Includes bibliographical references.

Superprocesses: The particle picture ; Une approache probabiliste de resolution d'equations non lineaires ; Variation of iterated Brownian motion ; The finite systems scheme: An abstract theorem and a new example ; On path properties of super- processes. I ; A type of interaction between superprocesses and branching particle systems ; Neutral allelic genealogy ; Superprocesses in catalytic media ; A measure valued process arising from a branching particle system with changes of mass ; Long time behavior of critical branching particle systems and applications ; Newtonian particle mechanics and stochastic partial differential equations ; Occupation time limit theorems for independent random walks ; Large deviations and Boltzmann equation ; A stochastic PDE arising as the limit of a long-range contact process, and its phase transition ; Some aspects of the Martin boundary of measure-valued diffusions ; A Dirichlet form primer ; Stationary distribution problem for interacting diffusion systems ; On clan-recurrence and -transience in time stationary branching Brownian particle systems ; Tagged particle problem for an infinite hard core particle system in mathbb R^d ; A three level particle system and existence of general multilevel measure-valued processes