Dynamics of stochastic approximation algorithms -- Simulated annealing algorithms and Markov chains with rare transitions / Algorithmes de recuit simulรฉ et chaรฎnes de Markov ร  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'Aprรจs Dubins, Feldman, Smorodinsky and Tsirelson -- On certain probabilities equivalent to Coin-Tossing, d'Aprรจs 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 ร  l'exposรฉ prรฉcรฉdent: La filtration naturelle du mouvement brownien indexรฉ par ? dans une variรฉtรฉ 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 mรฉtrique ร  courbure nรฉgative -- Dualitรฉ du problรจme 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 gouvernรฉs 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