Sommaire du Fascicule no. 1

The Convergence Result for Critical Reversible Nearest Particle Systems

Mountford, Thomas

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p. 1-61

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Level Sets of Additive Lévy Processes

Khoshnevisan, Davar ; Xiao, Yimin

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p. 62-100

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Lyapunov Exponents for Small Random Perturbations of Hamiltonian Systems

Baxendale, Peter H. ; Goukasian, Levon

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p. 101-134

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Strict Positivity of the Density for Simple Jump Processes Using the Tools of Support Theorems. Application to the KAC Equation Without Cutoff

Fournier, Nicolas

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p. 135-170

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Gaussian Limit for Determinantal Random Point Fields

Soshnikov, Alexander

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p. 171-187

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Stability of the Overshoot for Lévy Processes

Doney, R.A. ; Maller, R.A.

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p. 188-212

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Time-Reversal in Hyperbolic S.P.D.E.'s

Dalang, Robert C. ; Walsh, John B.

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p. 213-252

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On the Distribution of the Square Integral of the Brownian Bridge

Tolmatz, Leonid

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p. 253-269

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Generalized Integration and Stochastic ODEs

Flandoli, Franco ; Russo, Francesco

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p. 270-292

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Eccentric Behaviors of the Brownian Sheet Along Lines

Dalang, Robert C. ; Mountford, T.

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p. 293-322

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Boundary and Entropy of Space Homogeneous Markov Chains

Kaimanovich, Vadim A. ; Woess, Wolfgang

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p. 323-363

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On the High Temperature Phase of the Sherrington-Kirkpatrick Model

Talagrand, Michel

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p. 364-381

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Right Inverses of Nonsymmetric Lévy Processes

Winkel, Matthias

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p. 382-415

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An Information-Geometric Approach to a Theory of Pragmatic Structuring

Ay, Nihat

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p. 416-436

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On the Nonuniqueness of the Invariant Probability for I.I.D. Random Logisitc Maps

Athreya, K.B. ; Dai, J.J.

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p. 437-442

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Explicit Isoperimetric Constants and Phase Transitions in the Random-Cluster Model

Häggström, Olle ; Jonasson, Johan ; Lyons, Russell

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p. 443-473

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Review of “Stochastic Analysis” by Paul Malliavin

Bell, Denis

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p. 474-479

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Correction: An Invariance Principle for Diffusion in Turbulence

Fannjiang, Albert C. ; Komorowski, Tomasz

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p. 480-482

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Finite-dimensional approximation of the self-diffusion coefficient for the exclusion process

Landim, C. ; Olla, S. ; Varadhan, R. S.

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p. 483-508

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Total variation asymptotics for sums of independent integer random variables

Barbour, A. D. ; Ćekanavićius, V.

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p. 509-545

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Lévy area of Wiener processes in Banach spaces

Ledoux, M. ; Lyons, T. ; Qian, Z.

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p. 546-578

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Random walks with strongly inhomogeneous rates and singular diffusions: convergence, localization and aging in one dimension

Fontes, L. R. G. ; Isopi, M. ; Newman, C. M.

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p. 579-604

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Fluctuations of the free energy in the REM and the $p$-spin SK models

Bovier, Anton ; Kurkova, Irina ; Löwe, Matthias

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p. 605-651

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Ornstein-Zernike theory for the Bernoulli bond percolation on $\mathbb{Z}^d$

Campanino, Massimo ; Ioffe, Dmitry

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p. 652-682

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A scaling limit theorem for a class of superdiffusions

Engländer, János ; Turaev, Dmitry

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p. 683-722

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Random walks on discrete groups of polynomial volume growth

Alexopoulos, Georgios K.

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p. 723-801

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On stochastic differential equations driven by a Cauchy process and other stable Lévy motions

Zanzotto, Pio Andrea

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p. 802-825

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Integration of Brownian vector fields

Le Jan, Yves ; Raimond, Olivier

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p. 826-873

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Rates of convergence for the empirical quantization error

Graf, Siegfried ; Luschgy, Harald

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p. 874-897

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The structure of self-similar stable mixed moving averages

Pipiras, Vladas ; Taqqu, Murad S.

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p. 898-932

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Limit theorems for the nonattractive Domany-Kinzel model

Katori, Makoto ; Konno, Norio ; Tanemura, Hideki

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p. 933-947

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On random walks on wreath products

Pittet, C. ; Saloff-Coste, L.

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p. 948-977

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The minimum maximum of a continuous martingale with given initial and terminal laws

Hobson, David G. ; Pedersen, J. L.

