Sommaire du Fascicule no. 3

An Analytic Approach to Fleming-Viot Processes with Interactive Selection

Overbeck, Ludger ; Rockner, Michael ; Schmuland, Byron

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p. 1-36

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Singularity of Super-Brownian Local Time at a Point Catalyst

Dawson, Donald A. ; Fleischmann, Klaus ; Li, Yi ; Mueller, Carl

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p. 37-55

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Slow Points in the Support of Historical Brownian Motion

Verzani, John

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p. 56-70

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Subdiffusive Fluctuations for Internal Diffusion Limited Aggregation

Lawler, Gregory F.

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p. 71-86

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Percolation and Minimal Spanning Forests in Infinite Graphs

Alexander, Kenneth S.

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p. 87-104

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Critical Random Walk in Random Environment on Trees

Pemantle, Robin ; Peres, Yuval

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p. 105-140

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A Limit Theorem for a Class of Interacting Particle Systems

Simonelli, Italo

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p. 141-156

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Strong Feller Property and Irreducibility for Diffusions on Hilbert Spaces

Peszat, Szymon ; Zabczyk, Jerzy

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p. 157-172

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Radial Part of Brownian Motion on a Riemannian Manifold

Liao, M. ; Zheng, W. A.

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p. 173-177

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Approximation and Support Theorem in Holder Norm for Parabolic Stochastic Partial Differential Equations

Bally, Vlad ; Millet, Annie ; Sanz-Sole, Marta

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p. 178-222

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Sharp Inequalities for the Distribution of a Stochastic Integral in Which the Integrator is a Bounded Submartingale

Hammack, William

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p. 223-235

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Laplace Approximations for Large Deviations of Nonreversible Markov Processes. The Nondegenerate Case

Bolthausen, Erwin ; Deuschel, Jean-Dominique ; Tamura, Yozo

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p. 236-267

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Sharp Conditions for Nonexplosions and Explosions in Markov Jump Processes

Kersting, G. ; Klebaner, F. C.

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p. 268-272

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Dimension Results for Gaussian Vector Fields and Index-$\alpha$ Stable Fields

Xiao, Yimin

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p. 273-291

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Laws of Large Numbers for Quadratic Forms, Maxima of Products and Truncated Sums of I.I.D. Random Variables

Cuzick, Jack ; Gine, Evarist ; Zinn, Joel

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p. 292-333

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A Weak Law of Large Numbers for Empirical Measures via Stein's Method

Reinert, Gesine

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p. 334-354

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On the Fractal Nature of Empirical Increments

Deheuvels, Paul ; Mason, David M.

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p. 355-387

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Laws of the Iterated Logarithm for Local Times of the Empirical Process

Bass, Richard F. ; Khoshnevisan, Davar

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p. 388-399

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Covariance Identities and Inequalities for Functionals on Wiener and Poisson Spaces

Houdre, Christian ; Perez-Abreu, Victor

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p. 400-419

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Moderate Deviations of Dependent Random Variables Related to CLT

Liming, Wu

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p. 420-445

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Uniform Local Probability Approximations: Improvements on Berry-Esseen

Hahn, Marjorie G. ; Klass, Michael J.

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p. 446-463

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Remarks on Strong Exponential Integrability of Vector-Valued Random Series and Triangular Arrays

Rosinski, Jan

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p. 464-473

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Correction: Universal Prediction Schemes

Algoet, Paul H.

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p. 474-478

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The Radial Part of a $\Gamma$-Martingale and a Non-Implosion Theorem

Kendall, Wilfrid S.

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p. 479-500

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Existence of Quasi-Stationary Distributions. A Renewal Dynamical Approach

Ferrari, P. A. ; Kesten, H. ; Martinez, S. ; Picco, P.

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p. 501-521

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Differential Subordination and Strong Differential Subordination for Continuous-Time Martingales and Related Sharp Inequalities

Wang, Gang

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p. 522-551

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The Asymptotic Behavior of Locally Square Integrable Martingales

Wang, Jia-Gang

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p. 552-585

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A Skorohod-Type Lemma and a Decomposition of Reflected Brownian Motion

Burdzy, Krzysztof ; Toby, Ellen

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p. 586-604

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Follmer-Schweizer Decomposition and Mean-Variance Hedging for General Claims

Monat, Pascale ; Stricker, Christophe

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p. 605-628

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Stochastic Integration of Processes with Finite Generalized Variations. I

Towghi, Nasser

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p. 629-667

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Intermediate Phase for the Contact Process on a Tree

Durrett, Rick ; Schinazi, Rinaldo

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p. 668-673

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Reconstruction of Band Limited Processes from Irregular Samples

Houdre, Christian

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p. 674-696

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Improved Upper Bounds for the Contact Process Critical Value

Liggett, Thomas M.

