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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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