| Publication | Date of Publication | Type |
|---|
A Ray-Knight theorem for \(\nabla \phi\) interface models and scaling limits
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2024-06-04 | Paper |
| Gradient estimates of the heat kernel for random walks among time-dependent random conductances | 2023-09-18 | Paper |
An elliptic Harnack inequality for difference equations with random balanced coefficients
The Annals of Probability | 2022-05-06 | Paper |
Quenched local central limit theorem for random walks in a time-dependent balanced random environment
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2022-01-27 | Paper |
Additive functionals as rough paths
The Annals of Probability | 2021-07-02 | Paper |
Pathwise McKean-Vlasov theory with additive noise
The Annals of Applied Probability | 2021-03-18 | Paper |
Pathwise McKean-Vlasov theory with additive noise
The Annals of Applied Probability | 2021-03-18 | Paper |
Green kernel asymptotics for two-dimensional random walks under random conductances
Electronic Communications in Probability | 2020-09-29 | Paper |
Green kernel asymptotics for two-dimensional random walks under random conductances
Electronic Communications in Probability | 2020-09-29 | Paper |
Quenched tail estimate for the random walk in random scenery and in random layered conductance. II.
Electronic Journal of Probability | 2020-07-29 | Paper |
Quenched tail estimate for the random walk in random scenery and in random layered conductance. II.
Electronic Journal of Probability | 2020-07-29 | Paper |
| Aging for the stationary Kardar-Parisi-Zhang equation and related models | 2020-06-18 | Paper |
Scaling limit of wetting models in 1+1 dimensions pinned to a shrinking strip
Stochastic Processes and their Applications | 2020-04-01 | Paper |
| On the gradient dynamics associated with wetting models | 2019-08-23 | Paper |
Probability to be positive for the membrane model in dimensions 2 and 3
Electronic Communications in Probability | 2019-08-06 | Paper |
Probability to be positive for the membrane model in dimensions 2 and 3
Electronic Communications in Probability | 2019-08-06 | Paper |
Hydrodynamic limit for the Ginzburg-Landau \(\nabla \phi\) interface model with non-convex potential
Stochastic Processes and their Applications | 2019-03-06 | Paper |
Heat kernel estimates and intrinsic metric for random walks with general speed measure under degenerate conductances
Electronic Communications in Probability | 2019-02-14 | Paper |
Heat kernel estimates and intrinsic metric for random walks with general speed measure under degenerate conductances
Electronic Communications in Probability | 2019-02-14 | Paper |
Quenched tail estimate for the random walk in random scenery and in random layered conductance
Stochastic Processes and their Applications | 2018-12-28 | Paper |
Quenched tail estimate for the random walk in random scenery and in random layered conductance
Stochastic Processes and their Applications | 2018-12-28 | Paper |
On small-noise equations with degenerate limiting system arising from volatility models
Springer Proceedings in Mathematics & Statistics | 2018-12-11 | Paper |
| An elliptic Harnack inequality for random walk in balanced environments | 2018-07-10 | Paper |
Quenched invariance principle for random walk in time-dependent balanced random environment
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-06-01 | Paper |
The enhanced Sanov theorem and propagation of chaos
Stochastic Processes and their Applications | 2018-06-01 | Paper |
Quenched invariance principle for random walks with time-dependent ergodic degenerate weights
The Annals of Probability | 2018-04-27 | Paper |
Quenched invariance principles for the random conductance model on a random graph with degenerate ergodic weights
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2018-02-12 | Paper |
Invariance principle for the one-dimensional dynamic random conductance model under moment conditions
(available as arXiv preprint) | 2017-06-13 | Paper |
Invariance principle for symmetric diffusions in a degenerate and unbounded stationary and ergodic random medium
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2017-01-11 | Paper |
Heat kernel estimates for random walks with degenerate weights
Electronic Journal of Probability | 2016-05-23 | Paper |
Heat kernel estimates for random walks with degenerate weights
Electronic Journal of Probability | 2016-05-23 | Paper |
Harnack inequalities on weighted graphs and some applications to the random conductance model
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2016-04-07 | Paper |
Local central limit theorem for diffusions in a degenerate and unbounded random medium
Electronic Journal of Probability | 2015-11-27 | Paper |
