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Key words: Self-similar Markov process, L´evy process, Lamperti representation, last pas- sage time, time reversal, integral test, law of the iterated logarithm.. AMS 2000
Note that also in the time inhomogeneous case the time dependent Dirichlet form is controlled, uniformly in time, by the Dirichlet form of the simple random walk, and therefore
Key words: Fractional difference-differential equations; Generalized Mittag-Leffler functions; Fractional Poisson processes; Processes with random time; Renewal function; Cox
Abstract: In this paper we give a solution for the one-dimensional reflected backward stochastic differential equation when the noise is driven by a Brownian motion and an
Zinn: Hyper- contractivity and comparison of moments of iterated maxima and minima of independent random variables, Electronic J. Zinn: Convergence to a stable distribution via
Keywords: Local time, favourite site, random walk, Wiener process AMS subject classification: 60J55, 60J15, 60J65.. Submitted to EJP on March
We present a stochastic process with sawtooth paths whose distribution is given by a simple rule and whose stationary distribution is Gaussian.. The process arose in a natural way
Key words: Polymer Model, Pinning Model, Random Walk, Renewal Theory, Localiza- tion / Delocalization Transition.. AMS 2000 Subject Classification: Primary 60K35,
