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On the quadratic Wiener functional associated with the Malliavin derivative of the square norm of Brownian sample path on interval.

Taniguchi, Setsuo

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p. 1-10

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Mixing time bounds via the spectral profile.

Goel, Sharad ; Montenegro, Ravi ; Tetali, Prasad

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p. 1-26

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Strong approximation for mixing sequences with infinite variance.

Balan, Raluca ; Zamfirescu, Ingrid-Mona

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p. 11-23

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Invariant measures for stochastic Cauchy problems with asymptotically unstable drift semigroup.

van Gaans, Onno ; van Neerven, Jan

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p. 24-34

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A stochastic fixed point equation related to weighted branching with deterministic weights.

Alsmeyer, Gerold ; Rösler, Uwe

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p. 27-56

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Disaggregation of long memory processes on 𝒞∞ class.

Dacunha-Castelle, Didier ; Fermín, Lisandro

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p. 35-44

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Measure concentration for compound Poisson distributions.

Kontoyiannis, I. ; Madiman, M.

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p. 45-57

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Dynamic monetary risk measures for bounded discrete-time processes.

Cheridito, Patrick ; Delbaen, Freddy ; Kupper, Michael

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p. 57-106

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A proof from `first principles' of Kesten's result for the probabilities with which a subordinator hits points.

Andrew, Peter

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p. 58-63

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Integral criteria for transportation-cost inequalities.

Gozlan, Nathael

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p. 64-77

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The volume fraction of a non-overlapping germ-grain model.

Andersson, Jenny ; Häggström, Olle ; Månsson, Marianne

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p. 78-88

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A controller and a stopper game with degenerate variance control.

Weerasinghe, Ananda

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p. 89-99

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Random walks with k-wise independent increments.

Benjamini, Itai ; Kozma, Gady ; Romik, Dan

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p. 100-107

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Insensitivity to negative dependence of the asymptotic behavior of precise large deviations.

Tang, Qihe

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p. 107-120

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A note on a.s. finiteness of perpetual integral functionals of diffusions.

Khoshnevisan, Davar ; Salminen, Paavo ; Yor, Marc

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p. 108-117

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Recurrence and transience of excited random walks on ℤd and strips.

Zerner, Martin P.W.

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p. 118-128

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BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game.

Hamadène, Saïd ; Hassani, Mohammed

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p. 121-145

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On a role of predictor in the filtering stability.

Chigansky, Pavel ; Liptser, Robert

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p. 129-140

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Standard stochastic coalescence with sum kernels.

Fournier, Nicolas

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p. 141-148

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Two-sided estimates on the density of the Feynman-Kac semigroups of stable-like processes.

Song, Renming

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p. 146-161

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Large and moderate deviations for Hotelling's T2-statistic.

Dembo, Amir ; Shao, Qi-Man

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p. 149-159

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The time constant and critical probabilities in percolation models.

Pimentel, Leandro P.R.

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p. 160-167

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Brownian local minima, random dense countable sets and random equivalence classes.

Tsirelson, Boris

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p. 162-198

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Some results for poisoning in a catalytic model.

Steif, Jeffrey E. ; Sudbury, Aidan

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p. 168-177

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Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains.

Bass, Richard F. ; Burdzy, Krzysztof

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p. 178-181

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Global geometry under isotropic Brownian flows.

Vadlamani, Sreekar ; Adler, Robert J.

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p. 182-192

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Yule process sample path asymptotics.

de La Fortelle, Arnaud

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p. 193-199

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Brownian excursions, stochastic integrals, and representation of Wiener functionals.

Picard, Jean

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p. 199-248

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A simple fluctuation lower bound for a disordered massless random continuous spin model in d=2.

Külske, Christof ; Orlandi, Enza

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p. 200-205

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An exponential martingale equation.

Mania, Mikhael ; Tevzadze, Revaz

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p. 206-216

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A short proof of the Hausdorff dimension formula for Lévy processes.

Yang, Ming

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p. 217-219

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A multivariate version of Hoeffding's inequality.

Major, Peter

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p. 220-229

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On the existence of recurrent extensions of self-similar Markov processes.

Fitzsimmons, Patrick J.

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p. 230-241

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On fractional fields indexed by metric spaces.

Istas, Jacques

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p. 242-251

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On random walk simulation of one-dimensional diffusion processes with discontinuous coefficients.

Étoré, Pierre

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p. 249-275

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On the occupation measure of super-Brownian motion.

Le Gall, Jean-François ; Merle, Mathieu

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p. 252-265

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Exponential tail bounds for max-recursive sequences.

Rueschendorf, Ludger ; Schopp, Eva-Maria

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p. 266-277

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Computation of Greeks using Malliavin's calculus in jump type market models.

Bavouzet-Morel, Marie-Pierre ; Messaoud, Marouen

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p. 276-300

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The expected number of zeros of a random system of p-adic polynomials.

Evans, Steven N.

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p. 278-290

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Some properties of exponential integrals of Levy processes and examples.

Kondo, Hitoshi ; Maejima, Makoto ; Sato, Ken-Iti

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p. 291-303

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Recurrence of reinforced random walk on a ladder.

Sellke, Thomas

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p. 301-310

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Uniqueness of multi-dimensional infinite volume self-organized critical forest-fire models.

Duerre, Maximilian

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p. 304-315

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Tagged particle limit for a Fleming-Viot type system.

Grigorescu, Ilie ; Kang, Min

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p. 311-331

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Linear stochastic differential-algebraic equations with constant coefficients.

