ESAIM: Probability and Statistics (ESAIM: P&S)

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Foreword

Preface p. 1

Rama Cont, Jean-Pierre Fouque and Bernard Lapeyre

Published online: 01 March 2007

DOI: https://doi.org/10.1051/ps:2007001

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Reflected backward stochastic differential equations with two RCLL barriers p. 3

Jean-Pierre Lepeltier and Mingyu Xu

Published online: 01 March 2007

DOI: https://doi.org/10.1051/ps:2007002

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Some short elements on hedging credit derivatives p. 23

Philippe Durand and Jean-Frédéric Jouanin

Published online: 01 March 2007

DOI: https://doi.org/10.1051/ps:2007003

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Consistent price systems for subfiltrations p. 35

Andrea Gombani, Stefan Jaschke and Wolfgang Runggaldier

Published online: 01 March 2007

DOI: https://doi.org/10.1051/ps:2007004

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A martingale control variate method for option pricing with stochastic volatility p. 40

Jean-Pierre Fouque and Chuan-Hsiang Han

Published online: 01 March 2007

DOI: https://doi.org/10.1051/ps:2007005

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Infinite system of Brownian balls with interaction: the non-reversible case p. 55

Myriam Fradon and Sylvie Rœlly

Published online: 01 March 2007

DOI: https://doi.org/10.1051/ps:2007006

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Pricing rules under asymmetric information p. 80

Shigeyoshi Ogawa and Monique Pontier

Published online: 01 March 2007

DOI: https://doi.org/10.1051/ps:2007007

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Potentials of a Markov process are expected suprema p. 89

Hans Föllmer and Thomas Knispel

Published online: 01 March 2007

DOI: https://doi.org/10.1051/ps:2007008

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The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in p. 102

Jérôme Dedecker and Florence Merlevède

Published online: 31 March 2007

DOI: https://doi.org/10.1051/ps:2007009

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Approximation of the fractional Brownian sheet VIA Ornstein-Uhlenbeck sheet p. 115

Laure Coutin and Monique Pontier

Published online: 31 March 2007

DOI: https://doi.org/10.1051/ps:2007010

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Lifetime asymptotics of iterated Brownian motion in p. 147

Erkan Nane

Published online: 31 March 2007

DOI: https://doi.org/10.1051/ps:2007012

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Convex rearrangements of Lévy processes p. 161

Youri Davydov and Emmanuel Thilly

Published online: 31 March 2007

DOI: https://doi.org/10.1051/ps:2007011

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Asymptotic properties of power variations of Lévy processes p. 173

Jean Jacod

Published online: 19 June 2007

DOI: https://doi.org/10.1051/ps:2007013

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Entropic Conditions and Hedging p. 197

Samuel Njoh

Published online: 19 June 2007

DOI: https://doi.org/10.1051/ps:2007015

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Discrete Lundberg-type bounds with actuarial applications p. 217

Kristina Sendova

Published online: 19 June 2007

DOI: https://doi.org/10.1051/ps:2007016

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Behavior of the Euler scheme with decreasing step in a degenerate situation p. 236

Vincent Lemaire

Published online: 19 June 2007

DOI: https://doi.org/10.1051/ps:2007018

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Polynomial expansions of density of power mixtures p. 248

Denys Pommeret

Published online: 19 June 2007

DOI: https://doi.org/10.1051/ps:2007017

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Moderate deviations for two sample t-statistics p. 264

Hongyuan Cao

Published online: 19 June 2007

DOI: https://doi.org/10.1051/ps:2007020

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A graph-based estimator of the number of clusters p. 272

Gérard Biau, Benoît Cadre and Bruno Pelletier

Published online: 19 June 2007

DOI: https://doi.org/10.1051/ps:2007019

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Macroscopic non-uniqueness and transversal fluctuation in optimal random sequence alignment p. 281

Saba Amsalu, Heinrich Matzinger and Serguei Popov

Published online: 19 June 2007

DOI: https://doi.org/10.1051/ps:2007014

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