Invariance principle for the random conductance model in a degenerate ergodic environment
The Annals of Probability | 2015-07-10 | Paper |
Invariance principle for the random conductance model in a degenerate ergodic environment
The Annals of Probability | 2015-07-10 | Paper |
A quenched invariance principle for non-elliptic random walk in i.i.d. balanced random environment
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2014-04-25 | Paper |
Marginal density expansions for diffusions and stochastic volatility. I: Theoretical foundations
Communications on Pure and Applied Mathematics | 2014-02-18 | Paper |
Marginal density expansions for diffusions and stochastic volatility. II: Applications
Communications on Pure and Applied Mathematics | 2014-02-18 | Paper |
Invariance principle for the random conductance model
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2013-09-09 | Paper |
| Marginal density expansions for diffusions and stochastic volatility, part II: Applications [to the Stein--Stein model] | 2013-05-29 | Paper |
Markov chain approximations to nonsymmetric diffusions with bounded coefficients
Communications on Pure and Applied Mathematics | 2013-05-13 | Paper |
Decay of covariances, uniqueness of ergodic component and scaling limit for a class of systems with non-convex potential
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2012-08-20 | Paper |
Decay of covariances, uniqueness of ergodic component and scaling limit for a class of systems with non-convex potential
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2012-08-20 | Paper |
Recursions and tightness for the maximum of the discrete, two dimensional Gaussian free field
Electronic Communications in Probability | 2011-09-09 | Paper |
Recursions and tightness for the maximum of the discrete, two dimensional Gaussian free field
Electronic Communications in Probability | 2011-09-09 | Paper |
Markovian perturbation, response and fluctuation dissipation theorem
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2010-10-04 | Paper |
Markovian perturbation, response and fluctuation dissipation theorem
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2010-10-04 | Paper |
Invariance principle for the random conductance model with unbounded conductances
The Annals of Probability | 2010-03-08 | Paper |
The quenched invariance principle for random walks in random environments admitting a bounded cycle representation
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-08 | Paper |
The quenched invariance principle for random walks in random environments admitting a bounded cycle representation
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-08 | Paper |
Strict convexity of the free energy for a class of non-convex gradient models
Communications in Mathematical Physics | 2009-10-02 | Paper |
Scaling limits of (\(1+1\))-dimensional pinning models with Laplacian interaction
The Annals of Probability | 2009-07-28 | Paper |
Pinning and wetting transition for (1\(+\)1)-dimensional fields with Laplacian interaction
The Annals of Probability | 2009-01-27 | Paper |
Typical support and Sanov large deviations of correlated states
Communications in Mathematical Physics | 2009-01-12 | Paper |
| Strict convexity of the free energy for non-convex gradient models at moderate \beta | 2008-01-08 | Paper |
Aging for interacting diffusion processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2007-07-16 | Paper |
Aging for interacting diffusion processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2007-07-16 | Paper |
Aging for interacting diffusion processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2007-07-16 | Paper |
The dynamic of entropic repulsion
Stochastic Processes and their Applications | 2007-05-03 | Paper |
A quantum version of Sanov's theorem
Communications in Mathematical Physics | 2006-06-16 | Paper |
| scientific article; zbMATH DE number 2247653 (Why is no real title available?) | 2006-01-16 | Paper |
On estimating the derivatives of symmetric diffusions in stationary random environment, with applications to \(\nabla\varphi\) interface model
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2006-01-10 | Paper |
Scaling limits of equilibrium wetting models in \((1+1)\)-dimension
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2005-08-17 | Paper |
Bismut-Elworthy's formula and random walk representation for SDEs with reflection
Stochastic Processes and their Applications | 2005-08-05 | Paper |
Large portfolio losses
Finance and Stochastics | 2004-11-24 | Paper |
Entropic repulsion for massless fields.
Stochastic Processes and their Applications | 2004-09-07 | Paper |
Entropic repulsion and the maximum of the two-dimensional harmonic crystal.
