Electronic Journal of Probability

Volume 8

2003

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Some Non-Linear S.P.D.E's That Are Second Order In TimeRobert Dalang and Carl Mueller; paper no. 1, 21 p.
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Reflected Backward Stochastic Differential Equation with Jumps and Random ObstacleSaid Hamadène and Youssef Ouknine; paper no. 2, 20 p.
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Fractional Ornstein-Uhlenbeck processesPatrick Cheridito, Hideyuki Kawaguchi, and Makoto Maejima; paper no. 3, 14 p.
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State Dependent Multitype Spatial Branching Processes and their Longtime BehaviorDonald Dawson and Andreas Greven; paper no. 4, 93 p.
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Branching Random Walk with CatalystsHarry Kesten and Vladas Sidoravicius; paper no. 5, 51 p.
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On Convergence of Population Processes in Random Environments to the Stochastic Heat Equation with Colored NoiseAnja Sturm; paper no. 6, 39 p.
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The Norm of the Product of a Large Matrix and a Random VectorAlbrecht Böttcher and Sergei Grudsky; paper no. 7, 29 p.
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Competing Species Superprocesses with Infinite VarianceKlaus Fleischmann and Leonid Mytnik; paper no. 8, 59 p.
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Berry-Esseen Bounds for the Number of Maxima in Planar RegionsZhi-Dong Bai, Hsien-Kuei Hwang, and Tsung-Hsi Tsai; paper no. 9, 26 p.
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Homogeneous Random Measures and Strongly Supermedian Kernels of a Markov ProcessPatrick Fitzsimmons and Ronald Getoor; paper no. 10, 54 p.
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Clustering Behavior of a Continuous-Sites Stepping-Stone Model with Brownian MigrationXiaowen Zhou; paper no. 11, 15 p.
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Large Deviation Principle for a Stochastic Heat Equation With Spatially Correlated NoiseDavid Marquez-Carreras and Monica Sarra; paper no. 12, 39 p.
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Laplace Transforms via Hadamard FactorizationFuchang Gao, Jan Hannig, Tzong-Yow Lee, and Fred Torcaso; paper no. 13, 20 p.
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Itô Formula and Local Time for the Fractional Brownian SheetCiprian Tudor and Frederi Viens; paper no. 14, 31 p.
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Brownian Motion on Compact Manifolds: Cover Time and Late PointsAmir Dembo, Yuval Peres, and Jay Rosen; paper no. 15, 14 p.
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Large Deviations for the Emprirical Measures of Reflecting Brownian Motion and Related Constrained Processes in $R_+$Amarjit Budhiraja and Paul Dupuis; paper no. 16, 46 p.
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Computation of Moments for the Length of the One Dimensional ISE SupportJean-Francois Delmas; paper no. 17, 15 p.
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Approximation at First and Second Order of $m$-order Integrals of the Fractional Brownian Motion and of Certain SemimartingalesMihai Gradinaru and Ivan Nourdin; paper no. 18, 26 p.
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Long-Memory Stable Ornstein-Uhlenbeck ProcessesMakoto Maejima and Kenji Yamamoto; paper no. 19, 18 p.
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Distributions of Sojourn Time, Maximum and Minimum for Pseudo-Processes Governed by Higher-Order Heat-Type EquationsAime Lachal; paper no. 20, 53 p.
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Comparison Theorems for Small Deviations of Random SeriesFuchang Gao, Jan Hannig, and Fred Torcaso; paper no. 21, 17 p.
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Exponential Asymptotic Stability of Linear Itô-Volterra Equation with Damped Stochastic PerturbationsJohn Appleby and Alan Freeman; paper no. 22, 22 p.
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Excited Random Walk on TreesStanislav Volkov; paper no. 23, 15 p.
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Degenerate Variance Control in the One-dimensional Stationary CaseDaniel Ocone and Ananda Weerasinghe; paper no. 24, 27 p.
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