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作者：Errami, M; Russo, F; Vallois, P
作者单位：Universite Paris 13; Universite de Lorraine
摘要：This article develops a framework of stochastic calculus with respect to a cadlag finite quadratic variation process. We apply it to the study of a generalization of a semi-martingale driven SDE studied by Kurtz, Pardoux and Protter [KPP]. We prove an Ito's formula for functions f(X) of a semimartingale with jumps when f has weak smoothness properties. Examples of X for which this formula is valid are time reversible semimartingales and solutions of [KPP] equations driven by Levy processes, pr...
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作者：Johansson, K
作者单位：Royal Institute of Technology
摘要：We investigate certain measures induced by families of non-intersecting paths in domino tilings of the Aztec diamond, rhombus tilings of an abc-hexagon, a dimer model on a cylindrical brick lattice and a growth model. The measures obtained, e.g. the Krawtchouk and Hahn ensembles, have the same structure as the eigenvalue measures in random matrix theory like GUE, which can in fact can be obtained from non-intersecting Brownian motions. The derivations of the measures are based on the Karlin-Mc...
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作者：Dembo, A; Gantert, N; Peres, Y; Zeitouni, O
作者单位：Stanford University; Stanford University; Helmholtz Association; Karlsruhe Institute of Technology; Hebrew University of Jerusalem; University of California System; University of California Berkeley; Technion Israel Institute of Technology
摘要：In the study of large deviations for random walks in random environment, a key distinction has emerged between quenched asymptotics, conditional on the environment, and annealed asymptotics, obtained from averaging over environments. In this paper we consider a simple random walk {X-n} on a Galton-Watson tree T, i.e., on the family tree arising from a supercritical branching process. Denote by \X-n\ the distance between the node X-n and the root of T. Our main result is the almost sure equalit...
