Krylov, N. V. On stochastic equations with drift in \({L_d}\). (English) Zbl 1489.60102 Ann. Probab. 49, No. 5, 2371-2398 (2021). MSC: 60H10 60H20 60J60 PDFBibTeX XMLCite \textit{N. V. Krylov}, Ann. Probab. 49, No. 5, 2371--2398 (2021; Zbl 1489.60102) Full Text: DOI arXiv
Ding, Jian; Fukushima, Ryoki; Sun, Rongfeng; Xu, Changji Distribution of the random walk conditioned on survival among quenched Bernoulli obstacles. (English) Zbl 1483.60150 Ann. Probab. 49, No. 1, 206-243 (2021). Reviewer: Julien Poisat (Paris) MSC: 60K37 60K35 PDFBibTeX XMLCite \textit{J. Ding} et al., Ann. Probab. 49, No. 1, 206--243 (2021; Zbl 1483.60150) Full Text: DOI arXiv Euclid
Fournier, Nicolas; Tardif, Camille Anomalous diffusion for multi-dimensional critical kinetic Fokker-Planck equations. (English) Zbl 1456.60276 Ann. Probab. 48, No. 5, 2359-2403 (2020). MSC: 60K50 60J60 35Q84 60F05 PDFBibTeX XMLCite \textit{N. Fournier} and \textit{C. Tardif}, Ann. Probab. 48, No. 5, 2359--2403 (2020; Zbl 1456.60276) Full Text: DOI arXiv Euclid
Chiarini, Alberto; Nitzschner, Maximilian Entropic repulsion for the occupation-time field of random interlacements conditioned on disconnection. (English) Zbl 1456.60189 Ann. Probab. 48, No. 3, 1317-1351 (2020). MSC: 60J27 60K35 60F10 60G60 82B43 PDFBibTeX XMLCite \textit{A. Chiarini} and \textit{M. Nitzschner}, Ann. Probab. 48, No. 3, 1317--1351 (2020; Zbl 1456.60189) Full Text: DOI arXiv Euclid
Albeverio, Sergio; De Vecchi, Francesco C.; Gubinelli, Massimiliano Elliptic stochastic quantization. (English) Zbl 1446.60041 Ann. Probab. 48, No. 4, 1693-1741 (2020). Reviewer: Udhayakumar Ramalingam (Sathyamangalam) MSC: 60H15 35R60 81Q60 82B44 35D30 35D35 PDFBibTeX XMLCite \textit{S. Albeverio} et al., Ann. Probab. 48, No. 4, 1693--1741 (2020; Zbl 1446.60041) Full Text: DOI arXiv Euclid
Cipriani, Alessandra; Dan, Biltu; Hazra, Rajat Subhra The scaling limit of the membrane model. (English) Zbl 1441.31005 Ann. Probab. 47, No. 6, 3963-4001 (2019). MSC: 31B30 60J45 60G15 82C20 PDFBibTeX XMLCite \textit{A. Cipriani} et al., Ann. Probab. 47, No. 6, 3963--4001 (2019; Zbl 1441.31005) Full Text: DOI arXiv Euclid
Puhalskii, Anatolii A. On large deviations of coupled diffusions with time scale separation. (English) Zbl 1356.60047 Ann. Probab. 44, No. 4, 3111-3186 (2016). Reviewer: Heinrich Hering (Rockenberg) MSC: 60F10 60J60 60H10 60F17 60G57 PDFBibTeX XMLCite \textit{A. A. Puhalskii}, Ann. Probab. 44, No. 4, 3111--3186 (2016; Zbl 1356.60047) Full Text: DOI arXiv Euclid
Tang, Shanjian; Wei, Wenning On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces. (English) Zbl 1336.60125 Ann. Probab. 44, No. 1, 360-398 (2016). MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{S. Tang} and \textit{W. Wei}, Ann. Probab. 44, No. 1, 360--398 (2016; Zbl 1336.60125) Full Text: DOI arXiv Euclid
