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![Figure 4: On the first column S and Ref(S, t), on the second column S and Cont(S, [c, d])](https://thumb-ap.123doks.com/thumbv2/123dok/985112.917060/13.595.113.478.139.269/figure-rst-column-s-ref-second-column-cont.webp)
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It has been shown that certain types of random walks in random potentials and Brownian motion in Poissonian potentials undergo a phase transition from sub-ballistic to ballistic
Key words: intersection local time, moderate deviations, planar, random walks, large de- viations, Brownian motion, Gagliardo-Nirenberg, law of the iterated logarithm.. AMS 2000
A closed formula for the mean of a maximum likelihood estimator associated with the Brownian bridge is obtained; the exact relation with that of the Brownian motion is
(1997) Information inequalities and concentration of measure. A note on symmetric Bernoulli random variables. A probability inequality for linear combinations of bounded
backward stochastic differential equation (BSDE), stability of BSDEs, weak convergence of filtrations,
We present a short probabilistic proof of a weak convergence result for the number of cuts needed to isolate the root of a random recursive tree.. The proof is based on a
Generally, it seems to be difficult to obtain results for the finiteness of the expected values of the passage times when EX 2 = ∞ , not only for the reflected process, but for
Ose ¸kowski, Sharp weak type inequalities for differentially subordinated martingales, Bernoulli 15 Vol. Suh, A sharp weak type (p, p) inequality (p > 2) for martingale
