Sommaire du Fascicule no. 1

Reversed Dirichlet environment and directional transience of random walks in Dirichlet environment
On Wiener-Hopf factors for stable processes
Long-range self-avoiding walk converges to α-stable processes
Adaptive Dantzig density estimation
The triangle and the open triangle
Annealed upper tails for the energy of a charged polymer
Asymptotics for the survival probability in a killed branching random walk
Windings of planar random walks and averaged Dehn function
Disorder relevance at marginality and critical point shift
Adaptive tests of homogeneity for a Poisson process
Process-level quenched large deviations for random walk in random environment
Limits of determinantal processes near a tacnode
Disorder relevance for the random walk pinning model in dimension 3
Variance decay for functionals of the environment viewed by the particle

Sommaire du Fascicule no. 2

A stochastic min-driven coalescence process and its hydrodynamical limit
Uniqueness and approximate computation of optimal incomplete transportation plans
Intermittency and ageing for the symbiotic branching model
Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions
Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times
Lipschitzian norm estimate of one-dimensional Poisson equations and applications
Limiting curlicue measures for theta sums
Hiding a constant drift
Brownian motion with respect to time-changing riemannian metrics, applications to Ricci flow
An integral test for the transience of a brownian path with limited local time
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
Limit laws of transient excited random walks on integers
Ergodicity of hypoelliptic SDEs driven by fractional brownian motion

Sommaire du Fascicule no. 3

A nonasymptotic theorem for unnormalized Feynman-Kac particle models
Conservation property of symmetric jump processes
Maximal displacement for bridges of random walks in a random environment
Spectral gaps and exponential integrability of hitting times for linear diffusions
Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space II
Variational representations for continuous time processes
Second-order asymptotic expansion for a non-synchronous covariation estimator
Sampling the Fermi statistics and other conditional product measures
Scaling limit of the random walk among random traps on ℤ d
Excursions of diffusion processes and continued fractions
(Homogeneous) markovian bridges
A Ciesielski-Taylor type identity for positive self-similar Markov processes

Sommaire du Fascicule no. 4

Giant vacant component left by a random walk in a random d-regular graph
Ageing in the parabolic Anderson model
Green functions for killed random walks in the Weyl chamber of Sp(4)
Mixing time for the Ising model : a uniform lower bound for all graphs
Multiparameter multifractional brownian motion : local nondeterminism and joint continuity of the local times
Strong solutions for stochastic differential equations with jumps
Invariant random fields in vector bundles and application to cosmology
Exponential functionals of brownian motion and class-one Whittaker functions
Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations
On the coupling property of Lévy processes
The monotone cumulants
Adaptive estimation of the conditional intensity of marker-dependent counting processes
Irregular sampling and central limit theorems for power variations : the continuous case
Testing stationary processes for independence