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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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Filtering and parameter estimation for a jump stochastic process with discrete observations Makhnin, Oleg V; New Mexico Tech
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6.
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Asymptotics of the Allele Frequency Spectrum Associated with the Bolthausen-Sznitman Coalescent Basdevant, Anne-Laure; Université Paul Sabatier (Toulouse III) - Goldschmidt, Christina; Department of Statistics, University of Oxford
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7.
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On rough differential equations Lejay, Antoine; Institut Elie Cartan, Nancy
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8.
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The scaling limit of senile reinforced random walk. Holmes, Mark P; University of Auckland
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9.
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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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10.
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A short note. Stefano Castelli
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