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1.
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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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2.
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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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3.
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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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4.
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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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5.
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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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6.
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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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7.
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A note on the tensor product of two random unitary matrices Tkocz, Tomasz; University of Warwick
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8.
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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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9.
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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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10.
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Noncommutative characterization of free Meixner processes Ejsmont, Wiktor; Wroclaw University of Economics and University of Wroclaw
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11.
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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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12.
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On Euclidean random matrices in high dimension Bordenave, Charles; Université de Toulouse & CNRS
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13.
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Stochastic differential equations on domains defined by multiple constraints Fradon, Myriam; Université Lille1
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14.
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Algebraically recurrent random walks on groups Benjamini, Itai; Weizmann - Finucane, Hilary; MIT - Tessera, Romain; ÉNS Lyon
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15.
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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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16.
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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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17.
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Zero noise limits using local times Trevisan, Dario; Scuola Normale Superiore
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18.
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Parameter sensitivity of CIR process Ould Aly, Sidi Mohamed; Université de Marne-la-vallée
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19.
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On Zhao-Woodroofe's condition for martingale approximation Klicnarova, Jana; University of South Bohemia - Volny, Dalibor; Université de Rouen
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20.
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Mean-Square continuity on homogeneous spaces of compact groups Marinucci, Domenico; University of Rome "Tor Vergata" - Peccati, Giovanni; Luxembourg University
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21.
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Pure jump increasing processes and the change of variables formula Bertoin, Jean; Universität Zürich - Yor, Marc; Université Pierre et Marie Curie - Paris 6
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22.
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On McDiarmid's concentration inequality Rio, Emmanuel; Université de Versailles
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23.
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Asymptotic behavior for neutral stochastic partial differential equations with infinite delays Cui, Jing; Anhui Normal University - Yan, Litan; Donghua University
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24.
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The probability law of the Brownian motion normalized by its range Spinu, Florin; OMERS Capital Markets
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25.
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A note on tamed Euler approximations Sabanis, Sotirios; University of Edinburgh
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26.
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Illustration of various methods for solving partly Skorokhod's embedding problem Yen, Ju-Yi; University of Cincinnati - Yor, Marc; Institut Universitaire de France & Université Pierre et Marie Curie - Paris 6
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27.
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Double averaging principle for periodically forced stochastic slow-fast systems Wainrib, Gilles; Université Paris 13
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28.
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From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes Tsirelson, Boris; Tel Aviv University
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29.
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A simple observation on random matrices with continuous diagonal entries Friedland, Omer; Université Pierre et Marie Curie - Giladi, Ohad; University of Alberta
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30.
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Extensions of the Hoeffding-Azuma inequalities Rio, Emmanuel; University of Versailles
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31.
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Standardness and nonstandardness of next-jump time filtrations Laurent, Stéphane; Currently none
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32.
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Quasi-stationary distributions associated with explosive CSBP Labbé, Cyril; Université Pierre et Marie Curie
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33.
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Avoidance Coupling Angel, Omer; University of British Columbia - Holroyd, Alexander E; Microsoft Research - Martin, James; University of Oxford - Winkler, Peter; Dartmouth College - Wilson, David B; Microsoft Research
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34.
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How big are the $l^\infty$-valued random fields? Moon, Hee-Jin; Gyeongsang National University - Han, Chang-Ho; Gyeongsang National University - Choi, Yong-Kab; Gyeongsang National University
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35.
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Some properties of generalized anticipated backward stochastic differential equations Yang, Zhe; University of Calgary - Elliott, Robert J.; University of Calgary
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36.
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Continuum percolation for Gibbs point processes Stucki, Kaspar; Universität Göttingen
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37.
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Mean field forward-backward stochastic differential equations Carmona, René; Princeton University - Delarue, François; Université de Nice Sophia-Antipolis
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38.
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Lower bounds for the probability of a union via chordal graphs Dohmen, Klaus; Hochschule Mittweida University of Applied Sciences
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39.
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Central limit theorem for an additive functional of the fractional Brownian motion II Nualart, David; University of Kansas - Xu, Fangjun; East China Normal University
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40.
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Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II Nualart, David; University of Kansas - Swanson, Jason; University of Central Florida
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41.
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Hanson-Wright inequality and sub-gaussian concentration Rudelson, Mark; University of Michigan - Vershynin, Roman; University of Michigan
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42.
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Particle systems with repulsion exponent $\beta$ and random matrices Venker, Martin; Bielefeld University
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43.
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Non-degeneracy of some Sobolev Pseudo-norms of fractional Brownian motion Hu, Yaozhong; University of Kansas - Lu, Fei; Lawrence Berkeley National Laboratory - Nualart, David; University of Kansas
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44.
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The quenched limiting distributions of a one-dimensional random walk in random scenery Guillotin-Plantard, Nadine; Université Lyon 1 - Hu, Yueyun; Université Paris 13 - Schapira, Bruno; Aix-Marseille Université
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45.
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The local limit of unicellular maps in high genus Angel, Omer; University of British Columbia - Chapuy, Guillaume; CNRS & Université Paris-Diderot - Curien, Nicolas; CNRS & Université Pierre et Marie Curie - Ray, Gourab; University of British Columbia
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46.
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Sensitivity of mixing times Ding, Jian; University of Chicago - Peres, Yuval; Microsoft Research
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47.
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On the average of the Airy process and its time reversal Baik, Jinho; University of Michigan - Liu, Zhipeng; University of Michigan
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48.
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Weak approximation of the fractional Brownian sheet from random walks Wang, Zhi; Donghua University - Yan, Litan; Donghua University - Yu, Xianye; Donghua University
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49.
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Edgeworth expansion for the integrated Lévy driven Ornstein-Uhlenbeck process Masuda, Hiroki; Kyushu University - Yoshida, Nakahiro; University of Tokyo
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50.
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On the robust superhedging of measurable claims Possamaï, Dylan; Université Paris Dauphine - Royer, Guillaume; École Polytechnique - Touzi, Nizar; École Polytechnique
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