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van den Berg (2003) showed how subexponential behavior of the lifetime of killed Brownian motion in an unbounded domain implies subexponential behavior of the Dirichlet heat kernel..
submitted March 20, 2000 Final version accepted April 14, 2000 AMS 1991 Subject classification: Primary 60J45; Secondary 60J65, 31C15 Brownian motion, capacity, polar set,
A remarkable and well known result is that the harmonic measure of a transient nearest neighbor random walk on a finitely generated free group is Markovian [6, 19, 25].. This can
Keywords Brownian bridge, Brownian excursion, Brownian scaling, local time, Bessel process, zeros of Bessel functions, Riemann zeta function.. AMS subject classification 60J65,
Keywords: Brownian motion, random time change, exit boundary, local time, additive func- tional, stochastic differential equation, Khas’minskii’s lemma, spectrally negative
Key words: Parabolic Anderson model, catalytic random medium, exclusion process, Lya- punov exponents, intermittency, large deviations, graphical representation.. AMS 2000
Keywords: Total variation distance; Non-central limit theorem; Fractional Brownian motion; Hermite power variation; Multiple stochastic integrals; Hermite random
Key words: infinite divisibility, Lévy measure, O -subexponentiality, dominated variation, expo- nential class.. AMS 2000 Subject Classification: Primary 60E07;
