Microscopic structure of a decreasing shock for the asymmetric $k$-step exclusion process
    Abstract


Daniel Remenik, University of Toronto

Grzegorz Rempala, University of Louisville

Paul Ressel, Katholische Universität Eichstätt

David Revelle, UC Berkeley

Brian Rider, CU Boulder

L. A. Rincon, University of Wales Swansea

Cyril Roberto, Universités de Paris Est Marne la Vallée et de Paris 12-Val-de-Marne

Gareth O. Roberts, University of Cambridge

Sébastien Roch, UC Berkeley

Sebastien Roch, UCLA

Alexander Roitershtein, University of British Columbia, Canada
  • Volume 10, 2005 - Articles
    A Log-scale Limit Theorem for One-dimensional Random Walks in Random Environments
    Abstract


Alexander Roitershtein, Iowa State University

Dmitry B. Rokhlin, Rostov State University

Leonardo T. Rolla, Instituto de Matemática Pura e Aplicada

David A Rolles, Dept. of Psychological Sciences, University of Melbourne

Silke W.W. Rolles, Technical University of Munich
  • Volume 14, 2009 - Articles
    Uniqueness of the mixing measure for a random walk in a random environment on the positive integers
    Abstract


David A Rolls, University of Melbourne
  • Volume 16, 2011 - Book/Media Reviews
    A characterisation of, and hypothesis test for, continuous local martingales
    PDF


Dan Romik, University of California, Berkeley

Jeffrey S. Rosenthal, University of Toronto

Jeffrey S. Rosenthal, University of Toronto

Jan Rosinski, University of Tennessee
  • Volume 6, 2001 - Articles
    L1-Norm of Infinitely Divisible Random Vectors and Certain Stochastic Integrals
    Abstract


Nathan Ross, University of California, Berkeley

Raphaël Rossignol, Université Paris 11, France

Carles Rovira

Ludger Rueschendorf, Mathematical Stochastics

Paulo R. C. Ruffino, Universidade Estadual de Campinas, Brazil

Matteo Ruggiero, University of Pavia
  • Volume 14, 2009 - Articles
    Countable representation for infinite dimensional diffusions derived from the two-parameter Poisson-Dirichlet process
    Abstract


Jelena Ryvkina, Tufts University
  • Volume 16, 2011 - Articles
    On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations
    Abstract


Michal Ryznar, Wroclaw University of Technology

S
Ellen Saada, CNRS Rouen
  • Volume 8, 2003 - Articles
    Microscopic structure of a decreasing shock for the asymmetric $k$-step exclusion process
    Abstract


Christophe Sabot, Université de Lyon 1

Serik Sagitov, Chalmers University of Technology

Koushik Saha, Indian Statistical Institute, Kolkata

Hayato Saigo, Nagahama Institute of Bio-Science and Technology

Noriyosi Sakuma, Keio University

{Habib Salehi, Michigan State University, USA

Paavo Salminen, Abo Akademi University, Finland

Farman Samee, University of Manchester

Artem Sapozhnikov, ETH, Zurich

Ken-iti Sato, none

Mladen Savov, University of Oxford

W. Schachermayer, University of Vienna

bruno schapira, University Paris Sud 11 (Orsay)

Michael Scheutzow, Technische Universität Berlin

Jeremy Schiff, Bar-Ilan University

Eckhard Schlemm, Zentrum Mathematik, Technische Universität München
  • Volume 14, 2009 - Articles
    First-passage percolation on width-two stretches with exponential link weights
    Abstract


Eva-Maria Schopp, Mathematical Stochastics

Oded Schramm, Microsoft Research

Jason Schweinsberg, University of California, Berkeley
  • Volume 5, 2000 - Articles
    A Necessary and Sufficient Condition for the Lambda-Coalescent to Come Down from Infinity.
    Abstract


Arnab Sen, University of California, Berkeley
  • Volume 12, 2007 - Articles
    Spectral norm of random large dimensional noncentral Toeplitz and Hankel matrices
    Abstract


arnab sen, university of cambridge
  • Volume 16, 2011 - Articles
    Absolute continuity of the limiting eigenvalue distribution of the random Toeplitz matrix
    Abstract


