VOL. 32 · NO. 1B | January 2004
 
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Front Matter
Ann. Probab. 32 (1B), (January 2004)
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Ann. Probab. 32 (1B), (January 2004)
No abstract available
Articles
Marco Fuhrman, Gianmario Tessitore
Ann. Probab. 32 (1B), 607-660, (January 2004) DOI: 10.1214/aop/1079021459
KEYWORDS: Backward stochastic differential equations, partial differential equations in infinite-dimensional spaces, Hamilton--Jacobi--Bellman equation, stochastic optimal control in infinite horizon, 60H30, 35R15, 93E20, 49L99
Chih-Chung Chang, Claudio Landim, Tzong-Yow Lee
Ann. Probab. 32 (1B), 661-691, (January 2004) DOI: 10.1214/aop/1079021460
KEYWORDS: Exclusion process, Hydrodynamic limit, large deviations, occupation time, 60F10
Jean-Baptiste Bardet, Gérard Ben Arous
Ann. Probab. 32 (1B), 692-729, (January 2004) DOI: 10.1214/aop/1079021461
KEYWORDS: Coupled map lattices, large deviations, Thermodynamic formalism, 60F10, 37A50, 37L60
Peter Becker-Kern, Mark M. Meerschaert, Hans-Peter Scheffler
Ann. Probab. 32 (1B), 730-756, (January 2004) DOI: 10.1214/aop/1079021462
KEYWORDS: Continuous time random walk, Functional limit theorem, fractional derivative, operator stable law, 60G50, 60F17, 60H30, 82C31
Erwin Lutwak, Deane Yang, Gaoyong Zhang
Ann. Probab. 32 (1B), 757-774, (January 2004) DOI: 10.1214/aop/1079021463
KEYWORDS: Blaschke--Santaló inequality, Rényi entropy, dual mixed volumes, 60D05, 94A17, 52A40
Krzysztof Burdzy, Zhen-Qing Chen, John Sylvester
Ann. Probab. 32 (1B), 775-804, (January 2004) DOI: 10.1214/aop/1079021464
KEYWORDS: Reflecting Brownian motion, time-dependent domain, Local time, Skorohod decomposition, heat equation with boundary conditions, time-inhomogeneous strong Markov process, probabilistic representation, Time-reversal, Feynman--Kac formula, Girsanov transform, 60H30, 60J45, 35K20, 60J50, 60J60
Christophe Bahadoran
Ann. Probab. 32 (1B), 805-854, (January 2004) DOI: 10.1214/aop/1079021465
KEYWORDS: Conservative particle system, local perturbation, Hydrodynamic limit, Scalar conservation law, modified entropy condition, boundary condition, nonentropy solution, 60K35, 82C22, 35L65, 35L67
Cédric Bernardin
Ann. Probab. 32 (1B), 855-879, (January 2004) DOI: 10.1214/aop/1079021466
KEYWORDS: Exclusion process, occupation time of a site, invariance principle, 60K35, 60F05
Francis Comets, Ofer Zeitouni
Ann. Probab. 32 (1B), 880-914, (January 2004) DOI: 10.1214/aop/1079021467
KEYWORDS: Random walk in random environment, Law of Large Numbers, Kalikow's condition, nestling walk, Mixing, 60K40, 82D30
Persi Diaconis, Eddy Mayer-Wolf, Ofer Zeitouni, Martin P. W. Zerner
Ann. Probab. 32 (1B), 915-938, (January 2004) DOI: 10.1214/aop/1079021468
KEYWORDS: partitions, coagulation, fragmentation, Invariant measures, Poisson--Dirichlet, 60K35, 60J27, 60G55
Gregory F. Lawler, Oded Schramm, Wendelin Werner
Ann. Probab. 32 (1B), 939-995, (January 2004) DOI: 10.1214/aop/1079021469
KEYWORDS: Loop-erased random walk, uniform spanning trees, stochastic Loewner evolution, 82B41
Amir Dembo, Nina Gantert, Ofer Zeitouni
Ann. Probab. 32 (1B), 996-1029, (January 2004) DOI: 10.1214/aop/1079021470
KEYWORDS: Random walk in random environment, large deviations, holding times, 60J15, 60F10, 82C44, 60J80
Peter Bank, Nicole El Karoui
Ann. Probab. 32 (1B), 1030-1067, (January 2004) DOI: 10.1214/aop/1079021471
KEYWORDS: Representation problem for optional processes, singular control, Optimal stopping, Gittins index, Skorohod problem, inhomogeneous convexity, 60G07, 60G40, 60H25
Robert C. Dalang, Olivier Lévêque
Ann. Probab. 32 (1B), 1068-1099, (January 2004) DOI: 10.1214/aop/1079021472
KEYWORDS: Stochastic partial differential equations, isotropic Gaussian noise, Hyperbolic equations, 60H15, 60G15, 35R60
Sandra Cerrai, Michael Röckner
Ann. Probab. 32 (1B), 1100-1139, (January 2004) DOI: 10.1214/aop/1079021473
KEYWORDS: large deviations, Stochastic partial differential equations, Invariant measures, Multiplicative noise, 60F10, 60H15
Daniel Hug, Matthias Reitzner, Rolf Schneider
Ann. Probab. 32 (1B), 1140-1167, (January 2004) DOI: 10.1214/aop/1079021474
KEYWORDS: Poisson hyperplane process, hyperplane tessellation, zero cell, Crofton cell, typical cell, asymptotic shape, D. G. Kendall's conjecture, 60D05, 52A22
Frank Ball, Peter Neal
Ann. Probab. 32 (1B), 1168-1200, (January 2004) DOI: 10.1214/aop/1079021475
KEYWORDS: epidemic models, local and global mixing, Poisson convergence, random graph, positively related, coupling, 60F05, 92D30, 60K35, 05C80
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