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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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Mixing Time Bounds via the Spectral Profile Goel, Sharad; Standford University, USA - Montenegro, Ravi; University of Massachusetts Lowell, USA - Tetali, Prasad; Georgia Institute of Technology, USA
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4.
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Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes Cheridito, Patrick; Princeton University, USA - Delbaen, Freddy; ETH Zürich, Switzerland - Kupper, Michael; ETH Zürich, Switzerland
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5.
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The Chance of a Long Lifetime for Brownian Motion in a Horn-Shaped Domain DeBlassie, Dante; Texas A&M University
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6.
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On the efficiency of adaptive MCMC algorithms Andrieu, Christophe; University of Bristol - Atchade, Yves; University of Michigan
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7.
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On Variance Conditions for Markov Chain CLTs Haggstrom, Olle; Chalmers University of Technology - Rosenthal, Jeffrey S.; University of Toronto
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8.
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Local extinction for superprocesses in random environments Mytnik, Leonid; Technion - Xiong, Jie; University of Tennessee and Hebei Normal University
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9.
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Erratum to Eigenvalues of GUE Minors Johansson, Kurt; Swedish Royal Institute of Technology - Nordenstam, Eric; Swedish Royal Institute of Technology
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10.
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Asymptotic results for empirical measures of weighted sums of independent random variables Bercu, Bernard; Universite Bordeaux 1 - Bryc, Wlodek; University of Cincinnati
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