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A note on the Poisson boundary of lamplighter random walks

Mathematics – Probability
Scientific paper

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A note on the recurrence of edge reinforced random walks

Mathematics – Probability
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A Note on the Ruin Problem with Risky Investments

Mathematics – Probability
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A Note on the Smoluchowski-Kramers Approximation for the Langevin Equation with Reflection

Mathematics – Probability
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A note on the supremum of a stable process

Mathematics – Probability
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A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices

Mathematics – Probability
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A Note on variational solutions to SPDE perturbed by Gaussian noise in a general class

Mathematics – Probability
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A note on weak convergence of random step processes

Mathematics – Probability
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A Note on Wetting Transition for Gradient Fields

Mathematics – Probability
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A note on Wiener-Hopf factorization for Markov Additive processes

Mathematics – Probability
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A Numerical scheme for backward doubly stochastic differential equations

Mathematics – Probability
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A one dimensional analysis of singularities and turbulence for the stochastic Burgers equation in d-dimensions

Mathematics – Probability
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A one dimensional analysis of turbulence and its intermittence for the d-dimensional stochastic Burgers equation

Mathematics – Probability
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A one-dimensional coagulation-fragmentation process with a dynamical phase transition

Mathematics – Probability
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A Paradox for Admission Control of Multiclass Queueing Network with Differentiated Service

Mathematics – Probability
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A paradox of diffusion market model related with existence of winning combinations of options

Mathematics – Probability
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A Parallel Algorithm for solving BSDEs - Application to the pricing and hedging of American options

Mathematics – Probability
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A Parrondo Paradox in Reliability Theory

Mathematics – Probability
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A Partial Order on Uncertainty and Information

Mathematics – Probability
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A particle system in interaction with a rapidly varying environment: Mean field limits and applications

Mathematics – Probability
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