Sommaire du Fascicule no. 1

Quenched invariance principle for multidimensional ballistic random walk in a random environment with a forbidden direction

Rassoul-Agha, Firas ; Seppäläinen, Timo

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p. 1-31

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Annealed tail estimates for a Brownian motion in a drifted Brownian potential

Talet, Marina

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p. 32-67

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On multidimensional branching random walks in random environment

Comets, Francis ; Popov, Serguei

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p. 68-114

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Asymptotic behavior of edge-reinforced random walks

Merkl, Franz ; Rolles, Silke W. W.

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p. 115-140

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Un théorème limite pour les covariances des spins dans le modèle de Sherrington–Kirkpatrick avec champ externe

Hanen, Albert

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p. 141-179

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Global flows for stochastic differential equations without global Lipschitz conditions

Fang, Shizan ; Imkeller, Peter ; Zhang, Tusheng

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p. 180-205

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On time-inhomogeneous controlled diffusion processes in domains

Dong, Hongjie ; Krylov, N. V.

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p. 206-227

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Comparison of semimartingales and Lévy processes

Bergenthum, Jan ; Rüschendorf, Ludger

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p. 228-254

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Nonsemimartingales: Stochastic differential equations and weak Dirichlet processes

Coviello, Rosanna ; Russo, Francesco

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p. 255-308

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Extremal behavior of stochastic integrals driven by regularly varying Lévy processes

Hult, Henrik ; Lindskog, Filip

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p. 309-339

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The trap of complacency in predicting the maximum

du Toit, J. ; Peskir, G.

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p. 340-365

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Lower limits and equivalences for convolution tails

Foss, Serguei ; Korshunov, Dmitry

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p. 366-383

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Multivariable approximate Carleman-type theorems for complex measures

Chalendar, Isabelle ; Partington, Jonathan R.

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p. 384-396

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Optimal flow through the disordered lattice

Aldous, David

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p. 397-438

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Geometric characterization of intermittency in the parabolic Anderson model

Gärtner, Jürgen ; König, Wolfgang ; Molchanov, Stanislav

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p. 439-499

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A long range dependence stable process and an infinite variance branching system

Bojdecki, Tomasz ; Gorostiza, Luis G. ; Talarczyk, Anna

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p. 500-527

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Scaling limits for random fields with long-range dependence

Kaj, Ingemar ; Leskelä, Lasse ; Norros, Ilkka ; Schmidt, Volker

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p. 528-550

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Ergodic properties of Poissonian ID processes

Roy, Emmanuel

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p. 551-576

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How large a disc is covered by a random walk in n steps?

Dembo, Amir ; Peres, Yuval ; Rosen, Jay

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p. 577-601

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Large deviations and laws of the iterated logarithm for the local times of additive stable processes

Chen, Xia

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p. 602-648

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0–1 laws for regular conditional distributions

Berti, Patrizia ; Rigo, Pietro

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p. 649-662

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Tracy–Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices

El Karoui, Noureddine

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p. 663-714

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Chaînes de Markov Constructives Indexées par Z

Brossard, Jean ; Leuridan, Christophe

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p. 715-731

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Recurrence of random walk traces

Benjamini, Itai ; Gurel-Gurevich, Ori ; Lyons, Russell

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p. 732-738

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Filtration shrinkage by level-crossings of a diffusion

Sezer, A. Deniz

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p. 739-757

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When the law of large numbers fails for increasing subsequences of random permutations

Pinsky, Ross G.

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p. 758-772

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The growth of additive processes

Yang, Ming

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p. 773-805

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Stationary distributions of multi-type totally asymmetric exclusion processes

Ferrari, Pablo A. ; Martin, James B.

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p. 807-832

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Large deviations for the chemical distance in supercritical Bernoulli percolation

Garet, Olivier ; Marchand, Régine

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p. 833-866

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Statistical mechanical systems on complete graphs, infinite exchangeability, finite extensions and a discrete finite moment problem

Liggett, Thomas M. ; Steif, Jeffrey E. ; Tóth, Bálint

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p. 867-914

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On the continuity of local times of Borel right Markov processes

Eisenbaum, Nathalie ; Kaspi, Haya

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p. 915-934

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Coupling all the Lévy stochastic areas of multidimensional Brownian motion

Kendall, Wilfrid S.

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p. 935-953

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Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks

Chen, Xia

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p. 954-1006

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Exact Hausdorff measure on the boundary of a Galton–Watson tree

Watanabe, Toshiro

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p. 1007-1038

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Conditioned square functions for noncommutative martingales

Randrianantoanina, Narcisse

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p. 1039-1070

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Backward stochastic differential equations with random stopping time and singular final condition

Popier, A.

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p. 1071-1117

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A weakness in strong localization for Sinai’s walk

Shi, Zhan ; Zindy, Olivier

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p. 1118-1140

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Convergence of Markov processes near saddle fixed points

Turner, Amanda G.

