Includes bibliographical references.

Stochastic integration with respect to fractional Brownian motion and applications ; Entropy and economic equilibrium ; Credit risk a survey ; Optimal investment in incomplete financial markets with stochastic volatility ; Price calculation for power exponential jumpdiffusion models a Hermiteseries approach ; Conditions for nonconservativity in quantum dynamical semigroups ; Some notes on a dependency measure ; An example of an averaged Markov decision process without stable policies ; Closeness estimates for sums of independent random variables ; An example of infinite dimensional quasihelix ; A nonhomogeneous wave equation driven by a Poisson process ; Existence of selfintersection local time of the multitype DawsonWatanabe superprocess ; Levy processes in Banach spaces: distributional properties and subordination ; Phase space path integral representation for the solution of a stochastic Schrodinger equation ; A note on covariance characterization of some generalized Gaussian random fields ; On twoparameter Stieltjes integrals for functions in BesovLiouville spaces and stochastic integrals David Nualart ; Esa Nummelin ; Thorsten Schmidt and Winfried Stute ; Netzahualcoyotl CastanedaLeyva and Daniel HernandezHernandez ; Manuel Galea Jin Ma and Soledad Torres ; Julio C Garcia and Roberto Quezada ; Jose M GonzalezBarrios ; Juan GonzalezHernandez ; Evgueni Gordienko Mario Mendieta and Juan Ruiz de Chavez ; Christian Houdre and Jose Villa ; Jorge A Leon and Monica Sarra ; Jose Alfredo LopezMimbela and Jose Villa ; Victor PerezAbreu and Alfonso RochaArteaga ; Luis A Rincon ; Anna Talarczyk ; Constantin Tudor