Annals of probability: An official journal of the Institute of Mathematical Statistics

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  Año 2007, Vol. 35, Número 1

  • Quenched Invariance Principle for Multidimensional Ballistic Random Walk in a Random Environment with a Forbidden Direction.

    Firas Rassoul-Agha, Timo Seppäläinen

    págs. 1-31

    

  • Annealed tail estimates for a Brownian motion in a drifted Brownian potential.

    Marina Talet

    págs. 32-67

    

  • On multidimensional branching random walks in random environment.

    Francis Comets, Serguei Popov

    págs. 68-114

    

  • Asymptotic behavior of edge-reinforced random walks.

    Franz Merkl, Silke W. W. Rolles

    págs. 115-140

    

  • Un théorème limite pour les covariances des spins dans le modèle de Sherrington-Kirkpatrick avec champ externe.

    Albert Hanen

    págs. 141-179

    

  • Global flows for stochastic differential equations without global Lipschitz conditions.

    Shizan Fang, Peter Imkeller, Tusheng Zhang

    págs. 180-205

    

  • On Time Inhomogeneous Controlled Diffusion Processes In Domains.

    Hongjie Dong, N. V. Krylov

    págs. 206-227

    

  • Comparison of semimartingales and Lévy-processes.

    Jan Bergenthum, Ludger Rüscendorf

    págs. 228-254

    

  • Non-semimartingales: stochastic differential equations and weak Dirichlet processes.

    Rosanna Coviello, Francesco Russo

    págs. 255-308

    

  • Extremal behavior of stochastic integrals driven by regularly varying Lévy processes.

    Enrik Hult, Filip Lindskog

    págs. 309-339

    

  • The trap of complacency in predicting the maximum.

    J. Du Toit, Goran Peskir

    págs. 340-365

    

  • Lower limits and equivalences for convolution tails

    Serguei Foss, Dimitry Korshunov

    págs. 366-383

    

  • Multivariable approximate Carleman-type theorems for complex measures.

    Isabelle Chalendar, Jonathan R. Partington

    págs. 384-396