1. Extreme value theory for continuous parameter stationary processes

   • M. R. Leadbetter
   • Holger Rootzén

   OriginalPaper Pages: 1 - 20

2. A characterization of semimartingales on nuclear spaces

   • A. S. Ustunel

   OriginalPaper Pages: 21 - 39

3. Martingales dépendant d'un paramètre: une formule d'Ito

   • Alain-Sol Sznitman

   OriginalPaper Pages: 41 - 70

4. Generalized strong Markov properties and applications

   • Bruce W. Atkinson

   OriginalPaper Pages: 71 - 78

5. Local time is a semi-martingale

   • Edwin Perkins

   OriginalPaper Pages: 79 - 117

6. Zero-one laws for infinitely divisible probability measures on groups

   • Arnold Janssen

   OriginalPaper Pages: 119 - 138

7. Correction to “entropy and maximal spacings for random partitions”

   • Eric V. Slud

   OriginalPaper Pages: 139 - 141