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20032005
most citedCentral limit theorems for sequences of multiple stochastic integrals

461 citations

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Showing 2004 · math.PRShow all

13 papers · 2 filters

math.PR2004★ 51 cited

Large deviations for rough paths of the fractional Brownian motion

Annie Millet, Marta Sanz-Solé

Starting from the construction of a geometric rough path associated with a fractional Brownian motion with Hurst parameter given by Coutin and Qian (2002), we…

math.PR2004

An Extreme-Value Analysis of the LIL for Brownian Motion

Davar Khoshnevisan, David A. Levin, Zhan Shi

We present an extreme-value analysis of the classical law of the iterated logarithm (LIL) for Brownian motion. Our result can be viewed as a new improvement to the LIL.

math.PR2004★ 72 cited

The Euler scheme for Levy driven stochastic differential equations: limit theorems

Jean Jacod

We study the Euler scheme for a stochastic differential equation driven by a Levy process Y. More precisely, we look at the asymptotic behavior of the normalized error process u_n(…

math.PR2004

Translation invariant Gibbs states for the Ising model

T. Bodineau

We prove that all the translation invariant Gibbs states of the Ising model are a linear combination of the pure phases in the phase transition regime. This implies that…

math.PR2004★ 83 cited

Self-similar fragmentations derived from the stable tree II: splitting at nodes

Gregory Marc Miermont

We study a natural fragmentation process of the so-called stable tree introduced by Duquesne and Le Gall, which consists in removing the nodes of the tree according to a certain pr…

math.PR2004★ 44 cited

Self-similar fragmentations derived from the stable tree I: splitting at heights

Gregory Marc Miermont

The basic object we consider is a certain model of continuum random tree, called the stable tree. We construct a fragmentation process out of this tree by removing…