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Branching processes, the Ray-Knight theorem, and sticky brownian motion

Warren, Jonathan

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p. 1-15

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Integration by parts and Cameron-Martin formulas for the free path space of a compact riemannian manifold

Léandre, Rémi ; Norris, James R.

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p. 16-23

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The change of variables formula on Wiener space

Üstünel, Ali Süleyman ; Zakai, Moshe

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p. 24-39

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Classification des semi-groupes de diffusion sur ℝ associés à une famille de polynômes orthogonaux

Mazet, Olivier

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p. 40-53

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A differentiable isomorphism between Wiener space and path group

Fang, Shizan ; Franchi, Jacques

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p. 54-61

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On martingales which are finite sums of independent random variables with time dependent coefficients

Jacod, Jean ; Pérez-Abreu, Victor

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p. 62-68

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Oscillation presque sûre de martingales continues

Azaïs, Jean-Marc ; Wschebor, Mario

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p. 69-76

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A note on Cramer's theorem

Gao, Fuqing

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p. 77-79

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The hypercontractivity of Ornstein-Uhlenbeck semigroups with drift, revisited

He, Sheng-Wu ; Wang, Jia-Gang

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p. 80-84

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Une preuve « standard » du principe d'invariance de Stoll

Cadre, Benoît

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p. 85-102

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Marches aléatoires auto-évitantes et mesures de polymères

Le Gall, Jean-François

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p. 103-112

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On the tails of the supremum and the quadratic variation of strictly local martingales

Elworthy, Kenneth David ; Li, Xu-Mei ; Yor, Marc

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p. 113-125

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On Wald's equation. Discrete time case

Galtchouk, Leonid I. ; Novikov, Alexandre A.

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p. 126-135

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Remarques sur l'hypercontractivité et l'évolution de l'entropie pour des chaînes de Markov finies

Miclo, Laurent

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p. 136-167

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Comportement des temps d'atteinte d'une diffusion fortement rentrante

Deaconu, Madalina ; Wantz, Sophie

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p. 168-175

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Closed sets supporting a continuous divergent martingale

Émery, Michel

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p. 176-189

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Some polar sets for the brownian sheet

Khoshnevisan, Davar

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p. 190-197

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A counter-example concerning a condition of Ogawa integrability

Majer, Pietro ; Mancino, Maria Elvira

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p. 198-206

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The multiplicity of stochastic processes

Chiu, Yukuang

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p. 207-215

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Théorèmes limites pour les temps locaux d'un processus stable symétrique

Eisenbaum, Nathalie

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p. 216-224

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An Itô type isometry for loops in 𝐑 d via the brownian bridge

Gosselin, Pierre ; Wurzbacher, Tilmann

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p. 225-231

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On continuous conditional gaussian martingales and stable convergence in law

Jacod, Jean

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p. 232-246

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Simple examples of non-generating Girsanov processes

Feldman, Jacob ; Smorodinsky, Meir

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p. 247-251

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Formule d'Itô généralisée pour le mouvement brownien linéaire, d'après Föllmer Protter, Shiryaev

Meyer, Paul-André

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p. 252-255

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On the martingales obtained by an extension due to Saisho, Tanemura and Yor of Pitman's theorem

Takaoka, Koichiro

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p. 256-265

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Some remarks on Pitman's theorem

Rauscher, Bernhard

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p. 266-271

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On the lengths of excursions of some Markov processes

Pitman, James W. ; Yor, Marc

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p. 272-286

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On the relative lengths of excursions derived from a stable subordinator

Pitman, Jim ; Yor, Marc

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p. 287-305

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Some remarks about the joint law of brownian motion and its supremum

Yor, Marc

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p. 306-314

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A characterization of Markov solutions for stochastic differential equations with jumps

Estrade, Anne

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p. 315-321

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Diffeomorphisms of the circle and the based stochastic loop space

Léandre, Rémi

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p. 322-326

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Correction : « Vitesse de convergence en loi pour des solutions d'équations différentielles stochastiques vers une diffusion »

Coquet, F. ; Mémin, J.

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p. 327-328

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Errata : « Projection d'une diffusion sur sa filtration lente »

Rainer, Catherine

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p. 329

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