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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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11.
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Characterization of distributions with the length-bias scaling property Lopez-Garcia, Marcos; Instituto de Matematicas, UNAM
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12.
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An Almost Sure Limit Theorem For the Maxima of Strongly Dependent Gaussian Sequences Lin, Fuming; Sichuan University of Science and Engineering
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13.
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Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift Gao, Fuqing; Wuhan University - Jiang, Hui; Nanjing University of Aeronautics
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14.
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Non-perturbative approach to random walk in markovian environment Dolgopyat, Dmitry; University of Maryland - Liverani, Carlangelo; Universito of Rome 2
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15.
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An optimal Itô formula for Lévy processes Eisenbaum, Nathalie; LPMA, Université Paris 6 - Walsh, Alexander; LPMA, Université Paris 6
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16.
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Tesselation of a triangle by repeated barycentric subdivision Hough, Robert D; Stanford University
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17.
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Standard representation of multivariate functions on a general probability space Janson, Svante; Uppsala University
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18.
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Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion Tudor, Ciprian A.; Universte de Paris 1
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19.
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Concentration of the spectral measure of large Wishart matrices with dependent entries Guntuboyina, Adityanand; Yale University - Leeb, Hannes; Yale University
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20.
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On the re-rooting invariance property of Lévy trees Duquesne, Thomas; Université Pierre et Marie Curie - Le Gall, Jean-Francois; Université Paris-Sud
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21.
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Uniform bounds for exponential moment of maximum of a Dyck path Khorunzhiy, Oleksiy; Université de Versailles, France - Marckert, Jean-François; CNRS, LabRI, Université de Bordeaux
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22.
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A note on new classes of infinitely divisible distributions on $\mathbb{R}^d$ Maejima, Makoto; Keio University - Nakahara, Genta; Keio University
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23.
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Density fluctuations for a zero-range process on the percolation cluster Goncalves, Patricia C.; CMAT - U. Minho - Jara, Milton D.; Paris Dauphine
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24.
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First-passage percolation on width-two stretches with exponential link weights Schlemm, Eckhard; Zentrum Mathematik, Technische Université München
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25.
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An extension of the Yamada-Watanabe condition for pathwise uniqueness to stochastic differential equations with jumps Hoepfner, Reinhard; Johannes Gutenberg Universitaet Mainz
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26.
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An extension of Mineka's coupling inequality Posfai, Anna; University of Szeged
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27.
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Maximum of Dyson Brownian motion and non-colliding systems with a boundary Borodin, Alexei; California Institute of Technology - Ferrari, Patrik L; Bonn University - Prahofer, Michael; TU Munchen - Sasamoto, Tomohiro; Chiba University - Warren, Jon; University of Warwick
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28.
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A note on directed polymers in gaussian environments Hu, Yueyun; Université Paris XIII - Shao, Qi-Man; The Hong Kong University of Science and Technology
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29.
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Small time asymptotics of Ornstein-Uhlenbeck densities in Hilbert spaces Jegaraj, Terence; University of New South Wales
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30.
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Identification of the rate function for large deviations of an irreducible Markov chain Liu, Wei; Wuhan University - Wu, Liming; Université Blaise Pascal
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31.
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Harnack Inequality for Functional SDEs with Bounded Memory Es-Sarhir, Abdelhadi; TU (Berlin) - von Renesse, Max-K.; TU (Berlin) - Scheutzow, Michael; TU (Berlin)
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32.
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A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand Mueller, Carl E; University of Rochester - Wu, Zhixin; DePauw University
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33.
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Brownian couplings, convexity, and shy-ness Kendall, Wilfrid S.; University of Warwick
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34.
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Sharp maximal inequality for martingales and stochastic integrals Osekowski, Adam; University of Warsaw
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35.
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Some two-dimensional finite energy percolation processes Häggström, Olle; Chalmers University of Technology - Mester, Péter; Indiana University
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36.
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Stationary random graphs with prescribed iid degrees on a spatial Poisson process Deijfen, Maria; Stockholm University
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37.
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Moment identities for Skorohod integrals on the Wiener space and applications Privault, Nicolas; City University of Hong Kong
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38.
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An elementary proof of Hawkes's conjecture on Galton-Watson trees. Duquesne, Thomas S.A.; University Paris 6
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39.
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A note on r-balayages of matrix-exponential L'evy processes Sheu, Yuan-Chung; Department of Applied Mathematics, National Chiao Tung University, Hsinchu, Taiwan - Chen, Yu-Ting; Institute of Mathematics, Academia Sinica, Taipei, Taiwan
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40.
