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This article does not really contain any new results, and it is mostly a re- interpretation of formulas of Cherbonnier-Colmez (for the dual exponential map), and of Benois and
A strong uniform time (which bounds the mixing time in total variation) for the walk on the wreath product is obtained by adding one more step to randomize the location of
So in this work we study BSDEs with two reflecting barriers driven by a Brownian motion and an independent Poisson measure.. This is the natural extension of Hamad`ene &
This theory applies to a large class of important equations, including equations of nonlinear filtering, stochastic heat equation with nonlinear noise term, etc... In (1.1)
The maximal inequalities can be used to obtain the invariance principles for random elements associated to partial sums of weakly dependent random variables by using Theorem (8.3)
This article contains an investigation of simple random walks on Galton-Watson trees conditioned to survive, and we will start by introducing some relevant branching process and
Mean convergence theorems and weak laws of large numbers for double arrays of random variables. Inequalities with applications to the weak convergence of random pro- cesses
Since the volume growth in all of these examples is polynomial, Theorem 1.2 applies in each case to give the asymptotic rate of decay of the negative exponential moments of the
