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transformation is not only a time discretization of a one parameter family of continuous flows equipped with the same integrals of motion ( 1.3 ), ( 2.7 ), but it has also the
, Laws of the iterated logarithm for the local times of recurrent ran- dom walks on Z 2 and of Levy processes and recurrent random walks in the domain of attraction of Cauchy
In this paper we study one dimensional backward stochastic differential equations (BSDEs) with random terminal time not necessarily bounded or finite when the generator F ( t , Y , Z
Key words: intersection local time, moderate deviations, planar, random walks, large de- viations, Brownian motion, Gagliardo-Nirenberg, law of the iterated logarithm.. AMS 2000
We will prove that if a limit measure is not absolutely continuous with respect to the Lebesgue measure then the corresponding random walk on the self similar graph does not have
Recently, in [MR07c], we have shown that the edge-reinforced random walk on any locally finite graph has the same distribution as a random walk in a random environment given by
In Section 5.3 we make a cut-off for small times, showing that these times are negligible in the limit as κ → ∞ , perform a space-time scaling and compactification of the
A consequence of the weak convergence of coalescing nonsimple random walks to the Brownian web is that, for the dual one-dimensional voter model with initial condition 1’s on