Zhang, Tusheng A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients. (English) Zbl 1242.60072 Ann. Probab. 39, No. 4, 1502-1527 (2011). Reviewer: Xuan Loc Nguyen (Hanoi) MSC: 60H30 35J25 31C25 PDFBibTeX XMLCite \textit{T. Zhang}, Ann. Probab. 39, No. 4, 1502--1527 (2011; Zbl 1242.60072) Full Text: DOI arXiv
Liang, Gechun; Lyons, Terry; Qian, Zhongmin Backward stochastic dynamics on a filtered probability space. (English) Zbl 1238.60064 Ann. Probab. 39, No. 4, 1422-1448 (2011). Reviewer: Nicolas Perkowski (Berlin) MSC: 60H10 60H30 60J45 PDFBibTeX XMLCite \textit{G. Liang} et al., Ann. Probab. 39, No. 4, 1422--1448 (2011; Zbl 1238.60064) Full Text: DOI arXiv
Gloria, Antoine; Otto, Felix An optimal variance estimate in stochastic homogenization of discrete elliptic equations. (English) Zbl 1215.35025 Ann. Probab. 39, No. 3, 779-856 (2011). Reviewer: Adrian Muntean (Eindhoven) MSC: 35B27 39A70 60H25 60F99 PDFBibTeX XMLCite \textit{A. Gloria} and \textit{F. Otto}, Ann. Probab. 39, No. 3, 779--856 (2011; Zbl 1215.35025) Full Text: DOI arXiv
Komorowski, Tomasz; Peszat, Szymon; Szarek, Tomasz On ergodicity of some Markov processes. (English) Zbl 1214.60035 Ann. Probab. 38, No. 4, 1401-1443 (2010). Reviewer: Nicolas Perkowski (Berlin) MSC: 60J25 37A30 60H15 76N10 PDFBibTeX XMLCite \textit{T. Komorowski} et al., Ann. Probab. 38, No. 4, 1401--1443 (2010; Zbl 1214.60035) Full Text: DOI arXiv
Chen, Zhen-Qing; Zhang, Tusheng Time-reversal and elliptic boundary value problems. (English) Zbl 1187.60064 Ann. Probab. 37, No. 3, 1008-1043 (2009). Reviewer: Bo Markussen (Kopenhagen) MSC: 60J70 60G46 60H05 60H10 60J55 60J57 31C25 35J25 35R05 PDFBibTeX XMLCite \textit{Z.-Q. Chen} and \textit{T. Zhang}, Ann. Probab. 37, No. 3, 1008--1043 (2009; Zbl 1187.60064) Full Text: DOI arXiv
Meerschaert, Mark M.; Nane, Erkan; Vellaisamy, P. Fractional Cauchy problems on bounded domains. (English) Zbl 1247.60078 Ann. Probab. 37, No. 3, 979-1007 (2009). Reviewer: Aleksander Iksanov (Kiev) MSC: 60G99 35C10 PDFBibTeX XMLCite \textit{M. M. Meerschaert} et al., Ann. Probab. 37, No. 3, 979--1007 (2009; Zbl 1247.60078) Full Text: DOI arXiv
Bass, Richard F.; Burdzy, Krzysztof On pathwise uniqueness for reflecting Brownian motion in \(C^{1+\gamma}\) domains. (English) Zbl 1167.60020 Ann. Probab. 36, No. 6, 2311-2331 (2008). Reviewer: Dominique Lepingle (Orléans) MSC: 60J65 60H10 PDFBibTeX XMLCite \textit{R. F. Bass} and \textit{K. Burdzy}, Ann. Probab. 36, No. 6, 2311--2331 (2008; Zbl 1167.60020) Full Text: DOI arXiv
Goergen, Laurent An effective criterion and a new example for ballistic diffusions in random environment. (English) Zbl 1149.60068 Ann. Probab. 36, No. 3, 1093-1133 (2008). Reviewer: Piotr Garbaczewski (Opole) MSC: 60K37 82D30 60J60 60G60 60F05 PDFBibTeX XMLCite \textit{L. Goergen}, Ann. Probab. 36, No. 3, 1093--1133 (2008; Zbl 1149.60068) Full Text: DOI arXiv