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Quantitative asymptotics of graphical projection pursuit Meckes, Elizabeth S; Case Western Reserve University
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41.
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First Eigenvalue of One-dimensional Diffusion Processes Wang, Jian; School of Mathematics and Computer Science, Fujian Normal University
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42.
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A note on stochastic integration with respect to optional semimartingales Kühn, Christoph; University of Frankfurt - Stroh, Maximilian; University of Frankfurt
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43.
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A Note on a Feynman-Kac-Type Formula Balan, Raluca M; University of Ottawa
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44.
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Rate of Escape of the Mixer Chain Yadin, Ariel; Weizmann Institute
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45.
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An easy proof of the $\zeta(2)$ limit in the random assignment problem Wästlund, Johan; Chalmers University of Technology
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46.
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Large deviations in randomly coloured random graphs Biggins, J. D.; The University of Sheffield, UK - Penman, D.B.; University of Essex, UK
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47.
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On mean numbers of passage times in small balls of discretized Itô processes Bernardin, Frédéric; CETE de Lyon - Bossy, Mireille; INRIA Sophia Antipolis Méditerrannée - Martinez, Miguel; Université Paris-Est Marne-la-Vallée, LAMA, UMR 8050 CNRS - Talay, Denis; INRIA Sophia Antipolis Méditerrannée
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48.
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The Barnes $G$ function and its relations with sums and products of generalized Gamma convolution variables Nikeghbali, Ashkan; University of Zurich - Yor, Marc; Universite Paris 6
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49.
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Exponential inequalities for self-normalized processes with applications de la Peña, Victor H; Columbia University - Pang, Guodong; Columbia University
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50.
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Spectrum of random Toeplitz matrices with band structure Kargin, Vladislav; Stanford University
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51.
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From the Lifshitz tail to the quenched survival asymptotics in the trapping problem Fukushima, Ryoki; University of Zurich
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52.
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A type of Gauss' divergence formula on Wiener spaces Otobe, Yoshiki; Department of Mathematical Sciences, Shinshu University
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53.
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An observation about submatrices Chatterjee, Sourav; University of California at Berkeley - Ledoux, Michel; Institut de Mathematiques, Universite de Toulouse
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54.
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Countable representation for infinite dimensional diffusions derived from the two-parameter Poisson-Dirichlet process Ruggiero, Matteo; University of Pavia - Walker, Stephen G.; University of Kent
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55.
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Stochastic integral representation of the $L^2$ modulus of Brownian local time and a central limit theorem Hu, Yaozhong; University of Kansas - Nualart, David; University of Kansas
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56.
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Moderate deviations for traces of words in a mult-matrix model Eichelsbacher, Peter; Ruhr-University of Bochum - Sommerauer, Jens; Ruhr-University of Bochum
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57.
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Geometric Interpretation of Half-Plane Capacity Lalley, Steven P.; University of Chicago - Lawler, Gregory F.; University of Chicago - Narayanan, Hariharan; MIT
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58.
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Berry-Esseen Bounds for Projections of Coordinate Symmetric Random Vectors Goldstein, Larry; University of Southern California - Shao, Qi-Man; Hong Kong University of Science and Technology
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59.
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A symmetric entropy bound on the non-reconstruction regime of Markov chains on Galton-Watson trees Külske, Christof; University of Bochum - Formentin, Marco; University of Bochum
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60.
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A note on first passage functionals for hyper-exponential jump-diffusion processes Chen, Yu-Ting; University of British Columbia - Sheu, Yuan-Chung; National Chiao Tung University - Chang, Ming-Chi; National Chiao Tung University
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61.
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On the concentration of the missing mass Berend, Daniel; Ben-Gurion University - Kontorovich, Aryeh; Ben-Gurion University
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62.
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Uniqueness for an inviscid stochastic dyadic model on a tree Bianchi, Luigi Amedeo; Scuola Normale Superiore - Pisa
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63.
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On the accuracy of the normal approximation for the free energy in the Random Energy Model Meiners, Raphael; Universität Münster - Reichenbachs, Anselm; Ruhr-Universität Bochum
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64.
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Comment on a theorem of M. Maxwell and M. Woodroofe Tóth, Bálint; University of Bristol and TU Budapest
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65.
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Moments of the location of the maximum of Brownian motion with parabolic drift Janson, Svante; Uppsala University
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66.
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A note on the tensor product of two random unitary matrices Tkocz, Tomasz; University of Warwick
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67.
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On existence of progressively measurable modifications Ondrejat, Martin; Institute of Information Theory and Automation, Academy of Sciences of the Czech - Seidler, Jan; Institute of Information Theory and Automation, Academy of Sciences of the Czech
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68.
