Sommaire du Fascicule no. 1

From repeated games to brownian games
Three-dimensional reflected driftless random walks in troughs : new asymptotic behavior
Increasing propagation of chaos for mean field models
Shortest excursion lengths

Sommaire du Fascicule no. 2

Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes
Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times
Brownian motion in a Weyl chamber, non-colliding particles, and random matrices
About the stationary states of vortex systems
Spectres de M-extensions aléatoires

Sommaire du Fascicule no. 3

Une majoration sous-exponentielle pour la convergence de l'entropie des chaînes de Markov à trou spectral
Flots browniens isotropes sur la sphère
Flux moyen d'un courant électrique dans un réseau aléatoire stationnaire de résistances
Necessary conditions for the bootstrap of the mean of a triangular array
Gibbsian fields associated to exponentially decreasing quadratic potentials

Sommaire du Fascicule no. 4

Asymptotic expansion of stochastic oscillatory integrals with rotation invariance
On the density for the solution of a Burgers-type SPDE
Remarks on decay of correlations and Witten laplacians III. Application to logarithmic Sobolev inequalities
Geodesics and crossing brownian motion in a soft poissonian potential
Abel transform and integrals of Bessel local times

Sommaire du Fascicule no. 5

Free boundary problem from stochastic lattice gas model
Gaussian lower bounds for random walks from elliptic regularity
A central limit theorem for random walks in random labyrinths

Sommaire du Fascicule no. 6

Stability and other limit laws for exit times of random walks from a strip or a halfplane
A Dvoretzky-Kiefer-Wolfowitz type inequality for the Kaplan-Meier estimator
Manifold-valued martingales, changes of probabilities, and smoothness of finely harmonic maps
The “progressive mixture” estimator for regression trees