Titlebook: Séminaire de Probabilités XLVI; Catherine Donati-Martin,Antoine Lejay,Alain Rouaul Book 2014 Springer International Publishing Switzerland

允許

Branching Random Walk in an Inhomogeneous Breeding Potential,We consider a continuous-time branching random walk in the inhomogeneous breeding potential .?|???|?., where .?>?0, .?≥?0. We prove that the population almost surely explodes in finite time if .?>?1 and doesn’t explode if .?≤?1. In the non-explosive cases, we determine the asymptotic behaviour of the rightmost particle.

infantile

Small Time Asymptotics for an Example of Strictly Hypoelliptic Heat Kernel,A small time asymptotics of the density is established for a simplified (non-Gaussian, strictly hypoelliptic) second chaos process tangent to the Dudley relativistic diffusion.

啞巴

Some Properties of Path Measures,We call any measure on a path space, a .. Some notions about path measures which appear naturally when solving the Schr?dinger problem are presented and worked out in detail.

極肥胖

無王時期,

Invariance Principle for the Random Walk Conditioned to Have Few Zeros,We consider a nearest neighbor random walk on . starting at zero, conditioned to return at zero at time 2. and to have a number .. of zeros on (0,?2.]. As ., if ., we show that the rescaled random walk converges toward the Brownian excursion normalized to have unit duration. This generalizes the classical result for the case ..?≡?1.

屈尊

Catherine Donati-Martin,Antoine Lejay,Alain RouaulThis volume provides a broad insight on current, high level researches in probability theory

hieroglyphic

978-3-319-11969-4Springer International Publishing Switzerland 2014

吝嗇性

Séminaire de Probabilités XLVI978-3-319-11970-0Series ISSN 0075-8434 Series E-ISSN 1617-9692

幻想

Onsager-Machlup Functional for Uniformly Elliptic Time-Inhomogeneous Diffusion,r to the corresponding functional for homogeneous diffusions; indeed, the only difference come from the infinitesimal variation of the volume. We will also use the Onsager-Machlup functional to study small ball probability for weighted sup-norm of some inhomogeneous diffusion.

細胞