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p. 1141-1171

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Good rough path sequences and applications to anticipating stochastic calculus

Coutin, Laure ; Friz, Peter ; Victoir, Nicolas

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p. 1172-1193

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On the paper “Weak convergence of some classes of martingales with jumps”

Nishiyama, Yoichi

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p. 1194-1200

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Existence of the zero range process and a deposition model with superlinear growth rates

Balázs, M. ; Rassoul-Agha, F. ; Seppäläinen, T. ; Sethuraman, S.

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p. 1201-1249

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Phase transitions for the long-time behavior of interacting diffusions

Greven, A. ; den Hollander, F.

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p. 1250-1306

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Joint density for the local times of continuous-time Markov chains

Brydges, David ; van der Hofstad, Remco ; König, Wolfgang

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p. 1307-1332

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Harnack inequality and applications for stochastic generalized porous media equations

Wang, Feng-Yu

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p. 1333-1350

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Curve crossing for random walks reflected at their maximum

Doney, Ron ; Maller, Ross

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p. 1351-1373

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Rosenthal type inequalities for free chaos

Junge, Marius ; Parcet, Javier ; Xu, Quanhua

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p. 1374-1437

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Stochastic integration in UMD Banach spaces

van Neerven, J. M. A. M. ; Veraar, M. C. ; Weis, L.

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p. 1438-1478

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On the structure of general mean-variance hedging strategies

Černý, Aleš ; Kallsen, Jan

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p. 1479-1531

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On asymptotics of eigenvectors of large sample covariance matrix

Bai, Z. D. ; Miao, B. Q. ; Pan, G. M.

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p. 1532-1572

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A note on multitype branching processes with immigration in a random environment

Roitershtein, Alexander

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p. 1573-1592

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Central limit theorems for Gaussian polytopes

Bárány, Imre ; Vu, Van

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p. 1593-1621

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A peculiar two point boundary value problem

Pang, Huadong ; Stroock, Daniel W.

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p. 1623-1641

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Invariance principles for random bipartite planar maps

Marckert, Jean-François ; Miermont, Grégory

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p. 1642-1705

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Conservative stochastic Cahn–Hilliard equation with reflection

Debussche, Arnaud ; Zambotti, Lorenzo

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p. 1706-1739

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An explicit formula for the Skorokhod map on [0, a]

Kruk, Lukasz ; Lehoczky, John ; Ramanan, Kavita ; Shreve, Steven

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p. 1740-1768

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Weak convergence of measure-valued processes and r-point functions

Holmes, Mark ; Perkins, Edwin

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p. 1769-1782

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Attracting edge and strongly edge reinforced walks

Limic, Vlada ; Tarrès, Pierre

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p. 1783-1806

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Random matrix central limit theorems for nonintersecting random walks

Baik, Jinho ; Suidan, Toufic M.

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p. 1807-1834

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Beta-coalescents and continuous stable random trees

Berestycki, Julien ; Berestycki, Nathanaël ; Schweinsberg, Jason

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p. 1835-1887

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L1 bounds in normal approximation

Goldstein, Larry

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p. 1888-1930

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On superconvergence of sums of free random variables

Kargin, Vladislav

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p. 1931-1949

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Ergodic theory for SDEs with extrinsic memory

Hairer, M. ; Ohashi, A.

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p. 1950-1977

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Slow movement of random walk in random environment on a regular tree

Hu, Yueyun ; Shi, Zhan

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p. 1978-1997

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Stochastic derivatives for fractional diffusions

Darses, Sébastien ; Nourdin, Ivan

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p. 1998-2020

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Reflecting a Langevin process at an absorbing boundary

Bertoin, Jean

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p. 2021-2037

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Positive association in the fractional fuzzy Potts model

Kahn, Jeff ; Weininger, Nicholas

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p. 2038-2043

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What is the probability of intersecting the set of Brownian double points?

Pemantle, Robin ; Peres, Yuval

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p. 2044-2062

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A functional CLT for the occupation time of a state-dependent branching random walk

Birkner, Matthias ; Zähle, Iljana

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p. 2063-2090

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Regenerative real trees

Weill, Mathilde

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p. 2091-2121

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Variations of the solution to a stochastic heat equation

Swanson, Jason

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p. 2122-2159

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Second order asymptotics for matrix models

Guionnet, Alice ; Maurel-Segala, Edouard

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p. 2160-2212

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Some parabolic PDEs whose drift is an irregular random noise in space

Russo, Francesco ; Trutnau, Gerald

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p. 2213-2262

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Stochastic domination for a hidden Markov chain with applications to the contact process in a randomly evolving environment

Broman, Erik I.

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p. 2263-2293

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Strong invariance principles for dependent random variables

Wu, Wei Biao

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p. 2294-2320

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On the overlap in the multiple spherical SK models

Panchenko, Dmitry ; Talagrand, Michel

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p. 2321-2355

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Scaling limit for trap models on ℤ d

Ben Arous, Gérard ; Černý, Jiří

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p. 2356-2384

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Pathwise uniqueness for a degenerate stochastic differential equation

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

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p. 2385-2418

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