ISSN 0246-0203
A stochastic min-driven coalescence process and its hydrodynamical limit
Anne-Laure Basdevant, Philippe Laurençot, James R. Norris and Clément Rau; 329-357
Uniqueness and approximate computation of optimal incomplete transportation plans
P. C. Álvarez-Esteban, E. del Barrio, J. A. Cuesta-Albertos and C. Matrán; 358-375
Intermittency and ageing for the symbiotic branching model
Frank Aurzada and Leif Döring; 376-394
Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions
Mireille Bossy, Mamadou Cissé and Denis Talay; 395-424
Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times
Eva Löcherbach, Dasha Loukianova and Oleg Loukianov; 425-449
Lipschitzian norm estimate of one-dimensional Poisson equations and applications
Hacene Djellout and Liming Wu; 450-465
Limiting curlicue measures for theta sums
Francesco Cellarosi; 466-497
Hiding a constant drift
Vilmos Prokaj, Miklós Rásonyi and Walter Schachermayer; 498-514
Brownian motion with respect to time-changing Riemannian metrics, applications to Ricci flow
Koléhè A. Coulibaly-Pasquier; 515-538
An integral test for the transience of a Brownian path with limited local time
Itai Benjamini and Nathanaël Berestycki; 539-558
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
Freddy Delbaen, Ying Hu and Adrien Richou; 559-574
Limit laws of transient excited random walks on integers
Elena Kosygina and Thomas Mountford; 575-600
Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion
M. Hairer and N. S. Pillai; 601-628