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This book collects lectures and research results in stochastic analysis by distinguished researchers, invited on the occasion of a thematic semester organized by the Bernoulli Center of the Ecole Polytechnique at Lausanne, Switzerland, from January to June 2012.§§Contributions by:§§S. Albeverio§M. Arnaudon§V. Bally§V. Barbu§H. Bessaih§Z. Brzezniak§K. Burdzy§A.B. Cruzeiro§F. Flandoli§A. Kohatsu-Higa§S. Mazzucchi§C. Mueller§J. van Neerven§M. Ondreját§S. Peszat§M. Veraar§L. Weis§J.C. Zambrini§