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Brownian intersection local times : Exponential moments and law of large massesKÖNIG, Wolfgang; MÖRTERS, Peter.Transactions of the American Mathematical Society. 2006, Vol 358, Num 3, pp 1223-1255, issn 0002-9947, 33 p.Article

Replica approach to the KPZ equation with the half Brownian motion initial conditionIMAMURA, Takashi; SASAMOTO, Tomohiro.Journal of physics. A, Mathematical and theoretical (Print). 2011, Vol 44, Num 38, issn 1751-8113, 385001.1-385001.29Article

Remarks on the balance relations for the two-dimensional navier-stokes equation with random forcingKUKSIN, Sergei B.Journal of statistical physics. 2006, Vol 122, Num 1, pp 101-114, issn 0022-4715, 14 p.Article

A new kind of modified transportation cost inequalities and polynomial concentration inequalitiesYING DING; XINSHENG ZHANG.Statistics & probability letters. 2011, Vol 81, Num 10, pp 1524-1534, issn 0167-7152, 11 p.Article

On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditionsDELBAEN, Freddy; YING HU; RICHOU, Adrien et al.Annales de l'I.H.P. Probabilités et statistiques. 2011, Vol 47, Num 2, pp 559-574, issn 0246-0203, 16 p.Article

Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift — Their characteristics and applicationsLOCHOWSKI, Rafał Marcin.Stochastic processes and their applications. 2011, Vol 121, Num 2, pp 378-393, issn 0304-4149, 16 p.Article

Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalitiesBOLLEY, Francois; VILLANI, Cédric.Annales de la faculté des sciences de Toulouse. 2005, Vol 14, Num 3, pp 331-352, issn 0240-2963, 22 p.Article

Moment inequalities and high-energy tails for Boltzmann equations with inelastic interactionsBOBYLEV, A. V; GAMBA, I. M; PANFEROV, V. A et al.Journal of statistical physics. 2004, Vol 116, Num 5-6, pp 1651-1682, issn 0022-4715, 32 p.Article

Self-normalized processes: Exponential inequalities, moment bounds and iterated logarithm lawsDE LA PENA, Victor H; KLASS, Michael J; TZE LEUNG LAI et al.Annals of probability. 2004, Vol 32, Num 3A, pp 1902-1933, issn 0091-1798, 32 p.Article

Solutions of Δu = 4u2 with Neumann's conditions using the Brownian snakeABRAHAM, Romain; DELMAS, Jean-Francois.Probability theory and related fields. 2004, Vol 128, Num 4, pp 475-516, issn 0178-8051, 42 p.Article

Upper bounds for exponential moments of hitting times for semi-Markov processesSILVESTROV, Dmitrii.Communications in statistics. Theory and methods. 2004, Vol 33, Num 3, pp 533-543, issn 0361-0926, 11 p.Article

Fluctuations in a p-spin interaction modelKNÖPFEL, Holger; LÖWE, Matthias.Annales de l'I.H.P. Probabilités et statistiques. 2005, Vol 41, Num 4, pp 807-815, issn 0246-0203, 9 p.Article

Coboundaries in L∞0VOLN, Dalibor; WEISS, Benjamin.Annales de l'I.H.P. Probabilités et statistiques. 2004, Vol 40, Num 6, pp 771-778, issn 0246-0203, 8 p.Article

The finiteness of moments of a stochastic exponentialGRIGELIONIS, Bronius; MACKEVICIUS, Vigirdas.Statistics & probability letters. 2003, Vol 64, Num 3, pp 243-248, issn 0167-7152, 6 p.Article

NEW LIMITING DISTRIBUTIONS FOR BELLMAN-HARRIS PROCESSESANGERER, Wolfgang P.Journal of applied probability. 2011, Vol 48, Num 2, pp 313-321, issn 0021-9002, 9 p.Article

Exponential inequalities and inverse moment for NOD sequenceWANG XUEJUN; HU SHUHE; YANG WENZHI et al.Statistics & probability letters. 2010, Vol 80, Num 5-6, pp 452-461, issn 0167-7152, 10 p.Article

Poisson matchingHOLROYD, Alexander E; PEMANTLE, Robin; PERES, Yuval et al.Annales de l'I.H.P. Probabilités et statistiques. 2009, Vol 45, Num 1, pp 266-287, issn 0246-0203, 22 p.Article

THE MOMENT AND ALMOST SURELY EXPONENTIAL STABILITY OF STOCHASTIC HEAT EQUATIONSBIN XIE; CRAIG, Walter.Proceedings of the American Mathematical Society. 2008, Vol 136, Num 10, pp 3625-3632, issn 0002-9939, 8 p.Article

Theory and applications of multivariate self-normalized processesDE LA PENA, Victor H; KLASS, Michael J; TZE LEUNG LAI et al.Stochastic processes and their applications. 2009, Vol 119, Num 12, pp 4210-4227, issn 0304-4149, 18 p.Article

Large deviations for weighted empirical mean with outliersMAÏDA, M; NAJIM, J; PECHE, S et al.Stochastic processes and their applications. 2007, Vol 117, Num 10, pp 1373-1403, issn 0304-4149, 31 p.Article

Properties of perpetual integral functionals of Brownian motion with driftSALMINEN, Paavo; YOR, Marc.Annales de l'I.H.P. Probabilités et statistiques. 2005, Vol 41, Num 3, pp 335-347, issn 0246-0203, 13 p.Article

On exponential moments for functionals defined on the loop groupMARQUEZ-CARRERAS, David; TINDEL, Samy.Stochastic analysis and applications. 2003, Vol 21, Num 6, pp 1333-1352, issn 0736-2994, 20 p.Article

EXACT LOWER BOUNDS ON THE EXPONENTIAL MOMENTS OF TRUNCATED RANDOM VARIABLESPINELIS, Iosif.Journal of applied probability. 2011, Vol 48, Num 2, pp 547-560, issn 0021-9002, 14 p.Article

Exponentially affine martingales, affine measure changes and exponential moments of affine processesKALLSEN, Jan; MUHLE-KARBE, Johannes.Stochastic processes and their applications. 2010, Vol 120, Num 2, pp 163-181, issn 0304-4149, 19 p.Article

Stochastic heat equation driven by fractional noise and local timeYAOZHONG HU; NUALART, David.Probability theory and related fields. 2009, Vol 143, Num 1-2, pp 285-328, issn 0178-8051, 44 p.Article

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