444 citations
- Clausthal University of TechnologyDE2 papers
- College of Staten IslandUS1 paper
- Eötvös Loránd UniversityHU1 paper
- European UnionBE1 paper
- Hebrew University of JerusalemIL1 paper
- Hungarian Academy of SciencesHU1 paper
- HUN-REN Alfréd Rényi Institute of MathematicsHU1 paper
- Johannes Kepler University of LinzAT1 paper
- Lancaster UniversityGB1 paper
- Leibniz University HannoverDE1 paper
- Ludwig-Maximilians-Universität MünchenDE1 paper
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Showing math.PRShow all
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math.PR2005★ 29 cited
Hypoellipticity in infinite dimensions and an application in interest rate theory
Fabrice Baudoin, Josef Teichmann
We apply methods from Malliavin calculus to prove an infinite-dimensional version of Hormander's theorem for stochastic evolution equations in the spirit of Da Prato-Zabczyk. This…
math.PR2005★ 1 cited
Heavy points of a d-dimensional simple random walk
Endre Csáki, Antónia Földes, Pál Révész
For a simple symmetric random walk in dimension , a uniform strong law of large numbers is proved for the number of sites with given local time up to time .
math.PR2004★ 13 cited
Spanning tree size in Random Binary Search Trees
Alois Panholzer, Helmut Prodinger
This paper deals with the size of the spanning tree of p randomly chosen nodes in a binary search tree. It is shown via generating functions methods, that for fixed p, the (normali…