A singular parabolic Anderson model.
Mueller, Carl, Tribe, Roger (2004)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “Small-time behaviour of Lévy processes.”
A singular parabolic Anderson model.
Moment estimates for Lev́y processes.
Luschgy, Harald, Pagès, Gilles (2008)
Electronic Communications in Probability [electronic only]
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Characterization of the marginal distributions of Markov processes used in dynamic reliability.
Cocozza-Thivent, Christiane, Eymard, Robert, Mercier, Sophie, Roussignol, Michel (2006)
Journal of Applied Mathematics and Stochastic Analysis
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The joint law of ages and residual lifetimes for two schemes of nested regenerative sets.
Lambert, Amaury (2001)
Electronic Journal of Probability [electronic only]
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Convergence in fractional models and applications.
Berzin, Corinne, León, José Rafael (2005)
Electronic Journal of Probability [electronic only]
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Long-term behavior for superprocesses over a stochastic flow.
Xiong, Jie (2004)
Electronic Communications in Probability [electronic only]
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Degenerate stochastic differential equations arising from catalytic branching networks.
Bass, Richard F., Perkins, Edwin A. (2008)
Electronic Journal of Probability [electronic only]
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Cyclic random motions in -space with directions
Aimé Lachal (2006)
ESAIM: Probability and Statistics
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We study the probability distribution of the location of a particle performing a cyclic random motion in . The particle can take possible directions with different velocities and the changes of direction occur at random times. The speed-vectors as well as the support of the distribution form a polyhedron (the first one having constant sides and the other expanding with time ). The distribution of the location of the particle is made up of two components: a singular component (corresponding...
A probabilistic approach to the boundedness of singular integral operators
Richard F. Bass (1990)
Séminaire de probabilités de Strasbourg
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