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Moderate deviations type evaluation for integral functionals of diffusion processes.

Liptser, R. ; Spokoiny, V.

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Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies.

Krylov, N. V.

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Moderate deviations for stable Markov chains and regression models.

Worms, Julien

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Thick points for transient symmetric stable processes.

Dembo, Amir ; Rosen, Jay ; Peres, Yuval ; Zeitouni, Ofer

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Weak convergence for the row sums of a triangular array of empirical processes indexed by a manageable triangular array of functions.

Arcones, Miguel A.

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Improved inclusion-exclusion identities and inequalities based on a particular class of abstract tubes.

Dohmen, Klaus

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The law of the maximum of a Bessel bridge.

Pitman, Jim ; Yor, Marc

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Hierarchically interacting Fleming-Viot processes with selection and mutation: Multiple space time scale analysis and quasi-equilibria.

Dawson, Donald A. ; Greven, Andreas

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Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's.

Dalang, Robert C.

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Random walks on finite groups with few random generators.

Pak, Igor

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Brownian motion, bridge excursion, and meander characterized by sampling at independent uniform times.

Pitman, Jim

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On semi-martingale characterizations of functionals of symmetric Markov processes.

Fukushima, Masatoshi

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Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process.

Iglói, E. ; Terdik, G.

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Small scale limit theorems for the intersection local times of Brownian motion.

Mörters, Peter ; Shieh, Narn-Rueih

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Convergence of stopped sums of weakly dependent random variables.

Peligrad, Magda

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Random time changes for sock-sorting and other stochastic process limit theorems.

Steinsaltz, David

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The longtime behavior of branching random walk in a catalytic medium.

Greven, A. ; Klenke, A. ; Wakolbinger, A.

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An extended generator and Schrödinger equations.

Getoor, R.K.

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Decay of correlations for non Hölderian dynamics. A coupling approach.

Bressaud, Xavier ; Fernández, Roberto ; Galves, Antonio

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A lower bound for time correlation of lattice gases.

Handa, Kenji

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p. 1-8

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Identifiability of exchangeable sequences with identically distributed partial sums.

Evans, Steven N. ; Zhou, Xiaowen

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p. 9-12

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Some changes of probabilities related to a geometric Brownian motion version of Pitman's 2M-X theorem.

Matsumoto, Hiroyuki ; Yor, Marc

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p. 15-23

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On a result of David Aldous concerning the trees in a conditioned excursion.

Warren, Jon

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p. 25-29

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Constructions of a Brownian path with a given minimum.

Bertoin, Jean ; Pitman, Jim ; Ruiz de Chavez, Juan

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p. 31-37

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Trees, not cubes: Hypercontractivity, cosiness, and noise stability.

Schramm, Oded ; Tsirelson, Boris

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p. 39-49

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On Strassen's theorem on stochastic domination.

Lindvall, Torgny

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p. 51-59

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On the occupation time of Brownian excursion.

Hooghiemstra, Gerard

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p. 61-64

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A reversibility problem for Fleming-Viot processes.

Li, Zenghu ; Shiga, Tokuzo ; Yao, Lihua

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p. 71-82

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Edge occupation measure for a reversible Markov chain.

Guillotin, N.

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p. 87-90

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Linear expansion of isotropic Brownian flows.

Cranston, Michael ; Scheutzow, Michael ; Steinsaltz, David

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p. 91-101

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A Gaussian correlation inequality and its applications to small ball probabilities.

Li, Wenbo V.

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p. 111-118

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