Alabert, Aureli ; Ferrante, Marco

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p. 316-335

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Nonmonotonic coexistence regions for the two-type Richardson model on graphs.

Deijfen, Maria ; Häggström, Olle

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p. 331-344

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Stationary random graphs on ℤ with prescribed iid degrees and finite mean connections.

Deijfen, Maria ; Jonasson, Johan

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p. 336-346

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Sharp asymptotic behavior for wetting models in (1+1)-dimension.

Caravenna, Francesco ; Giacomin, Giambattista ; Zambotti, Lorenzo

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p. 345-362

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On the Chung-Diaconis-Graham random process.

Hildebrand, Martin V.

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p. 347-356

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The spatial Λ-coalescent.

Limic, Vlada ; Sturm, Anja

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p. 363-393

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Fragmentation of ordered partitions and intervals.

Basdevant, Anne-Laure

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p. 394-417

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The metastability threshold for modified bootstrap percolation in d dimensions.

Holroyd, Alexander E.

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p. 418-433

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Laws of the iterated logarithm for α-time Brownian motion.

Nane, Erkan

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p. 434-459

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Large systems of path-repellent Brownian motions in a trap at positive temperature.

Adams, Stefan ; Bru, Jean-Bernard ; König, Wolfgang

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p. 460-485

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Convex concentration inequalities and forward-backward stochastic calculus.

Klein, Thierry ; Ma, Yutao ; Privault, Nicolas

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p. 486-512

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Existence of multi-dimensional infinite volume self-organized critical forest-fire models.

Dürre, Maximilian

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p. 513-539

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Examples of condition (T) for diffusions in a random environment.

Schmitz, Tom

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p. 540-562

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Parabolic SPDEs degenerating on the boundary of nonsmooth domain.

Kim, Kyeong-Hun

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p. 563-584

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Renormalization analysis of catalytic Wright-Fisher diffusions.

Fleischmann, Klaus ; Swart, Jan M.

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p. 585-654

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Transience of percolation clusters on wedges.

Angel, Omer ; Benjamini, Itai ; Berger, Noam ; Peres, Yuval

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p. 655-669

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Behavior of a second class particle in Hammersley's process.

Cator, Eric ; Dobrynin, Sergei

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p. 670-685

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Spatial smoothness of the stationary solutions of the 3D Navier-Stokes equations.

Odasso, Cyril

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p. 686-699

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High-resolution quantization and entropy coding for fractional Brownian motion.

Dereich, S. ; Scheutzow, M.

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p. 700-722

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Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst.

Fleischmann, Klaus ; Mörters, Peter ; Wachtel, Vitali

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p. 723-767

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Convergence results and sharp estimates for the voter model interfaces.

Belhaouari, S. ; Mountford, T. ; Sun, Rongfeng ; Valle, G.

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p. 768-801

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Random walks in a Dirichlet environment.

Enriquez, Nathanaël ; Sabot, Christophe

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p. 802-816

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Sectorial local non-determinism and the geometry of the Brownian sheet.

Xiao, Yimin ; Khoshnevisan, Davar ; Wu, Dongsheng

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p. 817-843

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Weighted uniform consistency of kernel density estimators with general bandwidth sequences.

Dony, Julia ; Einmahl, Uwe

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p. 844-859

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Curvilinear integrals along enriched paths.

Feyel, Denis ; de La Pradelle, Arnaud

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p. 860-892

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Post-gelation behavior of a spatial coagulation model.

Wagner, Wolfgang

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p. 893-933

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Reflected diffusions defined via the extended Skorokhod map.

Ramanan, Kavita

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p. 934-992

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Moderate deviations and laws of the iterated logarithm for the renormalized self-intersection local times of planar random walks.

Bass, Richard F. ; Chen, Xia ; Rosen, Jay

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p. 993-1030

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Discounted optimal stopping for maxima in diffusion models with finite horizon.

Gapeev, Pavel V.

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p. 1031-1048

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Relative entropy and waiting times for continuous-time Markov processes.

Chazottes, Jean-René ; Giardina, Cristian ; Redig, Frank

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p. 1049-1068

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On normal domination of (super)martingales.

Pinelis, Iosif

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p. 1049-1070

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Some properties of annulus SLE.

Zhan, Dapeng

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p. 1069-1093

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Cube root fluctuations for the corner growth model associated to the exclusion process.

Balazs, Marton ; Cator, Eric ; Seppäläinen, Timo

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p. 1094-1132

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The cluster size distribution for a forest-fire process on ℤ.

Brouwer, Rachel M. ; Pennanen, Juho

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p. 1133-1143

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Infinitely divisible random probability distributions with an application to a random motion in a random environment.

Shiga, Tokuzo ; Tanaka, Hiroshi

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p. 1144-1183

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Asymptotic behaviour of the simple random walk on the 2-dimensional comb.

Bertacchi, Daniela

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p. 1184-1203

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Small deviations of Gaussian random fields in Lq-spaces.

Lifshits, Mikhail ; Linde, Werner ; Shi, Zhan

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p. 1204-1233

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Discrete small world networks.

Barbour, Andrew D. ; Reinert, Gesine D.

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p. 1234-1283

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Gaussian fluctuations in complex sample covariance matrices.

Su, Zhonggen

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p. 1284-1320

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The lower envelope of positive self-similar Markov processes.

Chaumont, Loic ; Millan, Juan Carlos Pardo

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p. 1321-1341

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Eigenvalues of GUE minors.

Johansson, Kurt ; Nordenstam, Eric

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p. 1342-1371

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