1. (Semi-) martingale inequalities and local times

   • M. T. Barlow
   • M. Yor

   OriginalPaper Pages: 237 - 254

2. Weak convergence to the law of two-parameter continuous processes

   • David Nualart

   OriginalPaper Pages: 255 - 259

3. Vitesses maximales de décroissance des erreurs et tests optimaux associés

   • Lucien Birgé

   OriginalPaper Pages: 261 - 273

4. Subprocesses of stationary Markov processes

   • M. I. Taksar

   OriginalPaper Pages: 275 - 296

5. Limiting point processes in the branching random walk

   • J. D. Biggins

   OriginalPaper Pages: 297 - 303

6. On the stationary measures of critical branching processes

   • Ch. Pommerenke

   OriginalPaper Pages: 305 - 312

7. Markov properties of a Markov process

   • R. K. Getoor
   • M. J. Sharpe

   OriginalPaper Pages: 313 - 330

8. A generalized formula of Ito and some other properties of stochastic flows

   • Jean -Michel Bismut

   OriginalPaper Pages: 331 - 350