Issue no. 1 Table of Contents

Reversed Dirichlet environment and directional transience of random walks in Dirichlet environment

Sabot, Christophe; Tournier, Laurent

p. 1-8
On Wiener-Hopf factors for stable processes

Graczyk, Piotr; Jakubowski, Tomasz

p. 9-19
Long-range self-avoiding walk converges to α-stable processes

Heydenreich, Markus

p. 20-42
Adaptive Dantzig density estimation

Bertin, K.; Le Pennec, E.; Rivoirard, V.

p. 43-74
The triangle and the open triangle

Kozma, Gady

p. 75-79
Annealed upper tails for the energy of a charged polymer

Asselah, Amine

p. 80-110
Asymptotics for the survival probability in a killed branching random walk

Gantert, Nina; Hu, Yueyun; Shi, Zhan

p. 111-129
Windings of planar random walks and averaged Dehn function

Schapira, Bruno; Young, Robert

p. 130-147
Disorder relevance at marginality and critical point shift

Giacomin, Giambattista; Lacoin, Hubert; Toninelli, Fabio Lucio

p. 148-175
Adaptive tests of homogeneity for a Poisson process

Fromont, M.; Laurent, B.; Reynaud-Bouret, P.

p. 176-213
Process-level quenched large deviations for random walk in random environment

Rassoul-Agha, Firas; Seppäläinen, Timo

p. 214-242
Limits of determinantal processes near a tacnode

Borodin, Alexei; Duits, Maurice

p. 243-258
Disorder relevance for the random walk pinning model in dimension 3

Birkner, Matthias; Sun, Rongfeng

p. 259-293
Variance decay for functionals of the environment viewed by the particle

Mourrat, Jean-Christophe

p. 294-327

Issue no. 2 Table of Contents

A stochastic min-driven coalescence process and its hydrodynamical limit

Basdevant, Anne-Laure; Laurençot, Philippe; Norris, James R.; Rau, Clément

p. 329-357
Uniqueness and approximate computation of optimal incomplete transportation plans

Álvarez-Esteban, P. C.; del Barrio, E.; Cuesta-Albertos, J. A.; Matrán, C.

p. 358-375
Intermittency and ageing for the symbiotic branching model

Aurzada, Frank; Döring, Leif

p. 376-394
Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions

Bossy, Mireille; Cissé, Mamadou; Talay, Denis

p. 395-424
Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times

Löcherbach, Eva; Loukianova, Dasha; Loukianov, Oleg

p. 425-449
Lipschitzian norm estimate of one-dimensional Poisson equations and applications

Djellout, Hacene; Wu, Liming

p. 450-465
Limiting curlicue measures for theta sums

Cellarosi, Francesco

p. 466-497
Hiding a constant drift

Prokaj, Vilmos; Rásonyi, Miklós; Schachermayer, Walter

p. 498-514
Brownian motion with respect to time-changing riemannian metrics, applications to Ricci flow

Coulibaly-Pasquier, Koléhè A.

p. 515-538
An integral test for the transience of a brownian path with limited local time

Benjamini, Itai; Berestycki, Nathanaël

p. 539-558
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions

Delbaen, Freddy; Hu, Ying; Richou, Adrien

p. 559-574
Limit laws of transient excited random walks on integers

Kosygina, Elena; Mountford, Thomas

p. 575-600
Ergodicity of hypoelliptic SDEs driven by fractional brownian motion

Hairer, M.; Pillai, N. S.

p. 601-628

Issue no. 3 Table of Contents

A nonasymptotic theorem for unnormalized Feynman-Kac particle models

Cérou, F.; Del Moral, P.; Guyader, A.

p. 629-649
Conservation property of symmetric jump processes

Masamune, Jun; Uemura, Toshihiro

p. 650-662
Maximal displacement for bridges of random walks in a random environment

Gantert, Nina; Peterson, Jonathon

p. 663-678
Spectral gaps and exponential integrability of hitting times for linear diffusions

Loukianov, Oleg; Loukianova, Dasha; Song, Shiqi

p. 679-698
Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space II

Barbu, Viorel; Da Prato, Giuseppe; Tubaro, Luciano

p. 699-724
Variational representations for continuous time processes

Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios

p. 725-747
Second-order asymptotic expansion for a non-synchronous covariation estimator

Dalalyan, Arnak; Yoshida, Nakahiro

p. 748-789
Sampling the Fermi statistics and other conditional product measures

Gaudillière, A.; Reygner, J.

p. 790-812
Scaling limit of the random walk among random traps on ℤ d

Mourrat, Jean-Christophe

p. 813-849
Excursions of diffusion processes and continued fractions

Comtet, Alain; Tourigny, Yves

p. 850-874
(Homogeneous) markovian bridges

Vigon, Vincent

p. 875-916
A Ciesielski-Taylor type identity for positive self-similar Markov processes

Kyprianou, A. E.; Patie, P.

p. 917-928

Issue no. 4 Table of Contents

Giant vacant component left by a random walk in a random d-regular graph

Černý, Jiří; Teixeira, Augusto; Windisch, David

p. 929-968
Ageing in the parabolic Anderson model

Mörters, Peter; Ortgiese, Marcel; Sidorova, Nadia

p. 969-1000
Green functions for killed random walks in the Weyl chamber of Sp(4)

Raschel, Kilian

p. 1001-1019
Mixing time for the Ising model : a uniform lower bound for all graphs

Ding, Jian; Peres, Yuval

p. 1020-1028
Multiparameter multifractional brownian motion : local nondeterminism and joint continuity of the local times

Ayache, Antoine; Shieh, Narn-Rueih; Xiao, Yimin

p. 1029-1054
Strong solutions for stochastic differential equations with jumps

Li, Zenghu; Mytnik, Leonid

p. 1055-1067
Invariant random fields in vector bundles and application to cosmology

Malyarenko, Anatoliy

p. 1068-1095
Exponential functionals of brownian motion and class-one Whittaker functions

Baudoin, Fabrice; O’Connell, Neil

p. 1096-1120
Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations

Stojkovic, I.; van Gaans, O.

p. 1121-1146
On the coupling property of Lévy processes

Schilling, René L.; Wang, Jian

p. 1147-1159
The monotone cumulants

Hasebe, Takahiro; Saigo, Hayato

p. 1160-1170
Adaptive estimation of the conditional intensity of marker-dependent counting processes

Comte, F.; Gaïffas, S.; Guilloux, A.

p. 1171-1196
Irregular sampling and central limit theorems for power variations : the continuous case

Hayashi, Takaki; Jacod, Jean; Yoshida, Nakahiro

p. 1197-1218
Testing stationary processes for independence

Morvai, Gusztáv; Weiss, Benjamin

p. 1219-1225