VOL. 44 · NO. 1 | January 2016
Ann. Probab. 44 (1), (January 2016) Open Access
No abstract available
Ann. Probab. 44 (1), (January 2016) Open Access
No abstract available
Ivan Nourdin, David Nualart, Giovanni Peccati
Ann. Probab. 44 (1), 1-41, (January 2016) DOI: 10.1214/14-AOP965 Open Access
KEYWORDS: stable convergence, Malliavin calculus, fractional Brownian motion, 60F05, 60H07, 60G15
Mathias Beiglböck, Nicolas Juillet
Ann. Probab. 44 (1), 42-106, (January 2016) DOI: 10.1214/14-AOP966 Open Access
KEYWORDS: Optimal transport, Convex order, Martingales, model-independence, 60G42, 49N05
Anthony Quas, Terry Soo
Ann. Probab. 44 (1), 107-130, (January 2016) DOI: 10.1214/14-AOP968 Open Access
KEYWORDS: Sinai factor theorem, stochastic domination, monotone coupling, Burton–Rothstein, 37A35, 60G10, 60E15
Joaquin Fontbona, Benjamin Jourdain
Ann. Probab. 44 (1), 131-170, (January 2016) DOI: 10.1214/14-AOP969 Open Access
KEYWORDS: long-time behavior, Stochastic differential equations, Bakry–Emery criterion, convex Sobolev inequalities, Time reversal, Girsanov theory, 60H10, 60H30, 37A35, 26D10, 35B40
Christoph Czichowsky, Walter Schachermayer
Ann. Probab. 44 (1), 171-205, (January 2016) DOI: 10.1214/14-AOP970 Open Access
KEYWORDS: Komlós’s lemma, limits of nonnegative martingales, Fatou limit, optional strong supermartingales, predictable strong supermartingales, limits of stochastic integrals, convergence in probability at all finite stopping times, substitute for compactness, 60G48, 60H05
Luca Avena, Erwin Bolthausen, Christine Ritzmann
Ann. Probab. 44 (1), 206-234, (January 2016) DOI: 10.1214/14-AOP971 Open Access
KEYWORDS: central limit theorem, convolution equations, self-avoiding random walks, 60K35, 60F05
S. C. Harris, M. Hesse, A. E. Kyprianou
Ann. Probab. 44 (1), 235-275, (January 2016) DOI: 10.1214/14-AOP972 Open Access
KEYWORDS: Branching Brownian motion, backbone decomposition, large deviations, Multiplicative martingales, Additive martingales, 60J80, 60E10
Erwan Hillion, Oliver Johnson
Ann. Probab. 44 (1), 276-306, (January 2016) DOI: 10.1214/14-AOP973 Open Access
KEYWORDS: Entropy, transportation of measures, Bernoulli sums, concavity, 60E15, 60K35, 94A17, 60D99
Jean-Baptiste Gouéré, Régine Marchand
Ann. Probab. 44 (1), 307-323, (January 2016) DOI: 10.1214/14-AOP974 Open Access
KEYWORDS: percolation, continuum percolation, Boolean model, 60K35, 82B43
Xiaoqin Guo
Ann. Probab. 44 (1), 324-359, (January 2016) DOI: 10.1214/14-AOP975 Open Access
KEYWORDS: Einstein relation, Random walks, random environment, perturbation, velocity, 60K37
Shanjian Tang, Wenning Wei
Ann. Probab. 44 (1), 360-398, (January 2016) DOI: 10.1214/14-AOP976 Open Access
KEYWORDS: Backward stochastic partial differential equations, Backward stochastic differential equations, Hölder space, heat potential, 60H15, 35R60
M. Besalú, A. Kohatsu-Higa, S. Tindel
Ann. Probab. 44 (1), 399-443, (January 2016) DOI: 10.1214/14-AOP977 Open Access
KEYWORDS: fractional Brownian motion, stochastic equations, density function estimates, 60G22, 34K50, 60H07
Raphaël Cerf, Matthias Gorny
Ann. Probab. 44 (1), 444-478, (January 2016) DOI: 10.1214/14-AOP978 Open Access
KEYWORDS: Ising Curie–Weiss, Self-organized criticality, Laplace’s method, 60F05, 60K35
David Kelly, Ian Melbourne
Ann. Probab. 44 (1), 479-520, (January 2016) DOI: 10.1214/14-AOP979 Open Access
KEYWORDS: Interpretation of stochastic integrals, Wong–Zakai approximation, uniform and nonuniform hyperbolicity, Rough paths, iterated invariance principle, 60H10, 37D20, 37D25, 37A50
Hermine Biermé, Agnès Desolneux
Ann. Probab. 44 (1), 521-543, (January 2016) DOI: 10.1214/14-AOP980 Open Access
KEYWORDS: Shot noise, excursion set, stationary process, Poisson process, Characteristic function, Functions of bounded variation, coarea formula, 60G60, 60E10, 26B30, 28A75, 60G10, 60F05, 60E07
Xue-Mei Li
Ann. Probab. 44 (1), 544-566, (January 2016) DOI: 10.1214/14-AOP981 Open Access
KEYWORDS: Horizontal flows, horizontal Brownian motions, vertical perturbation, Stochastic differential equations, homogenisation, geodesics, 60H10, 58J65, 37Hxx, 53B05
Ivan I. Gonzales-Gargate, Paulo R. Ruffino
Ann. Probab. 44 (1), 567-588, (January 2016) DOI: 10.1214/14-AOP982 Open Access
KEYWORDS: averaging principle, foliated diffusion, rescaled stochastic systems, Stochastic flows, 60H10, 58J65, 58J37
Nicolas Fournier, Stéphane Mischler
Ann. Probab. 44 (1), 589-627, (January 2016) DOI: 10.1214/14-AOP983 Open Access
KEYWORDS: Kinetic theory, Stochastic particle systems, propagation of chaos, Wasserstein distance, 80C40, 60K35
Dmitry Chelkak
Ann. Probab. 44 (1), 628-683, (January 2016) DOI: 10.1214/14-AOP985 Open Access
KEYWORDS: Planar random walk, discrete potential theory, 39A12, 60G50
Peter K. Friz, Benjamin Gess, Archil Gulisashvili, Sebastian Riedel
Ann. Probab. 44 (1), 684-738, (January 2016) DOI: 10.1214/14-AOP986 Open Access
KEYWORDS: Gaussian processes, Rough paths, Cameron–Martin regularity, random Fourier series, fractional stochastic heat equation, SPDE, 60G15, 60H15, 60G17, 42A32
Christina Goldschmidt, Bénédicte Haas
Ann. Probab. 44 (1), 739-805, (January 2016) DOI: 10.1214/14-AOP988 Open Access
KEYWORDS: Self-similar fragmentations, extinction time, scaling limits, invariant measure, Markov renewal theory, spine decomposition, 60J25, 60G18
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