Sommaire du Fascicule no. 1

Regularity properties of the diffusion coefficient for a mean zero exclusion process
On the rate of convergence in the central limit theorem for martingale difference sequences
Regularity of the diffusion coefficient matrix for the lattice gas with energy
Large deviations for invariant measures of stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term
Perturbed Skorohod equations and perturbed reflected diffusion processes

Sommaire du Fascicule no. 2

Stochastic integration with respect to Volterra processes
Gaussian fluctuations of eigenvalues in the GUE
Théorème local pour chaînes de Markov de probabilité de transition quasi-compacte. Applications aux chaînes V-géométriquement ergodiques et aux modèles itératifs
Uniqueness for reflecting brownian motion in lip domains
Mobility and Einstein relation for a tagged particle in asymmetric mean zero random walk with simple exclusion

Sommaire du Fascicule no. 3

Extremal quantum states in coupled systems
A non-linear Riesz respresentation in probabilistic potential theory
On certain almost brownian filtrations
Stochastic flows associated to coalescent processes II : stochastic differential equations
Properties of perpetual integral functionals of brownian motion with drift
Decoherence of quantum Markov semigroups
Itô calculus and quantisation of Lie bialgebras
From (n+1)-level atom chains to n-dimensional noises
Analysis of a Bose-Einstein Markov chain
Poisson point processes attached to symmetric diffusions
Vervaat et Lévy
Finite utility on financial markets with asymmetric information and structure properties of the price dynamics
Dilation of a class of quantum dynamical semigroups with unbounded generators on UHF algebras
The approximate Euler method for Lévy driven stochastic differential equations
Continuous-time mean-risk portfolio selection
Quantum stochastic convolution cocycles I
The smallest g-supermartingale and reflected BSDE with single and double L 2 obstacles

Sommaire du Fascicule no. 4

Stochastic calculus and martingales on trees
Glauber dynamics of continuous particle systems
Approximations of the brownian rough path with applications to stochastic analysis
Small deviations for fractional stable processes
Characterization of equality in the correlation inequality for convex functions, the U-conjecture
The voter model with anti-voter bonds
m-order integrals and generalized Itô’s formula ; the case of a fractional brownian motion with any Hurst index
Fluctuations in a p-spin interaction model

Sommaire du Fascicule no. 5

Non-linear Neumann's condition for the heat equation : a probabilistic representation using catalytic super-brownian motion
Two-dimensional Poisson trees converge to the brownian web
Forward estimation for ergodic time series
On an invariance principle for phase separation lines
On the speed of a planar random walk avoiding its past convex hull
Exponential asymptotics for intersection local times of stable processes and random walks
Last exit times for transient semistable processes
Thick points for the Cauchy process

Sommaire du Fascicule no. 6

Large deviations of Markov chains indexed by random trees
Berry-Esseen theorem and local limit theorem for non uniformly expanding maps
Remarks on ergodicity and invariant occupation measure in branching diffusions with immigration
Stochastic integral of divergence type with respect to fractional brownian motion with Hurst parameter H∈(0,1 2)
Eigenvalues of Hermite and Laguerre ensembles : large beta asymptotics
Green kernel estimates and the full Martin boundary for random walks on lamplighter groups and Diestel-Leader graphs