Tanaka formula for symmetric Lévy processes
Paavo Salminen, Marc Yor · 2005
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Statistics and Probability
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Explicit solution for a network control problem in the large deviation regime
Rami Atar, Paul Dupuis, Adam Shwartz · Queueing Systems, 46 Issue 1-2 p.159-176 (2004) · 2005
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Learning mixtures of separated nonspherical Gaussians
Sanjeev Arora, Ravi Kannan · Annals of Applied Probability 2005, Vol. 15, No. 1A, 69-92 · 2005
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Recent approaches to multidimensional Bermudan option pricing and the extrapolation to American option prices
Frederik S Herzberg · 2005
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Evolving sets, mixing and heat kernel bounds
Ben Morris, Yuval Peres · 2005
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Equilibrium for fragmentation with immigration
Benedicte Haas · Annals of Applied Probability 2005, Vol. 15, No. 3, 1958-1996 · 2005
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A Local Limit Theorem for random walks conditioned to stay positive
Francesco Caravenna · Probab. Theory Relat. Fields 133 (2005), 508-530. · 2005
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On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
Leonid Mytnik, Edwin Perkins, Anja Sturm · 2005
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Mixed Poisson approximation of node depth distributions in random binary search trees
Rudolf Grubel, Nikolce Stefanoski · Annals of Applied Probability 2005, Vol. 15, No. 1A, 279-297 · 2005
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Quasistationary distributions for one-dimensional diffusions with killing
David Steinsaltz, Steven N. Evans · 2005
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On the stochastic calculus method for spins systems
Samy Tindel · Annals of Probability 2005, Vol. 33, No. 2, 561-581 · 2005
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Functional Inequalities for Particle Systems on Polish Spaces
Michael Röckner, Feng-Yu Wang · 2005
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Second order backward stochastic differential equations and fully non-linear parabolic PDEs
Patrick Cheridito, H. Mete Soner, Nizar Touzi et al. · 2005
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The effect of service time variability on maximum queue lengths in M^X/G/1 queues
Ger Koole, Misja Nuyens, Rhonda Righter · 2005
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Heavy points of a d-dimensional simple random walk
Endre Csáki, Antónia Földes, Pál Révész · 2005
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Hausdorff dimensions for SLE_6
Vincent Beffara · Annals of Probability 2004, Vol. 32, No. 3, 2606-2629 · 2005
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Random walk on the incipient infinite cluster on trees
Martin T. Barlow, Takashi Kumagai · 2005
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On stationarity of Lagrangian observations of passive tracer velocity in a compressible environment
Tomasz Komorowski, Grzegorz Krupa · Annals of Applied Probability 2004, Vol. 14, No. 4, 1666-1697 · 2005
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An invariance principle for Azéma martingales
Nathanael Enriquez · 2005
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The Jammed Phase of the Biham-Middleton-Levine Traffic Model
Omer Angel, Alexander E Holroyd, James B Martin · Elec. Comm. Prob. 10 (2005) 167--178 · 2005
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