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p. 697-723

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Large Deviations from a Hydrodynamic Scaling Limit for a Nongradient System

Quastel, Jeremy

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p. 724-742

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Super Fractional Brownian Motion, Fractional Super Brownian Motion and Related Self-Similar (Super) Processes

Adler, Robert J. ; Samorodnitsky, Gennady

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p. 743-766

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Hausdorff Measure of Trajectories of Multiparameter Fractional Brownian Motion

Talagrand, Michel

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p. 767-775

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A Borderline Random Fourier Series

Talagrand, Michel

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p. 776-785

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On the Distribution of Bubbles of the Brownian Sheet

Khoshnevisan, Davar

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p. 786-805

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Decoupling Inequalities for the Tail Probabilities of Multivariate $U$-Statistics

de la Pena, Victor H. ; Montgomery-Smith, S. J.

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p. 806-816

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On the Cluster Set Problem for the Generalized Law of the Iterated Logarithm in Euclidean Space

Einmahl, Uwe

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p. 817-851

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Limiting Curves for I.I.D. Records

Deuschel, Jean-Dominique ; Zeitouni, Ofer

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p. 852-878

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Point Process and Partial Sum Convergence for Weakly Dependent Random Variables with Infinite Variance

Davis, Richard A. ; Hsing, Tailen

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p. 879-917

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A Maximal Inequality and Dependent Marcinkiewicz-Zygmund Strong Laws

Rio, Emmanuel

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p. 918-937

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A Note on the Asymptotic Independence of the Sum and Maximum of Strongly Mixing Stationary Random Variables

Hsing, Tailen

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p. 938-947

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Maximal Inequalities for Partial Sums of $\rho$-Mixing Sequences

Shao, Qi-Man

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p. 948-965

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On the Rotational Dimension of Stochastic Matrices

Kalpazidou, S.

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p. 966-975

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Divergence of Shape Fluctuations in Two Dimensions

Newman, Charles M. ; Piza, Marcelo S. T.

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p. 977-1005

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Crossing Velocities and Random Lattice Animals

Sznitman, Alain-Sol

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p. 1006-1023

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Percolation of Arbitrary Words in $\{0, 1\}^\mathbb{N}$

Benjamini, Itai ; Kesten, Harry

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p. 1024-1060

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Enlargement of Obstacles for the Simple Random Walk

Antal, Peter

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p. 1061-1101

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Galton-Watson Trees with the Same Mean Have the Same Polar Sets

Pemantle, Robin ; Peres, Yuval

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p. 1102-1124

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Conceptual Proofs of $L$ Log $L$ Criteria for Mean Behavior of Branching Processes

Lyons, Russell ; Pemantle, Robin ; Peres, Yuval

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p. 1125-1138

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Poisson Approximation for the Final State of a Generalized Epidemic Process

Lefevre, Claude ; Utev, Sergey

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p. 1139-1162

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On the Structure of Stationary Stable Processes

Rosinski, Jan

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p. 1163-1187

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The Functional Law of the Iterated Logarithm for Stationary Strongly Mixing Sequences

Rio, Emmanuel

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p. 1188-1203

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On the Almost Sure Convergence of Series of Stationary and Related Nonstationary Variables

Houdre, Christian

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p. 1204-1218

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Central Limit Theorem in Negative Curvature

Ledrappier, Francois

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p. 1219-1233

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Constructing Gamma-Martingales with Prescribed Limit, Using Backwards SDE

Darling, R. W. R.

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p. 1234-1261

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Markov Field Property of Stochastic Differential Equations

Alabert, Aureli ; Ferrante, Marco ; Nualart, David

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p. 1262-1288

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Controle de la Norme $H^p$ D'Une Martingale par des Maximums de Temps Locaux

Leuridan, Christophe

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p. 1289-1299

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Asymptotic Laws for One-Dimensional Diffusions Conditioned to Nonabsorption

Collet, Pierre ; Martinez, Servet ; Martin, Jaime San

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p. 1300-1314

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Large Deviations for Independent Random Walks on the Line

Lee, Tzong-Yow

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p. 1315-1331

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Martin Capacity for Markov Chains

Benjamini, Itai ; Pemantle, Robin ; Peres, Yuval

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p. 1332-1346

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Total Variation Asymptotics for Poisson Process Approximations of Logarithmic Combinatorial Assemblies

Arratia, Richard ; Stark, Dudley ; Tavare, Simon

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p. 1347-1388

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Conditional Propagation of Chaos and a Class of Quasilinear PDE'S

Zheng, Weian

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p. 1389-1413

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The Rate Function for Some Measure-Valued Jump Processes

Djehiche, Boualem ; Kaj, Ingemar

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p. 1414-1438

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Symmetric Two-Particle Exclusion-Eating Processes

Liu, Xijian

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p. 1439-1455

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Review: Torgny Lindvall, Lectures on the Coupling Method

O'Connell, Neil

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p. 1456-1460

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