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1.
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The Mean of a Maximum Likelihood Estimator Associated with the Brownian Bridge Gao, Fuchang; University of Idaho
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2.
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Random Walks that Avoid Their Past Convex Hull Angel, Omer; Weizmann Institute of Science - Benjamini, Itai; Weizmann Institute of Science - Virág, Bálint; MIT
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3.
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SLE and Triangles Dubédat, Julien; Université Paris-Sud
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4.
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Central Limit Theorems for the Products of Random Matrices Sampled by a Random Walk Duheille-Bienvenue, Frédérique; Université Claude Bernard - Lyon 1 - Guillotin-Plantard, Nadine; Université Claude Bernard - Lyon 1
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5.
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Computation of Greeks for Barrier and Lookback Options Using Malliavin Calculus Gobet, Emmanuel; Centre de Mathématiques Appliquées - Kohatsu-Higa, Arturo; Universitat Pompeu Fabra
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6.
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Mixing Time of the Rudvalis Shuffle Wilson, David Bruce; Microsoft Research
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7.
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Excited Random Walk Benjamini, Itai; Weizmann Institute, Rehovot 76100, Israel - Wilson, David Bruce; Microsoft Research
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8.
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A System of Differential Equations for the Airy Process Tracy, Craig A; University of California, Davis - Widom, Harold; University of California, Santa Cruz
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9.
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Smoothness of the law of the supremum of the fractional Brownian motion Zaïdi, Noureddine Lanjri; Université Ibn Tofaïl, Kénitra, Maroc - Nualart, David; Universitat de Barcelona
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10.
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Microscopic structure of a decreasing shock for the asymmetric $k$-step exclusion process Guiol, Herve; IMA-EPFL - Ravishankar, Krishnamurthi; SUNY, College at New Paltz - Saada, Ellen; CNRS Rouen
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11.
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Strict Convexity of the Limit Shape in First-Passage Percolation Lalley, Steven P.; Department of Statistics, University of Chicago
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12.
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Path transformations of first passage bridges Bertoin, Jean; Universite Pierre et Marie Curie - Chaumont, Loic; Universite Pierre et Marie Curie - Pitman, Jim; University of California at Berkeley
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13.
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Inequality of Two Critical Probabilities for Percolation Kahn, Jeff; Rutgers University, USA
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14.
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Trees and Matchings from Point Processes Holroyd, Alexander E.; University of California, Berkeley - Peres, Yuval; University of California, Berkeley
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15.
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A Law of the Iterated Logarithm for the Sample Covariance Matrix Sepanski, Steven J.; Saginaw Valley State University
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16.
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Noncolliding Brownian motions and Harish-Chandra formula Katori, Makoto; Chuo university - Tanemura, Hideki; Chiba university
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17.
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Positive correlation for increasing events with disjoint dependencies does not imply positive correlation for all increasing events Weininger, Nicholas; Rutgers University
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18.
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On a SDE driven by a fractional Brownian motion and with monotone drift Boufoussi, Brahim; Department of Mathematics, Cadi Ayyad University FSSM - Ouknine, Youssef; Universite Cadi Ayyad
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19.
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Heat Kernel Asymptotics on the Lamplighter Group Revelle, David; UC Berkeley
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20.
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A note on the richness of convex hulls of VC classes Lugosi, Gábor; Pompeu Fabra University, Spain - Mendelson, Shahar; The Australian National University, Australia - Koltchinskii, Vladimir; The University of New Mexico, USA
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21.
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Linear Speed Large Deviations for Percolation Clusters Kovchegov, Yevgeniy; UCLA Mathematics Department, USA - Sheffield, Scott Roger; Microsoft Research
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22.
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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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23.
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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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24.
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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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25.
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Integral criteria for transportation cost inequalities Gozlan, Nathael; Université Paris 10
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26.
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A short proof of the Hausdorff dimension formula for Levy processes Yang, Ming; Columbia University
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27.
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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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28.
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Standard stochastic coalescence with sum kernels Nicolas, Fournier; Paris 12
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29.
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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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30.
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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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31.
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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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32.
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Yule process sample path asymptotics de La Fortelle, Arnaud; Mines Paris
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33.
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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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34.
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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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35.
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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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36.
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On Fractional Fields indexed by Metric Spaces Istas, Jacques; Université Pierre Mendès-France
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37.
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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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38.
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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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39.
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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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40.
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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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41.
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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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42.
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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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43.
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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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44.
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A Controller And A Stopper Game With Degenerate Variance Control Weerasinghe, Ananda P.; Iowa State University
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45.
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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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46.
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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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47.
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The time constant and critical probabilities in percolation models Pimentel, Leandro; Ecole Polytechnique Federale de Lausanne
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48.
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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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49.
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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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50.
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Exponential tail bounds for max-recursive sequences Rueschendorf, Ludger; Mathematical Stochastics - Schopp, Eva-Maria; Mathematical Stochastics
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