Steven J. Sepanski, Saginaw Valley State University

Qi-Man Shao, Hong Kong University of Sceince and Technology

Scott Roger Sheffield, Microsoft Research

Yuan-Chung Sheu, Department of Applied Mathematics, National Chiao Tung University, Hsinchu, Taiwan

Zhan Shi, Université Paris VI
  • Volume 4, 1999 - Articles
    Capacity Estimates, Boundary Crossings and the Ornstein-Uhlenbeck Process in Wiener Space
    Abstract


Tokuzo Shiga, Tokyo Institute of Technology

Albert N. Shiryaev, Steklov Mathematical Institute

Mykhaylo Shkolnikov, Stanford University

Vladas Sidoravicius Sidoravicius, IMPA, Rio de Janeiro

Thomas Simon, Humboldt-Universitat zu Berlin

Thomas Simon, Université Lille 1

Gordon Slade, University of British Columbia

Joan Smythe, Indiana University, USA

Jens Sommerauer

Renming Song, University of Illinois, Urbana
  • Volume 9, 2004 - Articles
    Sharp Bounds for Green and Jumping Functions of Subordinate Killed Brownian Motions
    Abstract


Alexander Soshnikov, University of California at Davis, USA
  • Volume 13, 2008 - Articles
    On the lower bound of the spectral norm of symmetric random matrices with independent entries
    Abstract

  • Volume 9, 2004 - Articles
    Poisson Statistics for the Largest Eigenvalues of Wigner Random Matrices with Heavy Tails
    Abstract


Florin Soucaliuc, Université Paris-Sud

Dario Spano`, Department of Statistics, University of Warwick

Dan J. Spitzner, Department of Statistics (0439), Virginia Tech, Blacksburg, VA
  • Volume 12, 2007 - Articles
    Asymptotic variance of functionals of discrete-time Markov chains via the Drazin inverse.
    Abstract


marcus c spruill, Georgia Institute of Technology

Jeffrey E. Steif, Chalmers University of Technology

David Steinsaltz, University of California, Berkeley

orjan stenflo, Uppsala University
  • Volume 13, 2008 - Articles
    Perfect sampling from the limit of deterministic products of stochastic matrices
    Abstract


Michael Stolz, Ruhr University Bochum
  • Volume 13, 2008 - Articles
    Wigner theorems for random matrices with dependent entries: Ensembles associated to symmetric spaces and sample covariance matrices
    Abstract


Maximilian Stroh, University of Frankfurt

Anja Sturm, University of Delaware

Karl-Theodor Sturm, Institute for applied mathematics, University of Bonn

Aidan Sudbury, Monash University

Rongfeng Sun, National University of Singapore

Jan M. Swart, University of Erlangen-Nuremberg

Jan M. Swart, UTIA AV CR

T
Masayoshi Takeda, Tohoku University, Mathematical Institute

Anna Talarczyk, Institute of Mathematics, University of Warsaw
  • Volume 15, 2010 - Articles
    Particle systems with quasi-homogeneous initial states and their occupation time fluctuations
    Abstract

  • Volume 12, 2007 - Articles
    Some Extensions of Fractional Brownian Motion and Sub-Fractional Brownian Motion Related to Particle Systems
    Abstract


Denis TALAY, INRIA Sophia Antipolis Méditérannée
  • Volume 14, 2009 - Articles
    On mean numbers of passage times in small balls of discretized Itô processes
    Abstract


Hideki Tanemura, Chiba university
  • Volume 8, 2003 - Articles
    Noncolliding Brownian motions and Harish-Chandra formula
    Abstract

  • Volume 2, 1997 - Articles
    Martingale Representation and a Simple Proof of Logarithmic Sobolev Inequalities on Path Spaces
    Abstract


Setsuo Taniguchi, Kyushu University
  • Volume 11, 2006 - Articles
    On the Quadratic Wiener Functional Associated with the Malliavin Derivative of the Square Norm of Brownian Sample Path on Interval
    Abstract


martin tassy

Augusto Q. Teixeira, Instituto de Matemática Pura e Aplicada

András Telcs, International Business School Budapest

Marc Teusch, Deloitte Germany
  • Volume 16, 2011 - Articles
    Optional processes with non-exploding realized power variation along stopping times are làglàd
    Abstract


