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1.
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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; Kyushu University
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2.
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Strong Approximation for Mixing Sequences with Infinite Variance Balan, Raluca; University of Ottawa, Canada - Zamfirescu, Ingrid-Mona; City University of New York, USA
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3.
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A Proof from `First Principles' of Kesten's Result for the Probabilities with which a Subordinator Hits Points. Andrew, Peter; University of Utrecht
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4.
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Integral criteria for transportation cost inequalities Gozlan, Nathael; Université Paris 10
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5.
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A short proof of the Hausdorff dimension formula for Levy processes Yang, Ming; Columbia University
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6.
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Random walks with k-wise independent increments Benjamini, Itai; The Weizmann Institute of Science - Kozma, Gady; The Weizmann Institute of Science - Romik, Dan; University of California, Berkeley
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7.
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Standard stochastic coalescence with sum kernels Nicolas, Fournier; Paris 12
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8.
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Large and Moderate Deviations for Hotelling's $T^2$-Statistics Dembo, Amir; Stanford University - Shao, Qi-Man; Hong Kong University of Science and Technology
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9.
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Some results for poisoning in a catalytic model Steif, Jeffrey E.; Chalmers University of Technology - Sudbury, Aidan; Monash University
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10.
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Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains Bass, Richard F.; University of Connecticut - Burdzy, Krzysztof; University of Washington
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11.
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Yule process sample path asymptotics de La Fortelle, Arnaud; Mines Paris
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12.
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An Exponential Martingale Equation Tevzadze, Revaz NIkoloz; Institute of Cybernetics and Georgian-American University - Mania, Mikhael Gvanji; A. Razmadze Mathematical Institute and Georgian–American University
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13.
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A multivariate version of Hoeffding's inequality Major, Peter; Alfred Renyi Mathematical Institute of the Hungarian Academy of Sciences
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14.
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On the Existence of Recurrent Extensions of Self-similar Markov Processes Fitzsimmons, Patrick J; UC San Diego
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15.
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On Fractional Fields indexed by Metric Spaces Istas, Jacques; Université Pierre Mendès-France
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16.
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On the occupation measure of super-Brownian motion Le Gall, Jean-Francois; Ecole normale superieure de Paris - Merle, Mathieu; UBC Vancouver
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17.
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Linear stochastic differential-algebraic equations with constant coefficients Alabert, Aureli; Universitat Autònoma de Barcelona - Ferrante, Marco; Univesità degli Studi di Padova
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18.
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Disaggregation of Long Memory Processes on $\mathcal{C}^{\infty}$ Class Dacunha-Castelle, Didier; Universite Paris-Sud - Fermin, Lisandro J; Universite Paris-Sud and Universidad Central de Venezuela
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19.
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Invariant measures for stochastic Cauchy problems with asymptotically unstable drift semigroup Gaans, Onno van; Leiden University - Neerven, Jan van; Technical University of Delft
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20.
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Measure Concentration for Compound Poisson Distributions Kontoyiannis, Ioannis; Division of Applied Mathematics, Brown University - Madiman, Mokshay M; Division of Applied Mathematics, Brown University
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21.
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The volume fraction of a non--overlapping germ--grain model Andersson, Jenny; Mathematical Sciences, Chalmers University of Technology - Häggström, Olle; Mathematical Sciences, Chalmers University of Technology - Månsson, Marianne; Mathematical Sciences, Chalmers University of Technology
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22.
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Recurrence and transience of excited random walks on $Z^d$ and strips Zerner, Martin P.W.; University of Tuebingen
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23.
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A Controller And A Stopper Game With Degenerate Variance Control Weerasinghe, Ananda P.; Iowa State University
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24.
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A note on a.s. finiteness of perpetual integral functionals of difusions Khoshnevisan, Davar; University of Utah, Utah, U.S.A. - Salminen, Paavo; AAbo Akademi University, AAbo, Finland - Yor, Marc; Universit'e Pierre et Marie Curie, Paris, France
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25.
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On a role of predictor in the filtering stability Chigansky, Pavel; The Weizmann Institute of Science - Liptser, Robert; Tel Aviv University
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26.
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The time constant and critical probabilities in percolation models Pimentel, Leandro; Ecole Polytechnique Federale de Lausanne
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27.
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Global geometry under isotropic Brownian flows Vadlamani, Sreekar; Technion - Israel Institute of Technology - Adler, Robert J.; Technion - Israel Institute of Technology
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28.
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A simple fluctuation lower bound for a disordered massless random continuous spin model in $d=2$ Kuelske, Christof; University of Groningen - Orlandi, Enza; Universita di Roma Tre
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29.
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Exponential tail bounds for max-recursive sequences Rueschendorf, Ludger; Mathematical Stochastics - Schopp, Eva-Maria; Mathematical Stochastics
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30.
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Uniqueness of multi-dimensional infinite volume self-organized critical forest-fire models Duerre, Maximilian; Mathematisches Institut der Universität München
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31.
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The expected number of zeros of a random system of $p$-adic polynomials Evans, Steven N.; University of California at Berkeley
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32.
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Some properties of exponential integrals of Levy processes and examples Kondo, Hitoshi; Department of Mathematics, Keio University - Maejima, Makoto; Department of Mathematics, Keio University - Sato, Ken-iti; No affiliation
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33.
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On the Chung-Diaconis-Graham random process Hildebrand, Martin V.; University at Albany, SUNY
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34.
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Stationary random graphs on $Z$ with prescribed iid degrees and finite mean connections Deijfen, Maria; Stockholm University - Jonasson, Johan; Chalmers University
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35.
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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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36.
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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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37.
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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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38.
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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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39.
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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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40.
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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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41.
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A note on the tensor product of two random unitary matrices Tkocz, Tomasz; University of Warwick
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42.
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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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43.
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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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44.
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Noncommutative characterization of free Meixner processes Ejsmont, Wiktor; Wroclaw University of Economics and University of Wroclaw
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45.
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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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46.
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On Euclidean random matrices in high dimension Bordenave, Charles; Université de Toulouse & CNRS
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47.
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Stochastic differential equations on domains defined by multiple constraints Fradon, Myriam; Université Lille1
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48.
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Algebraically recurrent random walks on groups Benjamini, Itai; Weizmann - Finucane, Hilary; MIT - Tessera, Romain; ÉNS Lyon
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49.
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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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50.
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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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