Large deviations for rough paths of the fractional brownian motion
Large deviations for sample paths of Gaussian processes quadratic variations.
Large deviations for the range of an integer valued random walk
Large deviations of the first passage time for a random walk with semiexponentially distributed jumps.
Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections
We establish a Large Deviations Principle for diffusions with Lipschitz continuous oblique reflections on regular domains. The rate functional is given as the value function of a control problem and is proved to be good. The proof is based on a viscosity solution approach. The idea consists in interpreting the probabilities as the solutions to some PDEs, make the logarithmic transform, pass to the limit, and then identify the action functional as the solution of the limiting equation.
Large favourite sites of simple random walk and the Wiener process.
Large scale behaviour of the spatial -Fleming–Viot process
We consider the spatial -Fleming–Viot process model (Electron. J. Probab.15(2010) 162–216) for frequencies of genetic types in a population living in , in the special case in which there are just two types of individuals, labelled and . At time zero, everyone in a given half-space has type 1, whereas everyone in the complementary half-space has type . We are concerned with patterns of frequencies of the two types at large space and time scales. We consider two cases, one in which the dynamics...
Large scale Sobolev inequalities on metric measure spaces and applications.
Large Toeplitz operators and quadratic form generated by stationary Gaussian sequence.
Largest Excess of Boundary Crossings for Martingales.
Laslett’s transform for the Boolean model in
Consider a stationary Boolean model with convex grains in and let any exposed lower tangent point of be shifted towards the hyperplane by the length of the part of the segment between the point and its projection onto the covered by . The resulting point process in the halfspace (the Laslett’s transform of ) is known to be stationary Poisson and of the same intensity as the original Boolean model. This result was first formulated for the planar Boolean model (see N. Cressie [Cressie])...
Last exit times for transient semistable processes
Law equivalence of solutions of some linear stochastic equations in Hilbert spaces
Sufficient and necessary conditions for equivalence of the distributions of the solutions of some linear stochastic equations in Hilbert spaces are given. Some facts in the theory of perturbations of semigroup generators and Zabczyk's results on law equivalence are used.
Laws of large numbers for functions of random walks with positive drift
Laws of the iterated logarithm for intersections of random walks on Z4
Laws of the iterated logarithm for the brownian snake
Laws of the iterated logarithm for triple intersections of three dimensional random walks.
Le calcul des caractéristiques effectives pour des matériaux composites qui contiennent des nonhomogénéites attribuées d'une manière aléatoire. (Calculation of effective properties of composite materials with random inhomogeneities).
Le mouvement brownien de Lévy indexé par comme limite centrale de temps locaux d’intersection
Le mouvement brownien sur , en tant que semi-martingale dans