Annales de l'I.H.P. Probabilités et statistiques, Tome 47 (2011) no. 3

Sommaire

A nonasymptotic theorem for unnormalized Feynman-Kac particle models

Cérou, F. ; Del Moral, P. ; Guyader, A.

p. 629-649

Conservation property of symmetric jump processes

Masamune, Jun ; Uemura, Toshihiro

p. 650-662

Maximal displacement for bridges of random walks in a random environment

Gantert, Nina ; Peterson, Jonathon

p. 663-678

Spectral gaps and exponential integrability of hitting times for linear diffusions

Loukianov, Oleg ; Loukianova, Dasha ; Song, Shiqi

p. 679-698

Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space II

Barbu, Viorel ; Da Prato, Giuseppe ; Tubaro, Luciano

p. 699-724

Variational representations for continuous time processes

Budhiraja, Amarjit ; Dupuis, Paul ; Maroulas, Vasileios

p. 725-747

Second-order asymptotic expansion for a non-synchronous covariation estimator

Dalalyan, Arnak ; Yoshida, Nakahiro

p. 748-789

Sampling the Fermi statistics and other conditional product measures

Gaudillière, A. ; Reygner, J.

p. 790-812

Scaling limit of the random walk among random traps on

ℤ^{d}

Mourrat, Jean-Christophe

p. 813-849

Excursions of diffusion processes and continued fractions

Comtet, Alain ; Tourigny, Yves

p. 850-874

(Homogeneous) markovian bridges

Vigon, Vincent

p. 875-916

A Ciesielski-Taylor type identity for positive self-similar Markov processes

Kyprianou, A. E. ; Patie, P.

p. 917-928