10.6k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
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Showing 2003 · math.PRShow all
3 papers · 2 filters
math.PR2003
Quenched large deviations for one dimensional nonlinear filtering
E. Pardoux, O. Zeitouni
Consider the standard, one dimensional, nonlinear filtering problem for a diffusion processe observed in small additive white noise. Denote by the density of t…
math.PR2003★ 8 cited
The Brownian loop soup
Gregory F. Lawler, Wendelin Werner
We define a natural conformally invariant measure on unrooted Brownian loops in the plane and study some of its properties. We relate this measure to a measure on loops rooted at a…
math.PR2003
Girsanov's transformation for SLE(kappa,rho) processes, intersection exponents and hiding exponents
Wendelin Werner
We relate the formulas giving Brownian (and other) intersection exponents to the absolute continuity relations between Bessel process of different dimensions, via the two-parameter…