01 - Mild Solutions for a Class of Fractional SPDEs and Their Sample Paths - Marta Sanz-Solé, Pierre-A. Vuillermot
02 - Calibration of Perturbative Black Scholes model with Variance Swaps - Simone Scotti
03 - Stochastic Dynamical Systems in Infinite Dimensions - Salah-Eldin Mohammed
04 - Errors Theory using Dirichlet Forms in Saint-Venant PDE: a numerical approach with explicit scheme - Simone Scotti
05 - An anticipating It\^o's formula for L\'evy processes - Elisa Al\`os, Jorge A. Le\'on, Josep Vives
06 - Mean-Field Backward Stochastic Differential Equations. A Limit Approach - Rainer Buckdahn, Juan Li, Shige Peng
07 - Mean-Field Backward Stochastic Differential Equations and Related Partial Differential Equations - Rainer Buckdahn, Juan Li, Shige Peng
08 - On the distributions of the sup and inf of the classical risk process with exponential claim - Jorge A. León , José Villa
09 - Ornstein-Uhlenbeck processes on Lie groups - Fabrice Baudoin, Martin Hairer, Josef Teichmann
10 - Regularity of a degenerated convolution semi-group without to use the Poisson process - Rémi Léandre
11 - Absolutely continuous laws of Jump-Diffusions in finite and infinite dimensions with applications to mathematical Finance - Barbara Forster, Eva Lütkebohmert, Josef Teichmann
12 - Anticipating Stochastic Differential Systems with Memory - Salah-Eldin Mohammed, Tusheng Zhang
13 - Stochastic Partial Differential Equations with a Noised Starting Condition - Simone Scotti
14 - Integration by parts formula for locally smooth laws and applications to equations with jumps I - Vlad Bally
15 - Integration by parts formula for locally smooth laws and applications to equations with jumps II - Vlad Bally
16 - Stochastic Integrals and Evolution Equations with Gaussian Random Fields - Sergey Lototsky, Karsten Stemmann
17 - Chaos Approach to Nonlinear Filtering - Sergey Lototsky
18 - Efficient estimation for ergodic diffusions sampled at high frequency - Michael Sørensen
19 - Turbulent Rivers - Bjorn Birnir
20 - Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise - Matthias Geissert, Mihaly Kovacs, Stig Larsson
21 - Large deviations for the stochastic shell model of turbulence - Utpal Manna, Sivaguru Sritharan, Padmanabhan Sundar
22 - Large deviations for the Boussinesq equations under random influences - Jinqiao Duan, Annie Millet
23 - Properties of the density for a three dimensional stochastic wave equation - Marta Sanz-Solé
24 - Stochastic porous media equation and self-organized criticality - Viorel Barbu, Giuseppe Da Prato, Michael Roeckner
25 - Self-organized criticality via stochastic partial differential equations - Viorel Barbu, Philippe Blanchard, Giuseppe Da Prato, Michael Roeckner
26 - Non-Monotone Stochastic Generalized Porous Media Equations - Michael Roeckner, Feng-Yu Wang
27 - Partial differential equations driven by rough paths - Michael Caruana, Peter Friz
28 - A fractional Poisson equation: existence, regularity and approximations of the solution - Marta Sanz-Sol\'e, Iv\'an Torrecilla-Tarantino
29 - FBM-driven integrals in Banach spaces - Bohdan Maslowski, Martin Ondrejat
30 - Weak approximation of stochastic partial differential equations: the non linear case - Arnaud Debussche
31 - On rough differential equations - Antoine Lejay
32 - Stationary distributions for diffusions with inert drift - Richard Bass, Krzysztof Burdzy, Zhen-Qing Chen, Martin Hairer