Revaz NIkoloz Tevzadze

Anton Thalmaier, University of Bonn

Duquesne Thomas, Université Pierre et Marie Curie

Adam Timar, Indiana University

Samy Tindel

Tomasz Tkocz, University of Warsaw

Craig A Tracy, University of California, Davis

R. Tribe, University of Warwick
  • Volume 10, 2005 - Articles
    On the Duality between Coalescing Brownian Particles and the Heat Equation Driven by Fisher-Wright Noise
    Abstract


Joel A Tropp, California Institute of Technology

Boris Tsirelson, Tel Aviv University

Luciano Tubaro, Dept. Mathematics- University of Trento

Gabriel H Tucci, Bell Labs, Alcatel-Lucent
  • Volume 16, 2011 - Articles
    Asymptotic Products of Independent Gaussian Random Matrices with Correlated Entries
    Abstract


Ciprian A. Tudor, Universte de Paris 1
  • Volume 14, 2009 - Articles
    Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion
    Abstract


Johan Tykesson, Weizmann Institute of science

U
Yohei Ueda, Keio University
  • Volume 15, 2010 - Articles
    Compositions of mappings of infinitely divisible distributions with applications to finding the limits of some nested subclasses
    Abstract


Toshihiro Uemura, University of Hyogo

Sabir Umarov, Tufts University
  • Volume 16, 2011 - Articles
    On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations
    Abstract


Jeremie M Unterberger, Institut Elie Cartan de Nancy - Universite Henri Poincare - Nancy (France)
  • Volume 15, 2010 - Articles
    Moment estimates for solutions of linear stochastic differential equations driven by analytic fractional Brownian motion
    Abstract


Gerónimo Uribe Bravo, Instituto de Matemáticas, UNAM

V
Marina Vachkovskaia, Universidade de Campinas, Brasil

Sreekar Vadlamani, Technion - Israel Institute of Technology

Balint Vagvolgyi, Vrije Universiteit

Pierre Vallois, Institut Elie Cartan, Nancy, France

Remco van der Hofstad, Eindhoven University of Technology

Remco W van der Hofstad, Technische Universiteit Eindhoven

Ramon Van Handel, Princeton University

J.S.H. VAN LEEUWAARDEN, Eindhoven University of Technology and EURANDOM
  • Volume 14, 2009 - Articles
    Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon
    Abstract


JAN VAN NEERVEN, Delft University of Techonology

Alexander Vandenberg-Rodes, UC Los Angeles

Veeravalli S Varadarajan, University of California Los Angeles
  • Volume 12, 2007 - Articles
    On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
    Abstract


Yvan Velenik, Université de Genève

Mark Christiaan Veraar, TU Delft

Frederi Viens, Purdue University

Le Prince Vincent
  • Volume 13, 2008 - Articles
    A relation between dimension of the harmonic measure, entropy and drift for a random walk on a hyperbolic space
    Abstract


Bálint Virág, MIT

Balint Virag, University of Toronto
  • Volume 16, 2011 - Articles
    Absolute continuity of the limiting eigenvalue distribution of the random Toeplitz matrix
    Abstract


Max-K. von Renesse, TU (Berlin)

Zoran Vondracek, University of Zagreb
  • Volume 13, 2008 - Articles
    On the relationship between subordinate killed and killed subordinate processes
    Abstract


Vladimir Vovk, Royal Holloway, University of London

Van H. Vu, Department of Mathematics, Rutgers
  • Volume 16, 2011 - Articles
    A note on the Central Limit Theorem for the Eigenvalue Counting Function of Wigner Matrices
    Abstract


W
Anton Wakolbinger, Goethe-Universitaet
  • Volume 16, 2011 - Articles
    From Brownian motion with a local time drift to Feller's branching diffusion with logistic growth
    Abstract


Alexander Walsh, LPMA, Université Paris 6

Hao Wang, University of Oregon
  • Volume 7, 2002 - Articles
    State Classification for a Class of Interacting Superprocesses with Location Dependent Branching
    Abstract


