Dynamics of stochastic approximation algorithms.- Simulated annealing algorithms and Markov chains with rare transitions / Algorithmes de recuit simul? et cha?nes de Markov ? transitions rares.- Concentration of measure and logarithmic Sobolev inequalities.- Une simplification de l'argument de Tsirelson sur le caractere non-brownien des processus de walsh.- On certain probabilities equivalent to Wiener measure, d'Apr?s Dubins, Feldman, Smorodinsky and Tsirelson.- On certain probabilities equivalent to Coin-Tossing, d'Apr?s Schachermayer.- On the joining of sticky brownian motion.- Brownian filtrations are not stable under equivalent time-changes.- The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane.- A remark on Tsirelson's stochastic differential equation.- Appendice ? l'expos? pr?c?dent: La filtration naturelle du mouvement brownien index? par ? dans une vari?t? compacte.- A stochastic differential equation with a unique (up to indistinguishability) but not strong solution.- Some remarks on the uniform integrability of continuous martingales.- An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales.- A short proof of decomposition of strongly reduced martingales.- Some remarks on L?, H? and BMO.- A bipolar theorem for .- Barycentre canonique pour un espace m?trique ? courbure n?gative.- Dualit? du probl?me des marges et ses applications.- The distribution of local times of a Brownian bridge.- Paths of finitely additive Brownian Motion need not be bizarre.- A limit theorem for the prediction process under absolute continuity.- Processus gouvern?s par des noyaux.- Sur l'hypercontractivite des semi-groupes ultraspheriques.- An addendum to a remark on Slutsky's theorem.- Theoremes limites pour les temps locaux d'un processus stable symetrique.Springer Book Archives