Contents
Preface ix
PART I. Problems in Analysis
An improvement of the Osserman constant for the bass note of a
drum
RODRIGO BANUELOS AND TOM CARROLL 3
Heat content asymptotics for some open sets with a fractal boundary
M. VAN DEN BERG 11
On self-attracting random walks
ERWIN BOLTHAUSEN AND UWE SCHMOCK 23
Positivity default for martingales and harmonic functions
JEAN BROSSARD 45
Optimal switching between two Brownian motions
R. CAIROLI AND ROBERT C. DALANG 53
Nonnegative solutions for semilinear elliptic equations with bound-
ary conditions—a probabilistic approach
Z. Q. CHEN, R. J. WILLIAMS, AND Z. ZHAO 65
Simulated annealing and fastest cooling rates for some 1-dim spin
glass models
TZUU-SHUH CHIANG AND YUNSHONG CHOW 83
Averaging stochastically perturbed Hamiltonian systems
THOMAS G. KURTZ AND FEDERICO MARCHETTI 93
The interpretation and solution of ordinary differential equations
driven by rough signals
TERRY J. LYONS 115
Time-reversal of the noisy Wiener-Hopf factorisation
L. C G. ROGERS 129
Some aspects of Brownian motion in a Poissonian potential
ALAIN-SOL SZNITMAN 137
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