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Uniform spanning forests on biased Euclidean lattices

期刊: ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2021; 57 (3)

The uniform spanning forest measure (USF) on a locally finite, infinite connected graph with conductance c, is defined as a weak limit of uniform span......

Random interlacements for vertex-reinforced jump processes

期刊: ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2021; 57 (2)

We introduce random interlacements for transient vertex-reinforced jump processes on a general graph G. Using increasing finite subgraphs G(n) of G wi......

Exponential ergodicity for SDEs and McKean-Vlasov processes with Levy noise

期刊: ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2021; 57 (3)

We study exponential ergodicity of a broad class of stochastic processes whose dynamics are governed by pure jump Levy noise. In the first part of the......

Conditional measures for Pfaffian point processes: Conditioning on a bounded domain

期刊: ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2021; 57 (2)

For a Pfaffian point process we show that its Palm measures, its normalised compositions with multiplicative functionals, and its conditional measures......

Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations

期刊: ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2021; 57 (1)

In this paper, we consider the averaging principle for a class of McKean-Vlasov stochastic differential equations with slow and fast time-scales. Unde......

Continuity in kappa in SLE kappa theory using a constructive method and Rough Path Theory

期刊: ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2021; 57 (1)

Questions regarding the continuity in kappa of the SLE kappa traces and maps appear very naturally in the study of SLE. In order to study the first qu......

Existence of densities for stochastic differential equations driven by Levy processes with anisotropic jumps

期刊: ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2021; 57 (1)

YWe study existence and Besov regularity of densities for solutions to stochastic differential equations with Holder continuous coefficients driven by......

On stiff problems via Dirichlet forms

期刊: ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2020; 56 (3)

The stiff problem is concerned with a thermal conduction model with a singular barrier of zero volume. In this paper, we shall build the phase transit......

Ergodicity of stochastic differential equations with jumps and singular coefficients

期刊: ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2020; 56 (1)

We show the strong well-posedness of SDEs driven by general multiplicative Levy noises with Sobolev diffusion and jump coefficients and integrable dri......

Brownian motion in attenuated or renormalized inverse-square Poisson potential

期刊: ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2020; 56 (1)

We consider the parabolic Anderson problem with random potentials having inverse-square singularities around the points of a standard Poisson point pr......

Finite rank perturbations in products of coupled random matrices: From one correlated to two Wishart ensembles

期刊: ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2019; 55 (1)

We compare finite rank perturbations of the following three ensembles of complex rectangular random matrices: First, a generalised Wishart ensemble wi......

JIF:1.15

Continuous-state branching processes, extremal processes and super-individuals

期刊: ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2019; 55 (2)

The long-term behavior of flows of continuous-state branching processes are characterized through subordinators and extremal processes. The extremal p......

JIF:1.15

Matrix Dirichlet processes

期刊: ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2019; 55 (2)

Matrix Dirichlet processes, in reference to their reversible measure, appear in a natural way in many different models in probability. Applying the la......

JIF:1.15

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