Popier, A. Backward stochastic differential equations with random stopping time and singular final condition. (English) Zbl 1125.60054 Ann. Probab. 35, No. 3, 1071-1117 (2007). Reviewer: Rainer Buckdahn (Brest) MSC: 60H10 60G40 35J60 49L25 35J65 PDFBibTeX XMLCite \textit{A. Popier}, Ann. Probab. 35, No. 3, 1071--1117 (2007; Zbl 1125.60054) Full Text: DOI arXiv
Röckner, Michael; Sobol, Zeev Kolmogorov equations in infinite dimensions: well-posedness and regularity of solutions, with applications to stochastic generalized Burgers equations. (English) Zbl 1106.35127 Ann. Probab. 34, No. 2, 663-727 (2006). Reviewer: Nikita E. Ratanov (Bogotá) MSC: 35R15 60J60 35Q53 35J70 47D06 47D08 60H15 60J35 PDFBibTeX XMLCite \textit{M. Röckner} and \textit{Z. Sobol}, Ann. Probab. 34, No. 2, 663--727 (2006; Zbl 1106.35127) Full Text: DOI arXiv
Eckhoff, Michael Precise asymptotics of small eigenvalues of reversible diffusions in the metastable regime. (English) Zbl 1098.60079 Ann. Probab. 33, No. 1, 244-299 (2005). MSC: 60J60 31C05 31C15 35P15 35P20 35R60 58J65 60F10 PDFBibTeX XMLCite \textit{M. Eckhoff}, Ann. Probab. 33, No. 1, 244--299 (2005; Zbl 1098.60079) Full Text: DOI arXiv
Le Gall, Jean-François; Mytnik, Leonid Stochastic integral representation and regularity of the density for the exit measure of super-Brownian motion. (English) Zbl 1097.60033 Ann. Probab. 33, No. 1, 194-222 (2005). MSC: 60G57 35J65 60G17 60J80 PDFBibTeX XMLCite \textit{J.-F. Le Gall} and \textit{L. Mytnik}, Ann. Probab. 33, No. 1, 194--222 (2005; Zbl 1097.60033) Full Text: DOI arXiv
Delarue, François Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. (English) Zbl 1073.35021 Ann. Probab. 32, No. 3B, 2305-2361 (2004). Reviewer: Fabio Paronetto (Lecce) MSC: 35B27 35K55 35R60 60H10 60H20 60H30 PDFBibTeX XMLCite \textit{F. Delarue}, Ann. Probab. 32, No. 3B, 2305--2361 (2004; Zbl 1073.35021) Full Text: DOI arXiv
Owhadi, Houman Anomalous slow diffusion from perpetual homogenization. (English) Zbl 1042.60049 Ann. Probab. 31, No. 4, 1935-1969 (2003). MSC: 60J60 34E13 35B27 60F05 60G44 PDFBibTeX XMLCite \textit{H. Owhadi}, Ann. Probab. 31, No. 4, 1935--1969 (2003; Zbl 1042.60049) Full Text: DOI arXiv Euclid
Bass, Richard F.; Chen, Zhen-Qing Brownian motion with singular drift. (English) Zbl 1029.60044 Ann. Probab. 31, No. 2, 791-817 (2003). Reviewer: Aureli Alabert (Bellaterra) MSC: 60H10 60J35 47D07 60J60 PDFBibTeX XMLCite \textit{R. F. Bass} and \textit{Z.-Q. Chen}, Ann. Probab. 31, No. 2, 791--817 (2003; Zbl 1029.60044) Full Text: DOI
Pardoux, E.; Veretennikov, A. Yu. On the Poisson equation and diffusion approximation. I. (English) Zbl 1029.60053 Ann. Probab. 29, No. 3, 1061-1085 (2001). Reviewer: Markus Reiß (Berlin MSC: 60H30 35J15 60J45 60J60 PDFBibTeX XMLCite \textit{E. Pardoux} and \textit{A. Yu. Veretennikov}, Ann. Probab. 29, No. 3, 1061--1085 (2001; Zbl 1029.60053) Full Text: DOI
