Upper semicontinuity of random attractors for non-compact random dynamical systems.

Wang, Bixiang

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Convergence results and sharp estimates for the voter model interfaces.

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Upper tail asymptotics for the intersection local times of random walks in high dimensions

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In high dimensions two independent simple random walks have only a finite number of intersections. I describe the main result obtained in a joint paper with Xia Chen in which we determine the exact upper tail behaviour of the intersection local time.

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Elementary Introduction to Stochastic Finance in Discrete Time

Peter Jaeger (2012)

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This article gives an elementary introduction to stochastic finance (in discrete time). A formalization of random variables is given and some elements of Borel sets are considered. Furthermore, special functions (for buying a present portfolio and the value of a portfolio in the future) and some statements about the relation between these functions are introduced. For details see: [8] (p. 185), [7] (pp. 12, 20), [6] (pp. 3-6).