Paul Andre Meyer: Titres et travaux, postface; Marc Yor: The life and scientific works of Paul-Andre Meyer; Stephane Attal: Disparition de Paul-Andre Meyer; Temoignages de Jacques Azema, Claude Dellacherie, Catherine Doleans-Dade, Michel Emery, Yves Le Jan, Bernard Maisonneuve, Yves Meyer, Jacques Neveu, Nicolas Privault, Daniel Revuz; Yan Pautrat: Kernel and integral representations of operators on infinite dimensional toy Fock spaces; Philippe Biane: Le theoreme de Pitman, le groupe quantique SUq(2), et une question de P. A. Meyer; Jia-An Yan: A simple proof of two generalized Borel-Cantelli lemmas, Francois Coquet, Adam Jakubowski, Jean Memin; Leszek Slominski: Natural decomposition of processes and weak Dirichlet processes; John Walsh: A lost scroll; Marzia De Donno, Maurizio Pratelli: Stochastic integration with respect to a sequence of semimartingales; Rajeeva L. Karandikar: On almost sure convergence results in stochastic calculus; S. Kotani: On a condition that one-dimensional diffusion processes are martingales; Dilip B. Madan, Marc Yor: Ito's integrated formula for strict local martingales; David Applebaum: Martingale-valued measures, Ornstein-Uhlenbeck processes with jumps and operator self-decomposability in Hilbert space; Michel Emery: Sandwiched filtrations and Levy processes; Yuri Kabanov, Christophe Stricker: The Dalang-Morton-Willinger theorem under delayed information; Freddy Delbaen: The structure of m-stable sets and in particular of the set of risk neutral measures; B. Rajeev: A path transformation of Brownian motion, David Aldous, Jim Pitman: Two recursive decompositions of Brownian bridge related to the asymptotics of random mappings; Bernard Roynette, Pierre Vallois, Marc Yor: Penalisations et extensions du theoreme de Pitman relatives au mouvement brownien et a son maximum unilatere; Leonard Gallardo, Marc Yor: Some remarkable properties of the Dunkl martingales; Nathanael Enriquez, Jacques Franchi, Yves Le Jan:Enroulements browniens et subordination dans les groupes de Lie; Laurence Maillard-Teyssier: Stochastic covariant calculus with jumps and stochastic calculus with covariant jumps ...
