S?inaire de Probabilit? XLI (Paperback, 2008)

A. Dermoune, Ph. Heinrich : Spectral gap for a colored disordered lattice gas.-D. Feral : On large deviations for the spectral measure of discrete Coulomb gas.- O. Khorunzhiy : Estimates for moments of random matrices with Gaussian elements.- M. Capitaine, M. Casalis : Geometric interpretation of the cumulants for random matrices previously defined as convolutions on the symmetric group.- A. Kyprianou, Z. Palmowski : Fluctuations of spectrally negative Markov additive processes.- J. Bertoin, A. Lindner, R. Maller : On continuity properties of the law of integrals of Levy processes.- D. Baraka, T. S. Mountford : A law of the iterated logarithm for fractional Brownian motions.- I. Nourdin : A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimensio local time in R1.- I. Bailleul : Une preuve simple d'un resultat de Dufresne.- L. Serlet : Creation or deletion of a drift on a Brownian trajectory.- A. M. G. Cox : Extending Chacon-Walsh: minimality and generalised starting distributions.- J. Brossard, C. Leuridan : Transformations browniennes et complements independants : resultats et problemes ouverts.- J.-C. Gruet : Hyperbolic random walks.- D. Bakry, N. Huet : The hypergroup property and representation of Markov kernels.- D. Williams : A new look at 'Markovian' Wiener-Hopf theory.- F. Bolley : Separability and completeness for the Wasserstein distance.- N. Privault : A probabilistic interpretation to the symmetries of a discrete heat equation.- S. Kaji : On tail distributions of supremum and quadratic variation of cadlag local martingales.- P. Friz, N. Victoir : The Burkholder-Davis-Gundy inequality for enhanced martingales.- Yu. Kabanov, C. Stricker : On martingale selectors of conevalued processes.- I. Klein : No asymptotic freelunch reviewed in the light of Orlicz spaces.- M. Rasonyi : New methods in the arbitrage theory of financial markets with transaction costs.