XXXVIII: 01, 1-4, LNM 1857 (2005)
DONEY, Ronald A.
Tanaka's construction for random walks and Lévy processes
XXXVIII: 02, 5-15, LNM 1857 (2005)
DONEY, Ronald A.
Some excursion calculations for spectrally one-sided Lévy processes
XXXVIII: 03, 16-29, LNM 1857 (2005)
KYPRIANOU, Andreas E.;
PALMOWSKI, Zbigniew
A martingale review of some fluctuation theory for spectrally negative Lévy processes
XXXVIII: 04, 30-41, LNM 1857 (2005)
PISTORIUS, Martijn R.
A potential-theoretical review of some exit problems of spectrally negative Lévy processes
XXXVIII: 05, 42-69, LNM 1857 (2005)
NGUYEN-NGOC, Laurent;
YOR, Marc
Some martingales associated to reflected Lévy processes
XXXVIII: 06, 70-94, LNM 1857 (2005)
ERICKSON, K. Bruce;
MALLER, Ross A.
Generalised Ornstein-Uhlenbeck processes and the convergence of Lévy integrals
XXXVIII: 07, 95-123, LNM 1857 (2005)
FOUGÈRES, Pierre
Spectral gap for log-concave probability measures on the real line
XXXVIII: 08, 124-134, LNM 1857 (2005)
GODEFROY, Laurent
Propriété de Choquet-Deny et fonctions harmoniques sur les hypergroupes commutatifs
XXXVIII: 09, 135-144, LNM 1857 (2005)
BUICULESCU, Mioara
Exponential decay parameters associated with excessive measures
XXXVIII: 10, 145-157, LNM 1857 (2005)
GRECEA, Valentin
Positive bilinear mappings assiocated with stochastic processes
XXXVIII: 11, 158-164, LNM 1857 (2005)
JAKUBOWSKI, Adam
An almost sure approximation for the predictable process in the Doob--Meyer decomposition theorem
XXXVIII: 12, 165-185, LNM 1857 (2005)
CHERNY, Alexander S.;
SHIRYAEV, Albert N.
On stochastic integrals up to infinity and predictable criteria for integrability
XXXVIII: 13, 186-194, LNM 1857 (2005)
KABANOV, Yuri;
STRICKER, Christophe
Remarks on the true no-arbitrage property
XXXVIII: 14, 195-204, LNM 1857 (2005)
BÜHLER, Hans
Information-equivalence: on filtrations created by independent increments
XXXVIII: 15, 205-225, LNM 1857 (2005)
ZAKAI, Moshe
Rotations and tangent processes on Wiener space
XXXVIII: 16, 226-246, LNM 1857 (2005)
SHIGEKAWA, Ichiro
$L^p$ multiplier theorem for the Hodge--Kodaira operator
XXXVIII: 17, 247-262, LNM 1857 (2005)
PECCATI, Giovani;
TUDOR, Ciprian A.
Gaussian limits for vector-valued multiple stochastic integrals
XXXVIII: 18, 263-281, LNM 1857 (2005)
ROSEN, Jay
Derivatives of self-intersection local times
XXXVIII: 19, 282-289, LNM 1857 (2005)
EISENBAUM, Nathalie;
TUDOR, Ciprian A.
On squared fractional Brownian motions
XXXVIII: 20, 290-312, LNM 1857 (2005)
AYACHE, Antoine;
BENASSI, Albert;
COHEN, Serge;
LÉVY-VÉHEL, Jacques
Regularity and identification of generalized multifractional Gaussian processes
XXXVIII: 21, 313-319, LNM 1857 (2005)
BENAYCH-GEORGES, Florent
Failure of the Raikov theorem for free random variables
XXXVIII: 22, 320-337, LNM 1857 (2005)
AUBRUN, Guillaume
A sharp small deviation inequality for the largest eigenvalue of a random matrix
XXXVIII: 23, 338-362, LNM 1857 (2005)
BAUDOIN, Fabrice
The tangent space to a hypoelliptic diffusion and applications
XXXVIII: 24, 363-392, LNM 1857 (2005)
BENCHÉRIF-MADANI, Abdellatif;
PARDOUX, Étienne
Homogenization of a diffusion with locally periodic coefficients