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20042006
most citedTransportation cost-information inequalities and applications to random dynamical systems and diffusions

255 citations

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8 papers · 1 filter

math.PR2005

Krein's Theory applied to fluctuations of Lévy processes

Sonia Fourati

We give an interpretation of the bilateral exit problem for Lévy processes via the study of an elementary Markov chain. We exhibit a strong connection between this problem and Krei…

math.PR2005★ 98 cited

Smoothing effect of quenched disorder on polymer depinning transitions

G. Giacomin, F. L. Toninelli

We consider general disordered models of pinning of directed polymers on a defect line. This class contains in particular the --dimensional interface wetting model, the diso…

math.PR2005★ 90 cited

Subgeometric ergodicity of strong Markov processes

G. Fort, G. O. Roberts

We derive sufficient conditions for subgeometric f-ergodicity of strongly Markovian processes. We first propose a criterion based on modulated moment of some delayed return-time to…

math.PR2005

Poisson kernels of half-spaces in real hyperbolic spaces

T. Byczkowski, P. Graczyk, A. Stos

We provide an integral formula for the Poisson kernel of half-spaces for Brownian motion in real hyperbolic space $\H^n$. This enables us to find asymptotic properties of the kerne…

math.PR2005★ 1 cited

Boundary Harnack Principle for fractional powers of Laplacian on the Sierpinski carpet

Andrzej Stos

We prove the Boundary Harnack Principle related to fractional powers of Laplacian for some natural regions in the two-dimensional Sierpinski carpet. This is a natual application of…

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…