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The results presented below for the computations of Greeks in the case of barrier and lookback options are new: the case of vanilla options (or depending on a finite number of
Since there is an equivalence between the existence of nonconstant ground states in a disordered Ising ferromagnetic model and the existence of geodesics in the
Keywords: Percolation, time constant, critical probabilities, Delaunay
Keywords: supercitical percolation; exponential decay; renormalization; isoperimetric profile; anchored isoperimetry; random walk on percolation clusters; heat kernel decay; mixing
We prove a finite volume lower bound of the order √ log N on the delocalization of a disordered continuous spin model (resp.. The interaction is assumed to be massless,
When all demes are connected by fast migration, they show that structured genealogy collapses to an unstructured Kingman’s coalescent as N tends to in- finity, due to the fact
Oriented and unoriented percolation for Gibbs measures We will now prove some results of percolation transition for some Gibbs measures on R Z d.. corresponding to a
In contrast, in fractal percolation [ Gr99, Chapter 13.4 ] and continuum fractal percolation [ Zä84 ] [ MR96, Chapter 8.1 ] one may delete from any bounded open region countably