Kobylanski, Magdalena Backward stochastic differential equations and partial differential equations with quadratic growth. (English) Zbl 1044.60045 Ann. Probab. 28, No. 2, 558-602 (2000). MSC: 60H10 35R60 60H30 PDFBibTeX XMLCite \textit{M. Kobylanski}, Ann. Probab. 28, No. 2, 558--602 (2000; Zbl 1044.60045) Full Text: DOI
Mikulevicius, R. On the Cauchy problem for parabolic SPDEs in Hölder classes. (English) Zbl 1044.60050 Ann. Probab. 28, No. 1, 74-103 (2000). MSC: 60H15 PDFBibTeX XMLCite \textit{R. Mikulevicius}, Ann. Probab. 28, No. 1, 74--103 (2000; Zbl 1044.60050) Full Text: DOI Euclid
DeBlassie, R. Dante The adjoint process of killed reflected Brownian motion in a cone and applications. (English) Zbl 0965.60069 Ann. Probab. 27, No. 4, 1679-1737 (1999). Reviewer: R.Grübel (Hannover) MSC: 60J60 60J35 PDFBibTeX XMLCite \textit{R. D. DeBlassie}, Ann. Probab. 27, No. 4, 1679--1737 (1999; Zbl 0965.60069) Full Text: DOI
Lyons, Terry; Stoica, Lucreţiu The limits of stochastic integrals of differential forms. (English) Zbl 0969.60078 Ann. Probab. 27, No. 1, 1-49 (1999). Reviewer: A.Schied (Berlin) MSC: 60J60 60H05 31C25 PDFBibTeX XMLCite \textit{T. Lyons} and \textit{L. Stoica}, Ann. Probab. 27, No. 1, 1--49 (1999; Zbl 0969.60078) Full Text: DOI
Fleming, Wendell H.; Sheu, Shuenn-Jyi Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential. (English) Zbl 0901.60033 Ann. Probab. 25, No. 4, 1953-1994 (1997). Reviewer: J.Jakubowski (Warszawa) MSC: 60H30 93B36 93E20 PDFBibTeX XMLCite \textit{W. H. Fleming} and \textit{S.-J. Sheu}, Ann. Probab. 25, No. 4, 1953--1994 (1997; Zbl 0901.60033) Full Text: DOI
Fannjiang, Albert; Komorowski, Tomasz A martingale approach to homogenization of unbounded random flows. (English) Zbl 0902.60028 Ann. Probab. 25, No. 4, 1872-1894 (1997). MSC: 60F17 35B27 60G44 60H10 PDFBibTeX XMLCite \textit{A. Fannjiang} and \textit{T. Komorowski}, Ann. Probab. 25, No. 4, 1872--1894 (1997; Zbl 0902.60028) Full Text: DOI
Chen, Zhen-Qing; Durrett, Richard; Ma, Gang Holomorphic diffusions and boundary behavior of harmonic functions. (English) Zbl 0891.60072 Ann. Probab. 25, No. 3, 1103-1134 (1997). MSC: 60J45 31B25 60J60 31B10 PDFBibTeX XMLCite \textit{Z.-Q. Chen} et al., Ann. Probab. 25, No. 3, 1103--1134 (1997; Zbl 0891.60072) Full Text: DOI
Chen, Z. Q.; Zhao, Z. Potential theory for elliptic systems. (English) Zbl 0854.60062 Ann. Probab. 24, No. 1, 293-319 (1996). MSC: 60H30 60J60 35J45 PDFBibTeX XMLCite \textit{Z. Q. Chen} and \textit{Z. Zhao}, Ann. Probab. 24, No. 1, 293--319 (1996; Zbl 0854.60062) Full Text: DOI
Pinsky, Ross G. Transience, recurrence and local extinction properties of the support for supercritical finite measure-valued diffusions. (English) Zbl 0854.60087 Ann. Probab. 24, No. 1, 237-267 (1996). MSC: 60J80 60J60 PDFBibTeX XMLCite \textit{R. G. Pinsky}, Ann. Probab. 24, No. 1, 237--267 (1996; Zbl 0854.60087) Full Text: DOI