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

Sued, M.

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p. 1-33

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Stochastic integration with respect to Volterra processes

Decreusefond, L.

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p. 123-149

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Extremal quantum states in coupled systems

Parthasarathy, K. R.

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p. 257-268

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Stochastic calculus and martingales on trees

Picard, Jean

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p. 631-683

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

Delmas, Jean-François ; Vogt, Pascal

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p. 817-849

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Large deviations of Markov chains indexed by random trees

Dembo, Amir ; Mörters, Peter ; Sheffield, Scott

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p. 971-996

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On the rate of convergence in the central limit theorem for martingale difference sequences

Ouchti, Lahcen

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p. 35-43

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Gaussian fluctuations of eigenvalues in the GUE

Gustavsson, Jonas

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p. 151-178

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A non-linear Riesz respresentation in probabilistic potential theory

El Karoui, Nicole ; Föllmer, Hans

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p. 269-283

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Glauber dynamics of continuous particle systems

Kondratiev, Yuri ; Lytvynov, Eugene

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p. 685-702

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Two-dimensional Poisson trees converge to the brownian web

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

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p. 851-858

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Berry-Esseen theorem and local limit theorem for non uniformly expanding maps

Gouëzel, Sébastien

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p. 997-1024

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Regularity of the diffusion coefficient matrix for the lattice gas with energy

Nagahata, Yukio

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p. 45-67

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

Hervé, Loïc

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p. 179-196

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On certain almost brownian filtrations

Émery, M.

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p. 285-305

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Approximations of the brownian rough path with applications to stochastic analysis

Friz, Peter ; Victoir, Nicolas

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p. 703-724

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Forward estimation for ergodic time series

Morvai, Gusztáv ; Weiss, Benjamin

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p. 859-870

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Remarks on ergodicity and invariant occupation measure in branching diffusions with immigration

Höpfner, Reinhard ; Löcherbach, Eva

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p. 1025-1047

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

Cerrai, Sandra ; Röckner, Michael

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p. 69-105

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Uniqueness for reflecting brownian motion in lip domains

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

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p. 197-235

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Stochastic flows associated to coalescent processes II : stochastic differential equations

Bertoin, Jean ; Le Gall, Jean-François

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p. 307-333

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Small deviations for fractional stable processes

Lifshits, Mikhail ; Simon, Thomas

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p. 725-752

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On an invariance principle for phase separation lines

Greenberg, Lev ; Ioffe, Dmitry

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p. 871-885

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

Cheridito, Patrick ; Nualart, David

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p. 1049-1081

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Perturbed Skorohod equations and perturbed reflected diffusion processes

Doney, R. A. ; Zhang, T.

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p. 107-121

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Mobility and Einstein relation for a tagged particle in asymmetric mean zero random walk with simple exclusion

Loulakis, Michail

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p. 237-254

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Properties of perpetual integral functionals of brownian motion with drift

Salminen, Paavo ; Yor, Marc

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p. 335-347

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Characterization of equality in the correlation inequality for convex functions, the U-conjecture

Hargé, Gilles

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p. 753-765

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On the speed of a planar random walk avoiding its past convex hull

Zerner, Martin P. W.

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p. 887-900

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Eigenvalues of Hermite and Laguerre ensembles : large beta asymptotics

Dumitriu, Ioana ; Edelman, Alan

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p. 1083-1099

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Decoherence of quantum Markov semigroups

Rebolledo, Rolando

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p. 349-373

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The voter model with anti-voter bonds

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

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p. 767-780

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Exponential asymptotics for intersection local times of stable processes and random walks

Chen, Xia ; Rosen, Jay

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p. 901-928

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

Brofferio, Sara ; Woess, Wolfgang

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p. 1101-1123

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Itô calculus and quantisation of Lie bialgebras

Hudson, R. L.

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p. 375-390

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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

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p. 781-806

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Last exit times for transient semistable processes

Sato, Ken-Iti ; Watanabe, Toshiro

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p. 929-951

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From (n+1)-level atom chains to n-dimensional noises

Attal, Stéphane ; Pautrat, Yan

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p. 391-407

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Fluctuations in a p-spin interaction model

Knöpfel, Holger ; Löwe, Matthias

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p. 807-815

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Thick points for the Cauchy process

Daviaud, Olivier

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p. 953-970

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Analysis of a Bose-Einstein Markov chain

Diaconis, Persi

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p. 409-418

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Poisson point processes attached to symmetric diffusions

Fukushima, Masatoshi ; Tanaka, Hiroshi

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p. 419-459

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Vervaat et Lévy

Fourati, Sonia

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p. 461-478

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Finite utility on financial markets with asymmetric information and structure properties of the price dynamics

Ankirchner, Stefan ; Imkeller, Peter

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p. 479-503

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Dilation of a class of quantum dynamical semigroups with unbounded generators on UHF algebras

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

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p. 505-522

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The approximate Euler method for Lévy driven stochastic differential equations

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

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p. 523-558

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Continuous-time mean-risk portfolio selection

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

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p. 559-580

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Quantum stochastic convolution cocycles I

Lindsay, J. Martin ; Skalski, Adam G.

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p. 581-604

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The smallest g-supermartingale and reflected BSDE with single and double L 2 obstacles

Peng, Shige ; Xu, Mingyu

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p. 605-630

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