Sommaire du Fascicule no. 1

Regularity properties of the diffusion coefficient for a mean zero exclusion process

Sued, M.

p. 1-33
On the rate of convergence in the central limit theorem for martingale difference sequences

Ouchti, Lahcen

p. 35-43
Regularity of the diffusion coefficient matrix for the lattice gas with energy

Nagahata, Yukio

p. 45-67
Large deviations for invariant measures of stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term

Cerrai, Sandra ; Röckner, Michael

p. 69-105
Perturbed Skorohod equations and perturbed reflected diffusion processes

Doney, R. A. ; Zhang, T.

p. 107-121

Sommaire du Fascicule no. 2

Stochastic integration with respect to Volterra processes

Decreusefond, L.

p. 123-149
Gaussian fluctuations of eigenvalues in the GUE

Gustavsson, Jonas

p. 151-178
Théorème local pour chaînes de Markov de probabilité de transition quasi-compacte. Applications aux chaînes V-géométriquement ergodiques et aux modèles itératifs

Hervé, Loïc

p. 179-196
Uniqueness for reflecting brownian motion in lip domains

Bass, Richard F. ; Burdzy, Krzysztof ; Chen, Zhen-Qing

p. 197-235
Mobility and Einstein relation for a tagged particle in asymmetric mean zero random walk with simple exclusion

Loulakis, Michail

p. 237-254

Sommaire du Fascicule no. 3

Extremal quantum states in coupled systems

Parthasarathy, K. R.

p. 257-268
A non-linear Riesz respresentation in probabilistic potential theory

El Karoui, Nicole ; Föllmer, Hans

p. 269-283
On certain almost brownian filtrations

Émery, M.

p. 285-305
Stochastic flows associated to coalescent processes II : stochastic differential equations

Bertoin, Jean ; Le Gall, Jean-François

p. 307-333
Properties of perpetual integral functionals of brownian motion with drift

Salminen, Paavo ; Yor, Marc

p. 335-347
Decoherence of quantum Markov semigroups

Rebolledo, Rolando

p. 349-373
Itô calculus and quantisation of Lie bialgebras

Hudson, R. L.

p. 375-390
From (n+1)-level atom chains to n-dimensional noises

Attal, Stéphane ; Pautrat, Yan

p. 391-407
Analysis of a Bose-Einstein Markov chain

Diaconis, Persi

p. 409-418
Poisson point processes attached to symmetric diffusions

Fukushima, Masatoshi ; Tanaka, Hiroshi

p. 419-459
Vervaat et Lévy

Fourati, Sonia

p. 461-478
Finite utility on financial markets with asymmetric information and structure properties of the price dynamics

Ankirchner, Stefan ; Imkeller, Peter

p. 479-503
Dilation of a class of quantum dynamical semigroups with unbounded generators on UHF algebras

Goswami, Debashish ; Sahu, Lingaraj ; Sinha, Kalyan B.

p. 505-522
The approximate Euler method for Lévy driven stochastic differential equations

Jacod, Jean ; Kurtz, Thomas G. ; Méléard, Sylvie ; Protter, Philip

p. 523-558
Continuous-time mean-risk portfolio selection

Jin, Hanqing ; Yan, Jia-An ; Zhou, Xun Yu

p. 559-580
Quantum stochastic convolution cocycles I

Lindsay, J. Martin ; Skalski, Adam G.

p. 581-604
The smallest g-supermartingale and reflected BSDE with single and double L 2 obstacles

Peng, Shige ; Xu, Mingyu

p. 605-630

Sommaire du Fascicule no. 4

Stochastic calculus and martingales on trees

Picard, Jean

p. 631-683
Glauber dynamics of continuous particle systems

Kondratiev, Yuri ; Lytvynov, Eugene

p. 685-702
Approximations of the brownian rough path with applications to stochastic analysis

Friz, Peter ; Victoir, Nicolas

p. 703-724
Small deviations for fractional stable processes

Lifshits, Mikhail ; Simon, Thomas

p. 725-752
Characterization of equality in the correlation inequality for convex functions, the U-conjecture

Hargé, Gilles

p. 753-765
The voter model with anti-voter bonds

Gantert, Nina ; Löwe, Matthias ; Steif, Jeffrey E.

p. 767-780
m-order integrals and generalized Itô’s formula ; the case of a fractional brownian motion with any Hurst index

Gradinaru, Mihai ; Nourdin, Ivan ; Russo, Francesco ; Vallois, Pierre

p. 781-806
Fluctuations in a p-spin interaction model

Knöpfel, Holger ; Löwe, Matthias

p. 807-815

Sommaire du Fascicule no. 5

Non-linear Neumann's condition for the heat equation : a probabilistic representation using catalytic super-brownian motion

Delmas, Jean-François ; Vogt, Pascal

p. 817-849
Two-dimensional Poisson trees converge to the brownian web

Ferrari, P. A. ; Fontes, L. R. G. ; Wu, Xian-Yuan

p. 851-858
Forward estimation for ergodic time series

Morvai, Gusztáv ; Weiss, Benjamin

p. 859-870
On an invariance principle for phase separation lines

Greenberg, Lev ; Ioffe, Dmitry

p. 871-885
On the speed of a planar random walk avoiding its past convex hull

Zerner, Martin P. W.

p. 887-900
Exponential asymptotics for intersection local times of stable processes and random walks

Chen, Xia ; Rosen, Jay

p. 901-928
Last exit times for transient semistable processes

Sato, Ken-Iti ; Watanabe, Toshiro

p. 929-951
Thick points for the Cauchy process

Daviaud, Olivier

p. 953-970

Sommaire du Fascicule no. 6

Large deviations of Markov chains indexed by random trees

Dembo, Amir ; Mörters, Peter ; Sheffield, Scott

p. 971-996
Berry-Esseen theorem and local limit theorem for non uniformly expanding maps

Gouëzel, Sébastien

p. 997-1024
Remarks on ergodicity and invariant occupation measure in branching diffusions with immigration

Höpfner, Reinhard ; Löcherbach, Eva

p. 1025-1047
Stochastic integral of divergence type with respect to fractional brownian motion with Hurst parameter H∈(0,1 2)

Cheridito, Patrick ; Nualart, David

p. 1049-1081
Eigenvalues of Hermite and Laguerre ensembles : large beta asymptotics

Dumitriu, Ioana ; Edelman, Alan

p. 1083-1099
Green kernel estimates and the full Martin boundary for random walks on lamplighter groups and Diestel-Leader graphs

Brofferio, Sara ; Woess, Wolfgang

p. 1101-1123