Concentration for multidimensional diffusions and their boundary local times

Competing Particle Systems Evolving by I.I.D. Increments

(2012) Mykhaylo Shkolnikov   ELECTRONIC JOURNAL OF PROBABILITY

Density Formula and Concentration Inequalities with Malliavin Calculus

(2012) Ivan Nourdin et al.   ELECTRONIC JOURNAL OF PROBABILITY

A new characterization of Talagrand’s transport-entropy inequalities and applications

(2011) Nathael Gozlan et al.   ANNALS OF PROBABILITY

On collisions of Brownian particles

(2010) Tomoyuki Ichiba et al.   ANNALS OF APPLIED PROBABILITY

On the structure of quasi-stationary competing particle systems

(2009) Louis-Pierre Arguin et al.   ANNALS OF PROBABILITY

A characterization of dimension free concentration in terms of transportation inequalities

(2009) Nathael Gozlan   ANNALS OF PROBABILITY

A phase transition behavior for Brownian motions interacting through their ranks

(2009) Sourav Chatterjee et al.   PROBABILITY THEORY AND RELATED FIELDS

One-dimensional Brownian particle systems with rank-dependent drifts

(2008) Soumik Pal et al.   ANNALS OF APPLIED PROBABILITY

Propagation of chaos and Poincaré inequalities for a system of particles interacting through their cdf

(2008) Benjamin Jourdain et al.   ANNALS OF APPLIED PROBABILITY

Generalized Transportation-Cost Inequalities and Applications

(2008) Feng-Yu Wang   POTENTIAL ANALYSIS

Transportation-cost inequality on path spaces with uniform distance

(2008) Shizan Fang et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Local times of ranked continuous semimartingales

(2007) Adrian D. Banner et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS