Preface
p. i
Approximation of the Snell envelope and american options prices in dimension one
p. 1-19
Penultimate approximation for the distribution of the excesses
p. 21-31
Averaging method for differential equations perturbed by dynamical systems
p. 33-88
Stationary measures and phase transition for a class of probabilistic cellular automata
p. 89-104
On characterizing the Pólya distribution
p. 105-112
Restricted admissibility of batches into an M/G/1 type bulk queue with modified Bernoulli schedule server vacations
p. 113-125
Model selection for regression on a random design
p. 127-146
Uniqueness of invariant product measures for elliptic infinite dimensional diffusions and particle spin systems
p. 147-155
Ranked fragmentations
p. 157-175
On the tails of the distribution of the maximum of a smooth stationary gaussian process
p. 177-184
Detecting abrupt changes in random fields
p. 189-209
Adaptive estimation of the stationary density of discrete and continuous time mixing processes
p. 211-238
Goodness-of-fit test for long range dependent processes
p. 239-258
Autocovariance structure of powers of switching-regime ARMA processes
p. 259-270
Semiparametric deconvolution with unknown noise variance
p. 271-292
Asymptotic behavior of the empirical process for gaussian data presenting seasonal long-memory
p. 293-309
Long memory properties and covariance structure of the EGARCH model
p. 311-329