Geodesic

Preface
p. 1-2
Reflected backward stochastic differential equations with two RCLL barriers
p. 3-22
Some short elements on hedging credit derivatives
p. 23-34
Consistent price systems for subfiltrations
p. 35-39
A martingale control variate method for option pricing with stochastic volatility
p. 40-54
Infinite system of brownian balls with interaction : the non-reversible case
p. 55-79
Pricing rules under asymmetric information
p. 80-88
Potentials of a Markov process are expected suprema
p. 89-101
The empirical distribution function for dependent variables : asymptotic and nonasymptotic results in 𝕃 p
p. 102-114
Approximation of the fractional brownian sheet via Ornstein-Uhlenbeck sheet
p. 115-146
Lifetime asymptotics of iterated brownian motion in ℝ n
p. 147-160
Convex rearrangements of Lévy processes
p. 161-172
Asymptotic properties of power variations of Lévy processes
p. 173-196
Entropic conditions and hedging
p. 197-216
Discrete Lundberg-type bounds with actuarial applications
p. 217-235
Behavior of the Euler scheme with decreasing step in a degenerate situation
p. 236-247
Polynomial expansions of density of power mixtures
p. 248-263
Moderate deviations for two sample t-statistics
p. 264-271
A graph-based estimator of the number of clusters
p. 272-280
Macroscopic non-uniqueness and transversal fluctuation in optimal random sequence alignment
p. 281-300
A Donsker theorem to simulate one-dimensional processes with measurable coefficients
p. 301-326
Small ball probabilities for stable convolutions
p. 327-343
On pointwise adaptive curve estimation based on inhomogeneous data
p. 344-364
Probability density for a hyperbolic SPDE with time dependent coefficients
p. 365-380
Corrigendum to “Stability of solutions of BSDEs with random terminal time”
p. 381-384
Homogenization of a semilinear parabolic PDE with locally periodic coefficients : a probabilistic approach
p. 385-411
Toward the best constant factor for the Rademacher-gaussian tail comparison
p. 412-426
Minimum variance importance sampling via population Monte Carlo
p. 427-447
The fractional mixed fractional brownian motion and fractional brownian sheet
p. 448-465