Sommaire du Fascicule no. 1

On the equality between Monge's infimum and Kantorovich's minimum in optimal mass transportation
On estimating the memory for finitarily markovian processes
Sur les retardateurs
Annealed deviations of random walk in random scenery
Besov regularity for the generalized local time of the indefinite Skorohod integral
Concentration of mass on the Schatten classes
Limiting behavior of a diffusion in an asymptotically stable environment

Sommaire du Fascicule no. 2

New scaling of Itzykson-Zuber integrals
Fluctuations of the front in a stochastic combustion model
A note on random walk in random scenery
A probabilistic representation for the solutions to some non-linear PDEs using pruned branching trees
Heat flow, brownian motion and newtonian capacity
On diffusivity of a tagged particle in asymmetric zero-range dynamics
Lower deviation probabilities for supercritical Galton-Watson processes

Sommaire du Fascicule no. 3

Two scales hydrodynamic limit for a model of malignant tumor cells
Sinaǐ's condition for real valued Lévy processes
Infimum-convolution description of concentration properties of product probability measures, with applications
Some results concerning maximum Rényi entropy distributions
The Markov chain asymptotics of random mapping graphs

Sommaire du Fascicule no. 4

Mixing rank-one actions of locally compact abelian groups
On finite-dimensional projections of distributions for solutions of randomly forced 2D Navier-Stokes equations
On tails of stationary measures on a class of solvable groups
Large deviation principle of occupation measure for stochastic Burgers equation
Aging for interacting diffusion processes
Self-intersection local time of (α,d,β)-superprocess

Sommaire du Fascicule no. 5

The survival probability for critical spread-out oriented percolation above 4+1 dimensions. II. Expansion
Adaptive estimation of the transition density of a Markov chain
A superprocess involving both branching and coalescing
Almost-sure path properties of fractional brownian sheet
On perturbations of strongly admissible prior distributions

Sommaire du Fascicule no. 6

On maximum increase and decrease of brownian motion
Large deviations from a macroscopic scaling limit for particle systems with Kac interaction and random potential
An invariance principle for Azéma martingales
Scaling limit of isoradial dimer models and the case of triangular quadri-tilings
Asymptotic direction for random walks in random environments
Set estimation under convexity type assumptions
Large deviation principle for enhanced gaussian processes