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1.
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On the large deviations for Engel's, Sylvester's series and Cantor's products Zhu, Lingjiong; New York University
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2.
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On uniform positivity of transition densities of small noise constrained diffusions Budhiraja, Amarjit; University of North Carolina at Chapel Hill - Chen, Zhen-Qing; University of Washington
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3.
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Reflected Brownian motion in a wedge: sum-of-exponential stationary densities Dieker, A.B.; Georgia Institute of Technology - Moriarty, J.; University of Manchester
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4.
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Uniqueness of the mixing measure for a random walk in a random environment on the positive integers Eckhoff, Maren; Technical University of Munich - Rolles, Silke W.W.; Technical University of Munich
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5.
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Note: Random-to-front shuffles on trees Bjorner, Anders; Royal Institute of Technology
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6.
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Orthogonality and probability: beyond nearest neighbor transitions Kovchegov, Yevgeniy V; Oregon State University
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7.
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The scaling limit of senile reinforced random walk. Holmes, Mark P; University of Auckland
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8.
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A local limit theorem for the critical random graph van der Hofstad, Remco W; Technische Universiteit Eindhoven - Kager, Wouter; VU University - Müller, Tobias; Tel Aviv University
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9.
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Small time expansions for transition probabilities of some Lévy processes Marchal, Philippe; CNRS and DMA, Ecole Normale Supérieure
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10.
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Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon Janssen, A.J.E.M; Philips Research - Van Leeuwaarden, J.S.H.; Eindhoven University of Technology and EURANDOM
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