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Our particular task here is twofold: (a) we develop the finite system scheme for the historical look-down process and apply our representation of the enriched IMM and the duality
We give a characterization of stochastic order between different interacting particle systems in a large class of processes with births, deaths and jumps of many particles per
In this article, we establish a probabilistic representation for the second-order moment of the solution of stochastic heat equation in [ 0, 1 ] × R d , with multiplicative noise,
While a stochastic oscillatory integral with quadratic Wiener functional as phase function has a general representation via Carleman- Fredholm determinant ([3, 6, 10]), in
In a recent paper [1] a new duality relation for random walks was introduced, and at the end of that paper a brief mention was made of a corresponding result conjectured for
Key words: Spatial coagulation model; post-gelation behavior; stochastic particle systems AMS 2000 Subject Classification: Primary 60K40.. Submitted to EJP on June 2 2006, final
[1] study discretization schemes for stochastic differential equations with multivalued drift coefficients; Martinez and Talay [4] study discretization schemes for diffusion
Key words: Parabolic Anderson model, catalytic random medium, exclusion process, Lya- punov exponents, intermittency, large deviations, graphical representation.. AMS 2000
