Preface
Reflected backward stochastic differential equations with two RCLL barriers
Some short elements on hedging credit derivatives
Consistent price systems for subfiltrations
A martingale control variate method for option pricing with stochastic volatility
Infinite system of brownian balls with interaction : the non-reversible case
Pricing rules under asymmetric information
Potentials of a Markov process are expected suprema
The empirical distribution function for dependent variables : asymptotic and nonasymptotic results in 𝕃 p
Approximation of the fractional brownian sheet via Ornstein-Uhlenbeck sheet
Lifetime asymptotics of iterated brownian motion in ℝ n
Convex rearrangements of Lévy processes
Asymptotic properties of power variations of Lévy processes
Entropic conditions and hedging
Discrete Lundberg-type bounds with actuarial applications
Behavior of the Euler scheme with decreasing step in a degenerate situation
Polynomial expansions of density of power mixtures
Moderate deviations for two sample t-statistics
A graph-based estimator of the number of clusters
Macroscopic non-uniqueness and transversal fluctuation in optimal random sequence alignment
A Donsker theorem to simulate one-dimensional processes with measurable coefficients
Small ball probabilities for stable convolutions
On pointwise adaptive curve estimation based on inhomogeneous data
Probability density for a hyperbolic SPDE with time dependent coefficients
Corrigendum to “Stability of solutions of BSDEs with random terminal time”
Homogenization of a semilinear parabolic PDE with locally periodic coefficients : a probabilistic approach
Toward the best constant factor for the Rademacher-gaussian tail comparison
Minimum variance importance sampling via population Monte Carlo
The fractional mixed fractional brownian motion and fractional brownian sheet