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p. 978-999

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Note about "First order correction for the hydrodynamic limit of symmetric simple exclusion processes with speed change in dimension $d \geq 3$"

Janvresse, Elise

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p. 1000-1001

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On the minimal entropy martingale measure

Grandits, Peter ; Rheinländer, Thorsten

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p. 1003-1038

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On uniqueness of solutions to stochastic equations: a counter-example

Engelbert, H. J.

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p. 1039-1043

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Necessary and sufficient conditions for the conditional central limit theorem

Dedecker, Jérôme ; Merlevède, Florence

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p. 1044-1081

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Stationary blocking measures for one-dimensional nonzero mean exclusion processes

Bramson, Maury ; Mountford, Thomas

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p. 1082-1130

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Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs

Buckdahn, Rainer ; Ma, Jin

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p. 1131-1171

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The Euler scheme with irregular coefficients

Yan, Liqing

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p. 1172-1194

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Nonlinear martingale theory for processes with values in metric spaces of nonpositive curvature

Sturm, Karl-Theodor

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p. 1195-1222

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Remarks on deviation inequalities for functions of infinitely divisible random vectors

Houdré, Christian

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p. 1223-1237

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An Edgeworth expansion for symmetric finite population statistics

Bloznelis, M. ; Götze, F.

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p. 1238-1265

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On some random walks on Z in random medium

Brémont, Julien

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p. 1266-1312

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General gauge and conditional gauge theorems

Chen, Zhen-Qing ; Song, Renming

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p. 1313-1339

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A growth model in a random environment

Gravner, Janko ; Tracy, Craig A. ; Widom, Harold

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p. 1340-1368

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Law of the iterated logarithm for the range of random walks in two and three dimensions

Bass, Richard F. ; Kumagai, Takashi

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p. 1369-1396

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Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control

Fuhrman, Marco

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p. 1397-1465

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Limit laws of modulus trimmed sums

Griffin, Philip S. ; Qazi, Fozia S.

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p. 1466-1485

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A few remarks on Bryc's paper on random fields with linear regressions

Matysiak, Wojciech ; Szabłowski, Paweł J.

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p. 1486-1491

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Compound Poisson process approximation

Barbour, A. D. ; Månsson, Marianne

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p. 1492-1537

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Characterization of stationary measures for one-dimensional exclusion processes

Bramson, Maury ; Liggett, Thomas M. ; Mountford, Thomas

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p. 1539-1575

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Concentration inequalities, large and moderate deviations for self-normalized empirical processes

Bercu, Bernard ; Gassiat, Elisabeth ; Rio, Emmanuel

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p. 1576-1604

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Brownian intersection local times: Upper tail asymptotics and thick points

König, Wolfgang ; Mörters, Peter

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p. 1605-1656

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Poisson approximation for expectations of unbounded functions of independent random variables

Borisov, I. S. ; Ruzankin, P. S.

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p. 1657-1680

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Mutually catalytic branching in the plane: Finite measure states

Dawson, Donald A. ; Etheridge, Alison M. ; Fleischmann, Klaus ; Mytnik, Leonid ; Perkins, Edwin A. ; Xiong, Jie

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p. 1681-1762

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A pure jump Markov process associated with Smoluchowski's coagulation equation

Deaconu, Madalina ; Fournier, Nicolas ; Tanré, Etienne

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p. 1763-1796

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Rate of convergeance of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval

Bossy, Mireille ; Jourdain, Benjamin

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p. 1797-1832

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Orlicz norms of sequences of random variables

Gordon, Yehoram ; Litvak, Alexander ; Schütt, Carsten ; Werner, Elisabeth

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p. 1833-1853

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Maxima of partial sums indexed by geometrical structures

Jiang, Tiefang

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p. 1854-1892

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A comparison of scores of two protein structures with foldings

Jiang, Tiefeng

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p. 1893-1912

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Regularity of quasi-stationary measures for simple exlusion in dimension d≥5

Asselah, Amine ; Ferrari, Pablo A.

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p. 1913-1932

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Doob, Ignatov and optional skipping

Simons, Gordon ; Yao, Yi-Ching ; Yang, Lijian

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p. 1933-1958

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Entropy inequalities for unbounded spin systems

Dai Pra, Paolo ; Paganoni, Anna Maria ; Posta, Gustavo

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p. 1959-1976

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Concentration of the Brownian bridge on the hyperbolic plane

Simon, Thomas

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p. 1977-1989

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Strong clumping of super-Brownian motion in a stable catalytic medium

Dawson, Donald A. ; Fleischmann, Klaus ; Mörters, Peter

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p. 1990-2045

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Chasing balls through martingale fields

Scheutzow, Michael ; Steinsaltz, David

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p. 2046-2080

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The Abelian sandpile model on an infinite tree

Maes, Christian ; Redig, Frank ; Saada, Ellen

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p. 2081-2107

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