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An approximation scheme of stochastic Stokes equations Liu, Hanbing; University of Geosciences, Wuhan - Yang, Juan; Beijing University of Posts and Telecommunications
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69.
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Noncommutative characterization of free Meixner processes Ejsmont, Wiktor; Wroclaw University of Economics and University of Wroclaw
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70.
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The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations Tappe, Stefan; Leibniz Universität Hannover
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71.
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On Euclidean random matrices in high dimension Bordenave, Charles; Université de Toulouse & CNRS
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72.
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Stochastic differential equations on domains defined by multiple constraints Fradon, Myriam; Université Lille1
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73.
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Algebraically recurrent random walks on groups Benjamini, Itai; Weizmann - Finucane, Hilary; MIT - Tessera, Romain; ÉNS Lyon
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74.
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BV-regularity for the Malliavin derivative of the maximum of the Wiener process Trevisan, Dario; Scuola Normale Superiore, Pisa
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75.
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Compound Poisson approximation with association or negative association via Stein's method Daly, Fraser; University of Bristol
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76.
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Zero noise limits using local times Trevisan, Dario; Scuola Normale Superiore
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77.
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Parameter sensitivity of CIR process Ould Aly, Sidi Mohamed; Université de Marne-la-vallée
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78.
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On Zhao-Woodroofe's condition for martingale approximation Klicnarova, Jana; University of South Bohemia - Volny, Dalibor; Université de Rouen
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79.
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Mean-Square continuity on homogeneous spaces of compact groups Marinucci, Domenico; University of Rome "Tor Vergata" - Peccati, Giovanni; Luxembourg University
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80.
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Pure jump increasing processes and the change of variables formula Bertoin, Jean; Universität Zürich - Yor, Marc; Université Pierre et Marie Curie - Paris 6
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81.
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On McDiarmid's concentration inequality Rio, Emmanuel; Université de Versailles
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82.
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Asymptotic behavior for neutral stochastic partial differential equations with infinite delays Cui, Jing; Anhui Normal University - Yan, Litan; Donghua University
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83.
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The probability law of the Brownian motion normalized by its range Spinu, Florin; OMERS Capital Markets
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84.
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A note on tamed Euler approximations Sabanis, Sotirios; University of Edinburgh
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85.
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Illustration of various methods for solving partly Skorokhod's embedding problem Yen, Ju-Yi; University of Cincinnati - Yor, Marc; Institut Universitaire de France & Université Pierre et Marie Curie - Paris 6
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86.
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Double averaging principle for periodically forced stochastic slow-fast systems Wainrib, Gilles; Université Paris 13
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87.
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From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes Tsirelson, Boris; Tel Aviv University
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88.
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A simple observation on random matrices with continuous diagonal entries Friedland, Omer; Université Pierre et Marie Curie - Giladi, Ohad; University of Alberta
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89.
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Extensions of the Hoeffding-Azuma inequalities Rio, Emmanuel; University of Versailles
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90.
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Standardness and nonstandardness of next-jump time filtrations Laurent, Stéphane; Currently none
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91.
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Quasi-stationary distributions associated with explosive CSBP Labbé, Cyril; Université Pierre et Marie Curie
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92.
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Avoidance Coupling Angel, Omer; University of British Columbia - Holroyd, Alexander E; Microsoft Research - Martin, James; University of Oxford - Winkler, Peter; Dartmouth College - Wilson, David B; Microsoft Research
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93.
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How big are the $l^\infty$-valued random fields? Moon, Hee-Jin; Gyeongsang National University - Han, Chang-Ho; Gyeongsang National University - Choi, Yong-Kab; Gyeongsang National University
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94.
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Some properties of generalized anticipated backward stochastic differential equations Yang, Zhe; University of Calgary - Elliott, Robert J.; University of Calgary
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95.
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Continuum percolation for Gibbs point processes Stucki, Kaspar; Universität Göttingen
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96.
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Mean field forward-backward stochastic differential equations Carmona, René; Princeton University - Delarue, François; Université de Nice Sophia-Antipolis
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97.
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Lower bounds for the probability of a union via chordal graphs Dohmen, Klaus; Hochschule Mittweida University of Applied Sciences
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98.
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Central limit theorem for an additive functional of the fractional Brownian motion II Nualart, David; University of Kansas - Xu, Fangjun; East China Normal University
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99.
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Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II Nualart, David; University of Kansas - Swanson, Jason; University of Central Florida
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100.
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Hanson-Wright inequality and sub-gaussian concentration Rudelson, Mark; University of Michigan - Vershynin, Roman; University of Michigan
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