Preface
Entrelacements de semi-groupes provenant de paires de Gelfand
Time-homogeneous diffusions with a given marginal at a random time
Local martingales and filtration shrinkage
A new kind of augmentation of filtrations
Hoeffding spaces and Specht modules
Wiener integral for the coordinate process under the σ-finite measure unifying brownian penalisations
Estimating a discrete distribution via histogram selection
A new stochastic restricted biased estimator under heteroscedastic or correlated error
A non asymptotic penalized criterion for gaussian mixture model selection
Local Asymptotic Normality Property for Lacunar Wavelet Series multifractal model
On the large deviations of a class of modulated additive processes
L p -theory for the stochastic heat equation with infinite-dimensional fractional noise
Expansions for the distribution of M-estimates with applications to the Multi-Tone problem
Cramér type moderate deviations for Studentized U-statistics
SURE shrinkage of gaussian paths and signal identification
Penalized nonparametric drift estimation for a continuously observed one-dimensional diffusion process
Large deviations for directed percolation on a thin rectangle
Simulation and approximation of Lévy-driven stochastic differential equations
Random fractals generated by a local gaussian process indexed by a class of functions
Estimation for misspecified ergodic diffusion processes from discrete observations
Limit theorems for measure-valued processes of the level-exceedance type
Data-driven penalty calibration: A case study for gaussian mixture model selection
Expansions for Repeated Integrals of Products with Applications to the Multivariate Normal
KPZ formula for log-infinitely divisible multifractal random measures
Dislocation measure of the fragmentation of a general Lévy tree
A note on spider walks
Integration in a dynamical stochastic geometric framework
Continuous-time multitype branching processes conditioned on very late extinction