We study multiple Bernoulli series associated to a sequence of vectors generating a lattice in a vector space. The associated multiple Bernoulli series is a periodic and locally polynomial function, and we give an explicit formula (called wall crossing formula) comparing the polynomial densities in two adjacent domains of polynomiality separated by a hyperplane. We also present a formula in the spirit of Euler-MacLaurin formula. Finally, we give a decomposition formula for the Bernoulli series describing...