Issue no. 1 Table of Contents

Reversed Dirichlet environment and directional transience of random walks in Dirichlet environment
p. 1-8
On Wiener-Hopf factors for stable processes
p. 9-19
Long-range self-avoiding walk converges to α-stable processes
p. 20-42
Adaptive Dantzig density estimation
p. 43-74
The triangle and the open triangle
p. 75-79
Annealed upper tails for the energy of a charged polymer
p. 80-110
Asymptotics for the survival probability in a killed branching random walk
p. 111-129
Windings of planar random walks and averaged Dehn function
p. 130-147
Disorder relevance at marginality and critical point shift
p. 148-175
Adaptive tests of homogeneity for a Poisson process
p. 176-213
Process-level quenched large deviations for random walk in random environment
p. 214-242
Limits of determinantal processes near a tacnode
p. 243-258
Disorder relevance for the random walk pinning model in dimension 3
p. 259-293
Variance decay for functionals of the environment viewed by the particle
p. 294-327

Issue no. 2 Table of Contents

A stochastic min-driven coalescence process and its hydrodynamical limit
p. 329-357
Uniqueness and approximate computation of optimal incomplete transportation plans
p. 358-375
Intermittency and ageing for the symbiotic branching model
p. 376-394
Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions
p. 395-424
Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times
p. 425-449
Lipschitzian norm estimate of one-dimensional Poisson equations and applications
p. 450-465
Limiting curlicue measures for theta sums
p. 466-497
Hiding a constant drift
p. 498-514
Brownian motion with respect to time-changing riemannian metrics, applications to Ricci flow
p. 515-538
An integral test for the transience of a brownian path with limited local time
p. 539-558
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
p. 559-574
Limit laws of transient excited random walks on integers
p. 575-600
Ergodicity of hypoelliptic SDEs driven by fractional brownian motion
p. 601-628

Issue no. 3 Table of Contents

A nonasymptotic theorem for unnormalized Feynman-Kac particle models
p. 629-649
Conservation property of symmetric jump processes
p. 650-662
Maximal displacement for bridges of random walks in a random environment
p. 663-678
Spectral gaps and exponential integrability of hitting times for linear diffusions
p. 679-698
Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space II
p. 699-724
Variational representations for continuous time processes
p. 725-747
Second-order asymptotic expansion for a non-synchronous covariation estimator
p. 748-789
Sampling the Fermi statistics and other conditional product measures
p. 790-812
Scaling limit of the random walk among random traps on ℤ d
p. 813-849
Excursions of diffusion processes and continued fractions
p. 850-874
(Homogeneous) markovian bridges
p. 875-916
A Ciesielski-Taylor type identity for positive self-similar Markov processes
p. 917-928

Issue no. 4 Table of Contents

Giant vacant component left by a random walk in a random d-regular graph
p. 929-968
Ageing in the parabolic Anderson model
p. 969-1000
Green functions for killed random walks in the Weyl chamber of Sp(4)
p. 1001-1019
Mixing time for the Ising model : a uniform lower bound for all graphs
p. 1020-1028
Multiparameter multifractional brownian motion : local nondeterminism and joint continuity of the local times
p. 1029-1054
Strong solutions for stochastic differential equations with jumps
p. 1055-1067
Invariant random fields in vector bundles and application to cosmology
p. 1068-1095
Exponential functionals of brownian motion and class-one Whittaker functions
p. 1096-1120
Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations
p. 1121-1146
On the coupling property of Lévy processes
p. 1147-1159
The monotone cumulants
p. 1160-1170
Adaptive estimation of the conditional intensity of marker-dependent counting processes
p. 1171-1196
Irregular sampling and central limit theorems for power variations : the continuous case
p. 1197-1218
Testing stationary processes for independence
p. 1219-1225