The Annals of Probability | 2003-05-06 | Paper |
Critical large deviations in harmonic crystals with long-range interactions
The Annals of Probability | 2003-05-06 | Paper |
Absence of a wetting transition for a pinned harmonic crystal in dimensions three and larger
Journal of Mathematical Physics | 2001-08-30 | Paper |
Non-Gaussian surface pinned by a weak potential
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2001-05-13 | Paper |
Non-Gaussian surface pinned by a weak potential
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2001-05-13 | Paper |
Large deviations and concentration properties for _ interface models
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2001-03-12 | Paper |
Large deviations and variational principle for harmonic crystals
Communications in Mathematical Physics | 2001-01-25 | Paper |
Entropic repulsion for the free field: Pathwise characterization in d 3
Communications in Mathematical Physics | 2000-12-13 | Paper |
On Increasing Subsequences of I.I.D. Samples
Combinatorics, Probability and Computing | 2000-12-03 | Paper |
Erratum: Entropic repulsion of the lattice free field
Communications in Mathematical Physics | 2000-10-03 | Paper |
Occupation time large deviations for critical branching Brownian motion, super-Brownian motion and related processes
The Annals of Probability | 2000-02-01 | Paper |
Entropic repulsion of the lattice free field. II: The \(0\)-boundary case
Communications in Mathematical Physics | 1997-08-18 | Paper |
The construction of the \(d+1\)-dimensional Gaussian droplet
Communications in Mathematical Physics | 1996-10-13 | Paper |
Surface order large deviations for high-density percolation
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1996-07-22 | Paper |
Laplace approximations for large deviations of nonreversible Markov processes. The nondegenerate case
The Annals of Probability | 1996-05-27 | Paper |
Limiting curves for i.i.d. records
The Annals of Probability | 1996-03-25 | Paper |
Entropic repulsion of the lattice free field
Communications in Mathematical Physics | 1995-09-18 | Paper |
L^ 2 convergence of time nonhomogeneous Markov processes. I: Spectral estimates
The Annals of Applied Probability | 1995-08-15 | Paper |
Large deviations for the occupation time functional of a Poisson system of independent Brownian particles
Stochastic Processes and their Applications | 1995-05-30 | Paper |
Algebraic \(L^ 2\) decay of attractive critical processes on the lattice
The Annals of Probability | 1995-05-02 | Paper |
Critical large deviations for Gaussian fields in the phase transition regime. I
The Annals of Probability | 1994-11-20 | Paper |
The rate function of hypoelliptic diffusions
Communications on Pure and Applied Mathematics | 1994-10-10 | Paper |
| scientific article; zbMATH DE number 218615 (Why is no real title available?) | 1994-07-14 | Paper |
Convergence of path measures arising from a mean field or polaron type interaction
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-05-18 | Paper |
| scientific article; zbMATH DE number 194664 (Why is no real title available?) | 1993-06-05 | Paper |
| scientific article; zbMATH DE number 16084 (Why is no real title available?) | 1992-06-26 | Paper |
Microcanonical distributions for lattice gases
Communications in Mathematical Physics | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4161818 (Why is no real title available?) | 1990-01-01 | Paper |
Hypercontractivity and spectral gap of symmetric diffusions with applications to the stochastic Ising models
Journal of Functional Analysis | 1990-01-01 | Paper |
A function space large deviation principle for certain stochastic integrals
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1989-01-01 | Paper |
Invariance principle and empirical mean large deviations of the critical Ornstein-Uhlenbeck process
The Annals of Probability | 1989-01-01 | Paper |
Central limit theorem for an infinite lattice system of interacting diffusion processes
The Annals of Probability | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4001125 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4001125 (Why is no real title available?) | 1987-01-01 | Paper |
Infinite-dimensional diffusion processes as Gibbs measures on \(C[0,1]^{Z^ d}\)
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3990527 (Why is no real title available?) | 1986-01-01 | Paper |
Non-linear smoothing of infinite-dimensional diffusion processes
Stochastics | 1986-01-01 | Paper |
A Ray-Knight theorem for \nabla\phi interface models and scaling limits
(available as arXiv preprint) | N/A | Paper |