Jian Wang, School of Mathematics and Computer Science, Fujian Normal University

Longmin Wang, Nankai University, P. R. China

Ran Wang, Wuhan University

Jon Warren, University of Warwick
  • Volume 4, 1999 - Articles
    On a Result of David Aldous Concerning the Trees in a Conditioned Excursion
    Abstract


Ananda P. Weerasinghe, Iowa State University

Nicholas Weininger, Rutgers University
  • Volume 8, 2003 - Articles
    Positive correlation for increasing events with disjoint dependencies does not imply positive correlation for all increasing events
    Abstract


Wendelin Werner, Université Paris-Sud and IUF

Jacek Wesolowski, Politechnika Warszawska

David White, University of Washington

Harold Widom, University of California, Santa Cruz

Stephen J. Wills, University of Nottingham

David Bruce Wilson, Microsoft Research

David Windisch, ETH Zurich

Matthias Winkel, University of Oxford

Liming Wu, Wuhan University

Zhixin Wu, DePauw University
  • Volume 14, 2009 - Articles
    A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand
    Abstract


Johan Wästlund, Department of Mathematical Sciences, Chalmers University of Technology, Göteborg, Sweden

Johan Wästlund, Chalmers University of Technology

X
Jie Xiong, University of Tennessee

Jie Xiong, University of Tennessee

Lihu Xu, Department of Mathematics, Brunel University, Uxbridge UB8 3PH, ENGLAND
  • Volume 16, 2011 - Articles
    Invariant measures of stochastic 2D Navier-Stokes equation driven by α-stable processes
    Abstract


Lin Xu, Princeton University

Y
Ariel Yadin, Weizmann Institute

Ming Yang, Columbia University

Ming Yang, Department of Mathematics, University of Illinois

Lihua Yao, CTB-McGraw-Hill

Nian Yao, Wuhan University

Marc Yor, Universite Pierre et Marie Curie
  • Volume 7, 2002 - Articles
    A Representation for Non-Colliding Random Walks
    Abstract

  • Volume 6, 2001 - Articles
    On Subordinators, Self-Similar Markov Processes and Some Factorizations of the Exponential Variable
    Abstract

  • Volume 4, 1999 - Articles
    Some Changes of Probabilities Related to a Geometric Brownian Motion Version of Pitman's 2M-X Theorem
    Abstract


Marc Yor, Universit'e Pierre et Marie Curie, Paris, France

Nobuo Yoshida, Kyoto University

Joseph Elliott Yukich, Lehigh University

Z
Noureddine Lanjri Zaïdi, Université Ibn Tofaïl, Kénitra, Maroc

Tomasz Zak, Wroclaw University of Technology

Ingrid-Mona Zamfirescu, City University of New York, USA

Harry van Zanten, Vrije Universiteit Amsterdam

0fer Zeitouni, Technion

Ofer Zeitouni, university of minnesota

Martin P. W. Zerner, Stanford University
  • Volume 7, 2002 - Articles
    A Non-Ballistic Law of Large Numbers for Random Walks in I.I.D. Random Environment
    Abstract


Martin P.W. Zerner, University of Tuebingen

Li-Xin Zhang, Zhejiang University
  • Volume 12, 2007 - Articles
    A note on the invariance principle of the product of sums of random variables
    Abstract


Xicheng Zhang, Wuhan University
  • Volume 16, 2011 - Articles
    Invariant measures of stochastic 2D Navier-Stokes equation driven by α-stable processes
    Abstract


Xiaowen Zhou, University of California at Berkeley
  • Volume 4, 1999 - Articles
    Identifiability of Exchangeable Sequences with Identically Distributed Partial Sums
    Abstract


xiaowen zhou, Concordia University
  • Volume 15, 2010 - Articles
    Almost sure finiteness for the total occupation time of an (d,α,β)-superprocess
    Abstract


Jiahui Zhu, Delft University of Techonology

Joel Zinn, Texas A&M University
  • Volume 10, 2005 - Articles
    Acknowledgment of Priority: When Does a Randomly Weighted Self-normalized Sum Converge in Distribution?     (Elect. Comm. in Probab. 10 (2005), 70--81)
    Abstract


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Electronic Communications in Probability. ISSN: 1083-589X