1. Two-sided bias bound of the Kaplan-Meier estimator

   • M. Zhou

   OriginalPaper Pages: 165 - 173

2. Estimates for the closeness of successive convolutions of multidimensional symmetric distributions

   • A. Yu. Zaįtsev

   OriginalPaper Pages: 175 - 200

3. Stochastic partial differential equations for some measure-valued diffusions

   • N. Konno
   • T. Shiga

   OriginalPaper Pages: 201 - 225

4. Produits aléatoires d'opérateurs matrices de transfert

   • P. Ferrero
   • B. Schmitt

   OriginalPaper Pages: 227 - 248

5. The Itô formula for anticipative processes with nonmonotonous time scale via the Malliavin Calculus

   • A. S. Ustunel

   OriginalPaper Pages: 249 - 269

6. Uniqueness in law for pure jump Markov processes

   • R. F. Bass

   OriginalPaper Pages: 271 - 287

7. Fluctuations in a Markovian system of pairwise interacting particles

   • Kōhei Uchiyama

   OriginalPaper Pages: 289 - 302

8. Distribution and moment convergence of martingales

   • H. Teicher

   OriginalPaper Pages: 303 - 316